Frontiers of finance: the Batterymarch Fellowship papers

Foreword / Dean LeBaron

Introduction / Deborah H. Miller and Evan Schulman

Futures markets and commodity options : hedging and optimality in incomplete markets / Douglas T. Breeden

Optimal aggregation of money supply forecasts : accuracy, profitability, and market efficiency / Stephen Figlewski and Thomas Urich

Optimal bond trading with personal taxes / Jonathan E. Ingersoll and George M. Constantinides

Optimal consumption and portfolio policies when asset prices follow a diffusion process / John C. Cox and Chi-fu Huang

Inefficient dynamic portfolio strategies or how to throw away a million dollars in the stock market / Philip H. Dybvig

Expected stock returns and volatility / G. William Schwert, Kenneth R. French, and Robert F. Stambaugh

On timing and selectivity / Sudipto Bhattacharya ... [et al.].

A simple econometric approach for utility-based asset pricing models / Michael R. Gibbons and David P. Brown

Risky debt, investment incentives, and reputation in a sequential equilibrium / Kose John and David C. Nachman

Reputation acquisition in debt markets / Douglas W. Diamond

Dividend behavior for the aggregate stock market / Terry A. Marsh and Robert C. Merton

An empirical analysis of the interfirm equity investment process / Richard S. Ruback and Wayne H. Mikkelson

On correlations and inferences about mean-variance efficiency / Robert F. Stambuagh and Shmuel Kandel

How many stocks make a diversified portfolio? / Meir Statman

The determinants of capital structure choice / Sheridan Titman and Roberto Wessels

Dividend yields and expected stock returns / Kenneth R. French and Eugene F. Fama.

Mean reversion in stock prices : evidence and implications / James M. Poterba and Lawrence H. Summers

Intertemporal asset pricing : an empirical investigation / Jay A. Shanken

A theory of intraday patterns : volume and price variability / Anat R. Admati and Paul Pfleiderer

Information disclosure, method of payment, and takeover premiums : public and private tender offers in France / B. Espen Eckbo and Herwig Langohr

Auctions with resale markets : an exploratory model of treasury bill markets / Chi-fu Huang and Sushil Bikhchandani.