Content
2017, Volume 21, Issue 1
- 33-75 Relationship Lending in the Interbank Market and the Price of Liquidity
by Falk Bräuning & Falko Fecht - 77-108 The Role of Equity Funds in the Financial Crisis Propagation
by Harald Hau & Sandy Lai - 109-152 Where the Risks Lie: A Survey on Systemic Risk
by Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon - 153-200 The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover
by Gary B. Gorton & Lixin Huang & Qiang Kang - 201-236 The Great Cross-Border Bank Deleveraging: Supply Constraints and Intra-Group Frictions
by Eugenio Cerutti & Stijn Claessens - 237-267 Investing in Disappearing Anomalies
by Christopher S. Jones & Lukasz Pomorski - 269-298 Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle
by Maria Grith & Wolfgang K. Härdle & Volker Krätschmer - 299-326 Bank Market Power and Firm Performance
by Manthos D. Delis & Sotirios Kokas & Steven Ongena - 327-361 Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting
by Huaxiong Huang & Moshe A. Milevsky & Virginia R. Young - 363-385 Regime-Dependent Sovereign Risk Pricing During the Euro Crisis
by Anne-Laure Delatte & Julien Fouquau & Richard Portes - 387-388 A Special Issue of the International Risk Management Conference in Warsaw Poland
by Franklin Allen & Menachem Brenner - 389-432 Does Financial Stability Matter to the Fed in Setting US Monetary Policy?
by Mikhail V. Oet & Kalle Lyytinen - 433-463 Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses
by Egon A. Kalotay & Edward I. Altman
2016, Volume 20, Issue 6
- 2049-2078 Home Bias, an Academic Puzzle
by G. Andrew Karolyi - 2079-2123 Non-Exclusive Financial Advice
by Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos - 2125-2150 Optimal Leverage Ratio and Capital Requirements with Limited Regulatory Power
by Ho-Mou Wu & Yue Zhao - 2151-2182 The Real Costs of Financial Efficiency When Some Information Is Soft
by Alex Edmans & Mirko S. Heinle & Chong Huang - 2183-2218 Rushing into the American Dream? House Prices Growth and the Timing of Homeownership
by Sumit Agarwal & Luojia Hu & Xing Huang - 2219-2246 Banking and Trading
by Arnoud W. A. Boot & Lev Ratnovski - 2247-2271 Outsourcing and Financing Decisions in Industry Equilibrium
by George Kanatas & Jianping Qi - 2273-2320 Better than Expected: The Hidden Dynamic of Variable Annuity Funds
by Massimo Massa & Vijay Yadav - 2321-2347 “Whatever it takes”: An Empirical Assessment of the Value of Policy Actions in Banking
by Franco Fiordelisi & Ornella Ricci - 2349-2377 Savings and Consumption When Children Move Out
by Simon Rottke & Alexander Klos - 2379-2409 Intraday Share Price Volatility and Leveraged ETF Rebalancing
by Pauline Shum & Walid Hejazi & Edgar Haryanto & Arthur Rodier
2016, Volume 20, Issue 5
- 1673-1718 Social Capital and the Viability of Stakeholder-Oriented Firms: Evidence from Savings Banks
by Charlotte Ostergaard & Ibolya Schindele & Bent Vale - 1719-1768 Good Monitoring, Bad Monitoring
by Yaniv Grinstein & Stefano Rossi - 1769-1797 R&D Spillover and Predictable Returns
by Yi Jiang & Yiming Qian & Tong Yao - 1799-1834 Say Pays! Shareholder Voice and Firm Performance
by Vicente Cuñat & Mireia Giné & Maria Guadalupe - 1835-1865 Speculative Trading and Stock Returns
by Li Pan & Ya Tang & Jianguo Xu - 1867-1910 Foreign Investor Heterogeneity and Stock Liquidity around the World
by Lilian Ng & Fei Wu & Jing Yu & Bohui Zhang - 1911-1943 How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands
by Tse-Chun Lin & Xiaolong Lu - 1945-1979 The Impact of Liquidity Regulation on Bank Intermediation
by Clemens Bonner & Sylvester C. W. Eijffinger - 1981-2014 Lend Global, Fund Local? Price and Funding Cost Margins in Multinational Banking
by Rients Galema & Michael Koetter & Caroline Liesegang - 2015-2048 International Firm Investment under Exchange Rate Uncertainty
by Alexandre Jeanneret
2016, Volume 20, Issue 4
- 1289-1320 Consumer Bankruptcy, Bank Mergers, and Information
by Jason Allen & H. Evren Damar & David Martinez-Miera - 1321-1362 Financial Firm Bankruptcy and Contagion
by Jean Helwege & Gaiyan Zhang - 1363-1381 The "CAPS" Prediction System and Stock Market Returns
by Christopher N. Avery & Judith A. Chevalier & Richard J. Zeckhauser - 1383-1426 Fund Tournaments and Asset Bubbles
by Yuki Sato - 1427-1447 An Experimental Examination of Portfolio Choice
by Lucy F. Ackert & Bryan K. Church & Li Qi - 1449-1485 Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?
by Yajun Wang - 1487-1515 Investment in Relationship-Specific Assets: Does Finance Matter?
by Martin Strieborny & Madina Kukenova - 1517-1547 Investors’ Interacting Demand and Supply Curves for Common Stocks
by Martin Dierker & Jung-Wook Kim & Jason Lee & Randall Morck - 1549-1585 Changing Risk Perception and the Time-Varying Price of Risk
by Roland Füss & Thomas Gehrig & Philipp B. Rindler - 1587-1630 Price Pressures on UK Real Rates: An Empirical Investigation
by Gabriele Zinna - 1631-1657 Exporters’ Exposures to Currencies: Beyond the Loglinear Model
by Kris Boudt & Fang Liu & Piet Sercu - 1659-1672 A Note on Event Studies in Finance and Management Research
by Abe de Jong & Ivana Naumovska
2016, Volume 20, Issue 3
- 907-946 Microfinance Banks and Financial Inclusion
by Martin Brown & Benjamin Guin & Karolin Kirschenmann - 947-978 Local Ownership, Crises, and Asset Prices: Evidence from US Mutual Funds
by Mariassunta Giannetti & Luc Laeven - 979-1011 Is There a "Boom Bias" in Agency Ratings?
by Mark Dilly & Thomas Mählmann - 1013-1043 Making, Buying, and Concurrent Sourcing: Implications for Operating Leverage and Stock Beta
by Bart M. Lambrecht & Grzegorz Pawlina & João C. A. Teixeira - 1045-1080 What Do Stock Markets Tell Us about Exchange Rates?
by Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente - 1081-1106 Investor Scale and Performance in Private Equity Investments
by A. Dyck & L. Pomorski - 1107-1152 Pricing Deflation Risk with US Treasury Yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - 1153-1187 The Performance of Market Timing Measures in a Simulated Environment
by Stéphane Chrétien & Frank Coggins & Félix d’Amours - 1189-1213 Risk Attribution Using the Shapley Value: Methodology and Policy Applications
by Nikola Tarashev & Kostas Tsatsaronis & Claudio Borio - 1215-1233 It Hurts (Stock Prices) When Your Team is about to Lose a Soccer Match
by Michael Ehrmann & David-Jan Jansen - 1235-1258 Asset Growth and Idiosyncratic Return Volatility
by Zhongzhi Song - 1259-1287 Sparse Weighted-Norm Minimum Variance Portfolios
by Yu-Min Yen
2016, Volume 20, Issue 2
- 447-466 Bubbling with Excitement: An Experiment
by Eduardo B. Andrade & Terrance Odean & Shengle Lin - 467-500 The Hidden Peril: The Role of the Condo Loan Market in the Recent Financial Crisis
by Sumit Agarwal & Yongheng Deng & Chenxi Luo & Wenlan Qian - 501-533 Reputation and Loan Contract Terms: The Role of Principal Customers
by Ling Cen & Sudipto Dasgupta & Redouane Elkamhi & Raunaq S. Pungaliya - 535-574 International Sourcing and Capital Structure
by Cheol S. Eun & Lingling Wang - 575-629 Corporate Post-Retirement Benefit Plans and Leverage
by Söhnke M. Bartram - 631-661 Rollover Risk and Credit Spreads: Evidence from International Corporate Bonds
by Patricio Valenzuela - 663-692 ABCs of Trading: Behavioral Biases affect Stock Turnover and Value
by Jennifer Itzkowitz & Jesse Itzkowitz & Scott Rothbort - 693-723 Alphabetic Bias, Investor Recognition, and Trading Behavior
by Heiko Jacobs & Alexander Hillert - 725-758 The Share Repurchase Announcement Puzzle: Theory and Evidence
by Utpal Bhattacharya & Stacey E. Jacobsen - 759-794 Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities
by Thorsten Moenig & Daniel Bauer - 795-821 Regulatory Oversight and Return Misreporting by Hedge Funds
by Stephen G. Dimmock & William C. Gerken - 823-853 Information Processing and Non-Bayesian Learning in Financial Markets
by Stefanie Schraeder - 855-905 Corporate Fraction and the Equilibrium Term Structure of Equity Risk
by Roberto Marfè
2016, Volume 20, Issue 1
- 1-36 Can Bank Boards Prevent Misconduct?
by Duc Duy Nguyen & Jens Hagendorff & Arman Eshraghi - 37-76 Transparency, Tax Pressure, and Access to Finance
by Andrew Ellul & Tullio Jappelli & Marco Pagano & Fausto Panunzi - 77-125 Financial Sector Reform after the Subprime Crisis: Has Anything Happened?
by Alexander Schäfer & Isabel Schnabel & Beatrice Weder di Mauro - 127-159 Bondholder Concentration and Credit Risk: Evidence from a Natural Experiment
by Alberto Manconi & Massimo Massa & Lei Zhang - 161-200 Do Stock-Financed Acquisitions Destroy Value? New Methods and Evidence
by Andrey Golubov & Dimitris Petmezas & Nickolaos G. Travlos - 201-229 Risk Presentation and Portfolio Choice
by Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp - 231-263 Predisclosure Accumulations by Activist Investors and Price Impact of Trading
by Atanas Mihov - 265-286 The Impact of Credit Default Swap Trading on Loan Syndication
by Daniel Streitz - 287-336 Is Tail Risk Priced in Credit Default Swap Premia?
by Christian Meine & Hendrik Supper & Gregor N. F. Weiß - 337-371 Corporate Investment over the Business Cycle
by Thomas Dangl & Youchang Wu - 373-401 Active Flows and Passive Returns
by Ariel Levy & Offer Lieberman - 403-445 Intertemporal Substitution and Equity Premium
by Wei Yang
2015, Volume 19, Issue 6
- 2095-2138 Financial Relationships and the Limits to Arbitrage
by Jiro E. Kondo & Dimitris Papanikolaou - 2139-2181 Executive Compensation and Risk Taking
by Patrick Bolton & Hamid Mehran & Joel Shapiro - 2183-2222 Implied Risk Exposures
by Sylvain Benoit & Christophe Hurlin & Christophe Perignon - 2223-2275 Institutions, Bailout Policies, and Bank Loan Contracting: Evidence from Korean Chaebols
by Raoul Minetti & Sung-Guan Yun - 2277-2315 Corporate Aging and Takeover Risk
by Claudio Loderer & URS Waelchli - 2317-2358 Tug-of-War: Time-Varying Predictability of Stock Returns and Dividend Growth
by Xiaoneng Zhu - 2359-2399 An Out-of-Sample Evaluation of Dynamic Portfolio Strategies
by Chunhua Lan
2015, Volume 19, Issue 5
- 1733-1781 Convective Risk Flows in Commodity Futures Markets
by Ing-Haw Cheng & Andrei Kirilenko & Wei Xiong - 1783-1823 Private Equity Fund Returns and Performance Persistence
by Robert Marquez & Vikram Nanda & M. Deniz Yavuz - 1825-1866 Exporting Sovereign Stress: Evidence from Syndicated Bank Lending during the Euro Area Sovereign Debt Crisis
by Alexander Popov & Neeltje Van Horen - 1867-1923 Trade Credit, Relationship-specific Investment, and Product Market Power
by Nishant Dass & Jayant R. Kale & Vikram Nanda - 1925-1963 Stock Market Literacy, Trust, and Participation
by Adnan Balloch & Anamaria Nicolae & Dennis Philip - 1965-1995 Market Size Structure and Small Business Lending: Are Crisis Times Different from Normal Times?
by Allen N. Berger & Geraldo Cerqueiro & María Fabiana Penas - 1997-2038 The Conditional Effects of Market Power on Bank Risk—Cross-Country Evidence
by Jens Forssbæck & Choudhry Tanveer Shehzad - 2039-2094 Stock Market Integration and the Global Financial Crisis
by Heikki Lehkonen
2015, Volume 19, Issue 4
- 1347-1382 How Much Can Financial Literacy Help?
by Luigi Guiso & Eliana Viviano - 1383-1414 Performance Pay, CEO Dismissal, and the Dual Role of Takeovers
by Mike Burkart & Konrad Raff - 1415-1453 The Profits–Leverage Puzzle Revisited
by Murray Z. Frank & Vidhan K. Goyal - 1455-1488 The Effect of Earned Versus House Money on Price Bubble Formation in Experimental Asset Markets
by Brice Corgnet & Roberto Hernán-González & Praveen Kujal & David Porter - 1489-1541 Acquiring Acquirers
by Ludovic Phalippou & Fangming Xu & Huainan Zhao - 1543-1585 Emerging Equity Market Comovements: Trends and Macroeconomic Fundamentals
by Esther Eiling & Bruno Gerard - 1587-1622 The Impact of Dark Trading and Visible Fragmentation on Market Quality
by Hans Degryse & Frank de Jong & Vincent van Kervel - 1623-1647 Improved Portfolio Choice Using Second-Order Stochastic Dominance
by James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova - 1649-1701 Short-Term Trading and Stock Return Anomalies: Momentum, Reversal, and Share Issuance
by Martijn Cremers & Ankur Pareek - 1703-1731 Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis
by Stefano Lugo & Annalisa Croce & Robert Faff
2015, Volume 19, Issue 3
- 951-990 Funding Versus Real Economy Shock: The Impact of the 2007–09 Crisis on Small Firms’ Credit Availability
by Gunhild Berg & Karolin Kirschenmann - 991-1018 Modeling the Dynamics of Correlations among Implied Volatilities
by Robert Engle & Stephen Figlewski - 1019-1052 Improving Investment Decisions with Simulated Experience Abstract: We apply a new and innovative approach to communicating risks associated with financial products that should support investors in making better investment decisions. In our experiments, participants are able to gain "simulated experience" by random sampling of a previously described return distribution. We find that simulated experience considerably improves participants’ understanding of the underlying risk–return profile and prompts them to reconsider their investment decisions and to choose riskier financial products without regretting their higher risk-taking behavior afterwards. This method of experienced-based learning has high potential for being integrated into real-world applications and services
by Meike A. S. Bradbury & Thorsten Hens & Stefan Zeisberger - 1053-1104 Learning about Rare Disasters: Implications For Consumption and Asset Prices
by Max Gillman & Michal Kejak & Michal Pakoš - 1105-1141 Informed Headquarters and Socialistic Internal Capital Markets
by Daniel Hoang & Martin Ruckes - 1143-1183 The Impact of Weather on German Retail Investors
by Jochen M. Schmittmann & Jenny Pirschel & Steffen Meyer & Andreas Hackethal - 1185-1222 Bank Risk and Competition: Evidence from Regional Banking Markets
by Thomas Kick & Esteban Prieto - 1223-1279 Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics
by Jianjian Jin - 1281-1313 Credit Markets with Ethical Banks and Motivated Borrowers
by Francesca Barigozzi & Piero Tedeschi - 1315-1346 Stakeholder Governance, Competition, and Firm Value
by Franklin Allen & Elena Carletti & Robert Marquez
2015, Volume 19, Issue 2
- 491-518 Ending "Too Big To Fail": Government Promises Versus Investor Perceptions
by Todd A. Gormley & Simon Johnson & Changyong Rhee - 519-570 Multiple Bank Lending, Creditor Rights, and Information Sharing
by Alberto Bennardo & Marco Pagano & Salvatore Piccolo - 571-618 The Effects of Government-Sponsored Venture Capital: International Evidence
by James A. Brander & Qianqian Du & Thomas Hellmann - 619-651 Performance Terms in CEO Compensation Contracts
by David De Angelis & Yaniv Grinstein - 653-683 Small Banks and Local Economic Development
by Hendrik Hakenes & Iftekhar Hasan & PhilIP Molyneux & Ru Xie - 685-738 Financial Network Systemic Risk Contributions
by Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle - 739-783 Household Portfolio Risk
by Alessandro Bucciol & Raffaele Miniaci - 785-821 Casting Doubt on the Predictability of Stock Returns in Real Time: Bayesian Model Averaging using Realistic Priors
by James A. Turner - 823-863 Taxation, Transfer Income and Stock Market Participation
by Marcel Fischer & Bjarne Astrup Jensen - 865-905 Stealth Trading and Trade Reporting by Corporate Insiders
by André Betzer & Jasmin Gider & Daniel Metzger & Erik Theissen - 907-949 Variance Reduction for Asian Options under a General Model Framework
by Kemal Dinçer Dingeç & Halis Sak & Wolfgang Hörmann
2015, Volume 19, Issue 1
- 1-54 Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence
by Torben G. Andersen & Oleg Bondarenko - 55-93 China’s Pseudo-monetary Policy
by Yongheng Deng & Randall Morck & Jing Wu & Bernard Yeung - 95-144 Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment
by Vasso Ioannidou & Steven Ongena & José-Luis Peydró - 145-190 Systemic Risk in Europe
by Robert Engle & Eric Jondeau & Michael Rockinger - 191-227 Depositors’ Perception of "Too-Big-to-Fail"
by Raquel de F. Oliveira & Rafael F. Schiozer & Lucas A. B. de C. Barros - 229-282 Strategic Cross-Trading in the U.S. Stock Market
by Paolo Pasquariello & Clara Vega - 283-316 Insuring Nonverifiable Losses
by Neil A. Doherty & Christian Laux & Alexander Muermann - 317-366 Social Engagement and Stock Market Participation
by Frederick K. Changwony & Kevin Campbell & Isaac T. Tabner - 367-405 Consumption Volatility and the Cross-Section of Stock Returns
by Roméo Tédongap - 407-422 Recession Prediction Using Yield Curve and Stock Market Liquidity Deviation Measures
by Oral Erdogan & Paul Bennett & Cenktan Ozyildirim - 423-466 Equilibrium Predictability, Term Structure of Equity Premia, and Other Return Characteristics
by Satadru Hore - 467-490 Portfolio Optimization Using Forward-Looking Information
by Alexander Kempf & Olaf Korn & Sven Saßning
2014, Volume 18, Issue 6
- 2003-2044 Corporate Governance and the Timing of Earnings Announcements
by Roni Michaely & Amir Rubin & Alexander Vedrashko - 2045-2102 Collective Action Clauses for the Eurozone
by Michael Bradley & Mitu Gulati - 2103-2151 Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks
by Alain Monfort & Jean-Paul Renne - 2153-2195 Predatory Short Selling
by Markus K. Brunnermeier & Martin Oehmke - 2197-2214 Bargaining with Venture Capitalists: When Should Entrepreneurs Show their Financial Muscle?
by Antoine Renucci - 2215-2246 Once Burned, Twice Shy? Financial Literacy and Wealth Losses during the Financial Crisis
by Tabea Bucher-Koenen & Michael Ziegelmeyer - 2247-2281 Hidden Costs of Hidden Debt
by Johan Almenberg & Artashes Karapetyan - 2283-2323 Optimal Life-Cycle Portfolios for Heterogeneous Workers
by Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano - 2325-2374 Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH
by Henry Leung & Annica Rose & P. Joakim Westerholm - 2375-2395 Cautiousness, Skewness Preference, and the Demand for Options
by James Huang & Richard Stapleton
2014, Volume 18, Issue 5
- 1617-1681 Capital Structure under Heterogeneous Beliefs
by Hae Won (Henny) Jung & Ajay Subramanian - 1683-1716 The Real Effect of Foreign Banks
by Valentina Bruno & Robert Hauswald - 1717-1742 The Performance of Separate Accounts and Collective Investment Trusts
by Edwin J. Elton & Martin J. Gruber & Christopher R. Blake - 1743-1773 Dealing with Venture Capitalists: Shopping Around or Exclusive Negotiation
by Catherine Casamatta & Carole Haritchabalet - 1775-1809 Default Correlations in the Merton Model
by Ulrich Erlenmaier & Hans Gersbach - 1811-1846 Bank Regulations and Income Inequality: Empirical Evidence
by Manthos D. Delis & Iftekhar Hasan & Pantelis Kazakis - 1847-1883 International Diversification Benefits with Foreign Exchange Investment Styles
by Tim A. Kroencke & Felix Schindler & Andreas Schrimpf - 1885-1913 Downside Market Risk of Carry Trades
by Victoria Dobrynskaya - 1915-1951 How do Financial Intermediaries Create Value in Security Issues?
by Fabrizio Adriani & Luca G. Deidda & Silvia Sonderegger - 1953-2001 Non-Markov Gaussian Term Structure Models: The Case of Inflation
by Bruno Feunou & Jean-Sébastien Fontaine
2014, Volume 18, Issue 4
- 1217-1257 Liberalization and Risk-Taking: Evidence from Government-Controlled Banks
by Manuel Illueca & Lars Norden & Gregory F. Udell - 1259-1298 Do Hedge Funds Supply or Demand Liquidity?
by Petri Jylhä & Kalle Rinne & Matti Suominen - 1299-1340 Do Firms Buy Their Stock at Bargain Prices? Evidence from Actual Stock Repurchase Disclosures
by Azi Ben-Rephael & Jacob Oded & Avi Wohl - 1341-1386 Financing Major Investments: Information about Capital Structure Decisions
by Ralf Elsas & Mark J. Flannery & Jon A. Garfinkel - 1387-1423 Volatility Inadaptability: Investors Care About Risk, but Cannot Cope with Volatility
by Christian Ehm & Christine Kaufmann & Martin Weber - 1425-1464 Cash Holdings and Mutual Fund Performance
by Mikhail Simutin - 1465-1505 Firm Expansion and Stock Price Momentum
by Peter Nyberg & Salla Pöyry - 1507-1539 Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market
by Nikos C. Papapostolou & Nikos K. Nomikos & Panos K. Pouliasis & Ioannis Kyriakou - 1541-1581 Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns
by Numan Ülkü & Enzo Weber - 1583-1615 Information Sharing and Information Acquisition in Credit Markets
by Artashes Karapetyan & Bogdan Stacescu
2014, Volume 18, Issue 3
- 843-875 Do Anomalies Exist Ex Ante?
by Yue Tang & Jin (Ginger) Wu & Lu Zhang - 877-919 Are Small Businesses Worthy of Financial Aid? Evidence from a French Targeted Credit Program
by Laurent Bach - 921-960 Does the Market for CEO Talent Explain Controversial CEO Pay Practices?
by K. J. Martijn Cremers & Yaniv Grinstein - 961-997 A Study of Bankruptcy Costs and the Allocation of Control
by Julian Franks & Gyongyi Loranth - 999-1022 Risk and Reward Preferences under Time Pressure
by Anjali D. Nursimulu & Peter Bossaerts - 1023-1057 Seasoned Equity Offerings, Corporate Governance, and Investments
by E. Han Kim & Amiyatosh Purnanandam - 1059-1096 Venture Capital and Industry Structure: Evidence from Local US Markets
by Alexander Popov - 1097-1137 Venture Capital Meets Contract Theory: Risky Claims or Formal Control?
by Giacinta Cestone - 1139-1181 Does the Secondary Loan Market Reduce Borrowing Costs?
by Mark J. Kamstra & Gordon S. Roberts & Pei Shao - 1183-1215 Peso Problems and Term Structure Anomalies of Repo Rates
by Xiaoneng Zhu
2014, Volume 18, Issue 2
- 457-488 The Impact of Public Guarantees on Bank Risk-Taking: Evidence from a Natural Experiment
by Reint Gropp & Christian Gruendl & Andre Guettler - 489-526 Regulating Conflicts of Interest: The Effect of Sanctions and Enforcement
by Michel Dubois & Laurent Fresard & Pascal Dumontier - 527-560 Do Firms Benefit from Concentrating their Borrowing? Evidence from the Great Recession
by Giorgio Gobbi & Enrico Sette - 561-590 Investing in a Global World
by Jeffrey A. Busse & Amit Goyal & Sunil Wahal - 591-622 Implied Price Risk and Momentum Strategy
by Hongwei Chuang & Hwai-Chung Ho - 623-679 Don’t Fight the Fed!
by Paulo Maio - 681-713 The Impact of Asset Repurchases and Issues in an Experimental Market
by Ernan Haruvy & Charles N. Noussair & Owen Powell - 715-748 Cash Flow Hedging and Liquidity Choices
by David Disatnik & Ran Duchin & Breno Schmidt - 749-802 Equity Issuances, Equity Mutual Fund Flows, and Noise Trader Sentiment
by H.H. Chiu & O. Kini - 803-842 A Multiperiod Bank Run Model for Liquidity Risk
by Gechun Liang & Eva Lütkebohmert & Yajun Xiao
2014, Volume 18, Issue 1
- 1-22 The Speed of Information Revelation and Eventual Price Quality in Markets with Insiders: Comparing Two Theories
by Peter Bossaerts & Cary Frydman & John Ledyard - 23-66 Stock Price Manipulation: Prevalence and Determinants
by Carole Comerton-Forde & Tālis J. Putniņš - 67-108 Corporate Governance Rules and Insider Trading Profits
by Peter Cziraki & Peter De Goeij & Luc Renneboog - 109-146 Your Former Employees Matter: Private Equity Firms and Their Financial Advisors
by Linus Siming - 147-188 Optimal Portfolio Choice with Annuities and Life Insurance for Retired Couples
by Andreas Hubener & Raimond Maurer & Ralph Rogalla - 189-218 Performance of Buyout Funds Revisited?
by Ludovic Phalippou - 219-269 Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap