Contact information of Cambridge University Press
Serial Information
Description: Papers published in Journal of Financial and Quantitative Analysis
Series handle: RePEc:cup:jfinqa
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:jfinqa. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/jfq .
Content
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
- 1391-1436 The Effects of Government Interventions in the Financial Sector on Banking Competition and the Evolution of Zombie Banks
by Calderon, Cesar & Schaeck, Klaus
- 1437-1466 Estimating Beta
by Hollstein, Fabian & Prokopczuk, Marcel
June 2016, Volume 51, Issue 3
- 707-735 Risk, Uncertainty, and Expected Returns
by Bali, Turan G. & Zhou, Hao
- 737-769 Are Ex Ante CEO Severance Pay Contracts Consistent with Efficient Contracting?
by Cadman, Brian D. & Campbell, John L. & Klasa, Sandy
- 771-800 On the Style-Based Feedback Trading of Mutual Fund Managers
by Frijns, Bart & Gilbert, Aaron & Zwinkels, Remco C. J.
- 801-837 The Price of Street Friends: Social Networks, Informed Trading, and Shareholder Costs
by Cai, Jie & Walkling, Ralph A. & Yang, Ke
- 839-873 Bank Skin in the Game and Loan Contract Design: Evidence from Covenant-Lite Loans
by Billett, Matthew T. & Elkamhi, Redouane & Popov, Latchezar & Pungaliya, Raunaq S.
- 875-897 New Evidence on the Forward Premium Puzzle
by Boudoukh, Jacob & Richardson, Matthew & Whitelaw, Robert F.
- 899-927 Corporate Boards and SEOs: The Effect of Certification and Monitoring
by Ferreira, Miguel & Laux, Paul
- 929-957 What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy
by Cao, Charles & Goldie, Bradley A. & Liang, Bing & Petrasek, Lubomir
- 959-983 Portfolio Diversification and International Corporate Bonds
by Liu, Edith X.
- 985-1011 Understanding Portfolio Efficiency with Conditioning Information
by Peñaranda, Francisco
- 1013-1037 The Valuation of Hedge Funds’ Equity Positions
by Cici, Gjergji & Kempf, Alexander & Puetz, Alexander
- 1039-1069 A Rent-Protection Explanation for SEO Flotation-Method Choice
by Wu, Xueping & Wang, Zheng & Yao, Jun
April 2016, Volume 51, Issue 2
- 359-385 Inside Debt and Bank Risk
by van Bekkum, Sjoerd
- 387-413 Capital Market Efficiency and Arbitrage Efficacy
by Akbas, Ferhat & Armstrong, Will J. & Sorescu, Sorin & Subrahmanyam, Avanidhar
- 415-433 Making Waves: To Innovate or Be a Fast Second?
by Yung, Chris
- 435-462 Does Information-Processing Cost Affect Firm-Specific Information Acquisition? Evidence from XBRL Adoption
by Dong, Yi & Li, Oliver Zhen & Lin, Yupeng & Ni, Chenkai
- 463-487 Who Moves Markets in a Sudden Marketwide Crisis? Evidence from 9/11
by Burch, Timothy R. & Emery, Douglas R. & Fuerst, Michael E.
- 489-513 The Role of Mutual Funds in Corporate Governance: Evidence from Mutual Funds’ Proxy Voting and Trading Behavior
by Duan, Ying & Jiao, Yawen
- 515-540 Gambling Preferences, Options Markets, and Volatility
by Blau, Benjamin M. & Bowles, T. Boone & Whitby, Ryan J.
- 541-587 Real Economic Shocks and Sovereign Credit Risk
by Augustin, Patrick & Tédongap, Roméo
- 589-627 Analyst Coverage and Real Earnings Management: Quasi-Experimental Evidence
by Irani, Rustom M. & Oesch, David
- 629-654 Benchmarking and Currency Risk
by Massa, Massimo & Wang, Yanbo & Zhang, Hong
- 655-683 Time-Varying Margin Requirements and Optimal Portfolio Choice
by Rytchkov, Oleg
- 685-705 Systematic Tail Risk
by van Oordt, Maarten R. C. & Zhou, Chen
February 2016, Volume 51, Issue 1
- 1-28 Bank Competition and Financial Stability: Evidence from the Financial Crisis
by Akins, Brian & Li, Lynn & Ng, Jeffrey & Rusticus, Tjomme O.
- 29-54 Private Equity Firms’ Reputational Concerns and the Costs of Debt Financing
by Huang, Rongbing & Ritter, Jay R. & Zhang, Donghang
- 55-83 Business Microloans for U.S. Subprime Borrowers
by Fracassi, Cesare & Garmaise, Mark J. & Kogan, Shimon & Natividad, Gabriel
- 85-111 Gambling and Comovement
by Kumar, Alok & Page, Jeremy K. & Spalt, Oliver G.
- 113-137 CEO Narcissism and the Takeover Process: From Private Initiation to Deal Completion
by Aktas, Nihat & de Bodt, Eric & Bollaert, Helen & Roll, Richard
- 139-164 CEO Personal Risk-Taking and Corporate Policies
by Cain, Matthew D. & McKeon, Stephen B.
- 165-196 Flashes of Trading Intent at NASDAQ
by Skjeltorp, Johannes A. & Sojli, Elvira & Tham, Wing Wah
- 197-229 Strategic Default, Debt Structure, and Stock Returns
by Valta, Philip
- 231-257 Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework
by Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan
- 259-306 Cross-Listing Waves
by Sarkissian, Sergei & Schill, Michael J.
- 307-332 Financial Weakness and Product Market Performance: Internal Capital Market Evidence
by Kim, Ryoonhee
- 333-358 The Politics of Related Lending
by Halling, Michael & Pichler, Pegaret & Stomper, Alex
December 2015, Volume 50, Issue 6
- 1165-1197 Lending Relationships and the Effect of Bank Distress: Evidence from the 2007–2009 Financial Crisis
by Carvalho, Daniel & Ferreira, Miguel A. & Matos, Pedro
- 1199-1236 Did TARP Banks Get Competitive Advantages?
by Berger, Allen N. & Roman, Raluca A.
- 1237-1267 Is Momentum an Echo?
by Goyal, Amit & Wahal, Sunil
- 1269-1292 Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility around the World
by Han, Yufeng & Hu, Ting & Lesmond, David A.
- 1293-1319 Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows
by Ozik, Gideon & Sadka, Ronnie
- 1321-1351 The Role of Activist Hedge Funds in Financially Distressed Firms
by Lim, Jongha
- 1353-1388 Conflicts in Bankruptcy and the Sequence of Debt Issues
by Abraham (Avri) Ravid, S. & Sverdlove, Ronald & Bris, Arturo & Coiculescu, Gabriela
- 1389-1414 Heterogeneity in Beliefs and Volatility Tail Behavior
by Bakshi, Gurdip & Madan, Dilip & Panayotov, George
- 1415-1441 Improving Mean Variance Optimization through Sparse Hedging Restrictions
by Goto, Shingo & Xu, Yan
- 1443-1471 Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs
by DeMiguel, Victor & Martín-Utrera, Alberto & Nogales, Francisco J.
- 1473-1499 Trading Patterns and Market Integration in Overlapping Experimental Asset Markets
by Chelley-Steeley, Patricia & Kluger, Brian & Steeley, James & Adams, Paul
October 2015, Volume 50, Issue 5
- 929-962 Industry Expertise of Independent Directors and Board Monitoring
by Wang, Cong & Xie, Fei & Zhu, Min
- 963-985 The Dynamics of Sovereign Credit Risk
by Jeanneret, Alexandre
- 987-1010 Local Business Cycles and Local Liquidity
by Bernile, Gennaro & Korniotis, George & Kumar, Alok & Wang, Qin
- 1011-1035 Does Increased Competition Affect Credit Ratings? A Reexamination of the Effect of Fitch’s Market Share on Credit Ratings in the Corporate Bond Market
by Bae, Kee-Hong & Kang, Jun-Koo & Wang, Jin
- 1037-1056 Beyond the Carry Trade: Optimal Currency Portfolios
by Barroso, Pedro & Santa-Clara, Pedro
- 1057-1082 Informational Content of Options Trading on Acquirer Announcement Return
by Chan, Konan & Ge, Li & Lin, Tse-Chun
- 1083-1103 Managerial Entrenchment and Firm Value: A Dynamic Perspective
by Chang, Xin & Zhang, Hong Feng
- 1105-1133 Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables
by Elsas, Ralf & Florysiak, David
- 1135-1163 The Impact of Investability on Asset Valuation
by Errunza, Vihang & Ta, Hai
August 2015, Volume 50, Issue 4
- 623-646 Using 10-K Text to Gauge Financial Constraints
by Bodnaruk, Andriy & Loughran, Tim & McDonald, Bill
- 647-669 Anticipating the 2007–2008 Financial Crisis: Who Knew What and When Did They Know It?
by Adebambo, Biljana & Brockman, Paul & Yan, Xuemin (Sterling)
- 671-698 Director Histories and the Pattern of Acquisitions
by Rousseau, Peter L. & Stroup, Caleb
- 699-727 Investor Sentiment and Mutual Fund Strategies
by Massa, Massimo & Yadav, Vijay
- 729-755 You’re Fired! New Evidence on Portfolio Manager Turnover and Performance
by Kostovetsky, Leonard & Warner, Jerold B.
- 757-779 Social Influence in the Housing Market
by Pan, Carrie H. & Pirinsky, Christo A.
- 781-800 The Enterprise Multiple Investment Strategy: International Evidence
by Walkshäusl, Christian & Lobe, Sebastian
- 801-824 How Important Is Financial Risk?
by Bartram, Söhnke M. & Brown, Gregory W. & Waller, William
- 825-842 A Synthesis of Two Factor Estimation Methods
by Connor, Gregory & Korajczyk, Robert A. & Uhlaner, Robert T.
- 843-868 Keynes the Stock Market Investor: A Quantitative Analysis
by Chambers, David & Dimson, Elroy & Foo, Justin
- 869-902 Future Lending Income and Security Value
by Prado, Melissa Porras
- 903-928 Sophistication, Sentiment, and Misreaction
by Chang, Chuang-Chang & Hsieh, Pei-Fang & Wang, Yaw-Huei
June 2015, Volume 50, Issue 3
- 277-300 Taxes and Capital Structure
by Faccio, Mara & Xu, Jin
- 301-323 Capital Structure Decisions around the World: Which Factors Are Reliably Important?
by Öztekin, Özde
- 325-348 The Role of Government in the Labor–Creditor Relationship: Evidence from the Chrysler Bankruptcy
by Blaylock, Bradley & Edwards, Alexander & Stanfield, Jared
- 349-375 Changing the Nexus: The Evolution and Renegotiation of Venture Capital Contracts
by Bengtsson, Ola & Sensoy, Berk A.
- 377-411 Giants at the Gate: Investment Returns and Diseconomies of Scale in Private Equity
by Lopez-de-Silanes, Florencio & Phalippou, Ludovic & Gottschalg, Oliver
- 413-445 Institutional Investors and the Information Production Theory of Stock Splits
by Chemmanur, Thomas J. & Hu, Gang & Huang, Jiekun
- 447-475 Bonus-Driven Repurchases
by Cheng, Yingmei & Harford, Jarrad & Zhang, Tianming (Tim)
- 477-507 The Post-Acquisition Returns of Stock Deals: Evidence of the Pervasiveness of the Asset Growth Effect
by Mortal, Sandra & Schill, Michael J.
- 509-541 Related Securities and Equity Market Quality: The Case of CDS
by Boehmer, Ekkehart & Chava, Sudheer & Tookes, Heather E.
- 543-567 Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets
by Hilscher, Jens & Pollet, Joshua M. & Wilson, Mungo
- 569-595 Trust, Investment, and Business Contracting
by Ang, James S. & Cheng, Yingmei & Wu, Chaopeng
- 597-622 Suitability Checks and Household Investments in Structured Products
by Chang, Eric C. & Tang, Dragon Yongjun & Zhang, Miao Ben
April 2015, Volume 50, Issue 1-2
- 1-32 Acquirer Valuation and Acquisition Decisions: Identifying Mispricing Using Short Interest
by Ben-David, Itzhak & Drake, Michael S. & Roulstone, Darren T.
- 33-60 Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks
by Maio, Paulo & Santa-Clara, Pedro
- 61-88 Firm Mortality and Natal Financial Care
by Bhattacharya, Utpal & Borisov, Alexander & Yu, Xiaoyun
- 89-117 Industries and Stock Return Reversals
by Hameed, Allaudeen & Mian, G. Mujtaba
- 119-144 Once Burned, Twice Shy: Money Market Fund Responses to a Systemic Liquidity Shock
by Strahan, Philip E. & Tanyeri, Başak
- 145-168 Do Happy People Make Optimistic Investors?
by Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia
- 169-195 Religion and Stock Price Crash Risk
by Callen, Jeffrey L. & Fang, Xiaohua
- 197-229 The Diminishing Liquidity Premium
by Ben-Rephael, Azi & Kadan, Ohad & Wohl, Avi
- 231-250 Foreign Currency Returns and Systematic Risks
by Atanasov, Victoria & Nitschka, Thomas
- 251-275 The Effects of Securities Class Action Litigation on Corporate Liquidity and Investment Policy
by Arena, Matteo & Julio, Brandon
December 2014, Volume 49, Issue 5-6
- 1133-1165 A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
by Garcia, René & Mantilla-García, Daniel & Martellini, Lionel
- 1167-1199 Communicating Private Information to the Equity Market Before a Dividend Cut: An Empirical Analysis
by Chemmanur, Thomas J. & Tian, Xuan
- 1201-1225 Do Better-Connected CEOs Innovate More?
by Faleye, Olubunmi & Kovacs, Tunde & Venkateswaran, Anand
- 1227-1253 Treasury Bond Illiquidity and Global Equity Returns
by Goyenko, Ruslan & Sarkissian, Sergei
- 1255-1277 Dividend Predictability Around the World
by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas
- 1279-1310 Corporate Policies of Republican Managers
by Hutton, Irena & Jiang, Danling & Kumar, Alok
- 1311-1337 Managed Distribution Policies in Closed-End Funds and Shareholder Activism
by Cherkes, Martin & Sagi, Jacob S. & Wang, Z. Jay
- 1339-1364 Detecting Regime Shifts in Credit Spreads
by Chun, Olfa Maalaoui & Dionne, Georges & François, Pascal
- 1365-1401 Inside Debt and Mergers and Acquisitions
by Phan, Hieu V.
- 1403-1442 On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom
by Li, Junye & Zinna, Gabriele
August 2014, Volume 49, Issue 4
- 817-842 Debt Maturity Structure and Credit Quality
by Gopalan, Radhakrishnan & Song, Fenghua & Yerramilli, Vijay
- 843-877 Do Hedge Funds Reduce Idiosyncratic Risk?
by Kang, Namho & Kondor, Péter & Sadka, Ronnie
- 879-901 Aggregate Earnings and Market Returns: International Evidence
by He, Wen & Hu, Maggie (Rong)
- 903-931 Portfolio Concentration and Firm Performance
by Ekholm, Anders & Maury, Benjamin
- 933-956 Antitakeover Provisions and Shareholder Wealth: A Survey of the Literature
by Straska, Miroslava & Waller, H. Gregory
- 957-1003 Corporate Governance and Innovation: Theory and Evidence
by Sapra, Haresh & Subramanian, Ajay & Subramanian, Krishnamurthy V.
- 1005-1037 Deviations from Norms and Informed Trading
by Kumar, Alok & Page, Jeremy K.
- 1039-1070 Success in Global Venture Capital Investing: Do Institutional and Cultural Differences Matter?
by Nahata, Rajarishi & Hazarika, Sonali & Tandon, Kishore
- 1071-1099 Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios
by Giordani, Paolo & Jacobson, Tor & Schedvin, Erik von & Villani, Mattias
- 1101-1132 Shareholder Litigation, Reputational Loss, and Bank Loan Contracting
by Deng, Saiying & Willis, Richard H. & Xu, Li
June 2014, Volume 49, Issue 3
- 541-574 Contingent Capital: The Case of COERCs
by Pennacchi, George & Vermaelen, Theo & Wolff, Christian C. P.
- 575-598 Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
by Adams, Zeno & Füss, Roland & Gropp, Reint
- 599-631 Asset Specificity, Industry-Driven Recovery Risk, and Loan Pricing
by James, Christopher & Kizilaslan, Atay
- 633-661 Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
by Bollerslev, Tim & Marrone, James & Xu, Lai & Zhou, Hao
- 663-697 The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation
by Christoffersen, Peter & Feunou, Bruno & Jacobs, Kris & Meddahi, Nour
- 699-724 The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics
by Bansal, Naresh & Connolly, Robert A. & Stivers, Chris
- 725-747 Trading in the Options Market around Financial Analysts’ Consensus Revisions
by Hayunga, Darren K. & Lung, Peter P.
- 749-771 The Role of Growth Options in Explaining Stock Returns
by Trigeorgis, Lenos & Lambertides, Neophytos
- 773-796 The Strategic Listing Decisions of Hedge Funds
by Jorion, Philippe & Schwarz, Christopher
- 797-815 Recovering Delisting Returns of Hedge Funds
by Hodder, James E. & Jackwerth, Jens Carsten & Kolokolova, Olga
April 2014, Volume 49, Issue 2
- 297-319 How Does the Market Value Toxic Assets?
by Longstaff, Francis A. & Myers, Brett W.
- 321-349 Leaders, Followers, and Risk Dynamics in Industry Equilibrium
by Carlson, Murray & Dockner, Engelbert J. & Fisher, Adlai & Giammarino, Ron
- 351-380 Financial Expertise of the Board, Risk Taking, and Performance: Evidence from Bank Holding Companies
by Minton, Bernadette A. & Taillard, Jérôme P. & Williamson, Rohan
- 381-408 Transparency and Financing Choices of Family Firms
by Chen, Tai-Yuan & Dasgupta, Sudipto & Yu, Yangxin
- 409-430 Solvency Constraint, Underdiversification, and Idiosyncratic Risks
by Liu, Hong
- 431-451 Individual Investors and Broker Types
by Fong, Kingsley Y. L. & Gallagher, David R. & Lee, Adrian D.
- 453-481 Managerial Incentives, Risk Aversion, and Debt
by Milidonis, Andreas & Stathopoulos, Konstantinos
- 483-511 Interest Rate Risk and the Cross Section of Stock Returns
by Lioui, Abraham & Maio, Paulo
- 513-540 Who Gains from Buying Bad Bidders?
by Offenberg, David & Straska, Miroslava & Waller, H. Gregory
February 2014, Volume 49, Issue 1
- 1-32 Real Asset Illiquidity and the Cost of Capital
by Ortiz-Molina, Hernán & Phillips, Gordon M.
- 33-49 Volume and Volatility in a Common-Factor Mixture of Distributions Model
by He, Xiaojun & Velu, Raja
- 51-75 Bribe Payments and Innovation in Developing Countries: Are Innovating Firms Disproportionately Affected?
by Ayyagari, Meghana & Demirgüç-Kunt, Asli & Maksimovic, Vojislav
- 77-106 Local Gambling Preferences and Corporate Innovative Success
by Chen, Yangyang & Podolski, Edward J. & Rhee, S. Ghon & Veeraraghavan, Madhu
- 107-130 Momentum Effect as Part of a Market Equilibrium
by Choi, Seung Mo & Kim, Hwagyun
- 131-164 Does the Location of Directors Matter? Information Acquisition and Board Decisions
by Alam, Zinat S. & Chen, Mark A. & Ciccotello, Conrad S. & Ryan, Harley E.
- 165-191 Investing in the “New Economy”: Mutual Fund Performance and the Nature of the Firm
by Gupta-Mukherjee, Swasti
- 193-220 The Cross Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads
by Elkamhi, Redouane & Jacobs, Kris & Pan, Xuhui
- 221-248 Does the Disposition Effect Matter in Corporate Takeovers? Evidence from Institutional Investors of Target Companies
by Ye, Pengfei
- 249-269 Hindsight Effects in Dollar-Weighted Returns
by Hayley, Simon
- 271-296 On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns
by Guo, Hui & Kassa, Haimanot & Ferguson, Michael F.
December 2013, Volume 48, Issue 6
- 1663-1692 Where Have All the IPOs Gone?
by Gao, Xiaohui & Ritter, Jay R. & Zhu, Zhongyan
- 1693-1716 A Servant to Many Masters: Competing Shareholder Preferences and Limits to Catering
by Manconi, Alberto & Massa, Massimo
- 1717-1753 On the Importance of Golden Parachutes
by Fich, Eliezer M. & Tran, Anh L. & Walkling, Ralph A.
- 1755-1780 Investor Horizons and Corporate Policies
by Derrien, François & Kecskés, Ambrus & Thesmar, David
- 1781-1811 Creating Value by Changing the Old Guard: The Impact of Controlling Shareholder Heterogeneity on Firm Performance and Corporate Policies
by Deng, Hua & Moshirian, Fariborz & Pham, Peter Kien & Zein, Jason
- 1813-1845 Improving Portfolio Selection Using Option-Implied Volatility and Skewness
by DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory
- 1847-1876 The Sarbanes-Oxley Act, Earnings Management, and Post-Buyback Performance of Open-Market Repurchasing Firms
by Chen, Sheng-Syan & Huang, Chia-Wei
- 1877-1900 Analyst Disagreement and Aggregate Volatility Risk
by Barinov, Alexander
October 2013, Volume 48, Issue 5
- 1333-1370 Real Assets and Capital Structure
by Campello, Murillo & Giambona, Erasmo
- 1371-1404 The Joint Dynamics of Equity Market Factors
by Christoffersen, Peter & Langlois, Hugues
- 1405-1432 Market Development and the Asset Growth Effect: International Evidence
by Titman, Sheridan & John Wei, K. C. & Xie, Feixue
- 1433-1461 A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
by Han, Yufeng & Yang, Ke & Zhou, Guofu
- 1463-1497 The Value of (Stock) Liquidity in the M&A Market
by Massa, Massimo & Xu, Moqi
- 1499-1518 Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F Filings
by Aragon, George O. & Hertzel, Michael & Shi, Zhen
- 1519-1544 Stock Price Jumps and Cross-Sectional Return Predictability
by Jiang, George J. & Yao, Tong
- 1545-1572 Diversification in Private Equity Funds: On Knowledge Sharing, Risk Aversion, and Limited Attention
by Humphery-Jenner, Mark
- 1573-1605 Analyst Coverage, Information, and Bubbles
by Andrade, Sandro C. & Bian, Jiangze & Burch, Timothy R.
- 1607-1634 R&D Spillover Effects and Firm Performance Following R&D Increases
by Chen, Sheng-Syan & Chen, Yan-Shing & Liang, Woan-lih & Wang, Yanzhi
- 1635-1662 The Impact of Government Intervention in Banks on Corporate Borrowers’ Stock Returns
by Norden, Lars & Roosenboom, Peter & Wang, Teng
August 2013, Volume 48, Issue 4
- 1001-1024 Algorithmic Trading and the Market for Liquidity
by Hendershott, Terrence & Riordan, Ryan
- 1025-1055 Do Overvaluation-Driven Stock Acquisitions Really Benefit Acquirer Shareholders?
by Akbulut, Mehmet E.
- 1057-1083 Hedge Fund Return Predictability Under the Magnifying Glass
by Avramov, Doron & Barras, Laurent & Kosowski, Robert
- 1085-1118 Probability Weighting and Employee Stock Options
by Spalt, Oliver G.
- 1119-1144 Corporate Pension Plans as Takeover Deterrents
by Cocco, João F. & Volpin, Paolo F.
- 1145-1171 Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
by Bali, Turan G. & Murray, Scott
- 1173-1206 Can Strong Boards and Trading Their Own Firm’s Stock Help CEOs Make Better Decisions? Evidence from Acquisitions by Overconfident CEOs
by Kolasinski, Adam C. & Li, Xu
Printed from https://ideas.repec.org/s/cup/jfinqa5.html
