[分享]Journal of Finance, October 2005

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Equilibrium in a Dynamic Limit Order Market

RONALD GOETTLER, CHRISTINE A. PARLOUR, and UDAY RAJAN

The Optimal Concentration of Creditors

ARTURO BRIS and IVO WELCH

Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

FRANCIS A. LONGSTAFF, SANJAY MITHAL, and ERIC NEIS

An Empirical Analysis of the Dynamic Relationship between Investment-Grade Bonds and Credit Default Swaps

ROBERTO BLANCO, SIMON BRENNAN, and IAN W. MARSH

Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

JAIME CASASSUS and PIERRE COLLIN-DUFRESNE

Managerial Stock Ownership and the Maturity Structure of Corporate Debt

SUDIP DATTA, MAI ISKANDAR-DATTA, and KARTIK RAMAN

Trends in Corporate Governance

BENJAMIN E. HERMALIN

Methods of Payment in Asset Sales: Contracting with Equity versus Cash

MYRON B. SLOVIN, MARIE E. SUSHKA, and JOHN A. POLONCHEK

Vested Interest and Biased Price Estimates: Evidence from an Auction Market

JIANPING MEI and MICHAEL MOSES

Wanna Dance? How Firms and Underwriters Choose Each Other

CHITRU S. FERNANDO, VLADIMIR A. GATCHEV, and PAUL A. SPINDT

Arbitraging Arbitrageurs

MUKARRAM ATTARI, ANTONIO S. MELLO, and MARTIN E. RUCKES

Information and Control in Ventures and Alliances

WOUTER DESSEIN

The Market Impact of Trends and Sequences in Performance: New Evidence

GREGORY R. DURHAM, MICHAEL G. HERTZEL, and J. SPENCER MARTIN .

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