CONTACT BI | FAQ | GLOSSARY | LINKS | SITE MAP | INDONESIAN
 
Cyber Library
Volume 56 Thn 2001 No 5 CD PQ
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry
  Stephen J. Brown, William N. Goetzmann and James Park

Counterparty Risk and the Pricing of Defaultable Securities
  Robert A. Jarrow and Fan Yu

Do Credit Spreads Reflect Stationary Leverage Ratios?
  Pierre Collin-Dufresne and Robert S. Goldstein

Equity Premia as Low as Three Percent? Evidence from Analysts’ Earnings Forecasts for Domestic and International Stock Markets
  James Claus and Jacob Thomas

Evaluating Mutual Fund Performance
  S.P. Kothari and Jerold B. Warner

Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock
  Shlomo Benartzi

Is It Inefficient Investment that Causes the Diversification Discount?
  Toni M. Whited

Is Sound Just Noise?
  Joshua D. Coval and Tyler Shumway

LAPM: A Liquidity-Based Asset Pricing Model
  Bengt Holmström and Jean Tirole

Location Matters: An Examination of Trading Profits
  Harald Hau

Massively Confused Investors Making Conspicuously Ignorant Choices (MCI-MCIC
  Michael S. Rashes

The Diversification Discount: Cash Flows Versus Returns
  Owen A. Lamont and Christopher Polk

True Spreads and Equilibrium Prices
  Clifford A. Ball and Tarun Chordia

Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects
  Brian F. Smith, D. Alasdair S. Turnbull and Robert W. White