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Content
June 2015, Volume 50, Issue 3
- 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, BaÅŸak
- 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-GarcÃa, 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
- 1207-1240 Market Reaction to Corporate Press Releases
by Neuhierl, Andreas & Scherbina, Anna & Schlusche, Bernd
- 1241-1269 Taxation, Dividends, and Share Repurchases: Taking Evidence Global
by Jacob, Marcus & Jacob, Martin
- 1271-1300 Divisible Good Auctions with Asymmetric Information: An Experimental Examination
by Morales-Camargo, Emmanuel & Sade, Orly & Schnitzlein, Charles & Zender, Jaime F.
- 1301-1331 Internal versus external CEO choice and the structure of compensation contracts
by Palomino, Frédéric & Peyrache, Eloïc
June 2013, Volume 48, Issue 3
- 669-698 CEOs Under Fire: The Effects of Competition from Inside Directors on Forced CEO Turnover and CEO Compensation
by Mobbs, Shawn
- 699-727 Contracting with Nonfinancial Stakeholders and Corporate Capital Structure: The Case of Product Warranties
by Kale, Jayant R. & Meneghetti, Costanza & Shahrur, Husayn
- 729-760 The Shareholder Base and Payout Policy
by Bodnaruk, Andriy & Östberg, Per
- 761-787 A First Look at Mutual Funds That Use Short Sales
by Chen, Honghui & Desai, Hemang & Krishnamurthy, Srinivasan
- 789-817 Debt Maturity and Asymmetric Information: Evidence from Default Risk Changes
by Goyal, Vidhan K. & Wang, Wei
- 819-847 Material Adverse Change Clauses and Acquisition Dynamics
by Denis, David J. & Macias, Antonio J.
- 849-885 Executive Pay Disparity and the Cost of Equity Capital
by Chen, Zhihong & Huang, Yuan & Wei, K. C. John
- 887-917 CEO Entrenchment and Corporate Hedging: Evidence from the Oil and Gas Industry
by Kumar, Praveen & Rabinovitch, Ramon
- 919-946 Corporate Governance and Risk Taking in Pension Plans: Evidence from Defined Benefit Asset Allocations
by Phan, Hieu V. & Hegde, Shantaram P.
- 947-977 Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options
by Neumann, Michael & Skiadopoulos, George
- 979-1000 Do Stock Markets Catch the Flu?
by McTier, Brian C. & Tse, Yiuman & Wald, John K.
April 2013, Volume 48, Issue 2
- 343-375 How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
by Savor, Pavel & Wilson, Mungo
- 377-404 Speculative Retail Trading and Asset Prices
by Han, Bing & Kumar, Alok
- 405-425 Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds
by Elton, Edwin J. & Gruber, Martin J. & Blake, Christopher R. & Shachar, Or
- 427-458 Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance
by Gallagher, David R. & Gardner, Peter A. & Swan, Peter L.
- 459-488 Telltale Tails: A New Approach to Estimating Unique Market Information Shares
by Grammig, Joachim & Peter, Franziska J.
- 489-518 Volume Dynamics and Multimarket Trading
by Halling, Michael & Moulton, Pamela C. & Panayides, Marios
- 519-547 Zero-R2Hedge Funds and Market Neutrality
by Bollen, Nicolas P. B.
- 549-577 Risk Management with Leverage: Evidence from Project Finance
by Byoun, Soku & Kim, Jaemin & Yoo, Sean Sehyun
- 579-609 Ownership Dynamics with Large Shareholders: An Empirical Analysis
by Donelli, Marcelo & Larrain, Borja & Francisco Urzúa, I.
- 611-636 The Value of Marriage to Family Firms
by Bunkanwanicha, Pramuan & Fan, Joseph P. H. & Wiwattanakantang, Yupana
- 637-668 State Antitakeover Laws and Voluntary Disclosure
by Zhao, Yijiang & Allen, Arthur & Hasan, Iftekhar
February 2013, Volume 48, Issue 1
- 1-45 Do Portfolio Distortions Reflect Superior Information or Psychological Biases?
by Korniotis, George M. & Kumar, Alok
- 47-76 The Role of Anchoring Bias in the Equity Market: Evidence from Analysts’ Earnings Forecasts and Stock Returns
by Cen, Ling & Hilary, Gilles & Wei, K. C. John
- 77-103 Capital Allocation by Public and Private Firms
by Mortal, Sandra & Reisel, Natalia
- 105-135 Director Ownership, Governance, and Performance
by Bhagat, Sanjai & Bolton, Brian
- 137-164 CEO Overconfidence and International Merger and Acquisition Activity
by Ferris, Stephen P. & Jayaraman, Narayanan & Sabherwal, Sanjiv
- 165-196 Executive Compensation and Business Policy Choices at U.S. Commercial Banks
by DeYoung, Robert & Peng, Emma Y. & Yan, Meng
- 197-218 Nonmonetary Benefits, Quality of Life, and Executive Compensation
by Deng, Xin & Gao, Huasheng
- 219-244 Liquidity Risk, Return Predictability, and Hedge Funds’ Performance: An Empirical Study
by Brandon, Rajna Gibson & Wang, Songtao
- 245-275 Cognitive Dissonance, Sentiment, and Momentum
by Antoniou, Constantinos & Doukas, John A. & Subrahmanyam, Avanidhar
- 277-307 Using Samples of Unequal Length in Generalized Method of Moments Estimation
by Lynch, Anthony W. & Wachter, Jessica A.
- 309-342 Solving the Return Deviation Conundrum of Leveraged Exchange-Traded Funds
by Tang, Hongfei & Xu, Xiaoqing Eleanor
December 2012, Volume 47, Issue 6
- 1155-1185 Aggregate Idiosyncratic Volatility
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan
- 1187-1214 Corporate Governance, Finance, and the Real Sector
by Fulghieri, Paolo & Suominen, Matti
- 1215-1246 The Principal Principle
by Das, Sanjiv R.
- 1247-1278 Effects of Bank Regulation and Lender Location on Loan Spreads
by Hao, Li & Nandy, Debarshi K. & Roberts, Gordon S.
- 1279-1301 Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?
by Botshekan, Mahmoud & Kraeussl, Roman & Lucas, Andre
- 1303-1330 Information Content of Earnings Announcements: Evidence from After-Hours Trading
by Jiang, Christine X. & Likitapiwat, Tanakorn & McInish, Thomas H.
- 1331-1360 Modeling the Cross Section of Stock Returns: A Model Pooling Approach
by O’Doherty, Michael & Savin, N. E. & Tiwari, Ashish
- 1361-1395 Futures Cross-Hedging with a Stationary Basis
by Ankirchner, Stefan & Dimitroff, Georgi & Heyne, Gregor & Pigorsch, Christian
October 2012, Volume 47, Issue 5
- 901-931 It Pays to Follow the Leader: Acquiring Targets Picked by Private Equity
by Dittmar, Amy & Li, Di & Nain, Amrita
- 933-972 “Preparing†the Equity Market for Adverse Corporate Events: A Theoretical Analysis of Firms Cutting Dividends
by Chemmanur, Thomas J. & Tian, Xuan
- 973-1001 The Optimal Use of Return Predictability: An Empirical Study
by Abhyankar, Abhay & Basu, Devraj & Stremme, Alexander
- 1003-1028 Dividend Growth, Cash Flow, and Discount Rate News
by Garrett, Ian & Priestley, Richard
- 1029-1057 Shareholders in the Boardroom: Wealth Effects of the SEC’s Proposal to Facilitate Director Nominations
by Akyol, Ali C. & Lim, Wei Fen & Verwijmeren, Patrick
- 1059-1088 The Credibility of Open Market Share Repurchase Signaling
by Babenko, Ilona & Tserlukevich, Yuri & Vedrashko, Alexander
- 1089-1123 Validation of Default Probabilities
by Blöchlinger, Andreas
- 1125-1153 Loss Allocation in Securitization Transactions
by Franke, Günter & Herrmann, Markus & Weber, Thomas
August 2012, Volume 47, Issue 4
- 689-714 Leverage Expectations and Bond Credit Spreads
by Flannery, Mark J. & Nikolova, Stanislava (Stas) & Öztekin, Özde
- 715-741 Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open
by Berkman, Henk & Koch, Paul D. & Tuttle, Laura & Zhang, Ying Jenny
- 743-762 Are CFOs’ Trades More Informative Than CEOs’ Trades?
by Wang, Weimin & Shin, Yong-Chul & Francis, Bill B.
- 763-794 Sell-Side Information Production in Financial Markets
by Chen, Zhaohui & Wilhelm, William J.
- 795-820 The Prevalence of the Disposition Effect in Mutual Funds’ Trades
by Cici, Gjergji
- 821-849 Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate
by Menkveld, Albert J. & Sarkar, Asani & Wel, Michel van der
- 851-872 Heterogeneous Beliefs and Risk-Neutral Skewness
by Friesen, Geoffrey C. & Zhang, Yi & Zorn, Thomas S.
- 873-899 Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion
by Chen, Changling & Huang, Alan Guoming & Jha, Ranjini
June 2012, Volume 47, Issue 3
- 493-510 The Desire to Acquire and IPO Long-Run Underperformance
by Brau, James C. & Couch, Robert B. & Sutton, Ninon K.
- 511-535 A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds
by Driessen, Joost & Lin, Tse-Chun & Phalippou, Ludovic
- 537-565 The Performance of Investment Bank-Affiliated Mutual Funds: Conflicts of Interest or Informational Advantage?
by Hao, (Grace) Qing & Yan, Xuemin (Sterling)
- 567-588 Do Pension-Related Business Ties Influence Mutual Fund Proxy Voting? Evidence from Shareholder Proposals on Executive Compensation
by Ashraf, Rasha & Jayaraman, Narayanan & Ryan, Harley E.
- 589-616 Equity Mispricing and Leverage Adjustment Costs
by Warr, Richard S. & Elliott, William B. & Koëter-Kant, Johanna & Öztekin, Özde
- 617-641 Long-Term Effects of a Financial Crisis: Evidence from Cash Holdings of East Asian Firms
by Song, Kyojik (Roy) & Lee, Youngjoo
- 643-665 The Log-Linear Return Approximation, Bubbles, and Predictability
by Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten
- 667-688 The Value of Active Investing: Can Active Institutional Investors Remove Excess Comovement of Stock Returns?
by Ye, Pengfei
April 2012, Volume 47, Issue 2
- 273-307 Volatility Trading: What Is the Role of the Long-Run Volatility Component?
by Zhou, Guofu & Zhu, Yingzi
- 309-332 Stocks, Bonds, and Long-Run Consumption Risks
by Hasseltoft, Henrik
- 333-364 Asset Liquidity and Stock Liquidity
by Gopalan, Radhakrishnan & Kadan, Ohad & Pevzner, Mikhail
- 365-396 The Dividend Initiation Decision of Newly Public Firms: Some Evidence on Signaling with Dividends
by Kale, Jayant R. & Kini, Omesh & Payne, Janet D.
- 397-413 Corporate Governance and Innovation
by O’Connor, Matthew & Rafferty, Matthew
- 415-435 Clean Sweep: Informed Trading through Intermarket Sweep Orders
by Chakravarty, Sugato & Jain, Pankaj & Upson, James & Wood, Robert
- 437-467 It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification
by Kirby, Chris & Ostdiek, Barbara
- 469-491 Repurchases, Reputation, and Returns
by Bonaimé, Alice Adams
February 2012, Volume 47, Issue 1
- 1-22 Inefficient Labor or Inefficient Capital? Corporate Diversification and Productivity around the World
by Mitton, Todd
- 23-56 An International Comparison of Capital Structure and Debt Maturity Choices
by Fan, Joseph P. H. & Titman, Sheridan & Twite, Garry
- 57-89 Sources of Gains in Corporate Mergers: Refined Tests from a Neglected Industry
by Becher, David A. & Mulherin, J. Harold & Walkling, Ralph A.
- 91-113 Survival of Overconfidence in Currency Markets
by Oberlechner, Thomas & Osler, Carol
- 115-135 The Cross Section of Expected Returns with MIDAS Betas
by González, Mariano & Nave, Juan & Rubio, Gonzalo
- 137-158 Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle
by Nyberg, Henri
- 159-178 The Performance of Corporate Bond Mutual Funds: Evidence Based on Security-Level Holdings
by Cici, Gjergji & Gibson, Scott
- 179-211 Financial Strength and Product Market Competition: Evidence from Asbestos Litigation
by Hadlock, Charles J. & Sonti, Ramana
- 213-239 Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity
by Balachandran, Balasingham & Faff, Robert & Theobald, Michael & van Zijl, Tony
- 241-272 Term Structure Estimation with Survey Data on Interest Rate Forecasts
by Kim, Don H. & Orphanides, Athanasios
December 2011, Volume 46, Issue 6
- 1545-1580 Firm Innovation in Emerging Markets: The Role of Finance, Governance, and Competition
by Ayyagari, Meghana & Demirgüç-Kunt, Asli & Maksimovic, Vojislav
- 1581-1627 Manager Characteristics and Capital Structure: Theory and Evidence
by Bhagat, Sanjai & Bolton, Brian & Subramanian, Ajay
- 1629-1650 New Evidence on the Relation between the Enterprise Multiple and Average Stock Returns
by Loughran, Tim & Wellman, Jay W.
- 1651-1682 On the Scope and Drivers of the Asset Growth Effect
by Lipson, Marc L. & Mortal, Sandra & Schill, Michael J.
- 1683-1725 The Determinants of Operational Risk in U.S. Financial Institutions
by Chernobai, Anna & Jorion, Philippe & Yu, Fan
- 1727-1754 The Two Sides of Derivatives Usage: Hedging and Speculating with Interest Rate Swaps
by Chernenko, Sergey & Faulkender, Michael
- 1755-1793 IPOs versus Acquisitions and the Valuation Premium Puzzle: A Theory of Exit Choice by Entrepreneurs and Venture Capitalists
by Bayar, Onur & Chemmanur, Thomas J.
- 1795-1830 Bank Loans with Chinese Characteristics: Some Evidence on Inside Debt in a State-Controlled Banking System
by Bailey, Warren & Huang, Wei & Yang, Zhishu
- 1831-1863 Institutions and Corporate Investment: Evidence from Investment-Implied Return on Capital in China
by Liu, Qiao & Siu, Alan
- 1865-1891 Corporate Lobbying and Fraud Detection
by Yu, Frank & Yu, Xiaoyun
- 1893-1916 An Extended Macro-Finance Model with Financial Factors
by Dewachter, Hans & Iania, Leonardo
- 1917-1946 Do Investors See through Mistakes in Reported Earnings?
by Bardos, Katsiaryna Salavei & Golec, Joseph & Harding, John P.
October 2011, Volume 46, Issue 5
- 1193-1225 Purchasing IPOs with Commissions
by Goldstein, Michael A. & Irvine, Paul & Puckett, Andy
- 1227-1257 Margins and Hedge Fund Contagion
by Dudley, Evan & Nimalendran, Mahendrarajah
- 1259-1294 Where Did All the Dollars Go? The Effect of Cash Flows on Capital and Asset Structure
by Dasgupta, Sudipto & Noe, Thomas H. & Wang, Zhen
- 1295-1333 Venture Capital Reputation, Post-IPO Performance, and Corporate Governance
by Krishnan, C. N. V. & Ivanov, Vladimir I. & Masulis, Ronald W. & Singh, Ajai K.
- 1335-1365 Why Do Firms Form New Banking Relationships?
by Gopalan, Radhakrishnan & Udell, Gregory F. & Yerramilli, Vijay
- 1367-1405 A Theory of Merger-Driven IPOs
by Hsieh, Jim & Lyandres, Evgeny & Zhdanov, Alexei