Issue Date | Title | Author(s) |
12-Sep-2000 | Mutual Fund Survivorship | Carhart, Mark M.; Carpenter, Jennifer N.; Lynch, Anthony W.; Musto, David K. |
16-Aug-2000 | Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns | Dai, Qiang |
Oct-2000 | Risk and Return: Some New Evidence | Guo, Hui; Whitelaw, Robert |
26-Sep-2000 | Optimal Consumption and Portfolio Allocation under Mean-Reverting Returns: An Exact Solution for Complete Markets | Wachter, Jessica A. |
23-Mar-2000 | Spiders: Where are the Bugs? | Elton, Edwin J.; Gruber, Martin J.; Comer, George; Li, Kai |
18-Sep-2000 | Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure | Dai, Qiang; Singleton, Kenneth |
2000 | Illiquidity and Stock Returns: Cross-Section and Time-Series Effects | Amihud, Yakov |
22-May-2000 | From Equity Premium Puzzle to Expectations Puzzle: General Equilibrium Production Economy with Stochastic Habit Formation | Dai, Qiang |
Oct-2000 | Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability | Lynch, Anthony W. |
8-May-2000 | The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund Investor | Boudoukh, Jacob; Richardson, Matthew P.; Subrahmanyam, Marti |