Table Of Content

JOURNALO F C —fedathe ECONOMICS 4 Journal of Financial Economics 74 (2004) 611 www.elsevier.com/locate/econbase Index Ait-Sahalia, Yacine, Disentangling diffusion from jumps Chirinko, Robert S. and Huntley Schaller, A revealed preference approach to understanding corporate governance problems: Evidence from Canada Fee, C. Edward and Shawn Thomas, Sources of gains in horizontal mergers: evidence from customer, supplier, and rival firms Getmansky, Mila, Andrew W. Lo and Igor Makarov, An econometric model of serial correlation and illiquidity in hedge fund returns Harvey, Campbell R., Karl V. Lins and Andrew H. Roper, The effect of capital structure when expected agency costs are extreme Huson, Mark R., Paul H. Malatesta and Robert Parrino, Managerial succession and firm performance Kalay, Avner, Orly Sade and Avi Wohl, Measuring stock illiquidity: An investigation of the demand and supply schedules at the TASE Lewellen, Jonathan, Predicting returns with financial ratios Li, Mingiang, Neil D. Pearson and Allen M. Poteshman, Conditional estimation of diffusion processes Lins, K.V., see Campbell R. Harvey Lo, A.W., see Mila Getmansky Longstaff, Francis A. and Monika Piazzesi, Corporate earnings and the equity premium Louis, Henock, Earnings management and the market performance of acquiring firms Makarov, I., see Mila Getmansky Malatesta, P.H., see Mark R. Huson Mikhail, Michael B., Beverly R. Walther and Richard H. Willis, Do security analysts exhibit persistent differences in stock picking ability? Ng, Lilian and Qinghai Wang, Institutional trading and the turn-of-the-year effect Ofek, Eli, Matthew Richardson and Robert F. Whitelaw, Limited arbitrage and short sales restrictions: evidence from the options markets Parrino, R., see Mark R. Huson Pearson, N.D., see Mingiang Li Penas, Maria Fabiana and Haluk Unal, Gains in bank mergers: Evidence from the bond markets Piazzesi, M., see Francis A. Longstaff Poteshman, A.M., see Mingiang Li Richardson, M., see Eli Ofek Roper, A.H., see Campbell R. Harvey Rossi, Stefano and Paolo F. Volpin, Cross-country determinants of mergers and acquisitions Sade, O., see Avner Kalay Schaller, H., see Robert S. Chirinko Teo, Melvyn and Sung-Jun Woo, Style effects in the cross-section of stock returns Thomas, S., see C. Edward Fee Unal, H., see Maria Fabiana Penas Volpin, P.F., see Stefano Rossi Walther, B.R., see Michael B. Mikhail Wang, Q., see Lilian Ng Whitelaw, R.F., see Eli Ofek Willis, R.H., see Michael B. Mikhail Wohl, A., see Avner Kalay Woo, S.-J., see Melvyn Teo Wu, YiLin, The choice of equity-selling mechanisms doi:10.1016/S0304-405X(04)00194-1