Table of Contents
Agency Conflicts, Investment, and Asset Pricing
Rui Albuquerue and Neng Wang
Heterogeneous Beliefs, Speculation, and the Equity Premium
Alexander David
Which Money Is Smart? Mutual Fund Buys and Sells of Individual and Institutional Investors
Aneel Keswani and David Stolin
Competition for Order Flow and Smart Order Routing Systems
Thierry Foucault and Albert J. Menkveld
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount
Kalok Chan, Albert J. Menkveld and Zhishu Yang
Ambiguity, Information Quality, and Asset Pricing
LARRY G. EPSTEIN and MARTIN SCHNEIDER
Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
Masahiro Watanabe
Individual Investor Trading and Stock Returns
Ron Kaniel, GIDEON SAAR and Sheridan Titman
The Demise of Investment Banking Partnerships: Theory and Evidence
Alan D. Morrison and WILLIAM J. WILHELM
Downward-Sloping Demand Curves, the Supply of Shares, and the Collapse of Internet Stock Prices
Paul Schultz
Information, Trading, and Product Market Interactions: Cross-sectional Implications of Informed Trading
Heather E. Tookes
The Long-Lasting Momentum in Weekly Returns
Roberto C. Gutierrez and Eric K. Kelley
PO Pricing and Share Allocation: The Importance of Being Ignorant
Celine Gondat-Larralde and Kevin R. James
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Source: Journal of Finance
Applied Financial Economics is a peer-reviewed journal providing an international forum for applied research on financial markets, including the bond and equity markets, derivative securities markets, the foreign exchange market, corporate finance, market microstructure and cognate areas. The journal is also concerned with the link between the real and financial sides of the economy, forecasting and recent developments in econometric techniques applicable to financial research. 