The Journal of Finance

Front Matter
pp. i-iv(4)

Back Matter
pp. v-ix(5)

Options and the Bubble
pp. 2071-2102(32)
Authors: BATTALIO, ROBERT; SCHULTZ, PAUL

The Evolution of Security Designs
pp. 2103-2135(33)
Authors: NOE, THOMAS H.; REBELLO, MICHAEL J.; WANG, JUN

Informed Lending and Security Design
pp. 2137-2162(26)
Authors: INDERST, ROMAN; MUELLER, HOLGER M.

The Value Premium and the CAPM
pp. 2163-2185(23)
Authors: FAMA, EUGENE F.; FRENCH, KENNETH R.

Dynamic Portfolio Selection by Augmenting the Asset Space
pp. 2187-2217(31)
Authors: BRANDT, MICHAEL W.; SANTA-CLARA, PEDRO

Liquidity and Credit Risk
pp. 2219-2250(32)
Authors: ERICSSON, JAN; RENAULT, OLIVIER

Bayesian Alphas and Mutual Fund Persistence
pp. 2251-2288(38)
Authors: BUSSE, JEFFREY A.; IRVINE, PAUL J.

Are IPO Allocations for Sale? Evidence from Mutual Funds
pp. 2289-2324(36)
Author: REUTER, JONATHAN

A Nonlinear Factor Analysis of S&P 500 Index Option Returns
pp. 2325-2363(39)
Author: JONES, CHRISTOPHER S.

Liquidity and Autocorrelations in Individual Stock Returns
pp. 2365-2394(30)
Authors: AVRAMOV, DORON; CHORDIA, TARUN; GOYAL, AMIT

Automation versus Intermediation: Evidence from Treasuries Going Off the Run
pp. 2395-2414(20)
Authors: BARCLAY, MICHAEL J.; HENDERSHOTT, TERRENCE; KOTZ, KENNETH

Business Groups and Tunneling: Evidence from Private Securities Offerings by Korean Chaebols
pp. 2415-2449(35)
Authors: BAEK, JAE-SEUNG; KANG, JUN-KOO; LEE, INMOO

Retail Investor Sentiment and Return Comovements
pp. 2451-2486(36)
Authors: KUMAR, ALOK; LEE, CHARLES M.C.

Executive Stock Options: Early Exercise Provisions and Risk-taking Incentives
pp. 2487-2509(23)
Author: BRISLEY, NEIL

Lending Booms and Lending Standards
pp. 2511-2546(36)
Authors: DELL'ARICCIA, GIOVANNI; MARQUEZ, ROBERT

MISCELLANEA
pp. 2547-2548(2)