The Journal of Finance

Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets
pp. 1629-1666(38)
Authors: Claus, James; Thomas, Jacob

Is It Inefficient Investment that Causes the Diversification Discount?
pp. 1667-1691(25)
Author: Whited, Toni M.

The Diversification Discount: Cash Flows Versus Returns
pp. 1693-1721(29)
Authors: Lamont, Owen A.; Polk, Christopher

Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects
pp. 1723-1746(24)
Authors: Smith, Brian F.; Turnbull, D. Alasdair S.; White, Robert W.

Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock
pp. 1747-1764(18)
Author: Benartzi, Shlomo

Counterparty Risk and the Pricing of Defaultable Securities
pp. 1765-1799(35)
Authors: Jarrow, Robert A.; Yu, Fan

True Spreads and Equilibrium Prices
pp. 1801-1835(35)
Authors: Ball, Clifford A.; Chordia, Tarun

LAPM: A Liquidity-Based Asset Pricing Model
pp. 1837-1867(31)
Authors: Holmström, Bengt; Tirole, Jean

Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry
pp. 1869-1886(18)
Authors: Brown, Stephen J.; Goetzmann, William N.; Park, James

Is Sound Just Noise?
pp. 1887-1910(24)
Authors: Coval, Joshua D.; Shumway, Tyler

Massively Confused Investors Making Conspicuously Ignorant Choices (MCI-MCIC)
pp. 1911-1927(17)
Author: Rashes, Michael S.

Do Credit Spreads Reflect Stationary Leverage Ratios?
pp. 1929-1957(29)
Authors: Collin-Dufresne, Pierre; Goldstein, Robert S.

Location Matters: An Examination of Trading Profits
pp. 1959-1983(25)
Author: Hau, Harald

Evaluating Mutual Fund Performance
pp. 1985-2010(26)
Authors: Kothari, S.P.; Warner, Jerold B.