Skip to content

The Journal of Finance

Volume 61 · Issue 6

December 200618 articles

A Theory of Pyramidal Ownership and Family Business Groups

HEITOR V. ALMEIDA · DANIEL WOLFENZON

Discuss this article →

December 2006pp. 2637-2680DOI: 10.1111/j.1540-6261.2006.01001.x ↗

Analyst Coverage and Financing Decisions

XIN CHANG · SUDIPTO DASGUPTA · GILLES HILARY

Discuss this article →

December 2006pp. 3009-3048DOI: 10.1111/j.1540-6261.2006.01010.x ↗

Back Matter

Authors not recorded

Discuss this article →

December 2006DOI: 10.1111/j.1540-6261.2006.01014.x ↗

Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis

ROBERT KOSOWSKI · ALLAN TIMMERMANN · RUSS WERMERS · HAL WHITE

Discuss this article →

December 2006pp. 2551-2595DOI: 10.1111/j.1540-6261.2006.01015.x ↗

Derivative Pricing 60 Years before Black–Scholes: Evidence from the Johannesburg Stock Exchange

LYNDON MOORE · STEVE JUH

Discuss this article →

December 2006pp. 3069-3098DOI: 10.1111/j.1540-6261.2006.01012.x ↗

Does the Contribution of Corporate Cash Holdings and Dividends to Firm Value Depend on Governance? A Cross‐country Analysis

LEE PINKOWITZ · RENÉ STULZ · ROHAN WILLIAMSON

Discuss this article →

December 2006pp. 2725-2751DOI: 10.1111/j.1540-6261.2006.01003.x ↗

Estimating the Gains from Trade in Limit‐Order Markets

BURTON HOLLIFIELD · ROBERT A. MILLER · PATRIK SANDÅS · JOSHUA SLIVE

Discuss this article →

December 2006pp. 2753-2804DOI: 10.1111/j.1540-6261.2006.01004.x ↗

Front Matter

Authors not recorded

Discuss this article →

December 2006DOI: 10.1111/j.1540-6261.2006.01013.x ↗

INDEX TO VOLUME LXI

Authors not recorded

Discuss this article →

December 2006pp. 3103-3110DOI: 10.1111/j.1540-6261.2006.01017.x ↗

Information, Trading, and Volatility: Evidence from Weather‐Sensitive Markets

JEFF FLEMING · CHRIS KIRBY · BARBARA OSTDIEK

Discuss this article →

December 2006pp. 2899-2930DOI: 10.1111/j.1540-6261.2006.01007.x ↗

Insider Trading, News Releases, and Ownership Concentration

JANA P. FIDRMUC · MARC GOERGEN · LUC RENNEBOOG

Discuss this article →

December 2006pp. 2931-2973DOI: 10.1111/j.1540-6261.2006.01008.x ↗

MISCELLANEA

Authors not recorded

Discuss this article →

December 2006pp. 3099-3100DOI: 10.1111/j.1540-6261.2006.01016.x ↗

Model Uncertainty and Option Markets with Heterogeneous Beliefs

ANDREA BURASCHI · ALEXEI JILTSOV

Discuss this article →

December 2006pp. 2841-2897DOI: 10.1111/j.1540-6261.2006.01006.x ↗

Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model

PETER M. DeMARZO · YULIY SANNIKOV

Discuss this article →

December 2006pp. 2681-2724DOI: 10.1111/j.1540-6261.2006.01002.x ↗

Political Connections and Corporate Bailouts

MARA FACCIO · RONALD W. MASULIS · JOHN J. McCONNELL

Discuss this article →

December 2006pp. 2597-2635DOI: 10.1111/j.1540-6261.2006.01000.x ↗

Tax‐Loss Selling and the January Effect: Evidence from Municipal Bond Closed‐End Funds

LAURA T. STARKS · LI YONG · LU ZHENG

Discuss this article →

December 2006pp. 3049-3067DOI: 10.1111/j.1540-6261.2006.01011.x ↗

Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

ANDREW W. LO · JIANG WANG

Discuss this article →

December 2006pp. 2805-2840DOI: 10.1111/j.1540-6261.2006.01005.x ↗

When Financial Institutions Are Large Shareholders: The Role of Macro Corporate Governance Environments

DONGHUI LI · FARIBORZ MOSHIRIAN · PETER KIEN PHAM · JASON ZEIN

Discuss this article →

December 2006pp. 2975-3007DOI: 10.1111/j.1540-6261.2006.01009.x ↗