The Journal of Financial Research
VOLUME XXVIII NUMBER 4 |
Winter 2005 |
CONTENTS
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Is the Book-to-Market Ratio A Measure of Risk?
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Volatility Forecasts, Trading Volume, and the Arch Versus Option-Implied Volatility Trade-Off
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Do Foreign Investors Price Foreign Exchange Risk Differently?
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Evidence on the Market for Professional Directors
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Duration, Default Risk, and the Term Structure of Interest Rates
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Understanding Size and the Book-to-Market Ratio: An Empirical Exploration of Berk's Critique
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Investor Overoptimism and Private Equity Placements
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Matching Financial and Real Investment Options: Evidence from Warrant Calls
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