Author Index

Abstract

Allayannis, G. Exposure and Markups 805 Allayannis, G. The Use of Foreign Currency Derivatives and Firm Market Value 243 Alvarez, F. Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 1117 Basak, S. Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices 371 Boot, A. W. A. The Many Faces of Information Disclosure 1021 Brennan, M. J. Assessing Asset Pricing Anomalies 905 Buraschi, A. The Price of a Smile: Hedging and Spanning in Option Markets 495 Dammon, R. M. Optimal Consumption and Investment with Capital Gains Taxes 583 Dimson, E. Book Review: Financial Markets and Corporate Finance: Selected Papers of Michael J. Brennan 307 Dumas, B. Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 277 Franks, J. Ownership and Control of German Corporations 943 Fung, W. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers 313 Garmaise, M. Rational Beliefs and Security Design 1183 George, T. J. Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing 979