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The Journal of Finance

Volume 61 · Issue 5

October 200618 articles

A Nonlinear Factor Analysis of S&P 500 Index Option Returns

CHRISTOPHER S. JONES

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October 2006pp. 2325-2363DOI: 10.1111/j.1540-6261.2006.01059.x ↗

Are IPO Allocations for Sale? Evidence from Mutual Funds

JONATHAN REUTER

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October 2006pp. 2289-2324DOI: 10.1111/j.1540-6261.2006.01058.x ↗

Automation versus Intermediation: Evidence from Treasuries Going Off the Run

MICHAEL J. BARCLAY · TERRENCE HENDERSHOTT · KENNETH KOTZ

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October 2006pp. 2395-2414DOI: 10.1111/j.1540-6261.2006.01061.x ↗

Back Matter

Authors not recorded

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October 2006DOI: 10.1111/j.1540-6261.2006.01067.x ↗

Bayesian Alphas and Mutual Fund Persistence

JEFFREY A. BUSSE · PAUL J. IRVINE

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October 2006pp. 2251-2288DOI: 10.1111/j.1540-6261.2006.01057.x ↗

Business Groups and Tunneling: Evidence from Private Securities Offerings by Korean Chaebols

JAE‐SEUNG BAEK · JUN‐KOO KANG · INMOO LEE

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October 2006pp. 2415-2449DOI: 10.1111/j.1540-6261.2006.01062.x ↗

Dynamic Portfolio Selection by Augmenting the Asset Space

MICHAEL W. BRANDT · PEDRO SANTA‐CLARA

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October 2006pp. 2187-2217DOI: 10.1111/j.1540-6261.2006.01055.x ↗

Executive Stock Options: Early Exercise Provisions and Risk‐taking Incentives

NEIL BRISLEY

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October 2006pp. 2487-2509DOI: 10.1111/j.1540-6261.2006.01064.x ↗

Front Matter

Authors not recorded

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October 2006DOI: 10.1111/j.1540-6261.2006.01050.x ↗

Informed Lending and Security Design

ROMAN INDERST · HOLGER M. MUELLER

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October 2006pp. 2137-2162DOI: 10.1111/j.1540-6261.2006.01053.x ↗

Lending Booms and Lending Standards

GIOVANNI DELL'ARICCIA · ROBERT MARQUEZ

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October 2006pp. 2511-2546DOI: 10.1111/j.1540-6261.2006.01065.x ↗

Liquidity and Autocorrelations in Individual Stock Returns

DORON AVRAMOV · TARUN CHORDIA · AMIT GOYAL

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October 2006pp. 2365-2394DOI: 10.1111/j.1540-6261.2006.01060.x ↗

Liquidity and Credit Risk

JAN ERICSSON · OLIVIER RENAULT

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October 2006pp. 2219-2250DOI: 10.1111/j.1540-6261.2006.01056.x ↗

MISCELLANEA

Authors not recorded

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October 2006pp. 2547-2548DOI: 10.1111/j.1540-6261.2006.01066.x ↗

Options and the Bubble

ROBERT BATTALIO · PAUL SCHULTZ

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October 2006pp. 2071-2102DOI: 10.1111/j.1540-6261.2006.01051.x ↗

Retail Investor Sentiment and Return Comovements

ALOK KUMAR · CHARLES M.C. LEE

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October 2006pp. 2451-2486DOI: 10.1111/j.1540-6261.2006.01063.x ↗

The Evolution of Security Designs

THOMAS H. NOE · MICHAEL J. REBELLO · JUN WANG

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October 2006pp. 2103-2135DOI: 10.1111/j.1540-6261.2006.01052.x ↗

The Value Premium and the CAPM

EUGENE F. FAMA · KENNETH R. FRENCH

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October 2006pp. 2163-2185DOI: 10.1111/j.1540-6261.2006.01054.x ↗