| Acknowledgements: An introduction by the editors to both volumes appears in Volume I | p. ix |
| Puzzles in Finance | |
| 'Emerging Equity Market Volatility', Journal of Financial Economics, 43 (1), January, 29-77 (1997) | p. 3 |
| 'By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior', Journal of Political Economy, 107 (2), April, 205-51 (1999) | p. 52 |
| 'Habit Formation: A Resolution of the Equity Premium Puzzle', Journal of Political Economy, 98 (3), June, 519-43 (1990) | p. 99 |
| 'Stock Returns, Real Activity, Inflation, and Money', American Economic Review, 71 (4), September, 545-65 (1981) | p. 124 |
| 'Investor Diversification and International Equity Markets', American Economic Review, Papers and Proceedings, 81 (2), May, 222-6 (1991) | p. 145 |
| 'The New Issues Puzzle', Journal of Finance, L (1), March, 23-51 (1995) | p. 150 |
| 'Inflation and Asset Returns in a Monetary Economy', Journal of Finance, XLVII (4), September, 1315-42 (1992) | p. 179 |
| 'The Equity Premium - A Puzzle', Journal of Monetary Economics, 15 (2), March, 145-61 (1985) | p. 207 |
| Bond Markets and the Term Structure of Interest Rates | |
| 'Yield Spreads and Interest Rate Movements: A Bird's Eye View', Review of Economic Studies, 58 (3), May, 495-514 (1991) | p. 227 |
| 'A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates', Journal of Finance, XXXVI (4), September, 769-99 (1981) | p. 247 |
| 'A Theory of the Term Structure of Interest Rates', Econometrica, 53 (2), March, 385-407 (1985) | p. 278 |
| 'The Information in the Term Structure', Journal of Financial Economics, 13 (4), December, 509-28 (1984) | p. 301 |
| 'The Information in Long-Maturity Forward Rates', American Economic Review, 77 (4), September, 680-92 (1987) | p. 321 |
| Foreign Exchange Market Efficiency | |
| 'Chartists, Fundamentalists, and Trading in the Foreign Exchange Market', American Economic Review, Papers and Proceedings, 80 (2), May, 181-5 (1990) | p. 337 |
| 'Forward Discount Bias: Is It An Exchange Risk Premium?', Quarterly Journal of Economics, CIV (1), February, 139-61 (1989) | p. 342 |
| 'Anomalies: Foreign Exchange', Journal of Economic Perspectives, 4 (3), Summer, 179-92 (1990) | p. 365 |
| 'The Use of Technical Analysis in the Foreign Exchange Market', Journal of International Money and Finance, 11 (3), June, 304-14 (1992) | p. 379 |
| 'The Economics of Exchange Rates', Journal of Economic Literature, XXXIII (1), March, 13-47 (1995) | p. 390 |
| Derivatives and Efficiency | |
| 'Financial Innovation: The Last Twenty Years and the Next', Journal of Financial and Quantitative Analysis, 21 (4), December, 459-71 (1986) | p. 427 |
| Options | |
| 'The Pricing of Options and Corporate Liabilities', Journal of Political Economy, 81 (3), May/June, 637-54 (1973) | p. 443 |
| 'Option Pricing: A Simplified Approach', Journal of Financial Economics, 7 (3), September, 229-63 | p. 461 |
| 'The Theory of Rational Option Pricing', Bell Journal of Economics and Management Science, 4 (1), Spring, 141-83 (1973) | p. 496 |
| Futures | |
| 'The Relation Between Forward Prices and Futures Prices', Journal of Financial Economics, 9 (4), December, 321-46 (1981) | p. 541 |
| 'Futures Trading and Hedging', American Economic Review, XLIII, June, 314-43 (1953) | p. 567 |
| 'Stock Index Futures Arbitrage: International Evidence', Journal of Futures Markets, 10 (6), 573-603 (1990) | p. 597 |
| Name Index | p. 629 |
| Acknowledgements | p. vii |
| Introduction | p. ix |
| Efficient Markets | |
| 'Some A Posteriori Probabilities in Stock Market Action', Econometrica, 5 (3), July, 280-94 (1937) | p. 3 |
| 'The Behavior of Stock-market Prices', Journal of Business, 38 (1), January, 34-105 (1965) | p. 18 |
| 'Efficient Capital Markets: A Review of Theory and Empirical Work', Journal of Finance, 25 (2), May, 383-417 (1970) | p. 90 |
| 'Efficient Capital Markets and Martingales', Journal of Economic Literature, XXVII (4), December, 1583-1621 (1989) | p. 125 |
| Market Inefficiency and Stock Price Predictability | |
| 'Permanent and Temporary Components of Stock Prices', Journal of Political Economy, 96 (2), April, 246-73 (1988) | p. 167 |
| 'The Present-value Relation: Tests Based on Implied Variance Bounds', Econometrica, 49 (3), May, 555-74 (1981) | p. 195 |
| 'Predictability of Stock Returns: Robustness and Economic Significance', Journal of Finance, L (4), September, 1201-28 (1995) | p. 215 |
| 'Mean Reversion in Stock Prices: Evidence and Implications', Journal of Financial Economics, 22 (1), October, 27-59 (1988) | p. 243 |
| 'Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?', American Economic Review, 71 (3), June, 421-36 (1981) | p. 276 |
| Noise Traders, Investor Sentiment and Behavioral Finance | |
| 'Noise', Journal of Finance, XLI (3), July, 529-43 (1986) | p. 295 |
| 'Does the Stock Market Overreact?', Journal of Finance, XL (3), July, 793-805 (1985) | p. 310 |
| 'Noise Trader Risk in Financial Markets', Journal of Political Economy, 98 (4), August, 703-38 (1990) | p. 323 |
| 'Market Efficiency, Long-term Returns, and Behavioral Finance', Journal of Financial Economics, 49 (3), September, 283-306 (1998) | p. 359 |
| 'Stock Prices and Social Dynamics', Brookings Papers on Economic Activity, 2, 457-98 (1984) | p. 383 |
| 'The Noise Trader Approach to Finance', Journal of Economic Perspectives, 4 (2), Spring, 19-31 (1990) | p. 425 |
| 'The Limits of Arbitrage', Journal of Finance, LII (1), March, 35-55 (1997) | p. 438 |
| Bubbles | |
| 'Explosive Rational Bubbles in Stock Prices?', American Economic Review, 78 (3), June, 520-30 (1988) | p. 461 |
| 'Intrinsic Bubbles: The Case of Stock Prices', American Economic Review, 81 (5), December, 1189-214 (1991) | p. 472 |
| 'A Specification Test for Speculative Bubbles', Quarterly Journal of Economics, CII (3), August, 553-80 (1987) | p. 498 |
| 'Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation', Journal of Finance, XLIII (3), July, 639-56 (1988) | p. 526 |
| Name Index | p. 545 |
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