Journal of financial economics

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  Año 2006, Vol. 79, Número 3

  • Partial adjustment toward target capital structures

    Kasturi P. Rangan, Mark J. Flannery

    págs. 469-506

    

  • Term structure estimation without using latent factors

    Gregory R. Duffee

    págs. 507-536

    

  • Stock returns, aggregate earnings surprises, and behavioral finance

    S.P. Kothari, Jerold B. Warner, Jonathan Lewellen

    págs. 537-568

    

  • A general approach to integrated risk management with skewed, fat-tailed risks

    Joshua V. Rosenberg, Til Schuermann

    págs. 569-614

    

  • Trades outside the quotes: Reporting delay, trading option, or trade size?

    Christoph Schenzler, Hans R. Stoll

    págs. 615-653

    

  • Separating microstructure noise from volatility

    Jeffrey R. Russell, Federico M. Bandi

    págs. 655-692

    

  • Volatility in an era of reduced uncertainty: Lessons from Pax Britannica

    Marc D. Weidenmier, Richard C.K. Burdekin, William O. Brown

    págs. 693-707