Title Index

Abstract

Adverse Selection and Competitive Market Making: Empirical Evidence from a Limit Order Market Patrik Sandås 705 An Analysis of Default Correlations and Multiple Defaults Chunsheng Zhou 555 Are Insider Trades Informative? Josef Lakonishok and Inmoo Lee 79 Assessing Asset Pricing Anomalies Michael J. Brennan and Yihong Xia 905 Bank Power and Cash Holdings: Evidence from Japan Lee Pinkowitz and Rohan G. Williamson 1059 Book Review: Comparing Financial Systems Reviewed by Anjan Thakor 577 Book Review: Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation Reviewed by Tongshu Ma 901 Book Review: Financial Markets and Corporate Finance: Selected Papers of Michael J. Brennan Reviewed by Elroy Dimson 307 Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits Robert L. McDonald 617 The Determinants of Asymmetric Volatility Guojun Wu 837 Disentangling the Dividend Information in Splits: A Decomposition Using Conditional Event-Study Methods Subhankar Nayak and Nagpurnanand R. Prabhala 1083