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Content
2021, Volume 25, Issue 2
- 519-559 What Drives Global Lending Syndication? Effects of Cross-Country Capital Regulation Gaps
[Do strict capital requirements raise the cost of capital? Bank regulation, capital structure, and the low-risk anomaly]
by Janet Gao & Yeejin Jang - 561-593 Fintech for the Poor: Financial Intermediation Without Discrimination
[Predatory lending and the subprime crisis]
by Prasanna Tantri
2021, Volume 25, Issue 1
- 1-41 An Augmented q-Factor Model with Expected Growth
[Abnormal returns to a fundamental analysis strategy]
by Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang - 43-84 Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE
[Whatever it takes: the real effects of unconventional monetary policy]
by Óscar Arce & Sergio Mayordomo & Ricardo Gimeno - 85-120 Sentiment in Central Banks’ Financial Stability Reports
by Ricardo Correa & Keshav Garud & Juan M Londono & Nathan Mislang - 121-152 Credit Default Swaps and Bank Regulatory Capital
[Securitization without risk transfer]
by Chenyu Shan & Dragon Yongjun Tang & Hong Yan & Xing (Alex) Zhou - 153-187 Default Option Exercise over the Financial Crisis and beyond
[Predatory lending and the subprime crisis]
by Xudong An & Yongheng Deng & Stuart A Gabriel - 189-233 The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds
[Large sample properties of matching estimators for average treatment effects]
by Juha Joenväärä & Robert Kosowski
2020, Volume 24, Issue 6
- 1159-1201 Does the Market Correctly Value Investment Options?
by Evgeny Lyandres & Egor Matveyev & Alexei Zhdanov - 1203-1235 What Do Short Sellers Know?
by Ekkehart Boehmer & Charles M Jones & Juan (Julie) Wu & Xiaoyan Zhang - 1237-1270 Global Risks in the Currency Market
by George Panayotov - 1271-1311 The Duration Puzzle in Life-Cycle Investment
by Servaas van Bilsen & Ilja A Boelaars & A. Lans Bovenberg - 1313-1355 Forecasting the Equity Premium: Mind the News!
by Philipp Adämmer & Rainer A Schüssler
2020, Volume 24, Issue 5
- 961-996 Asymmetric Information and the Pecking (Dis)Order
by Paolo Fulghieri & Diego García & Dirk Hackbarth - 997-1037 Local Bankruptcy and Geographic Contagion in the Bank Loan Market
by Jawad M Addoum & Alok Kumar & Nhan Le & Alexandra Niessen-Ruenzi - 1039-1077 Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions
by Prachi Deuskar & Nitin Kumar & Jeramia Allan Poland - 1079-1106 Regulatory Certification, Risk Factor Disclosure, and Investor Behavior
by Ruben Cox & Peter de Goeij - 1107-1158 Earnings Belief Risk and the Cross-Section of Stock Returns
by Rajna Gibson Brandon & Songtao Wang
2020, Volume 24, Issue 4
- 733-772 Corporate Governance in China: A Survey
[The role of boards of directors in corporate governance: a conceptual framework and survey]
by Fuxiu Jiang & Kenneth A Kim - 773-811 Internal Capital Markets in Times of Crisis: The Benefit of Group Affiliation
[Real effects of the sovereign debt crisis in Europe: evidence from syndicated loans]
by Raffaele Santioni & Fabio Schiantarelli & Philip E Strahan - 813-846 Margin Trading and Comovement During Crises
[Connected stocks]
by Bige Kahraman & Heather Tookes - 847-889 How Do Internal Capital Markets Work? Evidence from the Great Recession
[Synthetic control methods for comparative case studies: estimating the effect of California’s tobacco control program]
by David Buchuk & Borja Larrain & Mounu Prem & Francisco Urzúa Infante - 891-928 Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services
[Interim news and the role of proxy voting advice]
by Paul M Guest & Marco Nerino - 929-959 Reaching for Yield in the ABS Market: Evidence from German Bank Investments
[Causes of the financial crisis]
by Matthias Efing
2020, Volume 24, Issue 3
- 497-528 Revenge of the Steamroller: ABCP as a Window on Risk Choices
by Carlos Arteta & Mark Carey & Ricardo Correa & Jason Kotter - 529-578 Loan Officer Incentives, Internal Rating Models, and Default Rates
by Tobias Berg & Manju Puri & Jörg Rocholl - 579-613 How Rational and Competitive Is the Market for Mutual Funds?
by Markus Leippold & Roger Rueegg - 615-646 Attention for the Inattentive: Positive Effects of Negative Financial Shocks
by Paige Ouimet & Geoffrey Tate - 647-675 Shuffling through the Bargain Bin: Real-Estate Holdings of Public Firms
by Irem Demirci & Umit G Gurun & Erkan Yönder - 677-731 Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds
by Teodor Dyakov & Hao Jiang & Marno Verbeek
2020, Volume 24, Issue 2
- 263-304 One Central Bank to Rule Them All
by Francesca Brusa & Pavel Savor & Mungo Wilson - 305-344 Managerial Short-Termism and Investment: Evidence from Accelerated Option Vesting
by Tomislav Ladika & Zacharias Sautner - 345-379 Yield Spreads and the Corporate Bond Rollover Channel
by Florian Nagler - 381-413 Financial Loss Aversion Illusion
by Christoph Merkle - 415-451 The Effect of Public Spending on Private Investment
by Taehyun Kim & Quoc H Nguyen - 453-495 Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer
by Christoph Basten
2020, Volume 24, Issue 1
- 1-43 Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation
[A theory of systemic risk and design of prudential bank regulation]
by Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens - 45-98 Specification Analysis of Structural Credit Risk Models
[Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy]
by Jing-Zhi Huang & Zhan Shi & Hao Zhou - 99-128 The Failure of a Clearinghouse: Empirical Evidence
[Counterparty risk externality: centralized versus over-the-counter markets]
by Vincent Bignon & Guillaume Vuillemey - 129-161 Optimal Supervisory Architecture and Financial Integration in a Banking Union
[Is the international convergence of capital adequacy regulation desirable?]
by Jean-Edouard Colliard - 163-187 Collateral Shocks and Corporate Employment
[House prices, collateral, and self-employment]
by Nuri Ersahin & Rustom M Irani - 189-225 Follow the Leader: Using the Stock Market to Uncover Information Flows between Firms
[Trade credit and cross-country predictable firm returns]
by Anna Scherbina & Bernd Schlusche - 227-262 Mood, Memory, and the Evaluation of Asset Prices
[Option pricing by students and professional traders: a behavioural investigation]
by Aaron L Bodoh-Creed
2019, Volume 23, Issue 6
- 1031-1068 Governance under the Gun: Spillover Effects of Hedge Fund Activism
by Nickolay Gantchev & Oleg R Gredil & Chotibhak Jotikasthira - 1069-1078 The Value of Systemic Unimportance: The Case of MetLife
by Christopher Naubert & Linda L Tesar - 1079-1114 “Forgive but Not Forget”: The Behavior of Relationship Banks When Firms Are in Distress
by Larissa Schäfer - 1115-1154 In the Path of the Storm: Does Distress Risk Cause Industrial Firms to Risk-Shift?
by Kevin Aretz & Shantanu Banerjee & Oksana Pryshchepa - 1155-1180 Can Creditor Bail-in Trigger Contagion? The Experience of an Emerging Market
by Roy Havemann
2019, Volume 23, Issue 5
- 855-892 Credit Market Competition and Liquidity Crises
by Elena Carletti & Agnese Leonello - 893-933 Collective Action and Governance Activism
by Craig Doidge & Alexander Dyck & Hamed Mahmudi & Aazam Virani - 935-959 Political Borders and Bank Lending in Post-Crisis America
by Matthieu Chavaz & Andrew K Rose - 961-991 Social Norms and Household Savings Rates in China
by Yvonne Jie Chen & Zhiwu Chen & Shijun He - 993-1029 Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum
by Stefan Avdjiev & Előd Takáts
2019, Volume 23, Issue 4
- 697-743 Are US Industries Becoming More Concentrated?
by Gustavo Grullon & Yelena Larkin & Roni Michaely - 745-775 Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area
by Marcel Fratzscher & Malte Rieth - 777-799 Asymmetric Volatility Risk: Evidence from Option Markets
by Jens Jackwerth & Grigory Vilkov - 801-830 How Does Learning and Education Help to Overcome the Disposition Effect?
by Tarvo Vaarmets & Kristjan Liivamägi & Tõnn Talpsepp - 831-853 Capital Regulation and Bank Deposits
by Stefan Arping
2019, Volume 23, Issue 3
- 471-511 Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?
by Sudheer Chava & Rohan Ganduri & Chayawat Ornthanalai - 513-556 Renegotiation Frictions and Financial Distress Resolution: Evidence from CDS Spreads
by Murillo Campello & Tomislav Ladika & Rafael Matta - 557-597 Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads
by Krista Schwarz - 599-628 Asset Growth and Stock Market Returns: A Time-Series Analysis
by Quan Wen - 629-658 The Transmission of Bank Liquidity Shocks: Evidence from House Prices
by H Özlem Dursun-de Neef - 659-695 Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt
by Brent W Ambrose & Thomas Emmerling & Henry H Huang & Yildiray Yildirim
2019, Volume 23, Issue 2
- 279-323 Labor and Capital Dynamics under Financing Frictions
by Ryan Michaels & T Beau Page & Toni M Whited - 325-361 Did You See What I Saw? Interpreting Others’ Forecasts When Their Information Is Unknown
by Anthony M Kwasnica & Raisa Velthuis & Jared Williams - 363-395 Economic Links and Cross-Predictability of Stock Returns: Evidence from Characteristic-Based “Styles”
by Sebastian Müller - 397-437 To See Is to Know: Simultaneous Display of Market Data for Retail Investors
by Hedi Benamar - 439-470 Political Uncertainty and Cross-Border Acquisitions
by Chunfang Cao & Xiaoyang Li & Guilin Liu
2019, Volume 23, Issue 1
- 1-35 Which Factors?
by Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang - 37-74 The Personal Wealth Interests of Politicians and Government Intervention in the Economy
by Ahmed Tahoun & Laurence van Lent - 75-116 How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina
by Ulrich Schüwer & Claudia Lambert & Felix Noth - 117-160 The Effects of Horizontal Merger Operating Efficiencies on Rivals, Customers, and Suppliers
by Gennaro Bernile & Evgeny Lyandres - 161-198 Exploring Mispricing in the Term Structure of CDS Spreads
by Robert Jarrow & Haitao Li & Xiaoxia Ye & May Hu - 199-243 Can Socially Responsible Firms Survive Competition? An Analysis of Corporate Employee Matching Grant Schemes
by Ning Gong & Bruce D Grundy - 245-277 Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits
by Dongmin Kong & Chen Lin & Shasha Liu
2018, Volume 22, Issue 6
- 1975-2007 Complex Mortgages
[Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization]
by Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong - 2009-2036 Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading
[Two methods of reducing overconfidence]
by Itzhak Ben-David & Justin Birru & Viktor Prokopenya - 2037-2071 Who Wins When Exchanges Compete?* Evidence from Competition after Euro Conversion
[Equity returns and integration: is Europe changing?]
by Kathryn L Dewenter & Xi Han & Jennifer L Koski - 2073-2108 Regional Inflation, Banking Integration, and Dollarization
[On the unstable relationship between exchange rates and macroeconomic fundamentals]
by Martin Brown & Ralph De Haas & Vladimir Sokolov - 2109-2137 The Credit Card Debt Puzzle and Noncognitive Ability
[Wealth accumulation and the propensity to plan]
by Hwan-sik Choi & Ron A Laschever
2018, Volume 22, Issue 5
- 1631-1665 A Theory of Costly Sequential Bidding
[Strategic jump bidding in English auctions]
by Kent D Daniel & David Hirshleifer - 1667-1704 Indirect Costs of Financial Distress and Bankruptcy Law: Evidence from Trade Credit and Sales
[Bankruptcy codes and innovations]
by Zacharias Sautner & Vladimir Vladimirov - 1705-1736 Are Some Clients More Equal Than Others? An Analysis of Asset Management Companies’ Execution Costs
[An analysis of trade-size clustering and its relation to stealth trading]
by Azi Ben-Rephael & Ryan D Israelsen - 1737-1762 Housing Habits and Their Implications for Life-Cycle Consumption and Investment
[The evolution of homeownership rates in selected OECD countries: demographic and public policy influences]
by Holger Kraft & Claus Munk & Sebastian Wagner - 1763-1805 Leverage, CEO Risk-Taking Incentives, and Bank Failure during the 2007–10 Financial Crisis
[Endogenous matching and the empirical determinants of contract form]
by Patricia Boyallian & Pablo Ruiz-Verdú - 1807-1840 Shareholder Conflicts and Dividends
[A theory of dividends based on tax clienteles]
by Janis Berzins & Øyvind Bøhren & Bogdan Stacescu - 1841-1876 Skewness, Individual Investor Preference, and the Cross-section of Stock Returns
[Illiquidity and stock returns: cross-section and time-series effects]
by Tse-Chun Lin & Xin Liu - 1877-1909 Do FOMC Actions Speak Loudly? Evidence from Corporate Bond Credit Spreads
[Communication and monetary policy]
by Siamak Javadi & Ali Nejadmalayeri & Timothy L Krehbiel - 1911-1947 Fund Flows, Manager Changes, and Performance Persistence
[Does motivation matter when assessing trade performance? An analysis of mutual funds]
by Wolfgang Bessler & David Blake & Peter Lückoff & Ian Tonks - 1949-1973 Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios
[Illiquidity and stock returns: cross-section and time-series effects]
by Andrew Detzel & Jack Strauss
2018, Volume 22, Issue 4
- 1251-1289 Labor Representation in Governance as an Insurance Mechanism
by E Han Kim & Ernst Maug & Christoph Schneider - 1291-1334 Liquidity Flows in Interbank Networks
by Fabio Castiglionesi & Mario Eboli - 1335-1373 Do Exposures to Sagging Real Estate, Subprime, or Conduits Abroad Lead to Contraction and Flight to Quality in Bank Lending at Home?
by Steven Ongena & Günseli Tümer–Alkan & Natalja von Westernhagen - 1375-1411 The Effects of Investment Bank Rankings: Evidence from M&A League Tables
by François Derrien & Olivier Dessaint - 1413-1440 Corporate Bond Trading on a Limit Order Book Exchange
by Menachem Meni Abudy & Avi Wohl - 1441-1467 Common Factors, Information, and Holdings Dispersion
by Patrice Fontaine & Sonia Jimenez-Garcès & Mark S Seasholes - 1469-1514 A Measure of Pure Home Bias
by Ian A Cooper & Piet Sercu & Rosanne Vanpée - 1515-1548 Tournament Incentives and Firm Innovation
by Carl Hsin-han Shen & Hao Zhang - 1549-1579 Variance-of-Variance Risk Premium
by Andreas Kaeck - 1581-1604 Does Competition Affect Truth Telling? An Experiment with Rating Agencies
by Jean Paul Rabanal & Olga A Rud - 1605-1629 Media Coverage and Stock Returns on the London Stock Exchange, 1825–70
by John D Turner & Qing Ye & Clive B Walker
2018, Volume 22, Issue 3
- 849-876 The Cost of Political Connections
by Marianne Bertrand & Francis Kramarz & Antoinette Schoar & David Thesmar - 877-904 Informational Contagion in the Laboratory
by Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer - 905-949 Does Independent Directors’ CEO Experience Matter?
by Shinwoo Kang & E Han Kim & Yao Lu - 951-975 Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets
by Sandra E Black & Paul J Devereux & Petter Lundborg & Kaveh Majlesi - 977-1009 Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk
by Zhuo Chen & Andrea Lu - 1011-1061 Finance, Comparative Advantage, and Resource Allocation
by Melise Jaud & Madina Kukenova & Martin Strieborny - 1063-1120 Zero-Leverage Puzzle: An International Comparison
by Sadok El Ghoul & Omrane Guedhami & Chuck Kwok & Xiaolan Zheng - 1121-1151 Do Behavioral Biases Affect Order Aggressiveness?
by Jiangze Bian & Kalok Chan & Donghui Shi & Hao Zhou - 1153-1194 Option Listing and Information Asymmetry
by Jianfeng Hu - 1195-1212 The Effect of Prior Investment Outcomes on Future Investment Decisions: Is There a Gender Difference?
by Ann Marie Hibbert & Edward R Lawrence & Arun J Prakash - 1213-1247 An Empirical Investigation on Funding Liquidity and Market Liquidity
by Ji-Yeong Chung & Dong-Hyun Ahn & In-Seok Baek & Kyu Ho Kang - 1249-1249 An Empirical Investigation on Funding Liquidity and Market Liquidity
by Ji-Yeong Chung & Dong-Hyun Ahn & In-Seok Baek & Kyu Ho Kang
2018, Volume 22, Issue 2
- 419-454 Corporate Credit Risk Premia
[Fallen angels and price pressure]
by Antje Berndt & Rohan Douglas & Darrell Duffie & Mark Ferguson - 455-489 Linear Approximations and Tests of Conditional Pricing Models
[A new approach to international arbitrage pricing]
by Michael W Brandt & David A Chapman - 491-520 A Mechanism for LIBOR
[Optimal selling strategies under uncertainty for a discriminating monopolist when demands are interdependent]
by Brian Coulter & Joel Shapiro & Peter Zimmerman - 521-560 Dynamic Dependence and Diversification in Corporate Credit
[Asymmetric correlations of equity portfolios]
by Peter Christoffersen & Kris Jacobs & Xisong Jin & Hugues Langlois - 561-593 What Drives Index Options Exposures?
[Uncertainty and economic activity: evidence from business survey data]
by Timothy Johnson & Mo Liang & Yun Liu - 595-632 Equilibrium with Monoline and Multiline Structures
[Uncertainty and the welfare economics of medical care]
by Rustam Ibragimov & Dwight Jaffee & Johan Walden - 633-660 Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns
[The risk-adjusted cost of financial distress]
by Deniz Anginer & Çelim Yıldızhan - 661-697 Why Did Sponsor Banks Rescue Their SIVs? A Signaling Model of Rescues
[Securitization without risk transfer]
by Anatoli Segura - 699-745 Wages and Human Capital in Finance: International Evidence, 1970–2011
[Financial reform: what shakes it? What shapes it?]
by Hamid Boustanifar & Everett Grant & Ariell Reshef - 747-782 Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario
[Testing macroprudential stress tests: the risk of regulatory risk weights]
by Yann Braouezec & Lakshithe Wagalath - 783-812 Trust and Household Debt
[Consumer bankruptcy and default: the role of individual social capital]
by Danling Jiang & Sonya S Lim - 813-847 Gender Gap in Personal Bankruptcy Risks: Empirical Evidence from Singapore
[Large sample properties of matching estimators for average treatment effects]
by Sumit Agarwal & Jia He & Tien Foo Sing & Jian Zhang
2018, Volume 22, Issue 1
- 1-44 ECB Policies Involving Government Bond Purchases: Impact and Channels
[The “greatest” carry trade ever? Understanding eurozone bank risks]
by Arvind Krishnamurthy & Stefan Nagel & Annette Vissing-Jorgensen - 45-82 The Capital Structure of Nations
[Welfare analysis of currency regimes with defaultable debts]
by Patrick Bolton & Haizhou Huang - 83-115 Financial Repression in the European Sovereign Debt Crisis
[Sovereign debt, government myopia and the financial sector]
by Bo Becker & Victoria Ivashina - 117-153 Financial Disclosure and Market Transparency with Costly Information Processing
[Bargaining with incomplete information]
by Marco Di Maggio & Marco Pagano - 155-176 Oil Prices and the Stock Market
[The vix, the variance premium and stock market volatility]
by Robert C Ready - 177-206 Growth Option Exercise and Capital Structure
[Illiquidity and stock returns: cross-section and time series effects]
by Amiyatosh Purnanandam & Uday Rajan - 207-241 Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?
[Borrow cheap, buy high? The determinants of leverage and pricing in buyouts]
by Jimmy Shek & Ilhyock Shim & Hyun Song Shin - 243-277 Financing Asset Sales and Business Cycles
[Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries]
by Marc Arnold & Dirk Hackbarth & Tatjana Xenia Puhan - 279-309 Emotional State and Market Behavior
[Bubbling with excitement: en experiment]
by Adriana Breaban & Charles N Noussair - 311-335 Learning and Leverage Cycles in General Equilibrium: Theory and Evidence
[How sensitive is investment to cash flow when financing is frictionless?]
by Christopher A Hennessy & Boris Radnaev - 337-380 Risk Premia and Volatilities in a Nonlinear Term Structure Model
[Quadratic term structure models: theory and evidence]
by Peter Feldhütter & Christian Heyerdahl-Larsen & Philipp Illeditsch - 381-418 Futures Trading and the Excess Co-movement of Commodity Prices
[On the comovement of commodity prices]
by Yannick Le Pen & Benoît Sévi
2017, Volume 21, Issue 6
- 2103-2139 Bank Exposures and Sovereign Stress Transmission
by Carlo Altavilla & Marco Pagano & Saverio Simonelli - 2141-2168 Investor Sentiment, Limited Arbitrage, and the Cash Holding Effect
by Xiafei Li & Di Luo - 2169-2197 A Simple Skewed Distribution with Asset Pricing Applications
by Frans de Roon & Paul Karehnke - 2199-2248 Does Foreign Information Predict the Returns of Multinational Firms Worldwide?
by Christian Finke & Florian Weigert - 2249-2276 The Effect of the Growth in Labor Hours per Worker on Future Stock Returns, Hiring, and Profitability
by Li Gu & Dayong Huang - 2277-2314 State-Dependent Variations in the Expected Illiquidity Premium
by Jeewon Jang & Jangkoo Kang & Changjun Lee - 2315-2352 The Impact of Housing Wealth on Stock Liquidity
by Juan Luo & Limin Xu & Ralf Zurbruegg - 2353-2377 The Information Value of Stock Lending Fees: Are Lenders Price Takers?
by Truong X Duong & Zsuzsa R Huszár & Ruth S K Tan & Weina Zhang - 2379-2399 Extreme Returns and Herding of Trade Imbalances
by Y Peter Chung & S Thomas Kim - 2401-2401 Addendum: A Simple Skewed Distribution with Asset Pricing Applications
by Frans de Roon & Paul Karehnke
2017, Volume 21, Issue 5
- 1805-1846 How Important Are Risk-Taking Incentives in Executive Compensation?
by Ingolf Dittmann & Ko-Chia Yu & Dan Zhang - 1847-1873 Taxable and Tax-Deferred Investing with the Limited Use of Losses
by Marcel Fischer & Michael Gallmeyer - 1875-1899 Venture Capital and the Market for Talent during Booms and Busts
by Chris Yung - 1901-1932 Bank Regulation, CEO Compensation, and Boards
by Julian Kolm & Christian Laux & Gyöngyi Lóránth - 1933-1974 Corporate Cash Holdings and Ambiguity Aversion
by Wolfgang Breuer & Marc O. Rieger & K. Can Soypak - 1975-2005 Effects of Spot Market Short-Sale Constraints on Index Futures Trading
by Frank J. Fabozzi & Ahmet K. Karagozoglu & Na Wang - 2007-2043 Product Market Competition and the Severity of Distressed Asset Sales
by Pablo Salgado & Vinicius Carrasco & João Manoel Pinho De Mello - 2045-2074 Relative Optimism and the Home Bias Puzzle
by Bruno Solnik & Luo Zuo - 2075-2102 The Dynamics of Tobin’s Q
by Giovanni W. Puopolo
2017, Volume 21, Issue 4
- 1355-1401 What Are the Best Liquidity Proxies for Global Research?
by Kingsley Y. L. Fong & Craig W. Holden & Charles A. Trzcinka - 1403-1444 Recovery with Unbounded Diffusion Processes
by Johan Walden - 1445-1484 The Revolving Door for Financial Regulators
by Sophie A. Shive & Margaret M. Forster - 1485-1511 The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk
by Bálint L. Horváth & Wolf Wagner - 1513-1555 Global Banking: Recent Developments and Insights from Research
by Stijn Claessens - 1557-1592 The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets
by Athina Georgopoulou & Jiaguo (George) Wang - 1593-1638 Financial Development and Patterns of Industrial Specialization: Evidence from China
by Qing He & Chang Xue & Chenqi Zhu - 1639-1674 Investment Financing and Financial Development: Evidence from Viet Nam
by Conor O’Toole & Carol Newman - 1675-1699 Cross-Ownership: A Device for Management Entrenchment?
by Marc Levy & Ariane Szafarz - 1701-1737 Characterizing the Asymmetric Dependence Premium
by Jamie Alcock & Anthony Hatherley - 1739-1765 Banks’ Exposure to Rollover Risk and the Maturity of Corporate Loans
by Teodora Paligorova & João A. C. Santos - 1767-1804 Hedge Fund Replication: A Model Combination Approach
by Michael S. O’Doherty & N. E. Savin & Ashish Tiwari
2017, Volume 21, Issue 3
- 945-985 Macro-Finance
by John H. Cochrane - 987-1022 Bond Variance Risk Premiums
by Hoyong Choi & Philippe Mueller & Andrea Vedolin - 1023-1046 Incidence of Bank Levy and Bank Market Power
by Gunther Capelle-Blancard & Olena Havrylchyk - 1047-1091 Hole in the Wall: Informed Short Selling Ahead of Private Placements
by Henk Berkman & Michael D. McKenzie & Patrick Verwijmeren - 1093-1121 Fund Performance and Equity Lending: Why Lend What You Can Sell?
by Richard Evans & Miguel A. Ferreira & Melissa Porras Prado - 1123-1157 A Theory of Bank Illiquidity and Default with Hidden Trades
by Ettore Panetti - 1159-1188 Commodity Markets, Long-Run Predictability, and Intertemporal Pricing
by Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre - 1189-1216 Add-on Pricing in Retail Financial Markets and the Fallacies of Consumer Education
by Michael Kosfeld & Ulrich Schüwer - 1217-1250 Abusing ETFs
by Utpal Bhattacharya & Benjamin Loos & Steffen Meyer & Andreas Hackethal - 1251-1285 To What Extent Are Savings–Cash Flow Sensitivities Informative to Test for Capital Market Imperfections?
by John D. Tsoukalas & Serafeim Tsoukas & Alessandra Guariglia - 1287-1325 CEO Age and Stock Price Crash Risk
by Panayiotis C. Andreou & Christodoulos Louca & Andreas P. Petrou - 1327-1351 No Guts, No Glory: An Experiment on Excessive Risk-Taking
by Kristoffer W. Eriksen & Ola Kvaløy - 1353-1353 Incidence of Bank Levy and Bank Market Power
by Gunther Capelle-Blancard & Olena Havrylchyk
2017, Volume 21, Issue 2
- 465-509 Credit Ratings Across Asset Classes: A Long-Term Perspective
by Jess N. Cornaggia & Kimberly J. Cornaggia & John E. Hund - 511-553 Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
by Michael D. Bauer & Glenn D. Rudebusch - 555-581 Momentum and Reversal: Does What Goes Up Always Come Down?
by Jennifer Conrad & M. Deniz Yavuzm - 583-603 The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange
by Alasdair Brown & Fuyu Yang - 605-635 Fooled by Randomness: Investor Perception of Fund Manager Skill
by Justus Heuer & Christoph Merkle & Martin Weber - 637-665 Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows
by Gjergji Cici & Alexander Kempf & Christoph Sorhage - 667-718 The Impact of Security Trading on Corporate Restructurings
by Konstantinos E. Zachariadis & Ioan F. Olaru - 719-760 Why Do Dealers Buy High and Sell Low? An Analysis of Persistent Crossing in Extremely Segmented Markets
by Vladimir Atanasov & John J. MerrickJr. & Philipp Schuster - 761-791 News Dissemination and Investor Attention
by Romain Boulland & François Degeorge & Edith Ginglinger - 793-810 Empirical Tests for Stochastic Dominance Optimality
by Thierry Post - 811-844 Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets
by Hanxue Yang & Juho Kanniainen - 845-870 Expectation Errors in European Value-Growth Strategies
by Christian Walkshäusl - 871-910 The Impact of Financial Advice on Trade Performance and Behavioral Biases
by Daniel Hoechle & Stefan Ruenzi & Nic Schaub & Markus Schmid - 911-944 Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions
by Tanseli Savaser & Elif Şişli-Ciamarra
2017, Volume 21, Issue 1
- 1-6 Editorial
by Franklin Allen & Alex Edmans - 7-31 Corporate Governance and Blockchains
by David Yermack