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Content
2018, Volume 128, Issue 1
2018, Volume 127, Issue 3
- 417-434 Alpha or beta in the eye of the beholder: What drives hedge fund flows?
by Agarwal, Vikas & Green, T. Clifton & Ren, Honglin
- 435-458 The (dis)advantages of clearinghouses before the Fed
by Jaremski, Matthew
- 459-484 Disagreement about inflation and the yield curve
by Ehling, Paul & Gallmeyer, Michael & Heyerdahl-Larsen, Christian & Illeditsch, Philipp
- 485-504 Resaleable debt and systemic risk
by Donaldson, Jason Roderick & Micheler, Eva
- 505-518 Securitization bubbles: Structured finance with disagreement about default risk
by Broer, Tobias
- 519-545 Are overconfident CEOs better leaders? Evidence from stakeholder commitments
by Phua, Kenny & Tham, T. Mandy & Wei, Chishen
- 546-566 The structure of information release and the factor structure of returns
by Gilbert, Thomas & Hrdlicka, Christopher & Kamara, Avraham
- 567-587 Management sub-advising in the mutual fund industry
by Moreno, David & Rodríguez, Rosa & Zambrana, Rafael
- 588-612 Board diversity, firm risk, and corporate policies
by Bernile, Gennaro & Bhagwat, Vineet & Yonker, Scott
2018, Volume 127, Issue 2
- 197-225 Carry
by Koijen, Ralph S.J. & Moskowitz, Tobias J. & Pedersen, Lasse Heje & Vrugt, Evert B.
- 226-247 Threat of entry and debt maturity: Evidence from airlines
by Parise, Gianpaolo
- 248-263 Four centuries of return predictability
by Golez, Benjamin & Koudijs, Peter
- 264-284 Liquidity risk and maturity management over the credit cycle
by Mian, Atif & Santos, João A.C.
- 285-302 Taxation and executive compensation: Evidence from stock options
by Bird, Andrew
- 303-324 Employee representation and financial leverage
by Lin, Chen & Schmid, Thomas & Xuan, Yuhai
- 325-341 Leverage constraints and asset prices: Insights from mutual fund risk taking
by Boguth, Oliver & Simutin, Mikhail
- 342-365 Belief-free price formation
by Hörner, Johannes & Lovo, Stefano & Tomala, Tristan
- 366-388 Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System
by Akbas, Ferhat & Markov, Stanimir & Subasi, Musa & Weisbrod, Eric
- 389-415 The consequences of managerial indiscretions: Sex, lies, and firm value
by Cline, Brandon N. & Walkling, Ralph A. & Yore, Adam S.
2018, Volume 127, Issue 1
- 1-20 The globalization of angel investments: Evidence across countries
by Lerner, Josh & Schoar, Antoinette & Sokolinski, Stanislav & Wilson, Karen
- 21-50 Financial market frictions and diversification
by Matvos, Gregor & Seru, Amit & Silva, Rui C.
- 51-76 The real effects of credit default swaps
by Danis, András & Gamba, Andrea
- 77-93 The buyers’ perspective on security design: Hedge funds and convertible bond call provisions
by Grundy, Bruce D. & Verwijmeren, Patrick
- 94-112 Non-rating revenue and conflicts of interest
by Baghai, Ramin P. & Becker, Bo
- 113-135 Capital gains lock-in and governance choices
by Dimmock, Stephen G. & Gerken, William C. & Ivković, Zoran & Weisbenner, Scott J.
- 136-151 The option to quit: The effect of employee stock options on turnover
by Aldatmaz, Serdar & Ouimet, Paige & Van Wesep, Edward D
- 152-173 Pay me now (and later): Pension benefit manipulation before plan freezes and executive retirement
by Stefanescu, Irina & Wang, Yupeng & Xie, Kangzhen & Yang, Jun
- 174-196 When arm's length is too far: Relationship banking over the credit cycle
by Beck, Thorsten & Degryse, Hans & De Haas, Ralph & van Horen, Neeltje
2017, Volume 126, Issue 3
- 447-470 Capital utilization, market power, and the pricing of investment shocks
by Garlappi, Lorenzo & Song, Zhongzhi
- 471-489 Is economic uncertainty priced in the cross-section of stock returns?
by Bali, Turan G. & Brown, Stephen J. & Tang, Yi
- 490-515 Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct
by Ali, Usman & Hirshleifer, David
- 516-542 Offshore schemes and tax evasion: The role of banks
by Chernykh, Lucy & Mityakov, Sergey
- 543-562 Shaped by their daughters: Executives, female socialization, and corporate social responsibility
by Cronqvist, Henrik & Yu, Frank
- 563-591 Systemic co-jumps
by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto
- 592-613 Investor flows and fragility in corporate bond funds
by Goldstein, Itay & Jiang, Hao & Ng, David T.
- 614-634 Advising shareholders in takeovers
by Levit, Doron
- 635-651 Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis
by Hett, Florian & Schmidt, Alexander
- 652-667 Designated market makers still matter: Evidence from two natural experiments
by Clark-Joseph, Adam D. & Ye, Mao & Zi, Chao
- 668-688 Confidence, bond risks, and equity returns
by Zhao, Guihai
- 689-712 Tax uncertainty and retirement savings diversification
by Brown, David C. & Cederburg, Scott & O’Doherty, Michael S.
2017, Volume 126, Issue 2
- 227-251 Are corporate inversions good for shareholders?
by Babkin, Anton & Glover, Brent & Levine, Oliver
- 252-269 Rollover risk as market discipline: A two-sided inefficiency
by Eisenbach, Thomas M.
- 270-299 International correlation risk
by Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea
- 300-319 Acquiring growth
by Levine, Oliver
- 320-341 Idiosyncratic risk and the manager
by Glover, Brent & Levine, Oliver
- 342-363 Employee bargaining power, inter-firm competition, and equity-based compensation
by Bova, Francesco & Yang, Liyan
- 364-382 The effects of credit default swap trading on information asymmetry in syndicated loans
by Amiram, Dan & Beaver, William H. & Landsman, Wayne R. & Zhao, Jianxin
- 383-398 Precautionary savings, retirement planning and misperceptions of financial literacy
by Anderson, Anders & Baker, Forest & Robinson, David T.
- 399-421 Early peek advantage? Efficient price discovery with tiered information disclosure
by Hu, Grace Xing & Pan, Jun & Wang, Jiang
- 422-444 Staggered boards and long-term firm value, revisited
by Cremers, K.J. Martijn & Litov, Lubomir P. & Sepe, Simone M.
2017, Volume 126, Issue 1
- 1-35 Intermediary asset pricing: New evidence from many asset classes
by He, Zhiguo & Kelly, Bryan & Manela, Asaf
- 36-53 The impact of portfolio disclosure on hedge fund performance
by Shi, Zhen
- 54-73 Activism mergers
by Boyson, Nicole M. & Gantchev, Nickolay & Shivdasani, Anil
- 74-96 The source of information in prices and investment-price sensitivity
by Edmans, Alex & Jayaraman, Sudarshan & Schneemeier, Jan
- 97-121 Do managers overreact to salient risks? Evidence from hurricane strikes
by Dessaint, Olivier & Matray, Adrien
- 122-146 Are foreign investors locusts? The long-term effects of foreign institutional ownership
by Bena, Jan & Ferreira, Miguel A & Matos, Pedro & Pires, Pedro
- 147-170 An extrapolative model of house price dynamics
by Glaeser, Edward L. & Nathanson, Charles G.
- 171-199 The effects of institutional investor objectives on firm valuation and governance
by Borochin, Paul & Yang, Jie
- 200-226 Merger activity in industry equilibrium
by Dimopoulos, Theodosios & Sacchetto, Stefano
2017, Volume 125, Issue 3
- 417-433 Ambiguity and the corporation: Group disagreement and underinvestment
by Garlappi, Lorenzo & Giammarino, Ron & Lazrak, Ali
- 434-453 Interbank networks in the National Banking Era: Their purpose and their role in the Panic of 1893
by Calomiris, Charles W. & Carlson, Mark
- 454-474 Debt correlations in the wake of the financial crisis: What are appropriate default correlations for structured products?
by Nickerson, Jordan & Griffin, John M.
- 475-490 Fire sale discount: Evidence from the sale of minority equity stakes
by Dinc, Serdar & Erel, Isil & Liao, Rose
- 491-510 Volatility of aggregate volatility and hedge fund returns
by Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y.
- 511-536 Systemic risk in clearing houses: Evidence from the European repo market
by Boissel, Charles & Derrien, François & Ors, Evren & Thesmar, David
- 537-560 The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)
by Dannhauser, Caitlin D.
- 561-588 Informed trading and price discovery before corporate events
by Baruch, Shmuel & Panayides, Marios & Venkataraman, Kumar
- 589-609 Maximum likelihood estimation of the equity premium
by Avdis, Efstathios & Wachter, Jessica A.
- 610-636 Tail risk in hedge funds: A unique view from portfolio holdings
by Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian
- 637-647 Reexamining staggered boards and shareholder value
by Cohen, Alma & Wang, Charles C.Y.
2017, Volume 125, Issue 2
- 217-244 Offshore activities and financial vs operational hedging
by Hoberg, Gerard & Moon, S. Katie
- 245-265 Reputation and signaling in asset sales
by Hartman-Glaser, Barney
- 266-285 Bank capital, liquid reserves, and insolvency risk
by Hugonnier, Julien & Morellec, Erwan
- 286-310 The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China
by Liu, Laura Xiaolei & Shu, Haibing & Wei, K.C. John
- 311-325 Moral hazard in active asset management
by Brown, David C. & Davies, Shaun William
- 326-343 Firm characteristics, consumption risk, and firm-level risk exposures
by Dittmar, Robert F. & Lundblad, Christian T.
- 344-368 U.S. multinationals and cash holdings
by Gu, Tiantian
- 369-388 Employment protection and takeovers
by Dessaint, Olivier & Golubov, Andrey & Volpin, Paolo
- 389-415 Option repricing, corporate governance, and the effect of shareholder empowerment
by Gulen, Huseyin & O'Brien, William J.
2017, Volume 125, Issue 1
- 1-25 Banking integration and house price co-movement
by Landier, Augustin & Sraer, David & Thesmar, David
- 26-47 Information networks: Evidence from illegal insider trading tips
by Ahern, Kenneth R.
- 48-71 CEO talent, CEO compensation, and product market competition
by Jung, Hae Won (Henny) & Subramanian, Ajay
- 72-98 Explaining the negative returns to volatility claims: An equilibrium approach
by Eraker, Bjørn & Wu, Yue
- 99-119 The bright side of financial derivatives: Options trading and firm innovation
by Blanco, Iván & Wehrheim, David
- 120-142 Board reforms and firm value: Worldwide evidence
by Fauver, Larry & Hung, Mingyi & Li, Xi & Taboada, Alvaro G.
- 143-162 What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?
by Froot, Kenneth & Kang, Namho & Ozik, Gideon & Sadka, Ronnie
- 163-181 The advantages of using excess returns to model the term structure
by Goliński, Adam & Spencer, Peter
- 182-199 Tracing out capital flows: How financially integrated banks respond to natural disasters
by Cortés, Kristle Romero & Strahan, Philip E.
- 200-215 Endogenous intermediation in over-the-counter markets
by Babus, Ana & Hu, Tai-Wei
2017, Volume 124, Issue 3
- 441-463 Changes in corporate effective tax rates over the past 25 years
by Dyreng, Scott D. & Hanlon, Michelle & Maydew, Edward L. & Thornock, Jacob R.
- 464-485 Do takeover laws matter? Evidence from five decades of hostile takeovers
by Cain, Matthew D. & McKeon, Stephen B. & Solomon, Steven Davidoff
- 486-502 Stock liquidity and default risk
by Brogaard, Jonathan & Li, Dan & Xia, Ying
- 503-534 Shades of darkness: A pecking order of trading venues
by Menkveld, Albert J. & Yueshen, Bart Zhou & Zhu, Haoxiang
- 535-562 Skill and luck in private equity performance
by Korteweg, Arthur & Sorensen, Morten
- 563-579 Political uncertainty and investment: Causal evidence from U.S. gubernatorial elections
by Jens, Candace E.
- 580-598 The effects of removing barriers to equity issuance
by Gustafson, Matthew T. & Iliev, Peter
- 599-613 Debt maturity and the liquidity of secondary debt markets
by Bruche, Max & Segura, Anatoli
- 614-631 Investment banking relationships and analyst affiliation bias: The impact of the global settlement on sanctioned and non-sanctioned banks
by Corwin, Shane A. & Larocque, Stephannie A. & Stegemoller, Mike A.
- 632-653 Large shareholders and credit ratings
by Kedia, Simi & Rajgopal, Shivaram & Zhou, Xing (Alex)
2017, Volume 124, Issue 2
- 223-243 Financial dependence and innovation: The case of public versus private firms
by Acharya, Viral & Xu, Zhaoxia
- 244-265 Dark pool trading strategies, market quality and welfare
by Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M.
- 266-284 The value of trading relations in turbulent times
by Di Maggio, Marco & Kermani, Amir & Song, Zhaogang
- 285-306 Do exogenous changes in passive institutional ownership affect corporate governance and firm value?
by Schmidt, Cornelius & Fahlenbrach, Rüdiger
- 307-330 Compensation goals and firm performance
by Bennett, Benjamin & Bettis, J. Carr & Gopalan, Radhakrishnan & Milbourn, Todd
- 331-348 Uncovering expected returns: Information in analyst coverage proxies
by Lee, Charles M.C. & So, Eric C.
- 349-372 Socioeconomic status and learning from financial information
by Kuhnen, Camelia M. & Miu, Andrei C.
- 373-394 It pays to write well
by Hwang, Byoung-Hyoun & Kim, Hugh Hoikwang
- 395-414 Credit default swaps, exacting creditors and corporate liquidity management
by Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian
- 415-440 Variance risk premiums and the forward premium puzzle
by Londono, Juan M. & Zhou, Hao
2017, Volume 124, Issue 1
- 1-21 The term structure of returns: Facts and theory
by van Binsbergen, Jules H. & Koijen, Ralph S.J.
- 22-42 High frequency trading and the 2008 short-sale ban
by Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan
- 43-64 Information Shocks and Short-Term Market Underreaction
by Jiang, George J. & Zhu, Kevin X.
- 65-85 Risk, ambiguity, and the exercise of employee stock options
by Izhakian, Yehuda & Yermack, David
- 86-112 Who is internationally diversified? Evidence from the 401(k) plans of 296 firms
by Bekaert, Geert & Hoyem, Kenton & Hu, Wei-Yin & Ravina, Enrichetta
- 113-146 Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions
by Gofman, Michael
- 147-171 The term structure of credit spreads, firm fundamentals, and expected stock returns
by Han, Bing & Subrahmanyam, Avanidhar & Zhou, Yi
- 172-194 Interim fund performance and fundraising in private equity
by Barber, Brad M. & Yasuda, Ayako
- 195-221 Do corporate taxes hinder innovation?
by Mukherjee, Abhiroop & Singh, Manpreet & Žaldokas, Alminas
2017, Volume 123, Issue 3
- 441-463 International tests of a five-factor asset pricing model
by Fama, Eugene F. & French, Kenneth R.
- 464-487 The U.S. listing gap
by Doidge, Craig & Karolyi, G. Andrew & Stulz, René M.
- 488-511 The effect of director experience on acquisition performance
by Field, Laura Casares & Mkrtchyan, Anahit
- 512-535 Explaining CEO retention in misreporting firms
by Beneish, Messod D. & Marshall, Cassandra D. & Yang, Jun
- 536-557 Independent boards and innovation
by Balsmeier, Benjamin & Fleming, Lee & Manso, Gustavo
- 558-579 Why do loans contain covenants? Evidence from lending relationships
by Prilmeier, Robert
- 580-601 Diversification and cash dynamics
by Bakke, Tor-Erik & Gu, Tiantian
- 602-616 Limited disclosure and hidden orders in asset markets
by Monnet, Cyril & Quintin, Erwan
- 617-645 Information percolation, momentum and reversal
by Andrei, Daniel & Cujean, Julien
- 646-670 Well-connected short-sellers pay lower loan fees: A market-wide analysis
by Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno
2017, Volume 123, Issue 2
- 225-250 The price of variance risk
by Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius
- 251-272 Intangible capital and the investment-q relation
by Peters, Ryan H. & Taylor, Lucian A.
- 273-291 How persistent is private equity performance? Evidence from deal-level data
by Braun, Reiner & Jenkinson, Tim & Stoff, Ingo
- 292-312 Leverage and strategic preemption: Lessons from entry plans and incumbent investments
by Cookson, J. Anthony
- 313-336 The impact of firm prestige on executive compensation
by Focke, Florens & Maug, Ernst & Niessen-Ruenzi, Alexandra
- 337-356 WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions
by Kaniel, Ron & Parham, Robert
- 357-376 The effect of asymmetric information on product market outcomes
by Billett, Matthew T. & Garfinkel, Jon A. & Yu, Miaomiao
- 377-394 Customer–supplier relationships and corporate tax avoidance
by Cen, Ling & Maydew, Edward L. & Zhang, Liandong & Zuo, Luo
- 395-414 Reference-dependent preferences and the risk–return trade-off
by Wang, Huijun & Yan, Jinghua & Yu, Jianfeng
- 415-431 Information disclosure, firm growth, and the cost of capital
by Dutta, Sunil & Nezlobin, Alexander
- 432-439 Do staggered boards harm shareholders?
by Amihud, Yakov & Stoyanov, Stoyan
2017, Volume 123, Issue 1
- 1-21 Growth through rigidity: An explanation for the rise in CEO pay
by Shue, Kelly & Townsend, Richard R.
- 22-41 Debt enforcement, investment, and risk taking across countries
by Favara, Giovanni & Morellec, Erwan & Schroth, Enrique & Valta, Philip
- 42-58 Systematic mistakes in the mortgage market and lack of financial sophistication
by Agarwal, Sumit & Ben-David, Itzhak & Yao, Vincent
- 59-80 The unintended consequences of the zero lower bound policy
by Di Maggio, Marco & Kacperczyk, Marcin
- 81-107 Dealer financial conditions and lender-of-last-resort facilities
by Acharya, Viral V. & Fleming, Michael J. & Hrung, Warren B. & Sarkar, Asani
- 108-136 Customer concentration and loan contract terms
by Campello, Murillo & Gao, Janet
- 137-162 News implied volatility and disaster concerns
by Manela, Asaf & Moreira, Alan
- 163-188 How collateral laws shape lending and sectoral activity
by Calomiris, Charles W. & Larrain, Mauricio & Liberti, José & Sturgess, Jason
- 189-208 Portfolio concentration and performance of institutional investors worldwide
by Choi, Nicole & Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana
- 209-224 Pilot CEOs and corporate innovation
by Sunder, Jayanthi & Sunder, Shyam V. & Zhang, Jingjing
2016, Volume 122, Issue 3
- 431-455 Playing it safe? Managerial preferences, risk, and agency conflicts
by Gormley, Todd A. & Matsa, David A.
- 456-481 Should we be afraid of the dark? Dark trading and market quality
by Foley, Sean & Putniņš, Tālis J.
- 482-499 Failure to refinance
by Keys, Benjamin J. & Pope, Devin G. & Pope, Jaren C.
- 500-520 Say on pay laws, executive compensation, pay slice, and firm valuation around the world
by Correa, Ricardo & Lel, Ugur
- 521-543 Cyclicality, performance measurement, and cash flow liquidity in private equity
by Robinson, David T. & Sensoy, Berk A.
- 544-567 Short selling meets hedge fund 13F: An anatomy of informed demand
by Jiao, Yawen & Massa, Massimo & Zhang, Hong
- 568-584 Information tradeoffs in dynamic financial markets
by Avdis, Efstathios
- 585-606 Socially responsible firms
by Ferrell, Allen & Liang, Hao & Renneboog, Luc
- 607-624 Limited attention, marital events and hedge funds
by Lu, Yan & Ray, Sugata & Teo, Melvyn
- 625-654 Have financial markets become more informative?
by Bai, Jennie & Philippon, Thomas & Savov, Alexi
2016, Volume 122, Issue 2
- 221-247 Momentum crashes
by Daniel, Kent & Moskowitz, Tobias J.
- 248-269 Who neglects risk? Investor experience and the credit boom
by Chernenko, Sergey & Hanson, Samuel G. & Sunderam, Adi
- 270-287 Market maturity and mispricing
by Jacobs, Heiko
- 288-306 Patient capital outperformance: The investment skill of high active share managers who trade infrequently
by Cremers, Martijn & Pareek, Ankur
- 307-327 Corruption culture and corporate misconduct
by Liu, Xiaoding
- 328-351 Mortgage companies and regulatory arbitrage
by Demyanyk, Yuliya & Loutskina, Elena
- 352-375 A trend factor: Any economic gains from using information over investment horizons?
by Han, Yufeng & Zhou, Guofu & Zhu, Yingzi
- 376-408 Underwriter networks, investor attention, and initial public offerings
by Bajo, Emanuele & Chemmanur, Thomas J. & Simonyan, Karen & Tehranian, Hassan
- 409-429 The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program
by Foley-Fisher, Nathan & Ramcharan, Rodney & Yu, Edison
2016, Volume 122, Issue 1
- 1-20 Taxes and leverage at multinational corporations
by Faulkender, Michael & Smith, Jason M.
- 21-41 Leverage dynamics over the business cycle
by Halling, Michael & Yu, Jin & Zechner, Josef
- 42-64 Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors
by Linnainmaa, Juhani T. & Torous, Walter & Yae, James
- 65-85 Are Friday announcements special? Overcoming selection bias
by Michaely, Roni & Rubin, Amir & Vedrashko, Alexander
- 86-115 Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?
by Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun
- 116-134 Disaster recovery and the term structure of dividend strips
by Hasler, Michael & Marfè, Roberto
- 135-154 Double bank runs and liquidity risk management
by Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico
- 155-174 Gambling preference and individual equity option returns
by Byun, Suk-Joon & Kim, Da-Hea
- 175-195 Golden hellos: Signing bonuses for new top executives
by Xu, Jin & Yang, Jun
- 196-219 Relative peer quality and firm performance
by Francis, Bill & Hasan, Iftekhar & Mani, Sureshbabu & Ye, Pengfei
2016, Volume 121, Issue 3
- 449-476 What do private equity firms say they do?
by Gompers, Paul & Kaplan, Steven N. & Mukharlyamov, Vladimir
- 477-495 Decision-making approaches and the propensity to default: Evidence and implications
by Brown, Jeffrey R. & Farrell, Anne M. & Weisbenner, Scott J.
- 496-520 Can information be locked up? Informed trading ahead of macro-news announcements
by Bernile, Gennaro & Hu, Jianfeng & Tang, Yuehua
- 521-545 Capitalizing on Capitol Hill: Informed trading by hedge fund managers
by Gao, Meng & Huang, Jiekun
- 546-568 Shorting at close range: A tale of two types
by Comerton-Forde, Carole & Jones, Charles M. & Putniņš, Tālis J.
- 569-594 Securities trading by banks and credit supply: Micro-evidence from the crisis
by Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R.
- 595-623 Fragility in money market funds: Sponsor support and regulation
by Parlatore, Cecilia
- 624-644 Comovement revisited
by Chen, Honghui & Singal, Vijay & Whitelaw, Robert F.
- 645-663 Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates
by Joos, Peter & Piotroski, Joseph D. & Srinivasan, Suraj
2016, Volume 121, Issue 2
- 231-253 Capital structure effects on the prices of equity call options
by Geske, Robert & Subrahmanyam, Avanidhar & Zhou, Yi
- 254-277 The volatility of a firm's assets and the leverage effect
by Choi, Jaewon & Richardson, Matthew
- 278-299 Early option exercise: Never say never
by Jensen, Mads Vestergaard & Pedersen, Lasse Heje
- 300-326 Loans on sale: Credit market seasonality, borrower need, and lender rents
by Murfin, Justin & Petersen, Mitchell
- 327-349 Market conditions, fragility, and the economics of market making
by Anand, Amber & Venkataraman, Kumar
- 350-367 US political corruption and firm financial policies
by Smith, Jared D.
- 368-391 The value of connections in turbulent times: Evidence from the United States
by Acemoglu, Daron & Johnson, Simon & Kermani, Amir & Kwak, James & Mitton, Todd
- 392-413 Clouded judgment: The role of sentiment in credit origination
by Cortés, Kristle & Duchin, Ran & Sosyura, Denis
- 414-426 Anxiety in the face of risk
by Eisenbach, Thomas M. & Schmalz, Martin C.
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