The Journal of Finance

Are Judgment Errors Reflected in Market Prices and Allocations? Experimental Evidence Based on the Monty Hall Problem
pp. 969-998(30)
Authors: Kluger B.D.; Wyatt S.B.

Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing
pp. 999-1037(39)
Authors: Dammon R.M.; Spatt C.S.; Zhang H.H.

Are Momentum Profits Robust to Trading Costs?
pp. 1039-1082(44)
Authors: Korajczyk R.A.; Sadka R.

Analyzing the Analysts: When Do Recommendations Add Value?
pp. 1083-1124(42)
Authors: Jegadeesh N.; Kim J.; Krische S.D.; Lee C.M.C.

A Catering Theory of Dividends
pp. 1125-1165(41)
Authors: Baker M.; Wurgler J.

Executive Option Repricing, Incentives, and Retention
pp. 1167-1200(34)
Author: Chen M.A.

Economic News and the Impact of Trading on Bond Prices
pp. 1201-1234(34)
Author: Green T.C.

Informed Trading in Stock and Option Markets
pp. 1235-1258(24)
Authors: Chakravarty S.; Gulen H.; Mayhew S.

Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
pp. 1259-1294(36)
Authors: Antweiler W.; Frank M.Z.

Risk Sharing and Asset Prices: Evidence from a Natural Experiment
pp. 1295-1324(30)
Authors: Chari A.; Henry P.B.

The Foundations of Freezeout Laws in Takeovers
pp. 1325-1344(20)
Authors: Amihud Y.; Kahan M.; Sundaram R.K.

Market States and Momentum
pp. 1345-1365(21)
Authors: Cooper M.J.; Gutierrez R.C.; Hameed A.

Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
pp. 1367-1404(38)
Author: Eraker B.

Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes
pp. 1405-1440(36)
Authors: Huang J-z.; Wu L.

Miscellanea
pp. 1441-1442(2)