A general approach to integrated risk management with skewed, fat-tailed risksJoshua V. Rosenberg · Til SchuermannDiscuss this article →March 2006pp. 569-614DOI: 10.1016/j.jfineco.2005.03.001 ↗
Author index to volume 79Authors not recordedDiscuss this article →March 2006pp. 709-710DOI: 10.1016/s0304-405x(06)00039-0 ↗
Editorial BoardAuthors not recordedDiscuss this article →March 2006pp. CO2DOI: 10.1016/s0304-405x(06)00034-1 ↗
Partial adjustment toward target capital structuresMark J. Flannery · Kasturi P. RanganDiscuss this article →March 2006pp. 469-506DOI: 10.1016/j.jfineco.2005.03.004 ↗
Separating microstructure noise from volatilityFederico M. Bandi · Jeffrey R. RussellDiscuss this article →March 2006pp. 655-692DOI: 10.1016/j.jfineco.2005.01.005 ↗
Stock returns, aggregate earnings surprises, and behavioral financeS.P. Kothari · Jonathan Lewellen · Jerold B. WarnerDiscuss this article →March 2006pp. 537-568DOI: 10.1016/j.jfineco.2004.06.016 ↗
Term structure estimation without using latent factorsGregory R. DuffeeDiscuss this article →March 2006pp. 507-536DOI: 10.1016/j.jfineco.2005.03.007 ↗
Trades outside the quotes: Reporting delay, trading option, or trade size?Hans R. Stoll · Christoph SchenzlerDiscuss this article →March 2006pp. 615-653DOI: 10.1016/j.jfineco.2005.03.006 ↗
Volatility in an era of reduced uncertainty: Lessons from Pax BritannicaWilliam O. Brown · Richard C.K. Burdekin · Marc D. WeidenmierDiscuss this article →March 2006pp. 693-707DOI: 10.1016/j.jfineco.2005.04.002 ↗
