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The Journal of Finance

Volume 66 · Issue 4

August 201116 articles

Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence

GEORGE M. CONSTANTINIDES · MICHAL CZERWONKO · JENS CARSTEN JACKWERTH · STYLIANOS PERRAKIS

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August 2011pp. 1407-1437DOI: 10.1111/j.1540-6261.2011.01665.x ↗

Back Matter

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August 2011pp. 1459-1463DOI: 10.1111/j.1540-6261.2011.01691.x ↗

Did Structured Credit Fuel the LBO Boom?

ANIL SHIVDASANI · YIHUI WANG

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August 2011pp. 1291-1328DOI: 10.1111/j.1540-6261.2011.01667.x ↗

Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State‐Dependent Transaction Costs

ANTHONY W. LYNCH · SINAN TAN

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August 2011pp. 1329-1368DOI: 10.1111/j.1540-6261.2011.01662.x ↗

Front Matter

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August 2011DOI: 10.1111/j.1540-6261.2011.01690.x ↗

Individual Investors and Volatility

THIERRY FOUCAULT · DAVID SRAER · DAVID J. THESMAR

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August 2011pp. 1369-1406DOI: 10.1111/j.1540-6261.2011.01668.x ↗

Minutes of the Annual Membership Meeting January 8, 2011

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August 2011pp. 1453-1454DOI: 10.1111/j.1540-6261.2011.01673.x ↗

MISCELLANEA

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August 2011pp. 1457-1458DOI: 10.1111/j.1540-6261.2011.01675.x ↗

Presidential Address: Discount Rates

JOHN H. COCHRANE

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August 2011pp. 1047-1108DOI: 10.1111/j.1540-6261.2011.01671.x ↗

Public Pension Promises: How Big Are They and What Are They Worth?

ROBERT NOVY‐MARX · JOSHUA RAUH

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August 2011pp. 1211-1249DOI: 10.1111/j.1540-6261.2011.01664.x ↗

Report of the Editor of The Journal of Finance for the Year 2010

CAMPBELL R. HARVEY

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August 2011pp. 1439-1452DOI: 10.1111/j.1540-6261.2011.01672.x ↗

Report of the Executive Secretary and Treasurer for the Year Ending September 30, 2010

David H. Pyle

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August 2011pp. 1455-1455DOI: 10.1111/j.1540-6261.2011.01674.x ↗

Rollover Risk and Market Freezes

VIRAL V. ACHARYA · DOUGLAS GALE · TANJU YORULMAZER

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August 2011pp. 1177-1209DOI: 10.1111/j.1540-6261.2011.01669.x ↗

Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis

GARA AFONSO · ANNA KOVNER · ANTOINETTE SCHOAR

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August 2011pp. 1109-1139DOI: 10.1111/j.1540-6261.2011.01670.x ↗

Systemic Liquidation Risk and the Diversity–Diversification Trade‐Off

WOLF WAGNER

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August 2011pp. 1141-1175DOI: 10.1111/j.1540-6261.2011.01666.x ↗

Who Drove and Burst the Tech Bubble?

JOHN M. GRIFFIN · JEFFREY H. HARRIS · TAO SHU · SELIM TOPALOGLU

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August 2011pp. 1251-1290DOI: 10.1111/j.1540-6261.2011.01663.x ↗