Table Of Content

Author Index Aguerrevere, F. L. Equilibrium Investment Strategies and Output Price Behavior: A Real-Options Approach Ahn, D.-H. Risk Adjustment and Trading Strategies Almazan, A. Managerial Compensation and the Market Reaction to Bank Loans Bae, K.-H. \ New Approach to Measuring Financial Contagion Bakshi, G. Delta-Hedged Gains and the Negative Market Volatility Risk Premium Bakshi, G. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options Barclay, M. J. Price Discovery and Trading After Hours Bennett, J. A. Greener Pastures and the Impact of Dynamic Institutional Preferences Billet, M. T. Cross-Subsidies, External Financing Constraints, and the Contribution of the Internal Capital Market to Firm Value Bondarenko, O. Statistical Arbitrage and Securities Prices Bray, A. The Role of Lockups in Initial Public Offerings Conrad, J. See Ahn Cooney, J. W., Jr Underwriter Certification and Japanese Seasoned Equity Issues Dai, Q. Term Structure Dynamics in Theory and Reality Derrien, F. Auctions vs. Bookbuilding and the Control of Underpricing in Hot IPO Markets Detemple, J. Dynamic Equilibrium with Liquidity Constraints Dittmar, R. F. See Ahn Dybvig, P. H. Employee Reload Options: Pricing, Hedging, and Optimal Exercise Edelen, R. The Role of Trading Halts in Monitoring a Specialist Market Fee, C. E. Raids, Rewards, and Reputations in the Market for Managerial Talent Ferson, W. E. Stochastic Discount Factor Bounds with Conditioning Information Foucault, T. Market Making with Costly Monitoring: An Analysis of the SOES Controversy Garmaise, M. J. Informal Financial Networks: Theory and Evidence Gervais, S. See Edelen Gompers, P. A. See Bray Graham, J. R. Taxes and Corporate Finance: A Review Hadlock, C. J. See Fee Hauswald, R. Information Technology and Financial Services Competition Hendershott, T. See Barclay Hong, H. Differences of Opinion, Short-Sales Constraints, and Market Crashes Jenkinson, T. See Ljungaqvist Johnson, S. A. Debt Maturity and the Effects of Growtl Opportunities and Liquidity Risk on Leverage Jones, C. S. Nonlinear Mean Reversion in the Short-Term Interest Rate Kapadia, N. See Bakshi Karolyi, G. A. See Bae Kato, H. K. See Cooney Ljungqvist, A. P. Global Integration 1 The Role of U.S. Banks and U.S. Investors Loewenstein, M. See Dybvig Love, I. Financial Development and Financing Cot International Evidence from the Structural Investment Model MacKay, P. Real Flexibility and Financial Structure: An Empirical Analysis Madan, D. See Bakshi Marquez, R. See Hauswald Mauer, D. C. See Billet Mehrotra, V. The Design of Financial Policies in Corporate Spin-offs Mele, A. Fundamental Properties of Bond Prices in Models of the Short-Term Rate Mikkelson, W. See Mehrotra Moskowitz, T. J. An Analysis of Covariance Risk and Pricing Anomalies Moskowitz, T. J. See Garmaise Ou-Yang, H. Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem Parlour, C. A. Liquidity-Based Competition for Order Flow Partch, M. See Mehrotra Peterson, M. A. Order Preferencing and Market Quality U.S. Equity Exchanges Roell, A. See Foucault Sandas, P. See Foucault Sarkissian, S. Incomplete Consumption Risk Sharing and Currency Risk Premiums Schallheim, J. S. See Cooney Seppi, D. J. See Parlour Serrat, A. See Detemple Sias, R. W. See Bennett Siegel, A. F. See Ferson Singleton, K. See Dai Sirri, E. R. See Peterson Starks, L. T. See Bennett Stein, J.C. See Hong Stulz, R. M. See Bae 1390 Suarez, J. See Almazan Vorkink, K. Return Distributions and Improved Tests of Asset Pricing Models Wilhelm, W. J., Jr. See Ljungqvist Winton, A. Institutional Liquidity Needs and the Structure of Monitored Finance 1273 Womack, K. L. See Derrien Title Index An Analysis of Covariance Risk and Pricing Anomalies Tobias J. Moskowitz Auctions vs. Bookbuilding and the Control of Underpricing in Hot IPO Markets Francois Derrien and Kent L. Womack Cross-Subsidies, External Financing Constraints, and the Contribution of the Internal Capital Market to Firm Value Matthew T. Billett and David C. Mauer Debt Maturity and the Effects of Growth Opportunities and Liquidity Risk on Leverage Shane A. Johnson Delta-Hedged Gains and the Negative Market Volatility Risk Premium Gurdip Bakshi and Nikunj Kapadia The Design of Financial Policies in Corporate Spin-offs Vikas Mehrotra, Wayne Mikkelson, and Megan Partch Differences of Opinion, Short-Sales Constraints, and Market Crashes Harrison Hong and Jeremy C. Stein Dynamic Equilibrium with Liquidity Constraints Jerome Detemple and Angel Serrat Employee Reload Options: Pricing, Hedging, and Optimal Exercise Philip H. Dybvig and Mark Loewenstei Equilibrium Investment Strategies and Output Price Behavior A Real-Options Approach Felipe L. Aguerrevere Financial Development and Financing Constraints: International Evidence from the Structural Investment Model Inessa Love Fundamental Properties of Bond Prices in Models of the Short-Term Rate Antonio Mele Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors Alexander P. Ljungqvist, Tim Jenkinson, and William J. Wilhelm, Jr Greener Pastures and the Impact of Dynamic Institutional Preferences James A. Bennett, Richard W. Sias, and Laura T. Starks Incomplete Consumption Risk Sharing and Currency Risk Premiums Sergei Sarkissian Informal Financial Networks: Theory and Evidence Mark J. Garmaise and Tobias J. Moskowitz Information Technology and Financial Services Competition Robert Hauswald and Robert Marquez Institutional Liquidity Needs and the Structure of Monitored Finance Andrew Winton Liquidity-Based Competition for Order Flow Christine A. Parlour and Duane J. Seppi Managerial Compensation and the Market Reaction to Bank Loans Andres Almazan and Javier Suarez Market Making with Costly Monitoring: An Analysis of the SOES Controversy Thierry Foucault, Ailsa Roell, and Patrik Sandas 4 New Approach to Measuring Financial Contagion Kee-Hong Bae. G. Andrew Karolyi. and René M. Stulz Nonlinear Mean Reversion in tne Short-Term Interest Rate Christopher S. Jones Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem Hui Ou-Yang Order Preferencing and Market Quality on U.S. Equity Exchanges Mark A. Peterson and Erik R. Sirri Price Discovery and Trading After Hours Michael J. Barclay and Terrence Hendershott Raids, Rewards, and Reputations in the Market for Managerial Talent C. Edward Fee and Charles J. Hadlock Real Flexibility and Financial Structure: An Empirical Analysis Peter MacKay Return Distributions and Improved Tests of Asset Pricing Models Keith Vorkink Risk Adjustment and Trading Strategies Dong-Hyun Ahn, Jennifer Conrad, and Robert F. Dittmar The Role of Lockups in Initial Public Offerings Alon Brav and Paul A. Gompers The Review of Financial Studies / v 16 n 4 2003 The Role of Trading Halts in Monitoring a Specialist Market Roger Edelen and Simon Gervais Statistical Arbitrage and Securities Prices Oleg Bondarenko Stochastic Discount Factor Bounds with Conditioning Information Wayne E. Ferson and Andrew F. Siegel Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options Gurdip Bakshi, Nikunj Kapadia, and Dilip Madan Taxes and Corporate Finance: A Review John R. Graham Term Structure Dynamics in Theory and Reality Qiang Dai and Kenneth Singleton Underwriter Certification and Japanese Seasoned Equity Issues John W. Cooney, Jr., Hideaki Kiyoshi Kato, and James S. Schallheim - : Ps i * * os e f taoT s* * pie. ; : , S * r a e oi ‘ rae 5