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Content
December 2018, Volume 53, Issue 6
- 2587-2617 Anticipating Uncertainty: Straddles around Earnings Announcements
by Gao, Chao & Xing, Yuhang & Zhang, Xiaoyan
- 2619-2661 The Term Structure of Expected Recovery Rates
by Doshi, Hitesh & Elkamhi, Redouane & Ornthanalai, Chayawat
- 2663-2683 Event-Related Exchange-Rate Forecasts Combining Information from Betting Quotes and Option Prices
by Hanke, Michael & Poulsen, Rolf & Weissensteiner, Alex
- 2685-2719 Executive Overconfidence and Securities Class Actions
by Banerjee, Suman & Humphery-Jenner, Mark & Nanda, Vikram & Tham, Mandy
October 2018, Volume 53, Issue 5
- 1937-1961 Know Thy Neighbor: Industry Clusters, Information Spillovers, and Market Efficiency
by Engelberg, Joseph & Ozoguz, Arzu & Wang, Sean
- 1963-1994 Life-Cycle Asset Allocation with Ambiguity Aversion and Learning
by Peijnenburg, Kim
- 1995-2039 The Effect of Cultural Similarity on Mergers and Acquisitions: Evidence from Corporate Social Responsibility
by Bereskin, Fred & Byun, Seong K. & Officer, Micah S. & Oh, Jong-Min
- 2041-2066 When Banks Grow Too Big for Their National Economies: Tail Risks, Risk Channels, and Government Guarantees
by Hagendorff, Jens & Keasey, Kevin & Vallascas, Francesco
- 2067-2101 Hedge Fund Boards and the Market for Independent Directors
by Clifford, Christopher P. & Ellis, Jesse A. & Gerken, William C.
- 2103-2129 The Scarcity Value of Treasury Collateral: Repo-Market Effects of Security-Specific Supply and Demand Factors
by D’Amico, Stefania & Fan, Roger & Kitsul, Yuriy
- 2131-2160 Earthly Reward to the Religious: Religiosity and the Costs of Public and Private Debt
by Jiang, Feng & John, Kose & Li, C. Wei & Qian, Yiming
- 2161-2197 The Term Structure of Bond Liquidity
by Gehde-Trapp, Monika & Schuster, Philipp & Uhrig-Homburg, Marliese
- 2199-2225 Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions
by Sun, Zheng & Wang, Ashley W. & Zheng, Lu
- 2227-2259 Global Political Risk and Currency Momentum
by Filippou, Ilias & Gozluklu, Arie E. & Taylor, Mark P.
- 2261-2292 CEO Compensation in Japan: Why So Different from the United States?
by Pan, Luyao & Zhou, Xianming
- 2293-2334 State Ownership and Corporate Cash Holdings
by Chen, Ruiyuan (Ryan) & El Ghoul, Sadok & Guedhami, Omrane & Nash, Robert
August 2018, Volume 53, Issue 4
- 1441-1477 Corporate Resilience to Banking Crises: The Roles of Trust and Trade Credit
by Levine, Ross & Lin, Chen & Xie, Wensi
- 1479-1507 Asymmetry in Stock Comovements: An Entropy Approach
by Jiang, Lei & Wu, Ke & Zhou, Guofu
- 1509-1546 Trading in the Presence of Short-Lived Private Information: Evidence from Analyst Recommendation Changes
by Kadan, Ohad & Michaely, Roni & Moulton, Pamela C.
- 1547-1579 Empirical Evidence of Overbidding in M&A Contests
by de Bodt, Eric & Cousin, Jean-Gabriel & Roll, Richard
- 1581-1614 Technological Specialization and the Decline of Diversified Firms
by Anjos, Fernando & Fracassi, Cesare
- 1615-1651 Unknown Unknowns: Uncertainty About Risk and Stock Returns
by Baltussen, Guido & van Bekkum, Sjoerd & van der Grient, Bart
- 1653-1678 Equilibrium Price Dynamics of Emission Permits
by Hitzemann, Steffen & Uhrig-Homburg, Marliese
- 1679-1714 Playing Favorites? Industry Expert Directors in Diversified Firms
by Ellis, Jesse A. & Fee, C. Edward & Thomas, Shawn
- 1715-1754 Information, Investment Adjustment, and the Cost of Capital
by Huang, Lixin & Kang, Qiang
- 1755-1780 Do Banks Price Independent Directors’ Attention?
by Huang, Henry He & Lobo, Gerald J. & Wang, Chong & Zhou, Jian
- 1781-1804 Local Political Uncertainty, Family Control, and Investment Behavior
by Amore, Mario Daniele & Minichilli, Alessandro
- 1805-1838 The Role of Data Providers as Information Intermediaries
by Schaub, Nic
- 1839-1870 The Effect of State Solvency on Bank Values and Credit Supply: Evidence from State Pension Cut Legislation
by Cohen, Lee Jeremy & Cornett, Marcia Millon & Mehran, Hamid & Tehranian, Hassan
- 1871-1909 Organization Capital and Mergers and Acquisitions
by Li, Kai & Qiu, Buhui & Shen, Rui
- 1911-1935 Choosing the Precision of Performance Metrics
by Crane, Alan D. & Koch, Andrew & Wei, Chishen
June 2018, Volume 53, Issue 3
- 967-995 Taxes, Capital Structure Choices, and Equity Value
by Faccio, Mara & Xu, Jin
- 997-1023 Do Short Sellers Trade on Private Information or False Information?
by Purnanandam, Amiyatosh & Seyhun, H. Nejat
- 1025-1058 Right on Schedule: CEO Option Grants and Opportunism
by Daines, Robert M. & McQueen, Grant R. & Schonlau, Robert J.
- 1059-1100 Crash Sensitivity and the Cross Section of Expected Stock Returns
by Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian
- 1101-1133 Does the Political Power of Nonfinancial Stakeholders Affect Firm Values? Evidence from Labor Unions
by Stanfield, Jared & Tumarkin, Robert
- 1135-1161 Market Sentiment and Innovation Activities
by Dang, Tri Vi & Xu, Zhaoxia
- 1163-1194 Do Antitakeover Provisions Spur Corporate Innovation? A Regression Discontinuity Analysis
by Chemmanur, Thomas J. & Tian, Xuan
- 1195-1226 The Effect of Credit Competition on Banks’ Loan-Loss Provisions
by Dou, Yiwei & Ryan, Stephen G. & Zou, Youli
- 1227-1259 Credit Default Swaps and Firm Value
by Narayanan, Rajesh & Uzmanoglu, Cihan
- 1261-1295 Recruiting the CEO from the Board: Determinants and Consequences
by Hoitash, Udi & Mkrtchyan, Anahit
- 1297-1339 The Effect of Monitoring on CEO Compensation in a Matching Equilibrium
by Chaigneau, Pierre & Sahuguet, Nicolas
- 1341-1370 Does Knowledge Protection Benefit Shareholders? Evidence from Stock Market Reaction and Firm Investment in Knowledge Assets
by Qiu, Buhui & Wang, Teng
- 1371-1390 Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions
by Geraci, Marco Valerio & Gnabo, Jean-Yves
- 1391-1416 Do IPOs Affect Market Price? Evidence from China
by Shi, Song & Sun, Qian & Zhang, Xin
- 1417-1440 Beta Matrix and Common Factors in Stock Returns
by Ahn, Seung C. & Horenstein, Alex R. & Wang, Na
April 2018, Volume 53, Issue 2
- 485-505 Overnight Returns and Firm-Specific Investor Sentiment
by Aboody, David & Even-Tov, Omri & Lehavy, Reuven & Trueman, Brett
- 507-546 A New Partial-Segmentation Approach to Modeling International Stock Returns
by Karolyi, G. Andrew & Wu, Ying
- 547-579 The Anatomy of a Credit Supply Shock: Evidence from an Internal Credit Market
by Liberti, José María & Sturgess, Jason
- 581-611 Quiet Life No More? Corporate Bankruptcy and Bank Competition
by Gormley, Todd & Gupta, Nandini & Jha, Anand
- 613-641 High-Frequency Quoting: Short-Term Volatility in Bids and Offers
by Hasbrouck, Joel
- 643-680 Managerial Risk-Taking Incentives and Merger Decisions
by Lin, Chen & Officer, Micah S. & Shen, Beibei
- 681-721 Product Market Characteristics and the Choice between IPOs and Acquisitions
by Chemmanur, Thomas J. & He, Jie & He, Shan & Nandy, Debarshi
- 723-748 Short Covering Trades
by Boehmer, Ekkehart & Duong, Truong X. & Huszár, Zsuzsa R.
- 749-787 Why Has the Value of Cash Increased Over Time?
by Bates, Thomas W. & Chang, Ching-Hung & Chi, Jianxin Daniel
- 789-813 Organizational Form and Corporate Payout Policy
by Jordan, Bradford D. & Liu, Mark H. & Wu, Qun
- 815-835 Short-Term Debt and Bank Risk
by Du, Brian & Palia, Darius
- 837-866 Price Pressure and Overnight Seasoned Equity Offerings
by Gustafson, Matthew T.
- 867-898 Managerial Risk-Taking Incentive and Firm Innovation: Evidence from FAS 123R
by Mao, Connie X. & Zhang, Chi
- 899-935 Market Reaction to Bank Liquidity Regulation
by Bruno, Brunella & Onali, Enrico & Schaeck, Klaus
- 937-963 Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics
by Calvet, Laurent E. & Fisher, Adlai J. & Wu, Liuren
- 965-965 Managerial Ability and the Shareholder Tax Sensitivity of Dividends - ERRATUM
by Guan, Jenny Xinjiao & Li, Oliver Zhen & Ma, Jiameng
February 2018, Volume 53, Issue 1
- 1-32 Innovation Strategy of Private Firms
by Gao, Huasheng & Hsu, Po-Hsuan & Li, Kai
- 33-64 Passive versus Active Fund Performance: Do Index Funds Have Skill?
by Crane, Alan D. & Crotty, Kevin
- 65-108 Director Connectedness: Monitoring Efficacy and Career Prospects
by Intintoli, Vincent J. & Kahle, Kathleen M. & Zhao, Wanli
- 109-136 Fiscal Policy, Consumption Risk, and Stock Returns: Evidence from U.S. States
by Da, Zhi & Warachka, Mitch & Yun, Hayong
- 137-170 Crash Risk in Currency Returns
by Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina
- 171-201 Flow-Induced Trading Pressure and Corporate Investment
by Lou, Xiaoxia & Wang, Albert Y.
- 203-241 Do Financial Analysts Restrain Insiders’ Informational Advantage?
by Ellul, Andrew & Panayides, Marios
- 243-268 The Liquidity Effects of Official Bond Market Intervention
by De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth
- 269-298 Pitfalls in the Use of Systemic Risk Measures
by Löffler, Gunter & Raupach, Peter
- 299-334 Are Ratings the Worst Form of Credit Assessment Except for All the Others?
by Blöchlinger, Andreas & Leippold, Markus
- 335-364 Managerial Ability and the Shareholder Tax Sensitivity of Dividends
by Guan, Jenny Xinjiao & Li, Oliver Zhen & Ma, Jiameng
- 365-393 Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments
by Gao, Xin & Nardari, Federico
- 395-436 Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices
by D’Amico, Stefania & Kim, Don H. & Wei, Min
- 437-454 Risk Premium Information from Treasury-Bill Yields
by Lee, Jaehoon
- 455-484 Securities Transaction Taxes and Market Quality
by Pomeranets, Anna & Weaver, Daniel G.
December 2017, Volume 52, Issue 6
- 2327-2367 Corporate Risk Culture
by Pan, Yihui & Siegel, Stephan & Wang, Tracy Yue
- 2369-2397 A Lottery-Demand-Based Explanation of the Beta Anomaly
by Bali, Turan G. & Brown, Stephen J. & Murray, Scott & Tang, Yi
- 2399-2427 An Empirical Analysis of Market Segmentation on U.S. Equity Markets
by Hatheway, Frank & Kwan, Amy & Zheng, Hui
- 2429-2460 Davids, Goliaths, and Business Cycles
by Duarte, Jefferson & Kapadia, Nishad
- 2461-2490 Risk Premia and the VIX Term Structure
by Johnson, Travis L.
- 2491-2522 Deleveraging Risk
by Richardson, Scott & Saffi, Pedro A. C. & Sigurdsson, Kari
- 2523-2564 Political Uncertainty and IPO Activity: Evidence from U.S. Gubernatorial Elections
by Çolak, Gönül & Durnev, Art & Qian, Yiming
- 2565-2610 CEO Turnovers and Disruptions in Customer–Supplier Relationships
by Intintoli, Vincent J. & Serfling, Matthew & Shaikh, Sarah
- 2611-2642 Investment Efficiency and Product Market Competition
by Stoughton, Neal M. & Wong, Kit Pong & Yi, Long
- 2643-2675 Market Timing and Investment Selection: Evidence from Real Estate Investors
by Hochberg, Yael V. & Mühlhofer, Tobias
- 2677-2702 What Explains the Difference in Leverage between Banks and Nonbanks?
by Berg, Tobias & Gider, Jasmin
- 2703-2726 Cultural Proximity and the Processing of Financial Information
by Du, Qianqian & Yu, Frank & Yu, Xiaoyun
- 2727-2754 Equity Volatility Term Structures and the Cross Section of Option Returns
by Vasquez, Aurelio
- 2755-2777 Institutional Investor Expectations, Manager Performance, and Fund Flows
by Jones, Howard & Martinez, Jose Vicente
- 2779-2807 Horses for Courses: Fund Managers and Organizational Structures
by Han, Yufeng & Noe, Tom & Rebello, Michael
- 2809-2836 The Unintended Consequences of the Launch of the Single Supervisory Mechanism in Europe
by Fiordelisi, Franco & Ricci, Ornella & Stentella Lopes, Francesco Saverio
October 2017, Volume 52, Issue 5
- 1797-1826 Banks’ Internal Capital Markets and Deposit Rates
by Ben-David, Itzhak & Palvia, Ajay & Spatt, Chester
- 1827-1867 Did Saving Wall Street Really Save Main Street? The Real Effects of TARP on Local Economic Conditions
by Berger, Allen N. & Roman, Raluca A.
- 1869-1901 What Affects Innovation More: Policy or Policy Uncertainty?
by Bhattacharya, Utpal & Hsu, Po-Hsuan & Tian, Xuan & Xu, Yan
- 1903-1926 Why Do Fund Managers Identify and Share Profitable Ideas?
by Crawford, Steven S. & Gray, Wesley R. & Kern, Andrew E.
- 1927-1950 Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence
by Balduzzi, Pierluigi & Moneta, Fabio
- 1951-1988 Cash Reserves as a Hedge against Supply-Chain Risk
by Kulchania, Manoj & Thomas, Shawn
- 1989-2021 To Group or Not to Group? Evidence from Mutual Fund Databases
by Patel, Saurin & Sarkissian, Sergei
- 2023-2051 Corporate Environmental Policy and Shareholder Value: Following the Smart Money
by Fernando, Chitru S. & Sharfman, Mark P. & Uysal, Vahap B.
- 2053-2081 Does Information Asymmetry Affect Corporate Tax Aggressiveness?
by Chen, Tao & Lin, Chen
- 2083-2118 Equilibrium-Informed Trading with Relative Performance Measurement
by Qiu, Zhigang
- 2119-2156 Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions
by Carr, Peter & Wu, Liuren
- 2157-2181 Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals?
by Sias, Richard & Turtle, Harry J. & Zykaj, Blerina
- 2183-2215 CoMargin
by Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe
- 2217-2250 Entrepreneurial Litigation and Venture Capital Finance
by Cumming, Douglas & Haslem, Bruce & Knill, April
- 2251-2275 A Multivariate Model of Strategic Asset Allocation with Longevity Risk
by Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio
- 2277-2303 Long-Term versus Short-Term Contingencies in Asset Allocation
by Botshekan, Mahmoud & Lucas, André
- 2305-2326 Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets
by Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Kourogenis, Nikolaos & Tsiritakis, Emmanuel
August 2017, Volume 52, Issue 4
- 1301-1342 Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation
by Chordia, Tarun & Goyal, Amit & Nozawa, Yoshio & Subrahmanyam, Avanidhar & Tong, Qing
- 1343-1373 Valuations in Corporate Takeovers and Financial Constraints on Private Targets
by Greene, Daniel
- 1375-1402 Interactions among High-Frequency Traders
by Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip
- 1403-1428 The Performance of Short-Term Institutional Trades
by Chakrabarty, Bidisha & Moulton, Pamela C. & Trzcinka, Charles
- 1429-1448 Regulatory Sanctions and Reputational Damage in Financial Markets
by Armour, John & Mayer, Colin & Polo, Andrea
- 1449-1490 How Do Foreign Institutional Investors Enhance Firm Innovation?
by Luong, Hoang & Moshirian, Fariborz & Nguyen, Lily & Tian, Xuan & Zhang, Bohui
- 1491-1518 The Interpretation of Unanticipated News Arrival and Analysts’ Skill
by Rubin, Amir & Segal, Benjamin & Segal, Dan
- 1519-1550 Tournament-Based Incentives, Corporate Cash Holdings, and the Value of Cash
by Phan, Hieu V. & Simpson, Thuy & Nguyen, Hang T.
- 1551-1576 Time-Varying Beta and the Value Premium
by Guo, Hui & Wu, Chaojiang & Yu, Yan
- 1577-1604 Mutual Fund Performance Evaluation and Best Clienteles
by Chrétien, Stéphane & Kammoun, Manel
- 1605-1637 Stock Liquidity and Stock Price Crash Risk
by Chang, Xin & Chen, Yangyang & Zolotoy, Leon
- 1639-1666 Payout Yields and Stock Return Predictability: How Important Is the Measure of Cash Flow?
by Eaton, Gregory W. & Paye, Bradley S.
- 1667-1703 Expected Business Conditions and Bond Risk Premia
by Eriksen, Jonas N.
- 1705-1730 Liquidity Constraints and Credit Card Delinquency: Evidence from Raising Minimum Payments
by d’Astous, Philippe & Shore, Stephen H.
- 1731-1763 Common Macro Factors and Currency Premia
by Filippou, Ilias & Taylor, Mark P.
- 1765-1795 DRIPs and the Dividend Pay Date Effect
by Berkman, Henk & Koch, Paul D.
June 2017, Volume 52, Issue 3
- 837-866 Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?
by Bates, Thomas W. & Becher, David A.
- 867-893 Investor Attrition and Fund Flows in Mutual Funds
by Christoffersen, Susan E. K. & Xu, Haoyu
- 895-925 Fortune Favors the Bold
by Meneghetti, Costanza & Williams, Ryan
- 927-961 Short-Term Interest Rates and Stock Market Anomalies
by Maio, Paulo & Santa-Clara, Pedro
- 963-990 Individual Investors’ Dividend Taxes and Corporate Payout Policies
by Li, Oliver Zhen & Liu, Hang & Ni, Chenkai & Ye, Kangtao
- 991-1016 Gender Differences in Executives’ Access to Information
by Inci, A. Can & Narayanan, M. P. & Seyhun, H. Nejat
- 1017-1047 Social Capital and Debt Contracting: Evidence from Bank Loans and Public Bonds
by Hasan, Iftekhar & Hoi, Chun Keung & Wu, Qiang & Zhang, Hao
- 1049-1080 When and Why Do Venture-Capital-Backed Companies Obtain Venture Lending?
by Tykvová, Tereza
- 1081-1109 Hedge Funds: The Good, the Bad, and the Lucky
by Chen, Yong & Cliff, Michael & Zhao, Haibei
- 1111-1141 Investment–Cash Flow Sensitivity: Fact or Fiction?
by Ağca, Şenay & Mozumdar, Abon
- 1143-1181 The Diminishing Benefits of U.S. Cross-Listing: Economic Consequences of SEC Rule 12h-6
by Ghosh, Chinmoy & He, Fan
- 1183-1209 Stock Market Mean Reversion and Portfolio Choice over the Life Cycle
by Michaelides, Alexander & Zhang, Yuxin
- 1211-1245 Firm Default Prediction: A Bayesian Model-Averaging Approach
by Traczynski, Jeffrey
- 1247-1278 Dynamic Portfolio Choice with Linear Rebalancing Rules
by Moallemi, Ciamac C. & Sağlam, Mehmet
- 1279-1299 New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods
by Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian
April 2017, Volume 52, Issue 2
- 401-425 Upper Bounds on Return Predictability
by Huang, Dashan & Zhou, Guofu
- 427-463 Best Practice for Cost-of-Capital Estimates
by Levi, Yaron & Welch, Ivo
- 465-489 Institutional Investment Constraints and Stock Prices
by Cao, Jie & Han, Bing & Wang, Qinghai
- 491-517 The Timing and Source of Long-Run Returns Following Repurchases
by Bargeron, Leonce & Bonaime, Alice & Thomas, Shawn
- 519-551 CEO Tournaments: A Cross-Country Analysis of Causes, Cultural Influences, and Consequences
by Burns, Natasha & Minnick, Kristina & Starks, Laura
- 553-582 The Effect of Labor Unions on CEO Compensation
by Huang, Qianqian & Jiang, Feng & Lie, Erik & Que, Tingting
- 583-611 CEO Turnover–Performance Sensitivity in Private Firms
by Gao, Huasheng & Harford, Jarrad & Li, Kai
- 613-644 Policy Uncertainty and Mergers and Acquisitions
by Nguyen, Nam H. & Phan, Hieu V.
- 645-675 Why Do Short Sellers Like Qualitative News?
by von Beschwitz, Bastian & Chuprinin, Oleg & Massa, Massimo
- 677-703 Stapled Financing, Value Certification, and Lending Efficiency
by Aslan, Hadiye & Kumar, Praveen
- 705-735 Informed Trading around Stock Split Announcements: Evidence from the Option Market
by Gharghori, Philip & Maberly, Edwin D. & Nguyen, Annette
- 737-750 Information Characteristics and Errors in Expectations: Experimental Evidence
by Antoniou, Constantinos & Harrison, Glenn W. & Lau, Morten I. & Read, Daniel
- 751-780 Gender and Board Activeness: The Role of a Critical Mass
by Schwartz-Ziv, Miriam
- 781-809 Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses
by Oh, Natalie Y. & Parwada, Jerry T. & Tan, Eric K. M.
- 811-836 Annual Report Readability, Tone Ambiguity, and the Cost of Borrowing
by Ertugrul, Mine & Lei, Jin & Qiu, Jiaping & Wan, Chi
February 2017, Volume 52, Issue 1
- 1-35 Strategic Delays and Clustering in Hedge Fund Reported Returns
by Aragon, George O. & Nanda, Vikram
- 37-69 Industrial Electricity Usage and Stock Returns
by Da, Zhi & Huang, Dayong & Yun, Hayong
- 71-109 Seasonal Asset Allocation: Evidence from Mutual Fund Flows
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ
- 111-142 The Dynamics of Performance Volatility and Firm Valuation
by Chi, Jianxin Daniel & Su, Xunhua
- 143-173 Short-Term Reversals: The Effects of Past Returns and Institutional Exits
by Cheng, Si & Hameed, Allaudeen & Subrahmanyam, Avanidhar & Titman, Sheridan
- 175-214 Key Human Capital
by Israelsen, Ryan D. & Yonker, Scott E.
- 215-241 Real Options, Idiosyncratic Skewness, and Diversification
by Del Viva, Luca & Kasanen, Eero & Trigeorgis, Lenos
- 243-275 What Drives the Commonality between Credit Default Swap Spread Changes?
by Anderson, Mike
- 277-303 Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
by Faias, José Afonso & Santa-Clara, Pedro
- 305-339 Sovereign Default Risk and the U.S. Equity Market
by Jeanneret, Alexandre
- 341-363 Model Uncertainty and Exchange Rate Forecasting
by Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J.
- 365-399 Social Screens and Systematic Investor Boycott Risk
by Luo, H. Arthur & Balvers, Ronald J.
December 2016, Volume 51, Issue 6
- 1739-1768 Creative Destruction and Asset Prices
by Grammig, Joachim & Jank, Stephan
- 1769-1793 Horizon Pricing
by Kamara, Avraham & Korajczyk, Robert A. & Lou, Xiaoxia & Sadka, Ronnie
- 1795-1822 Liquidity Risk and the Credit Crunch of 2007–2008: Evidence from Micro-Level Data on Mortgage Loan Applications
by Antoniades, Adonis
- 1823-1861 Cash Holdings, Competition, and Innovation
by Lyandres, Evgeny & Palazzo, Berardino
- 1863-1895 How Do Frictions Affect Corporate Investment? A Structural Approach
by Bustamante, M. Cecilia
- 1897-1923 Time-Varying Liquidity and Momentum Profits
by Avramov, Doron & Cheng, Si & Hameed, Allaudeen
- 1925-1953 Urban Agglomeration and CEO Compensation
by Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya
- 1955-1990 Spreading the Misery? Sources of Bankruptcy Spillover in the Supply Chain
by Kolay, Madhuparna & Lemmon, Michael & Tashjian, Elizabeth
- 1991-2013 Sentiment and the Effectiveness of Technical Analysis: Evidence from the Hedge Fund Industry
by Smith, David M. & Wang, Na & Wang, Ying & Zychowicz, Edward J.
- 2015-2046 Continuing Overreaction and Stock Return Predictability
by Byun, Suk Joon & Lim, Sonya S. & Yun, Sang Hyun
October 2016, Volume 51, Issue 5
- 1467-1490 Buyers versus Sellers: Who Initiates Trades, and When?
by Chordia, Tarun & Goyal, Amit & Jegadeesh, Narasimhan
- 1491-1520 Blockholder Heterogeneity, CEO Compensation, and Firm Performance
by Clifford, Christopher P. & Lindsey, Laura
- 1521-1543 Anchoring Credit Default Swap Spreads to Firm Fundamentals
by Bai, Jennie & Wu, Liuren
- 1545-1574 Speculators, Prices, and Market Volatility
by Brunetti, Celso & Büyükşahin, Bahattin & Harris, Jeffrey H.
- 1575-1609 Do Banks Issue Equity When They Are Poorly Capitalized?
by Dinger, Valeriya & Vallascas, Francesco
- 1611-1636 The Strategic Behavior of Firms with Debt
by Reboul, Jérôme & Toldrà-Simats, Anna
- 1637-1662 To Pay or Be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets
by Battalio, Robert & Shkilko, Andriy & Van Ness, Robert
- 1663-1688 Initial Public Offering Allocations, Price Support, and Secondary Investors
by Fjesme, Sturla Lyngnes
- 1689-1717 Alliances and Return Predictability
by Cao, Jie & Chordia, Tarun & Lin, Chen
- 1719-1738 Shareholder Composition and Managerial Compensation
by Shinozaki, Shinya & Moriyasu, Hiroshi & Uchida, Konari
August 2016, Volume 51, Issue 4
- 1071-1110 Differential Access to Price Information in Financial Markets
by Easley, David & O’Hara, Maureen & Yang, Liyan
- 1111-1133 Labor Income, Relative Wealth Concerns, and the Cross Section of Stock Returns
by Gómez, Juan-Pedro & Priestley, Richard & Zapatero, Fernando
- 1135-1164 Investment and Cash Flow: New Evidence
by Lewellen, Jonathan & Lewellen, Katharina
- 1165-1192 Asymmetric Information, Financial Reporting, and Open-Market Share Repurchases
by Billett, Matthew T. & Yu, Miaomiao
- 1193-1229 Does Common Analyst Coverage Explain Excess Comovement?
by Israelsen, Ryan D.
- 1231-1267 Does Competition Matter for Corporate Governance? The Role of Country Characteristics
by Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale
- 1269-1295 Human Capital, Management Quality, and the Exit Decisions of Entrepreneurial Firms
by He, Shan & Li, C. Wei
- 1297-1323 Ambiguity Aversion and Underdiversification
by Guidolin, Massimo & Liu, Hening
- 1325-1358 The Determinants and Performance Impact of Outside Board Leadership
by Balsam, Steven & Puthenpurackal, John & Upadhyay, Arun
- 1359-1389 Option Valuation with Macro-Finance Variables
by Dorion, Christian
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