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Content
February 2013, Volume 48, Issue 1
- 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
- 1407-1436 Creditor Coordination, Liquidation Timing, and Debt Valuation
by Bruche, Max
- 1437-1462 Pricing Two Heterogeneous Trees
by Branger, Nicole & Schlag, Christian & Wu, Lue
- 1463-1491 Irrational Diversification: An Examination of Individual Portfolio Choice
by Baltussen, Guido & Post, Gerrit T.
- 1493-1520 Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns
by Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea
- 1521-1543 Dividend Increases and Initiations and Default Risk in Equity Returns
by Charitou, Andreas & Lambertides, Neophytos & Theodoulou, Giorgos
August 2011, Volume 46, Issue 4
- 907-942 Estimating the Effects of Large Shareholders Using a Geographic Instrument
by Becker, Bo & Cronqvist, Henrik & Fahlenbrach, Rüdiger
- 943-966 Governance Problems in Closely Held Corporations
by Nagar, Venky & Petroni, Kathy & Wolfenzon, Daniel
- 967-999 The Effects of Derivatives on Firm Risk and Value
by Bartram, Söhnke M. & Brown, Gregory W. & Conrad, Jennifer
- 1001-1024 IPO Timing, Buyout Sponsors’ Exit Strategies, and Firm Performance of RLBOs
by Cao, Jerry X.
- 1025-1049 Why Do Traders Choose to Trade Anonymously?
by Comerton-Forde, Carole & Putniņš, Tālis J. & Tang, Kar Mei
- 1051-1072 Creditor-Focused Corporate Governance: Evidence from Mergers and Acquisitions in Japan
by Mehrotra, Vikas & van Schaik, Dimitri & Spronk, Jaap & Steenbeek, Onno
- 1073-1106 Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry
by Chen, Yong
- 1107-1125 The Time-Varying Systematic Risk of Carry Trade Strategies
by Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul
- 1127-1155 Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets
by Li, Donghui & Nguyen, Quang N. & Pham, Peter K. & Wei, Steven X.
- 1157-1192 Endogenous Labor/Leisure/Investment Choice under Time Constraints
by Ahn, Dong-Hyun & Yoon, Sun-Joong
June 2011, Volume 46, Issue 3
- 605-626 The Influence of Affect on Beliefs, Preferences, and Financial Decisions
by Kuhnen, Camelia M. & Knutson, Brian
- 627-656 Liquidity and Arbitrage in the Market for Credit Risk
by Nashikkar, Amrut & Subrahmanyam, Marti G. & Mahanti, Sriketan
- 657-686 Negative Hedging: Performance-Sensitive Debt and CEOs’ Equity Incentives
by Tchistyi, Alexei & Yermack, David & Yun, Hayong
- 687-708 Earnings Management Surrounding Seasoned Bond Offerings: Do Managers Mislead Ratings Agencies and the Bond Market?
by Caton, Gary L. & Chiyachantana, Chiraphol N. & Chua, Choong-Tze & Goh, Jeremy
- 709-736 Liquidity Dynamics and Cross-Autocorrelations
by Chordia, Tarun & Sarkar, Asani & Subrahmanyam, Avanidhar
- 737-756 The Global Rise of the Value-Weighted Portfolio
by Bhattacharya, Utpal & Galpin, Neal
- 757-784 Analysts’ Incentives to Produce Industry-Level versus Firm-Specific Information
by Liu, Mark H.
- 785-813 Renewing Assets with Uncertain Revenues and Operating Costs
by Adkins, Roger & Paxson, Dean
- 815-839 New Methods for Inference in Long-Horizon Regressions
by Hjalmarsson, Erik
- 841-869 The Role of Commonality between CEO and Divisional Managers in Internal Capital Markets
by Gaspar, José-Miguel & Massa, Massimo
- 871-905 IPO First-Day Return and Ex Ante Equity Premium
by Guo, Hui
April 2011, Volume 46, Issue 2
- 299-339 Shareholders’ Say on Pay: Does It Create Value?
by Cai, Jie & Walkling, Ralph A.
- 341-367 Holdings Data, Security Returns, and the Selection of Superior Mutual Funds
by Elton, Edwin J. & Gruber, Martin J. & Blake, Christopher R.
- 369-394 Stale Prices and the Performance Evaluation of Mutual Funds
by Qian, Meijun
- 395-430 Venture Capital Conflicts of Interest: Evidence from Acquisitions of Venture-Backed Firms
by Masulis, Ronald W. & Nahata, Rajarishi
- 431-457 VC Funds: Aging Brings Myopia
by Kandel, Eugene & Leshchinskii, Dima & Yuklea, Harry
- 459-488 Rare Event Risk and Heterogeneous Beliefs: The Case of Incomplete Markets
by Dieckmann, Stephan
- 489-526 Lemons or Cherries? Growth Opportunities and Market Temptations in Going Public and Private
by Aslan, Hadiye & Kumar, Praveen
- 527-551 Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market
by Jiang, George J. & Lo, Ingrid & Verdelhan, Adrien
- 553-584 The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence
by Agarwal, Sumit & Ambrose, Brent W. & Huang, Hongming & Yildirim, Yildiray
- 585-603 The Price Pressure of Aggregate Mutual Fund Flows
by Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi
February 2011, Volume 46, Issue 1
- 1-24 Has the Propensity to Pay Out Declined?
by Grullon, Gustavo & Paye, Bradley & Underwood, Shane & Weston, James P.
- 25-58 Labor Unions, Operating Flexibility, and the Cost of Equity
by Chen, Huafeng Jason & Kacperczyk, Marcin & Ortiz-Molina, Hernán
- 59-82 Investing in Talents: Manager Characteristics and Hedge Fund Performances
by Li, Haitao & Zhang, Xiaoyan & Zhao, Rui
- 83-110 Value-Maximizing Managers, Value-Increasing Mergers, and Overbidding
by Akdoğu, Evrim
- 111-139 The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns
by Goyenko, Ruslan & Subrahmanyam, Avanidhar & Ukhov, Andrey
- 141-170 Managing Underwriters and the Marketing of Seasoned Equity Offerings
by Huang, Rongbing & Zhang, Donghang
- 171-207 Agency Costs of Free Cash Flow and the Effect of Shareholder Rights on the Implied Cost of Equity Capital
by Chen, Kevin C. W. & Chen, Zhihong & Wei, K. C. John
- 209-246 Patterns in the Timing of Corporate Event Waves
by Rau, P. Raghavendra & Stouraitis, Aris
- 247-273 Corporate Governance and Institutional Ownership
by Chung, Kee H. & Zhang, Hao
- 275-297 Why Are Derivative Warrants More Expensive Than Options? An Empirical Study
by Li, Gang & Zhang, Chu
December 2010, Volume 45, Issue 6
- 1367-1390 Why Do Firms with Diversification Discounts Have Higher Expected Returns?
by Mitton, Todd & Vorkink, Keith
- 1391-1417 Political Connections and Minority-Shareholder Protection: Evidence from Securities-Market Regulation in China
by Berkman, Henk & Cole, Rebel A. & Fu, Lawrence J.
- 1419-1446 Information Quality and Stock Returns Revisited
by Brevik, Frode & d’Addona, Stefano
- 1447-1484 Trading Volume in Dealer Markets
by Malinova, Katya & Park, Andreas
- 1485-1516 Heterogeneity and Volatility Puzzles in International Finance
by Li, Tao & Muzere, Mark L.
- 1517-1547 The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk
by Schneider, Paul & Sögner, Leopold & Veža, Tanja
- 1549-1562 Market Dynamics and Momentum Profits
by Asem, Ebenezer & Tian, Gloria Y.
- 1563-1590 The Sensitivity of American Options to Suboptimal Exercise Strategies
by Ibáñez, Alfredo & Paraskevopoulos, Ioannis
October 2010, Volume 45, Issue 5
- 1111-1131 Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements
by Baker, Malcolm & Litov, Lubomir & Wachter, Jessica A. & Wurgler, Jeffrey
- 1133-1160 Seasonality in the Cross Section of Stock Returns: The International Evidence
by Heston, Steven L. & Sadka, Ronnie
- 1161-1187 Debt Capacity and Tests of Capital Structure Theories
by Lemmon, Michael L. & Zender, Jaime F.
- 1189-1220 Transparency, Price Informativeness, and Stock Return Synchronicity: Theory and Evidence
by Dasgupta, Sudipto & Gan, Jie & Gao, Ning
- 1221-1251 Information, Expected Utility, and Portfolio Choice
by Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar
- 1253-1278 What Drove the Increase in Idiosyncratic Volatility during the Internet Boom?
by Fink, Jason & Fink, Kristin E. & Grullon, Gustavo & Weston, James P.
- 1279-1310 The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
by Egloff, Daniel & Leippold, Markus & Wu, Liuren
- 1311-1339 Level-Dependent Annuities: Defaults of Multiple Degrees
by Mjøs, Aksel & Persson, Svein-Arne
- 1341-1365 Affine Models of the Joint Dynamics of Exchange Rates and Interest Rates
by Anderson, Bing & Hammond, Peter J. & Ramezani, Cyrus A.
August 2010, Volume 45, Issue 4
- 813-846 Estimating the Equity Premium
by Donaldson, R. Glen & Kamstra, Mark J. & Kramer, Lisa A.
- 847-881 Rational Cross-Sectional Differences in Market Efficiency: Evidence from Mutual Fund Returns
by Schultz, Paul
- 883-906 Idiosyncratic Risk, Long-Term Reversal, and Momentum
by McLean, R. David
- 907-934 Arbitrage Risk and Stock Mispricing
by Doukas, John A. & Kim, Chansog (Francis) & Pantzalis, Christos
- 935-958 Behavioral and Rational Explanations of Stock Price Performance around SEOs: Evidence from a Decomposition of Market-to-Book Ratios
by Hertzel, Michael G. & Li, Zhi
- 959-986 Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty
by Tu, Jun & Zhou, Guofu
- 987-1014 Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums
by Stivers, Chris & Sun, Licheng
- 1015-1053 Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors
by Lynch, Anthony W. & Tan, Sinan
- 1055-1076 Longer-Term Time-Series Volatility Forecasts
by Ederington, Louis H. & Guan, Wei
- 1077-1110 Stock Returns and the Volatility of Liquidity
by Pereira, João Pedro & Zhang, Harold H.
June 2010, Volume 45, Issue 3
- 555-587 The Response of Corporate Financing and Investment to Changes in the Supply of Credit
by Lemmon, Michael & Roberts, Michael R.
- 589-622 Financing Frictions and the Substitution between Internal and External Funds
by Almeida, Heitor & Campello, Murillo
- 623-640 Disagreement, Portfolio Optimization, and Excess Volatility
by Duchin, Ran & Levy, Moshe
- 641-662 What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
by Xing, Yuhang & Zhang, Xiaoyan & Zhao, Rui
- 663-684 A Reexamination of the Causes of Time-Varying Stock Return Volatilities
by Zhang, Chu
- 685-706 Friend or Foe? The Role of State and Mutual Fund Ownership in the Split Share Structure Reform in China
by Firth, Michael & Lin, Chen & Zou, Hong
- 707-737 Dynamic Factors and Asset Pricing
by He, Zhongzhi (Lawrence) & Huh, Sahn-Wook & Lee, Bong-Soo
- 739-762 Market Feedback and Equity Issuance: Evidence from Repeat Equity Issues
by Hovakimian, Armen & Hutton, Irena
- 763-789 A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market
by Kang, Byoung Uk & In, Francis & Kim, Gunky & Kim, Tong Suk
- 791-812 Prospect Theory and the Disposition Effect
by Kaustia, Markku
April 2010, Volume 45, Issue 2
- 265-291 Corporate Governance and Liquidity
by Chung, Kee H. & Elder, John & Kim, Jang-Chul
- 293-309 Factoring Information into Returns
by Easley, David & Hvidkjaer, Soeren & O’Hara, Maureen
- 311-334 Portfolio Optimization with Mental Accounts
by Das, Sanjiv & Markowitz, Harry & Scheid, Jonathan & Statman, Meir
- 335-367 Deviations from Put-Call Parity and Stock Return Predictability
by Cremers, Martijn & Weinbaum, David
- 369-400 Dynamic General Equilibrium and T-Period Fund Separation
by Gerber, Anke & Hens, Thorsten & Woehrmann, Peter
- 401-440 Informational Efficiency and Liquidity Premium as the Determinants of Capital Structure
by Chang, Chun & Yu, Xiaoyun
- 441-471 How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing
by Bartling, Björn & Park, Andreas
- 473-502 The Impact of the Euro on Equity Markets
by Cappiello, Lorenzo & Kadareja, Arjan & Manganelli, Simone
- 503-533 Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R
by Jiang, George J. & Tian, Yisong S.
- 535-553 Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market
by Kaplanski, Guy & Levy, Haim
February 2010, Volume 45, Issue 1
- 1-26 Is There Shareholder Expropriation in the United States? An Analysis of Publicly Traded Subsidiaries
by Atanasov, Vladimir & Boone, Audra & Haushalter, David
- 27-48 Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks
by Da, Zhi & Gao, Pengjie
- 49-80 Predicting Global Stock Returns
by Hjalmarsson, Erik
- 81-106 The Signaling Hypothesis Revisited: Evidence from Foreign IPOs
by Francis, Bill B. & Hasan, Iftekhar & Lothian, James R. & Sun, Xian
- 107-134 How Does Liquidity Affect Government Bond Yields?
by Favero, Carlo & Pagano, Marco & von Thadden, Ernst-Ludwig
- 135-168 Investor Protection, Equity Returns, and Financial Globalization
by Giannetti, Mariassunta & Koskinen, Yrjö
- 169-198 An Epidemic Model of Investor Behavior
by Shive, Sophie
- 199-222 Predicting Hedge Fund Failure: A Comparison of Risk Measures
by Liang, Bing & Park, Hyuna
- 223-237 Fund Flow Volatility and Performance
by Rakowski, David
- 239-264 Pharmaceutical R&D Spending and Threats of Price Regulation
by Golec, Joseph & Hegde, Shantaram & Vernon, John A.
December 2009, Volume 44, Issue 6
- 1265-1289 On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements
by Brenner, Menachem & Pasquariello, Paolo & Subrahmanyam, Marti
- 1291-1321 Organization and Financing of Innovation, and the Choice between Corporate and Independent Venture Capital
by Fulghieri, Paolo & Sevilir, Merih
- 1323-1344 Do Firms Target Credit Ratings or Leverage Levels?
by Kisgen, Darren J.
- 1345-1373 Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry
by Cremers, Martijn & Driessen, Joost & Maenhout, Pascal & Weinbaum, David
- 1375-1401 Hard-to-Value Stocks, Behavioral Biases, and Informed Trading
by Kumar, Alok
- 1403-1426 Block Ownership, Trading Activity, and Market Liquidity
by Brockman, Paul & Chung, Dennis Y. & Yan, Xuemin (Sterling)
- 1427-1457 Paying for Market Quality
by Anand, Amber & Tanggaard, Carsten & Weaver, Daniel G.
- 1459-1487 Stock Option Repricing and Its Alternatives: An Empirical Examination
by Kalpathy, Swaminathan
- 1489-1514 How Did Japanese Investments Influence International Art Prices?
by Hiraki, Takato & Ito, Akitoshi & Spieth, Darius A. & Takezawa, Naoya
October 2009, Volume 44, Issue 5
- 1013-1044 Why Do Demand Curves for Stocks Slope Down?
by Petajisto, Antti
- 1045-1079 Management Quality, Financial and Investment Policies, and Asymmetric Information
by Chemmanur, Thomas J. & Paeglis, Imants & Simonyan, Karen
- 1081-1102 The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis
by Downing, Chris & Underwood, Shane & Xing, Yuhang
- 1103-1124 A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion
by Kopa, Miloš & Post, Thierry
- 1125-1147 Stock Market Mispricing: Money Illusion or Resale Option?
by Chen, Carl R. & Lung, Peter P. & Wang, F. Albert
- 1149-1171 Conflicts of Interest in the Stock Recommendations of Investment Banks and Their Determinants
by Shen, Chung-Hua & Chih, Hsiang-Lin
- 1173-1196 Asset Liquidity and Capital Structure
by Sibilkov, Valeriy
- 1197-1230 Nonparametric Estimation of the Short Rate Diffusion Process from a Panel of Yields
by Sam, Abdoul G. & Jiang, George J.
- 1231-1263 Pricing American Options under the Constant Elasticity of Variance Model and Subject to Bankruptcy
by Nunes, João Pedro Vidal
August 2009, Volume 44, Issue 4
Printed from https://ideas.repec.org/s/cup/jfinqa6.html
