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Content
August 2021, Volume 76, Issue 4
- 1731-1772 Weathering Cash Flow Shocks
by James R. Brown & Matthew T. Gustafson & Ivan T. Ivanov - 1773-1811 Are CEOs Different?
by Steven N. Kaplan & Morten Sorensen - 1813-1867 A Theory of Zombie Lending
by Yunzhi Hu & Felipe Varas - 1869-1912 Rent Extraction with Securities Plus Cash
by Tingjun Liu & Dan Bernhardt - 1913-1957 How Debit Cards Enable the Poor to Save More
by Pierre Bachas & Paul Gertler & Sean Higgins & Enrique Seira - 1959-1999 Time Variation of the Equity Term Structure
by Niels Joachim Gormsen - 2001-2033 Sentiment Trading and Hedge Fund Returns
by Yong Chen & Bing Han & Jing Pan - 2035-2075 Asset Managers: Institutional Performance and Factor Exposures
by Joseph Gerakos & Juhani T. Linnainmaa & Adair Morse
June 2021, Volume 76, Issue 3
- 1049-1089 Foreign Safe Asset Demand and the Dollar Exchange Rate
by Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig - 1091-1143 Banking on Deposits: Maturity Transformation without Interest Rate Risk
by Itamar Drechsler & Alexi Savov & Philipp Schnabl - 1145-1193 Monetary Policy and Reaching for Income
by Kent Daniel & Lorenzo Garlappi & Kairong Xiao - 1195-1250 Leverage Dynamics without Commitment
by Peter M. Demarzo & Zhiguo He - 1251-1294 Fire‐Sale Spillovers and Systemic Risk
by Fernando Duarte & Thomas M. Eisenbach - 1295-1338 Leveraged Funds and the Shadow Cost of Leverage Constraints
by Zhongjin Lu & Zhongling Qin - 1339-1387 Subjective Cash Flow and Discount Rate Expectations
by Ricardo De La O & Sean Myers - 1389-1425 Who Wears the Pants? Gender Identity Norms and Intrahousehold Financial Decision‐Making
by Da Ke - 1427-1469 The Economics of Hedge Fund Startups: Theory and Empirical Evidence
by Charles Cao & Grant Farnsworth & Hong Zhang - 1471-1539 Trading Costs and Informational Efficiency
by Eduardo Dávila & Cecilia Parlatore - 1541-1599 For Richer, for Poorer: Bankers' Liability and Bank Risk in New England, 1867 to 1880
by Peter Koudijs & Laura Salisbury & Gurpal Sran
April 2021, Volume 76, Issue 2
- 495-535 The Private Production of Safe Assets
by Marcin Kacperczyk & Christophe Pérignon & Guillaume Vuillemey - 537-586 Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk
by Wei Jiang & Jitao Ou & Zhongyan Zhu - 587-621 The Misguided Beliefs of Financial Advisors
by Juhani T. Linnainmaa & Brian T. Melzer & Alessandro Previtero - 623-650 The Impact of Repossession Risk on Mortgage Default
by Terry O'Malley - 651-706 Financial Fragility with SAM?
by Daniel L. Greenwald & Tim Landvoigt & Stijn Van Nieuwerburgh - 707-754 Anonymous Trading in Equities
by Tom Grimstvedt Meling - 755-796 Liquidity Supply in the Corporate Bond Market
by Jonathan Goldberg & Yoshio Nozawa - 797-844 The Perception of Dependence, Investment Decisions, and Stock Prices
by Michael Ungeheuer & Martin Weber - 845-891 Public Thrift, Private Perks: Signaling Board Independence with Executive Pay
by Pablo Ruiz‐Verdú & Ravi Singh - 893-933 Limited Risk Sharing and International Equity Returns
by Shaojun Zhang - 935-976 Model‐Free International Stochastic Discount Factors
by Mirela Sandulescu & Fabio Trojani & Andrea Vedolin - 977-1018 Equilibrium Asset Pricing with Leverage and Default
by João F. Gomes & Lukas Schmid - 1019-1028 Report of the Editor of The Journal of Finance for the Year 2020
by Stefan Nagel
February 2021, Volume 76, Issue 1
- 5-55 The Limits of Limited Liability: Evidence from Industrial Pollution
by Pat Akey & Ian Appel - 57-111 Do Household Wealth Shocks Affect Productivity? Evidence from Innovative Workers During the Great Recession
by Shai Bernstein & Timothy Mcquade & Richard R. Townsend - 113-168 Mortgage Design in an Equilibrium Model of the Housing Market
by Adam M. Guren & Arvind Krishnamurthy & Timothy J. Mcquade - 169-210 The Capitalization of Consumer Financing into Durable Goods Prices
by Bronson Argyle & Taylor Nadauld & Christopher Palmer & Ryan Pratt - 211-265 Inalienable Customer Capital, Corporate Liquidity, and Stock Returns
by Winston Wei Dou & Yan Ji & David Reibstein & Wei Wu - 267-316 A Dynamic Model of Optimal Creditor Dispersion
by Hongda Zhong - 317-356 A Unified Model of Firm Dynamics with Limited Commitment and Assortative Matching
by Hengjie Ai & Dana Kiku & Rui Li & Jincheng Tong - 357-394 Information Consumption and Asset Pricing
by Azi Ben‐Rephael & Bruce I. Carlin & Zhi Da & Ryan D. Israelsen - 395-441 Learning From Disagreement in the U.S. Treasury Bond Market
by Marco Giacoletti & Kristoffer T. Laursen & Kenneth J. Singleton - 443-479 Information Inertia
by Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie - 484-484 American Finance Association
by Laura Starks
December 2020, Volume 75, Issue 6
- 2855-2898 Local Crowding‐Out in China
by Yi Huang & Marco Pagano & Ugo Panizza - 2899-2927 Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs
by Andriy Shkilko & Konstantin Sokolov - 2929-2972 Credit Rating Inflation and Firms' Investments
by Itay Goldstein & Chong Huang - 2973-3012 Safety Transformation and the Structure of the Financial System
by William Diamond - 3013-3053 The Forced Safety Effect: How Higher Capital Requirements Can Increase Bank Lending
by Saleem Bahaj & Frederic Malherbe - 3055-3095 Monetary Policy and Global Banking
by Falk Bräuning & Victoria Ivashina - 3097-3138 Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy
by Wenxin Du & Carolin E. Pflueger & Jesse Schreger - 3139-3173 The Employment Effects of Faster Payment: Evidence from the Federal Quickpay Reform
by Jean‐Noël Barrot & Ramana Nanda - 3175-3219 Stock Market Returns and Consumption
by Marco Di Maggio & Amir Kermani & Kaveh Majlesi - 3221-3243 Measuring Mutual Fund Flow Pressure as Shock to Stock Returns
by Malcolm Wardlaw - 3370-3370 American Finance Association
by Laura Starks
October 2020, Volume 75, Issue 5
- 2327-2376 No Job, No Money, No Refi: Frictions to Refinancing in a Recession
by Anthony A. Defusco & John Mondragon - 2377-2419 Bad Credit, No Problem? Credit and Labor Market Consequences of Bad Credit Reports
by Will Dobbie & Paul Goldsmith‐Pinkham & Neale Mahoney & Jae Song - 2421-2463 Declining Labor and Capital Shares
by Simcha Barkai - 2465-2502 The Banking View of Bond Risk Premia
by Valentin Haddad & David Sraer - 2503-2553 False (and Missed) Discoveries in Financial Economics
by Campbell R. Harvey & Yan Liu - 2555-2589 The Mismatch Between Mutual Fund Scale and Skill
by Yang Song - 2591-2629 Price and Probability: Decomposing the Takeover Effects of Anti‐Takeover Provisions
by Vicente Cuñat & Mireia Giné & Maria Guadalupe - 2631-2672 The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies
by Yongqiang Chu & David Hirshleifer & Liang Ma - 2673-2718 Low‐Risk Anomalies?
by Paul Schneider & Christian Wagner & Josef Zechner - 2719-2763 Market Structure and Transaction Costs of Index CDSs
by Pierre Collin‐Dufresne & Benjamin Junge & Anders B. Trolle - 2765-2808 The Impact of Supervision on Bank Performance
by Beverly Hirtle & Anna Kovner & Matthew Plosser - 2809-2844 A Macrofinance View of U.S. Sovereign CDS Premiums
by Mikhail Chernov & Lukas Schmid & Andres Schneider
August 2020, Volume 75, Issue 4
- 1779-1831 Presidential Address: Social Transmission Bias in Economics and Finance
by David Hirshleifer - 1833-1876 Political Connections and the Informativeness of Insider Trades
by Alan D. Jagolinzer & David F. Larcker & Gaizka Ormazabal & Daniel J. Taylor - 1877-1911 Do CEOs Matter? Evidence from Hospitalization Events
by Morten Bennedsen & Francisco Pérez‐González & Daniel Wolfenzon - 1913-1964 Is Bitcoin Really Untethered?
by John M. Griffin & Amin Shams - 1965-2020 What Matters to Individual Investors? Evidence from the Horse's Mouth
by James J. Choi & Adriana Z. Robertson - 2021-2053 The Value of Central Clearing
by Guillaume Vuillemey - 2055-2094 Informational Frictions and the Credit Crunch
by Olivier Darmouni - 2095-2137 Debt Contracting on Management
by Brian Akins & David De Angelis & Maclean Gaulin - 2139-2178 Bank Quality, Judicial Efficiency, and Loan Repayment Delays in Italy
by Fabio Schiantarelli & Massimiliano Stacchini & Philip E. Strahan - 2179-2220 Understanding Systematic Risk: A High‐Frequency Approach
by Markus Pelger - 2221-2270 Cash Flow News and Stock Price Dynamics
by Davide Pettenuzzo & Riccardo Sabbatucci & Allan Timmermann - 2271-2316 Option Profit and Loss Attribution and Pricing: A New Framework
by Peter Carr & Liuren Wu
June 2020, Volume 75, Issue 3
- 1191-1246 Corporate Control around the World
by Gur Aminadav & Elias Papaioannou - 1247-1285 Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence from France
by Johan Hombert & Antoinette Schoar & David Sraer & David Thesmar - 1287-1325 Drilling and Debt
by Erik P. Gilje & Elena Loutskina & Daniel Murphy - 1327-1370 Taming the Factor Zoo: A Test of New Factors
by Guanhao Feng & Stefano Giglio & Dacheng Xiu - 1371-1415 Lazy Prices
by Lauren Cohen & Christopher Malloy & Quoc Nguyen - 1417-1455 What Drives Anomaly Returns?
by Lars A. Lochstoer & Paul C. Tetlock - 1457-1493 Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
by Jaroslav Borovička & John Stachurski - 1495-1526 High‐Frequency Trading and Market Performance
by Markus Baldauf & Joshua Mollner - 1527-1577 Venturing beyond the IPO: Financing of Newly Public Firms by Venture Capitalists
by Peter Iliev & Michelle Lowry - 1579-1627 Insider Investment Horizon
by Ferhat Akbas & Chao Jiang & Paul D. Koch - 1629-1675 How Skilled Are Security Analysts?
by Alan Crane & Kevin Crotty - 1677-1713 Consumption Fluctuations and Expected Returns
by Victoria Atanasov & Stig V. Møller & Richard Priestley - 1715-1765 Star Ratings and the Incentives of Mutual Funds
by Chong Huang & Fei Li & Xi Weng
April 2020, Volume 75, Issue 2
- 591-637 Retracted: Risk Management in Financial Institutions
by Adriano A. Rampini & S. Viswanathan & Guillaume Vuillemey - 639-682 What Is a Patent Worth? Evidence from the U.S. Patent “Lottery”
by Joan Farre‐Mensa & Deepak Hegde & Alexander Ljungqvist - 683-734 Relationship Trading in Over‐the‐Counter Markets
by Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff - 735-777 Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds
by Clemens Sialm & Hanjiang Zhang - 779-823 Measuring Innovation and Product Differentiation: Evidence from Mutual Funds
by Leonard Kostovetsky & Jerold B. Warner - 825-866 Beyond Random Assignment: Credible Inference and Extrapolation in Dynamic Economies
by Christopher A. Hennessy & Ilya A. Strebulaev - 867-903 The Market for Conflicted Advice
by Briana Chang & Martin Szydlowski - 905-947 Does Borrowing from Banks Cost More than Borrowing from the Market?
by Michael Schwert - 949-994 How Does Credit Supply Expansion Affect the Real Economy? The Productive Capacity and Household Demand Channels
by Atif Mian & Amir Sufi & Emil Verner - 995-1036 Shorting in Speculative Markets
by Marcel Nutz & José A. Scheinkman - 1037-1082 Securitization, Ratings, and Credit Supply
by Brendan Daley & Brett Green & Victoria Vanasco - 1083-1133 Glued to the TV: Distracted Noise Traders and Stock Market Liquidity
by Joel Peress & Daniel Schmidt - 1135-1156 Informed Trading and Intertemporal Substitution
by Yizhou Xiao - 1157-1172 Report of the Editor of The Journal of Finance for the Year 2019
by Stefan Nagel
February 2020, Volume 75, Issue 1
- 5-44 Trading Against the Random Expiration of Private Information: A Natural Experiment
by Mohammadreza Bolandnazar & Robert J. Jackson & Wei Jiang & Joshua Mitts - 45-90 Access to Collateral and the Democratization of Credit: France's Reform of the Napoleonic Security Code
by Kevin Aretz & Murillo Campello & Maria‐Teresa Marchica - 91-131 Words Speak Louder without Actions
by Doron Levit - 133-172 Learning from Coworkers: Peer Effects on Individual Investment Decisions
by Paige Ouimet & Geoffrey Tate - 173-228 Why Don't We Agree? Evidence from a Social Network of Investors
by J. Anthony Cookson & Marina Niessner - 229-276 The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment
by Cary Frydman & Baolian Wang - 277-321 Stimulating Housing Markets
by David Berger & Nicholas Turner & Eric Zwick - 323-375 Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty
by Hui Chen & Michael Michaux & Nikolai Roussanov - 377-417 A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
by Wenjin Kang & K. Geert Rouwenhorst & Ke Tang - 419-461 Pledgeability, Industry Liquidity, and Financing Cycles
by Douglas W. Diamond & Yunzhi Hu & Raghuram G. Rajan - 463-506 The Insurance Is the Lemon: Failing to Index Contracts
by Barney Hartman‐Glaser & Benjamin Hébert - 507-550 Robust Inference for Consumption‐Based Asset Pricing
by Frank Kleibergen & Zhaoguo Zhan - 551-577 On Comparing Asset Pricing Models
by Siddhartha Chib & Xiaming Zeng & Lingxiao Zhao - 582-582 AMERICAN FINANCE ASSOCIATION: Publisher of The Journal of Finance
by John Graham
December 2019, Volume 74, Issue 6
- 2707-2749 Brokers and Order Flow Leakage: Evidence from Fire Sales
by Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier - 2751-2787 Information Revelation in Decentralized Markets
by Björn Hagströmer & Albert J. Menkveld - 2789-2837 Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows
by Samuel M. Hartzmark & Abigail B. Sussman - 2839-2874 Diagnostic Expectations and Stock Returns
by Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer - 2875-2914 Funding Liquidity without Banks: Evidence from a Shock to the Cost of Very Short‐Term Debt
by Felipe Restrepo & Lina Cardona‐Sosa & Philip E. Strahan - 2915-2956 Women's Liberation as a Financial Innovation
by Moshe Hazan & David Weiss & Hosny Zoabi - 2957-2996 YOLO: Mortality Beliefs and Household Finance Puzzles
by Rawley Z. Heimer & Kristian Ove R. Myrseth & Raphael S. Schoenle - 2997-3039 Thinking about Prices versus Thinking about Returns in Financial Markets
by Markus Glaser & Zwetelina Iliewa & Martin Weber - 3041-3087 Nonfinancial Firms as Cross‐Market Arbitrageurs
by Yueran Ma - 3089-3134 Measuring Institutional Investors’ Skill at Making Private Equity Investments
by Daniel R. Cavagnaro & Berk A. Sensoy & Yingdi Wang & Michael S. Weisbach - 3135-3186 Where Is the Risk in Value? Evidence from a Market‐to‐Book Decomposition
by Andrey Golubov & Theodosia Konstantinidi - 3187-3216 A Dynamic Model of Characteristic‐Based Return Predictability
by Aydoğan Alti & Sheridan Titman - 3217-3257 Over‐the‐Counter Market Frictions and Yield Spread Changes
by Nils Friewald & Florian Nagler - 3390-3390 American Finance Association
by John Graham
October 2019, Volume 74, Issue 5
- 2153-2199 The Dividend Disconnect
by Samuel M. Hartzmark & David H. Solomon - 2201-2248 Stock Returns over the FOMC Cycle
by Anna Cieslak & Adair Morse & Annette Vissing‐Jorgensen - 2249-2301 Foreclosure Contagion and the Neighborhood Spillover Effects of Mortgage Defaults
by Arpit Gupta - 2303-2347 Limited Investment Capital and Credit Spreads
by Emil N. Siriwardane - 2349-2389 How Do Investment Ideas Spread through Social Interaction? Evidence from a Ponzi Scheme
by Ville Rantala - 2391-2439 The Globalization Risk Premium
by Jean‐Noël Barrot & Erik Loualiche & Julien Sauvagnat - 2441-2490 Proxy Advisory Firms: The Economics of Selling Information to Voters
by Andrey Malenko & Nadya Malenko - 2491-2542 Personal Experiences and Expectations about Aggregate Outcomes
by Theresa Kuchler & Basit Zafar - 2543-2577 Do Portfolio Manager Contracts Contract Portfolio Management?
by Jung Hoon Lee & Charles Trzcinka & Shyam Venkatesan - 2579-2617 The Best of Both Worlds: Accessing Emerging Economies via Developed Markets
by Joon Woo Bae & Redouane Elkamhi & Mikhail Simutin - 2619-2665 Ratings Quality and Borrowing Choice
by Dominique C. Badoer & Cem Demiroglu & Christopher M. James - 2667-2688 Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power?
by Angie Andrikogiannopoulou & Filippos Papakonstantinou - 2689-2696 A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps”
by Ravi Jagannathan & Tongshu Ma & Jiaqi Zhang
August 2019, Volume 74, Issue 4
- 1587-1619 Presidential Address: Collateral and Commitment
by Peter M. Demarzo - 1621-1658 Price Discovery without Trading: Evidence from Limit Orders
by Jonathan Brogaard & Terrence Hendershott & Ryan Riordan - 1659-1706 Real Anomalies
by JULES H. van BINSBERGEN & CHRISTIAN C. OPP - 1707-1751 Capital Share Dynamics When Firms Insure Workers
by Barney Hartman‐Glaser & Hanno Lustig & Mindy Z. Xiaolan - 1753-1792 Capital Share Risk in U.S. Asset Pricing
by Martin Lettau & Sydney C. Ludvigson & Sai Ma - 1793-1839 Labor‐Technology Substitution: Implications for Asset Pricing
by Miao Ben Zhang - 1841-1885 Time‐Varying Asset Volatility and the Credit Spread Puzzle
by Du Du & Redouane Elkamhi & Jan Ericsson - 1887-1929 What Is the Expected Return on a Stock?
by Ian W. R. Martin & Christian Wagner - 1931-1973 Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
by Tobias Adrian & Richard K. Crump & Erik Vogt - 1975-2010 Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence
by Edward Halim & Yohanes E. Riyanto & Nilanjan Roy - 2011-2053 CEO Horizon, Optimal Pay Duration, and the Escalation of Short‐Termism
by Ivan Marinovic & Felipe Varas - 2055-2106 Income Hedging, Dynamic Style Preferences, and Return Predictability
by Jawad M. Addoum & Stefanos Delikouras & George M. Korniotis & Alok Kumar - 2107-2116 Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns
by Ravi Jagannathan & Binying Liu & Jiaqi Zhang - 2117-2132 Report of the Editor of The Journal of Finance for the Year 2018
by Stefan Nagel
June 2019, Volume 74, Issue 3
- 1091-1137 High‐Frequency Trading around Large Institutional Orders
by Vincent Van Kervel & Albert J. Menkveld - 1139-1173 Liquidity Risk and the Dynamics of Arbitrage Capital
by Péter Kondor & Dimitri Vayanos - 1175-1216 Employee Stock Option Exercise and Firm Cost
by Jennifer N. Carpenter & Richard Stanton & Nancy Wallace - 1217-1260 Brokers versus Retail Investors: Conflicting Interests and Dominated Products
by Mark Egan - 1261-1314 Venture Capital and Capital Allocation
by Giorgia Piacentino - 1315-1361 Trade Network Centrality and Currency Risk Premia
by Robert J. Richmond - 1363-1429 Optimal Contracting, Corporate Finance, and Valuation with Inalienable Human Capital
by Patrick Bolton & Neng Wang & Jinqiang Yang - 1431-1471 Leverage and the Cross‐Section of Equity Returns
by Hitesh Doshi & Kris Jacobs & Praveen Kumar & Ramon Rabinovitch - 1473-1502 Household Debt Overhang and Unemployment
by Jason Roderick Donaldson & Giorgia Piacentino & Anjan Thakor - 1503-1557 Financial Markets, the Real Economy, and Self‐Fulfilling Uncertainties
by Jess Benhabib & Xuewen Liu & Pengfei Wang - 1559-1576 On Equilibrium When Contingent Capital Has a Market Trigger: A Correction to Sundaresan and Wang Journal of Finance (2015)
by George Pennacchi & Alexei Tchistyi
April 2019, Volume 74, Issue 2
- 543-586 Political Connections and Allocative Distortions
by David Schoenherr - 587-638 Portfolio Manager Compensation in the U.S. Mutual Fund Industry
by Linlin Ma & Yuehua Tang & Juan‐Pedro Gómez - 639-674 Sticky Expectations and the Profitability Anomaly
by Jean‐Philippe Bouchaud & Philipp Krüger & Augustin Landier & David Thesmar - 675-710 An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans
by Sven Klingler & Suresh Sundaresan - 711-754 Stealing Deposits: Deposit Insurance, Risk‐Taking, and the Removal of Market Discipline in Early 20th‐Century Banks
by Charles W. Calomiris & Matthew Jaremski - 755-793 Who Finances Durable Goods and Why It Matters: Captive Finance and the Coase Conjecture
by Justin Murfin & Ryan Pratt - 795-844 The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees
by Adrian Buss & Bernard Dumas - 845-898 Equity Misvaluation and Default Options
by Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov - 899-942 Stockholders’ Unrealized Returns and the Market Reaction to Financial Disclosures
by Eric Weisbrod - 943-983 Robust Measures of Earnings Surprises
by Chin‐Han Chiang & Wei Dai & Jianqing Fan & Harrison Hong & Jun Tu - 985-1024 Sentiment Metrics and Investor Demand
by LUKE DeVAULT & RICHARD SIAS & LAURA STARKS - 1025-1075 Cautious Risk Takers: Investor Preferences and Demand for Active Management
by Valery Polkovnichenko & Kelsey D. Wei & Feng Zhao
February 2019, Volume 74, Issue 1
- 5-53 Asset Allocation in Bankruptcy
by Shai Bernstein & Emanuele Colonnelli & Benjamin Iverson - 55-90 The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach‐for‐Yield, and Real Effects
by Bernardo Morais & José‐Luis Peydró & Jessica Roldán‐Peña & Claudia Ruiz‐Ortega - 91-144 Dealer Networks
by Dan Li & Norman Schürhoff - 145-192 Funding Value Adjustments
by Leif Andersen & Darrell Duffie & Yang Song - 193-238 How Crashes Develop: Intradaily Volatility and Crash Evolution
by David S. Bates - 239-279 Basis‐Momentum
by Martijn Boons & Melissa Porras Prado - 281-321 Investment and the Cross‐Section of Equity Returns
by Gian Luca Clementi & Berardino Palazzo - 323-370 (Almost) Model‐Free Recovery
by Paul Schneider & Fabio Trojani - 371-399 Financial Markets Where Traders Neglect the Informational Content of Prices
by Erik Eyster & Matthew Rabin & Dimitri Vayanos - 401-448 Dividend Dynamics, Learning, and Expected Stock Index Returns
by Ravi Jagannathan & Binying Liu - 449-492 Sparse Signals in the Cross‐Section of Returns
by Alex Chinco & Adam D. Clark‐Joseph & Mao Ye - 493-529 A Test of the Modigliani‐Miller Invariance Theorem and Arbitrage in Experimental Asset Markets
by Gary Charness & Tibor Neugebauer - 535-535 American Finance Association
by Kenneth Singleton
December 2018, Volume 73, Issue 6
- 2471-2535 Do ETFs Increase Volatility?
by Itzhak Ben‐David & Francesco Franzoni & Rabih Moussawi - 2537-2586 Unscheduled News and Market Dynamics
by Jérôme Dugast