1.Supply and Demand Shifts in the Shorting Market LAUREN COHEN, KARL B. DIETHER,and CHRISTOPHER J. MALLOY∗ 2.Short-Sales Constraints and Price Discovery Evidence from the Hong Kong Market ERIC C. CHANG, JOSEPH W. CHENG, and YINGHUI YU∗ 3.Portfolio Choice over the Life-Cycle when the Stock and Labor Markets Are Cointegrated LUCA BENZONI, PIERRE COLLIN-DUFRESNE,and ROBERT S. GOLDSTEIN∗
SHMUEL BARUCH, G. ANDREW KAROLYI, and MICHAEL L. LEMMON 5.Liquidity and the Law of One Price The Case of the Futures-Cash Basis RICHARD ROLL, EDUARDO SCHWARTZ, and AVANIDHAR SUBRAHMANYAM∗ 6.Episodic Liquidity Crises Cooperative and Predatory Trading BRUCE IAN CARLIN, MIGUEL SOUSA LOBO, and S. VISWANATHAN∗ 7.Liquidity Coinsurance, Moral Hazard,and Financial Contagion SANDRO BRUSCO and FABIO CASTIGLIONESI∗ 8.Liquidity or Credit Risk The Determinants of Very Short-Term Corporate Yield Spreads DAN COVITZ and CHRIS DOWNING∗ 9.Liquidity Premia and Transaction Costs BONG-GYU JANG, HYENG KEUN KOO, HONG LIU,and MARK LOEWENSTEIN∗ 10.Analyst Disagreement, Mispricing, and Liquidity∗ RONNIE SADKA and ANNA SCHERBINA∗ 11.Taking a View Corporate Speculation,Governance, and Compensation CHRISTOPHER C. GE´ CZY, BERNADETTE A. MINTON,and CATHERINE M. SCHRAND∗ 12.Financial Constraints, Competition,and Hedging in Industry Equilibrium TIM ADAM, SUDIPTO DASGUPTA, and SHERIDAN TITMAN∗ 13.Exchange Rates and Cash Flows in Differentiated Product Industries A Simulation Approach RICHARD FRIBERG and MATTIAS GANSLANDT∗ 14.Momentum and Credit Rating DORON AVRAMOV, TARUN CHORDIA, GERGANA JOSTOVA,and ALEXANDER PHILIPOV∗ 15.Price Convexity and Skewness |