2002
December 2002 - Chan, Karceski, Lakonishok, Analysts' Conflict of Interest and Biases in Earnings Forecasts
December 2002 - Swanson, Publishing In The Majors: A Comparison of Accounting, Finance, Management, and Marketing
December 2002 - Jensen, Fuller, What's A Director To Do?
December 2002- Leibowitz, The Levered P/E Ratio (abstract only)
December 2002 - Ramezani, Soenen, Jung, Growth, Corporate Profitability, and Value Creation (abstract only)
Due in Late 2002/2003 - Brandt, Kang, On The Relationship Between The Conditional Mean And Volatility Of Stock Returns: A Latent VAR Approach
Due in Late 2002/2003 - Carlin, Mayer, Finance, Investment And Growth
Due in Late 2002/2003 - Barberis, Shleifer, Style Investing
Due in Late 2002/2003 - Osler, Currency Orders and Exchange Rate Dynamics: An Explanation For The Predictive Success Of Technical Analysis
Due in Late 2002/2003 - Maxwell, Stephens, The Wealth Effects Of Repurchases On Bondholders
Due in Late 2002/2003 - Byun, Rezoff, Long-Run Performance After Stock Splits: 1927-1996
Due in Late 2002/2003 - Gneezy, Kapteyn, Potters, Evaluation Periods And Asset Prices In A Market Experiment
Due in Winter 2002 -
December 2002 - Swanson, Publishing In The Majors: A Comparison Of Accounting, Finance, Management And Marketing
December 2002 - Li, Macroeconomic Factors And The Correlation Of Stock And Bond Returns
December 2002 - Jacquier, Kane, Marcus, Optimal Forecasts of Long-Term Returns: Geometric, Arithmetic, or Other Means
December 2002 - Friederich, Payne, Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange
December 2002 - Dellas, Hess, Financial Development And Stock Returns: A Cross Country Analysis
December 2002 - Campbell, Asset Pricing At The Millennium (abstract only)
Due in December 2002 -
Due in December 2002 - Kim, M-S. Kim, A Multifactor Explanation of Post-Earnings-Announcement Drift (abstract only)
Due in December 2002 - Pilotte, Capital Gains, Dividend Yields, And Expected Inflation
Due in December 2002 - Wang, Asset Pricing with Conditioning Information: A New Test
Due in December 2002 - Chordia, Shivakumar, Momentum, Business Cycle, and Time-Varying Expected Returns
Due in December 2002 - Gemmill, Thomas, Noise-Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed End Funds
Due in December 2002 - Conrad, Cornell, Landsman, When Is Bad News Really Bad News?
Due in December 2002 - Evans, FX Trading And Exchange Rate Dynamics
Due in December 2002 - Desai, Ramesh, Thiagarajan, Balachandran, An Investigation of the Informational Role of Short Interest in the Nasdaq Market
Due in December 2002 - Easley, Hvidkjaer, O'Hara, Is Information Risk a Determinant of Asset Returns?
December 2002 - Fair, Risk Aversion and Stock Prices
December 2002 - Geanakoplos, Magill, Quinzii,. Demography and the Long-run Predictability of the Stock Market
November 2002 - Sack, Extracting The Expected Path Of Monetary Policy From Futures Rates
November 2002 - Bhuyhan, Information, Alternative Markets And Security Price Processes: A Survey Of The Literature
November 2002 - Shiller, From Efficient Market Theory to Behavioral Finance
November 2002 -Dolde, Saad, Tirtiroglu, Evidence That Extreme Volatility In Stock Prices Is Associated With Reported News Items
Due in 2002 - Jones, Lamont, Short Sale Constraints And Stock Returns
Due in 2002 - Cohen, Gompers, Tuomo, Who Underreacts to Cash-flow News? Evidence From Trading Between Individuals And Institution
Due in 2002 - Massa, How Do Family Strategies Affect Fund Performance? When Performance-Maximization Is Not The Only Game In Town
Due in 2002 - Vassalou, News Related To Future GDP Growth As A Risk Factor In Equity Returns
Due in 2002 - Chen, Hong, Stein, Breadth of ownership and stock returns
Due in 2002 - Sapp, Price Leadership in the Spot Foreign Exchange Market (abstract only)
Due in 2002 - Okunev, White, Do Momentum-Based Strategies Still Work in Foreign Currency Markets?
Due in 2002 - Karceski, Returns-Chasing Behavior, Mutual Funds, and Beta's Death (abstract only)
Fall 2002 - Bloomfield, Hales, Predicting The Next Step Of A Random-Walk: Experimental Evidence Of Regime-Shifting Beliefs
Fall 2002 - Bekaert, Campbel, Lumsdaine, Dating The Integration Of World Equity Markets
Fall 2002 - Llorente, Michaely, Saar, Wang, Dynamic Volume-Return Relation of Individual Stocks (abstract only)
Fall 2002 - Cremers, Stock Return Predictability: A Bayesian Model Selection Perspective (abstract only)
Fall 2002 - Campbell, Chan, Viceira, A Multivariate Model Of Strategic Asset Allocation
Fall 2002 - Chan, Karceski, Lakonishok, The Level and Persistence of Growth Rates ****Highly Recommended****
October 2002 - Weston, Electronic Communication Networks and Liquidity on the Nasdaq (abstract only)
October 2002 - Jung, Shiller, One Simple Test of Samuelson's Dictum for the Stock Market
October 2002 - Ellis, Michaely, O'Hara, The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks
October 2002 - Griffin, Lemmon, Book-To-Market Equity, Distress Risk, And Stock Returns
October 2002 - Diether, Malloy, Scherbins, Differences Of Opinion And The Cross-Sections Of Stock Returns
October 2002 - Dennis, Strickland, Who Blinks In Volatile Markets, Individuals Or Institutions?
October 2002- Fair, Events That Shook The Market (abstract only)
October 2002 - Doukas, Kim, Pantzalis, A Test For The Errors-In-Expectations Explanation Of The Value/Glamour Stock Returns Performance: Evidence From Analysts' Forecasts
October 2002 - Li, Xu, Survival Bias And The Equity Puzzle Premium
October 2002 - Forbe, Rigobon, No Contagion, Only Interdepedence: Measuring Stock Market Co-Movements
October 2002 - Berk , Green, Mutual Fund Flow And Performance In Rational Markets (abstract only)
September 2002 - Zovko, Farmer, The Power Of Patience: A Behavioural Regularity In Limit-Order Placement September 2002- Sapp, Price Leadership in the Spot Foreign Exchange Market (abstract only)
September 2002 - Durham, The Extreme Bounds Of The Cross-Section Of Expected Stock Returns ****Highly Recommended****
Summer 2002 - Darrough, Russell, A Positive Model Of Earnings Forecasts: Top Down Versus Bottom Up (abstract only)
September 2002 - Bulkley, Harris, Herrerias, Stock Returns Following Profit Warnings: A Test Of Models Of Behavioural Finance
September 2002 - Corrado, Miller. Zhang, Exchange Rate Monitoring Bands: Theory And Practice
Summer 2002 - Ritter, The Biggest Mistakes We Teach ****Highly Recommended****
Summer 2002 - Stracca, Behavioural Finance And Aggregate Market Behaviour: Where Do We Stand?
August 2002 - Dwyer, Barnhart, Are Stocks In New Industries Like Lottery Tickets
August 2002 - Geanakoplos, Magill, Quinzii, Demography and the Long-run Predictability of the Stock Market
August 2002 - Lewellen, Predicting Returns With Financial Ratios
August 2002 - Gebhardt, Hvidkjaer, Swaminathan, Stock and Bond Market Interaction: Does Momentum Spill Over?
August 2002 - Goetzmann, Ingersoll, Spiegel, Sharpening Sharpe Ratios (abstract only)
August 2002 - Constantinides, Rational Asset Prices
August 2002 - Grullon, Michaely, Dividends, Share Repurchases, and the Substitution Hypothesis
Summer 2002 - Philips, The Source Of Value (abstract only)
Summer 2002 - Ellis, Symptoms And Signs (abstract only)
Summer 2002 - Covrig, Melvin, Asymmetric Information And Price Discovery In The FX Market: Does Tokyo Know More About The Yen? (abstract only)
July 2002 - Reichenstein, What Do Past Stock Market Returns Tell Us About the Future?
July 2002 - Sharpe, How Does The Market Interpret Analysts' Long-Term Growth Forecasts?
July 2002 - Campbell, Viceira, White, Foreign Currency For Long Term Investors (abstract only)
July 2002 - Burgstaller, Are Stock Returns A Leading Indicator For Macroeconomic Developments?
July 2002 - Lewellen, Momentum and Autocorrelation In Stock Returns (abstract only)
June 2002 - Romer, It's Fourth Down and What Does the Bellman Equation Say? A Dynamic-Programming Analysis of Football Strategy (abstract only)
June 2002 - Chan, Frankel, Kothari, Testing Behavioral Finance Theories Using Trends And Sequences In Financial Performance
June 2002 - Shefrin, Do Investors Expect Higher Returns from Safer Stocks than from Riskier Stocks? (abstract only) (older version - full text)
June 2002 - Grossman, Powell, Womack, Zhang, The Intuition Behind Option Valuation
June 2002 - Gillan, Option-based Compensation: Panacea or Pandora's Box?
June 2002 - Cooper, Gutierrez, Marcum, On the Predictability of Stock Returns in Real Time (abstract only)
June 2002 - Seifert, Wright, The International Evidence on Performance and Equity Ownership by Insiders, Blockholders, and Institutions
June 2002 - Pastor, Pietro, Stock Valuation And Learning About Profitability
June 2002 - Karolyi Stulz , Are Financial Assets Priced Locally or Globally?
June 2002 - Cochrane, Stocks as Money: Convenience Yield and the Tech-Stock Bubble
June 2002 - Oliner and Daniel E. Sichel, Information Technology and Productivity: Where Are We Now and Where Are We Going?
May 2002 - Lai, Modeling Financial Instability: A Survey Of The Literature
May 2002 - Campbell, Taksler, Equity Volatility and Corporate Bond Yields (abstract only)
Spring 2002 - Flannery, Protopapadakis, Macroeconomic Factors Do Influence Aggregate Stock Returns (abstract only)
June 2002 - Campbell, Taksler, Equity Volatility and Corporate Bond Yields (abstract only)
June 2002 - Rajgopal, Shevlin, Empirical Evidence On The Relation Between Stock Option Compensation And Risk Taking (abstract only)
June 2002 - Huang, The Quality of ECN and NASDAQ Market Maker Quotes
June 2002 - Ekelund, Hebert, Tollison, An Economic Analysis of the Protestant Reformation (abstract only)
May 2002 - Osler, Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis
May 2002 - Jagannathan, Ma, Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (abstract only)
May 2002 - Calvo, Reinhart, Fear of Floating (Exchange Rates) (abstract only)
May 2002 - Nordhaus, The Mildest Recession: Output, Profits, and Stock Prices as the U.S. Emerges from the 2001 Recession
March 2002 - Stivers, Sun, Stock Market Uncertainty And The Relation Between Stock And Bond Returns
March 2002 - Palomino, Uhlig, Should Smart Investors Buy Funds with High Returns in the Past?
March 2002 - Tobin, Macroeconomic Strategy In Wartime
March 2002 - Hall, Murphy, Optimal Exercise Prices For Executive Stock Options
April 2002 - Nelson, Elliott, Tarpley, How Are Earnings Managed? Examples from Auditors
April 2002 - Bordo, Vegh, What If Alexander Hamilton Had Been Argentinean? (abstract only)
April 2002 - Ennis, Sebastian, The Small Cap Alpha Myth (abstract only)
April 2002 - Bogle, An Index Fund Fundamentalist (abstract only)
April 2002 - Fama, French, The Equity Premium
April 2002 - Arnott, Bernstein, What Risk Premium Is Normal? (abstract only)
Spring 2002 - Kahle, When a buyback isn't a buyback; Open market repurchases and employee options
April 2002 - February 2000 (full text available 4/02) - Ibbotson, Kaplan, Does Asset Allocation Explain 40, 90 or 100 Percent of Performance
April 2002 - Allen, Gale, Asset Price Bubbles and Stock Market Interlinkages
March 2002 - Lobos, Veronesi, Stock Valuation And Learning About Profitability
March 2002 - Grundy and Kim, Stock Market Volatility In A Heterogeneous Information Economy (abstract only)
March 2002 – Pastor and Stambaugh, Investing In Equity Mutual Funds
February 2002 - Baker, Stein, Market Liquidity As A Sentiment Indicator (abstract only)
January 2002 - Rigobon, Sack , The Impact of Monetary Policy on Asset Prices
January 2002 - Arnott, Bernstein, What Risk Premium Is "Normal"?
January 2002 - Hirshleifer, J. Myers, L. Myers, Teoh, Do Individual Investors Drive Post-Earnings Announcement Drift?
1/30/02 - Sharpe, How Does the Market Interpret Analysts' Long-Term Growth Forecasts?
1/25/02 – Grinblatt, Moskowitz, What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?
1/17/02 - Fuller and Jensen, Just Say No To Wall Street
1/11/02 - Derman, The Perception of Time, Risk and Return During Periods of Speculation
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