The Journal of Finance

Smith Breeden and Brattle Group Prizes
pp. v-v(1)

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
pp. 1-43(43)
Authors: Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; Xu, Yexiao

Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
pp. 45-85(41)
Authors: Baks, Klaas P.; Metrick, Andrew; Wachter, Jessica

Capital Structures in Developing Countries
pp. 87-130(44)
Authors: Booth, Laurence; Aivazian, Varouj; Demirguc-Kunt, Asli; Maksimovic, Vojislav

Strategic Trading in a Dynamic Noisy Market
pp. 131-171(41)
Author: Vayanos, Dimitri

The Long-Run Stock Returns Following Bond Ratings Changes
pp. 173-203(31)
Authors: Dichev, Ilia D.; Piotroski, Joseph D.

Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
pp. 205-246(42)
Author: Xia, Yihong

Explaining the Rate Spread on Corporate Bonds
pp. 247-277(31)
Authors: Elton, Edwin J.; Gruber, Martin J.; Agrawal, Deepak; Mann, Christopher

Affine Term Structure Models and the Forward Premium Anomaly
pp. 279-304(26)
Authors: Backus, David K.; Foresi, Silverio; Telmer, Chris I.

Variance-ratio Statistics and High-frequency Data: Testing for Changes in Intraday Volatility Patterns
pp. 305-327(23)
Authors: Andersen, Torben G.; Bollerslev, Tim; Das, Ashish

The Economic Value of Volatility Timing
pp. 329-352(24)
Authors: Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara

Capital Gains Tax Rules, Tax-loss Trading, and Turn-of-the-year Returns
pp. 353-368(16)
Authors: Poterba, James M.; Weisbenner, Scott J.

Rationality and Analysts' Forecast Bias
pp. 369-385(17)
Author: Lim, Terence

Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar
pp. 387-396(10)
Authors: Huberman, Gur; Regev, Tomer

Institutional Trading and Soft Dollars
pp. 397-416(20)
Authors: Conrad, Jennifer S.; Johnson, Kevin M.; Wahal, Sunil

Book Reviews
pp. 417-424(8)