Table Of Content

JOURNALO F cial ECONOMICS Journal of Financial Economics 72 (2004) 627 www.elsevier.com/locate/econbase Index Bollen, Nicolas P.B., Tom Smith and Robert E. Whaley, Modeling the bid/ask spread: measuring the inventory-holding premium Brandt, Michael W. and Qiang Kang, On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach Chemmanur, Thomas J. and An Yan, A theory of corporate spin-offs Chordia, Tarun and Avanidhar Subrahmanyam, Order imbalance and individual stock returns: Theory and evidence Christoffersen, Peter and Kris Jacobs, The importance of the loss function in option valuation DeAngelo, Harry, Linda DeAngelo and Douglas J. Skinner, Are dividends disappearing? Dividend concentration and the consolidation of earnings DeAngelo, L., see Harry DeAngelo Dell’Ariccia, Giovanni and Robert Marquez, Information and bank credit allocation Doidge, Craig, U.S. cross-listings and the private benefits of control: evidence from dual-class firms Gibson, Scott, Assem Safieddine and Ramana Sonti, Smart investments by smart money: Evidence from seasoned equity offerings Inderst, Roman and Holger M. Miiller, The effect of capital market characteristics on the value of start-up firms Jacobs, K., see Peter Christoffersen Jakob, Keith and Tongshu Ma, Tick size, NYSE rule 118, and ex-dividend day stock price behavior Kang, Q., see Michael W. Brandt Kimmel, Robert L., Modeling the term structure of interest rates: A new approach Lambrecht, Bart M., The timing and terms of mergers motivated by economies of scale Lerner, Josh and Antoinette Schoar, The illiquidity puzzle: theory and evidence from private equity Ma, T., see Keith Jakob Marquez, R., see Giovanni Dell’ Ariccia McNeil, Chris, Greg Niehaus and Eric Powers, Management turnover in subsidiaries of conglomerates versus stand-alone firms Miiller, H.M., see Roman Inderst Narayanan, Rajesh P., Kasturi P. Rangan and Nanda K. Rangan, The role of syndicate structure in bank underwriting Niehaus, G., see Chris McNeil Powers, E., see Chris McNeil Rangan, K.P., see Rajesh P. Narayanan Rangan, N.K., see Rajesh P. Narayanan Rosen, Harvey S. and Stephen Wu, Portfolio choice and health status Safieddine. A., see Scott Gibson Sapienza, Paola, The effects of government ownership on bank lending Schoar, A., see Josh Lerner Skinner, D.J., see Harry DeAngelo Smith, T., see Nicolas P.B. Bollen Sonti, R., see Scott Gibson Subrahmanyam, A., see Tarun Chordia Tu, Jun and Guofu Zhou, Data-generating process uncertainty: What difference does it make in portfolio decisions? Whaley, R.E., see Nicolas P.B. Bollen Wu, S., see Harvey S. Rosen Yan, A., see Thomas J. Chemmanur Zhou, G., see Jun Tu doi:10.1016/S0304-405X(04)00088- 1