Content
2018, Volume 31, Issue 7
- 2606-2649 The History of the Cross-Section of Stock Returns
by Juhani T Linnainmaa & Michael R Roberts - 2650-2692 Do Hedge Funds Exploit Rare Disaster Concerns?
by George P Gao & Pengjie Gao & Zhaogang Song - 2693-2728 Are Financial Constraints Priced? Evidence from Textual Analysis
by Matthias M M Buehlmaier & Toni M Whited - 2729-2773 Risk Everywhere: Modeling and Managing Volatility
by Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen - 2774-2805 Learning from History: Volatility and Financial Crises
by Jon Danielsson & Marcela Valenzuela & Ilknur Zer - 2806-2853 Housing Price Booms and Crowding-Out Effects in Bank Lending
by Indraneel Chakraborty & Itay Goldstein & Andrew MacKinlay
2018, Volume 31, Issue 6
- 2005-2037 The Labor Market Effects of Credit Market Information
by Marieke Bos & Emily Breza & Andres Liberman - 2038-2079 Credit Ratings and the Cost of Municipal Financing
by Jess Cornaggia & Kimberly J. Cornaggia & Ryan D. Israelsen - 2080-2112 Banks’ Incentives and Inconsistent Risk Models
by Matthew C Plosser & João A C Santos - 2113-2156 Banks, Firms, and Jobs
by Fabio Berton & Sauro Mocetti & Andrea F. Presbitero & Matteo Richiardi - 2157-2183 Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls
by Chen Yao & Mao Ye - 2184-2226 Does Algorithmic Trading Reduce Information Acquisition?
by Brian M. Weller - 2227-2276 The Competitive Landscape of High-Frequency Trading Firms
by Ekkehart Boehmer & Dan Li & Gideon Saar - 2277-2325 Identifying Information Asymmetry in Securities Markets
by Kerry Back & Kevin Crotty & Tao Li - 2326-2376 High-Frequency Measures of Informed Trading and Corporate Announcements
by Michael J. Brennan & Sahn-Wook Huh & Avanidhar Subrahmanyam - 2377-2414 When Transparency Improves, Must Prices Reflect Fundamentals Better?
by Snehal Banerjee & Jesse Davis & Naveen Gondhi
2018, Volume 31, Issue 5
- 1605-1653 Managing the Family Firm: Evidence from CEOs at Work
by Oriana Bandiera & Renata Lemos & Andrea Prat & Raffaella Sadun - 1654-1706 Home Bias Abroad: Domestic Industries and Foreign Portfolio Choice
by David Schumacher - 1707-1751 The Costs of Sovereign Default: Evidence from the Stock Market
by Sandro C. Andrade & Vidhi Chhaochharia - 1752-1783 The Economic Effects of a Borrower Bailout: Evidence from an Emerging Market
by Xavier Giné & Martin Kanz - 1784-1824 Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
by Amit Goyal & Narasimhan Jegadeesh - 1825-1854 Decomposing Value
by Joseph Gerakos & Juhani T. Linnainmaa - 1856-1895 Safe Haven CDS Premiums
by Sven Klingler & David Lando - 1896-1929 Mutual Fund Competition, Managerial Skill, and Alpha Persistence
by Gerard Hoberg & Nitin Kumar & Nagpurnanand Prabhala - 1930-1965 Reaching for Yield in Corporate Bond Mutual Funds
by Jaewon Choi & Mathias Kronlund - 1966-2003 Mutual Fund Transparency and Corporate Myopia
by Vikas Agarwal & Rahul Vashishtha & Mohan Venkatachalam
2018, Volume 31, Issue 4
- 1221-1264 Corporate Tax Havens and Transparency
by Morten Bennedsen & Stefan Zeume - 1265-1297 How Does Financial Reporting Regulation Affect Firms’ Banking?
by Matthias Breuer & Katharina Hombach & Maximilian A Müller - 1298-1340 Employment and Wage Insurance within Firms: Worldwide Evidence
by Andrew Ellul & Marco Pagano & Fabiano Schivardi - 1341-1376 Trust Busting: The Effect of Fraud on Investor Behavior
by Umit G Gurun & Noah Stoffman & Scott E Yonker - 1377-1417 Manipulation in the VIX?
by John M Griffin & Amin Shams - 1418-1459 Industry Tournament Incentives
by Jeffrey L Coles & Zhichuan (Frank) Li & Albert Y Wang - 1460-1498 Getting the Incentives Right: Backfilling and Biases in Executive Compensation Data
by Stuart L Gillan & Jay C Hartzell & Andrew Koch & Laura T Starks - 1499-1531 Do Director Elections Matter?
by Vyacheslav Fos & Kai Li & Margarita Tsoutsoura - 1532-1565 Founder Replacement and Startup Performance
by Michael Ewens & Matt Marx - 1566-1603 The Effects of Business Accelerators on Venture Performance: Evidence from Start-Up Chile
by Juanita Gonzalez-Uribe & Michael Leatherbee
2018, Volume 31, Issue 3
- 811-851 Illiquidity Premia in the Equity Options Market
by Peter Christoffersen & Ruslan Goyenko & Kris Jacobs & Mehdi Karoui - 852-897 Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
by Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt - 898-942 The Twilight Zone: OTC Regulatory Regimes and Market Quality
by Ulf Brüggemann & Aditya Kaul & Christian Leuz & Ingrid M. Werner - 943-979 Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply
by Sjoerd Van Bekkum & Marc Gabarro & Rustom M. Irani - 980-1013 Bankruptcy and the Cost of Organized Labor: Evidence from Union Elections
by Murillo Campello & Janet Gao & Jiaping Qiu & Yue Zhang - 1014-1063 Why Does Fast Loan Growth Predict Poor Performance for Banks?
by Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz - 1064-1097 Distributional Implications of Government Guarantees in Mortgage Markets
by Pedro Gete & Franco Zecchetto - 1098-1131 Can’t Pay or Won’t Pay? Unemployment, Negative Equity, and Strategic Default
by Kristopher Gerardi & Kyle F. Herkenhoff & Lee E. Ohanian & Paul S. Willen - 1132-1183 Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
by Mikhail Chernov & Brett R. Dunn & Francis A. Longstaff - 1184-1217 Unsecured Credit Supply, Credit Cycles, and Regulation
by Song Han & Benjamin J. Keys & Geng Li
2018, Volume 31, Issue 2
- 399-448 Robust Bond Risk Premia
by Michael D. Bauer & James D. Hamilton - 449-492 Structural GARCH: The Volatility-Leverage Connection
by Robert F. Engle & Emil N. Siriwardane - 493-531 Pricing Kernel Monotonicity and Conditional Information
by Matthew Linn & Sophie Shive & Tyler Shumway - 532-555 A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem
by Gurdip Bakshi & Fousseni Chabi-Yo & Xiaohui Gao - 556-594 Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory
by Doron Avramov & Scott Cederburg & Katarína Lučivjanská - 595-637 The Factor Structure in Equity Options
by Peter Christoffersen & Mathieu Fournier & Kris Jacobs - 638-677 Cross-Subsidization in Institutional Asset Management Firms
by Ranadeb Chaudhuri & Zoran Ivković & Charles Trzcinka - 678-714 Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability
by Eric Ghysels & Casidhe Horan & Emanuel Moench - 715-772 Are Mutual Fund Managers Paid for Investment Skill?
by Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman - 773-810 Open-End Organizational Structures and Limits to Arbitrage
by Mariassunta Giannetti & Bige Kahraman
2018, Volume 31, Issue 1
- 1-42 The Power of the Street: Evidence from Egypt’s Arab Spring
by Daron Acemoglu & Tarek A. Hassan & Ahmed Tahoun - 43-96 Who Captures the Power of the Pen?
by Jiaxing You & Bohui Zhang & Le Zhang - 97-141 Does a CEO’s Cultural Heritage Affect Performance under Competitive Pressure?
by Duc Duy Nguyen & Jens Hagendorff & Arman Eshraghi - 142-174 The Historical Slave Trade and Firm Access to Finance in Africa
by Lamar Pierce & Jason A. Snyder - 175-205 What Drives Racial and Ethnic Differences in High-Cost Mortgages? The Role of High-Risk Lenders
by Patrick Bayer & Fernando Ferreira & Stephen L. Ross - 206-238 Foreign Direct Investment, Trade Credit, and Transmission of Global Liquidity Shocks: Evidence from Chinese Manufacturing Firms
by Shu Lin & Haichun Ye - 239-277 Global Relation between Financial Distress and Equity Returns
by Pengjie Gao & Christopher A. Parsons & Jianfeng Shen - 278-321 Inflexibility and Stock Returns
by Lifeng Gu & Dirk Hackbarth & Tim Johnson - 322-361 Estimating and Testing Dynamic Corporate Finance Models
by Santiago Bazdresch & R. Jay Kahn & Toni M. Whited - 362-397 Rolling Mental Accounts
by Cary Frydman & Samuel M. Hartzmark & David H. Solomon
2017, Volume 30, Issue 12
- 4083-4132 Does Hedging Affect Firm Value? Evidence from a Natural Experiment
by Erik P. Gilje & Jérôme P. Taillard - 4133-4178 International Corporate Diversification and Financial Flexibility
by Yeejin Jang - 4179-4215 Risk Management with Supply Contracts
by Heitor Almeida & Kristine Watson Hankins & Ryan Williams - 4216-4266 Product Market Competition and Industry Returns
by M. Cecilia Bustamante & Andres Donangelo - 4267-4316 Authority, Consensus, and Governance
by Archishman Chakraborty & Bilge Yılmaz - 4317-4348 Rational Opacity
by Cyril Monnet & Erwan Quintin - 4349-4388 Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks
by Olivier Ledoit & Michael Wolf - 4389-4436 The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns
by Jeremiah Green & John R. M. Hand & X. Frank Zhang - 4437-4480 A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
by Farshid Abdi & Angelo Ranaldo - 4481-4520 Price Impact or Trading Volume: Why Is the Amihud (2002) Measure Priced?
by Xiaoxia Lou & Tao Shu
2017, Volume 30, Issue 11
- 3711-3758 Credit-Induced Boom and Bust
by Marco Di Maggio & Amir Kermani - 3759-3800 The Dynamics of Investment, Payout and Debt
by Bart M. Lambrecht & Stewart C. Myers - 3801-3823 Do Professional Norms in the Banking Industry Favor Risk-taking?
by Alain Cohn & Ernst Fehr & Michel André Maréchal - 3824-3857 When Are Modifications of Securitized Loans Beneficial to Investors?
by Gonzalo Maturana - 3858-3887 The Effects of Quantitative Easing on Bank Lending Behavior
by Alexander Rodnyansky & Olivier M. Darmouni - 3888-3920 Endogenous Leverage and Advantageous Selection in Credit Markets
by Plamen T. Nenov - 3921-3969 Contingent Capital, Tail Risk, and Debt-Induced Collapse
by Nan Chen & Paul Glasserman & Behzad Nouri & Markus Pelger - 3970-4002 Risk-Based Capital Requirements for Banks and International Trade
by Banu Demir & Tomasz K. Michalski & Evren Ors - 4003-4037 Speculation and the Term Structure of Interest Rates
by Francisco Barillas & Kristoffer P. Nimark - 4038-4080 De Facto Seniority, Credit Risk, and Corporate Bond Prices
by Jack Bao & Kewei Hou
2017, Volume 30, Issue 10
- 3337-3375 Mortgages and Monetary Policy
by Carlos Garriga & Finn E. Kydland & Roman Šustek - 3376-3415 The Strategic Underreporting of Bank Risk
by Taylor A. Begley & Amiyatosh Purnanandam & Kuncheng Zheng - 3416-3454 Small Bank Comparative Advantages in Alleviating Financial Constraints and Providing Liquidity Insurance over Time
by Allen N. Berger & Christa H. S. Bouwman & Dasol Kim - 3455-3501 Loan Sales and Bank Liquidity Management: Evidence from a U.S. Credit Register
by Rustom M. Irani & Ralf R. Meisenzahl - 3502-3537 Nothing Special About Banks: Competition and Bank Lending in Britain, 1885–1925
by Fabio Braggion & Narly Dwarkasing & Lyndon Moore - 3538-3580 How Excessive Is Banks’ Maturity Transformation?
by Anatoli Segura & Javier Suarez - 3581-3604 Do Managers Give Hometown Labor an Edge?
by Scott E. Yonker - 3605-3635 Within-Firm Pay Inequality
by Holger M. Mueller & Paige P. Ouimet & Elena Simintzi - 3636-3668 Cash Holdings and Labor Heterogeneity: The Role of Skilled Labor
by Mohamed Ghaly & Viet Anh Dang & Konstantinos Stathopoulos - 3669-3709 Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor
by Frederico Belo & Jun Li & Xiaoji Lin & Xiaofei Zhao
2017, Volume 30, Issue 9
- 2933-2971 Returns to Hedge Fund Activism: An International Study
by Marco Becht & Julian Franks & Jeremy Grant & Hannes F. Wagner - 2972-3008 Market Segmentation and Differential Reactions of Local and Foreign Investors to Analyst Recommendations
by Chunxin Jia & Yaping Wang & Wei Xiong - 3009-3047 It Depends on Where You Search: Institutional Investor Attention and Underreaction to News
by Azi Ben-Rephael & Zhi Da & Ryan D. Israelsen - 3048-3085 Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations
by Burton Hollifield & Artem Neklyudov & Chester Spatt - 3086-3127 Risk Sharing and Contagion in Networks
by Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo - 3128-3175 Tax Rates and Corporate Decision-making
by John R. Graham & Michelle Hanlon & Terry Shevlin & Nemit Shroff - 3176-3222 Taxation and Dividend Policy: The Muting Effect of Agency Issues and Shareholder Conflicts
by Martin Jacob & Roni Michaely - 3223-3268 The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration
by Manuel Adelino & Igor Cunha & Miguel A. Ferreira - 3269-3304 Information Sharing and Rating Manipulation
by Mariassunta Giannetti & José María Liberti & Jason Sturgess - 3305-3335 Gender and Connections among Wall Street Analysts
by Lily Hua Fang & Sterling Huang
2017, Volume 30, Issue 8
- 2555-2595 Pension Fund Asset Allocation and Liability Discount Rates
by Aleksandar Andonov & Rob M.M.J. Bauer & K.J. Martijn Cremers - 2596-2620 On the Demand for High-Beta Stocks: Evidence from Mutual Funds
by Susan E. K. Christoffersen & Mikhail Simutin - 2621-2673 Fund Flows and Market States
by Francesco Franzoni & Martin C. Schmalz - 2674-2718 Product Market Competition in a World of Cross-Ownership: Evidence from Institutional Blockholdings
by Jie (Jack) He & Jiekun Huang - 2719-2760 Deflation Risk
by Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig - 2761-2817 Bond Market Exposures to Macroeconomic and Monetary Policy Risks
by Dongho Song - 2818-2850 The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices
by Saqib Khan & Zeigham Khokher & Timothy Simin - 2851-2889 Where’s the Kink? Disappointment Events in Consumption Growth and Equilibrium Asset Prices
by Stefanos Delikouras - 2890-2932 External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk
by Andrew Y. Chen
2017, Volume 30, Issue 7
- 2229-2271 Equity Vesting and Investment
by Alex Edmans & Vivian W. Fang & Katharina A. Lewellen - 2272-2312 Market Forces and CEO Pay: Shocks to CEO Demand Induced by IPO Waves
by Jordan Nickerson - 2313-2358 Do Independent Director Departures Predict Future Bad Events?
by Rüdiger Fahlenbrach & Angie Low & René M. Stulz - 2359-2412 Do Takeover Defense Indices Measure Takeover Deterrence?
by Jonathan M. Karpoff & Robert J. Schonlau & Eric W. Wehrly - 2413-2445 The Real Effects of Lending Relationships on Innovative Firms and Inventor Mobility
by Johan Hombert & Adrien Matray - 2446-2477 Intellectual Property Rights Protection, Ownership, and Innovation: Evidence from China
by Lily H. Fang & Josh Lerner & Chaopeng Wu - 2478-2522 What Determines Entrepreneurial Outcomes in Emerging Markets? The Role of Initial Conditions
by Meghana Ayyagari & Asli Demirguc-Kunt & Vojislav Maksimovic - 2523-2554 How Does Personal Bankruptcy Law Affect Startups?
by Geraldo Cerqueiro & María Fabiana Penas
2017, Volume 30, Issue 6
- 1832-1864 Fraudulent Income Overstatement on Mortgage Applications During the Credit Expansion of 2002 to 2005
by Atif Mian & Amir Sufi - 1865-1902 Housing Demand During the Boom: The Role of Expectations and Credit Constraints
by Tim Landvoigt - 1903-1934 The Political Economy of Financial Innovation: Evidence from Local Governments
by Christophe Pérignon & Boris Vallée - 1935-1970 How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment
by Shawn Cole & Xavier Giné & James Vickery - 1971-2005 Does Aggregated Returns Disclosure Increase Portfolio Risk Taking?
by John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian - 2006-2065 Optimal Long-Term Contracting with Learning
by Zhiguo He & Bin Wei & Jianfeng Yu & Feng Gao - 2066-2109 A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets
by Sebastien Pouget & Julien Sauvagnat & Stephane Villeneuve - 2110-2129 The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect
by Urs Fischbacher & Gerson Hoffmann & Simeon Schudy - 2130-2178 Information Choice and Amplification of Financial Crises
by Toni Ahnert & Ali Kakhbod - 2179-2228 The Freedom of Information Act and the Race Toward Information Acquisition
by Antonio Gargano & Alberto G. Rossi & Russ Wermers
2017, Volume 30, Issue 5
- 1425-1456 Shaped by Booms and Busts: How the Economy Impacts CEO Careers and Management Styles
by Antoinette Schoar & Luo Zuo - 1457-1489 Bribes and Firm Value
by Stefan Zeume - 1490-1538 Foreign Cash: Taxes, Internal Capital Markets, and Agency Problems
by Jarrad Harford & Cong Wang & Kuo Zhang - 1539-1582 Extending Industry Specialization through Cross-Border Acquisitions
by Laurent Frésard & Ulrich Hege & Gordon Phillips - 1583-1626 Competition and Ownership Structure of Closely Held Firms
by Jan Bena & Ting Xu - 1627-1659 The Effects of Short-Selling Threats on Incentive Contracts: Evidence from an Experiment
by David De Angelis & Gustavo Grullon & Sébastien Michenaud - 1660-1695 Distracted Shareholders and Corporate Actions
by Elisabeth Kempf & Alberto Manconi & Oliver Spalt - 1696-1743 Spillovers Inside Conglomerates: Incentives and Capital
by Ran Duchin & Amir Goldberg & Denis Sosyura - 1744-1789 Financing and New Product Decisions of Private and Publicly Traded Firms
by Gordon M. Phillips & Giorgo Sertsios - 1790-1829 Impact of Financial Leverage on the Incidence and Severity of Product Failures: Evidence from Product Recalls
by Omesh Kini & Jaideep Shenoy & Venkat Subramaniam
2017, Volume 30, Issue 4
- 1053-1094 Toxic Arbitrage
by Thierry Foucault & Roman Kozhan & Wing Wah Tham - 1095-1150 Size Discovery
by Darrell Duffie & Haoxiang Zhu - 1151-1187 The Dynamics of Market Efficiency
by Dominik M. Rösch & Avanidhar Subrahmanyam & Mathijs A. van Dijk - 1188-1228 Need for Speed? Exchange Latency and Liquidity
by Albert J. Menkveld & Marius A. Zoican - 1229-1269 An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
by Dion Bongaerts & Frank de Jong & Joost Driessen - 1270-1315 Mispricing Factors
by Robert F. Stambaugh & Yu Yuan - 1316-1338 Which Alpha?
by Francisco Barillas & Jay Shanken - 1339-1381 Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach
by Nathaniel Light & Denys Maslov & Oleg Rytchkov - 1382-1423 Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach
by Xuemin (Sterling) Yan & Lingling Zheng
2017, Volume 30, Issue 3
- 703-749 Global Dollar Credit and Carry Trades: A Firm-Level Analysis
by Valentina Bruno & Hyun Song Shin - 750-800 Differences of Opinion and International Equity Markets
by Bernard Dumas & Karen K. Lewis & Emilio Osambela - 801-834 Retail Short Selling and Stock Prices
by Eric K. Kelley & Paul C. Tetlock - 835-865 Pre-market Trading and IPO Pricing
by Chun Chang & Yao-Min Chiang & Yiming Qian & Jay R. Ritter - 866-899 Individual Investor Activity and Performance
by Magnus Dahlquist & José Vicente Martinez & Paul Söderlind - 900-947 Inflation Bets on the Long Bond
by Harrison Hong & David Sraer & Jialin Yu - 948-987 Mind the Gap: The Difference between U.S. and European Loan Rates
by Tobias Berg & Anthony Saunders & Sascha Steffen & Daniel Streitz - 988-1018 Bank Capital and Dividend Externalities
by Viral V. Acharya & Hanh T. Le & Hyun Song Shin - 1019-1051 Law and Finance Matter: Lessons from Externally Imposed Courts
by James R. Brown & J. Anthony Cookson & Rawley Z. Heimer
2017, Volume 30, Issue 2
- 416-441 Currency Value
by Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf - 442-504 What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
by Anisha Ghosh & Christian Julliard & Alex P. Taylor - 505-535 Asset Pricing When ‘This Time Is Different’
by Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer - 539-587 Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
by Michael Katz & Hanno Lustig & Lars Nielsen - 631-666 How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator
by Ian Dew-Becker
2017, Volume 30, Issue 1
- 2-47 Measuring Systemic Risk
by Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson - 48-79 SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
by Christian Brownlees & Robert F. Engle - 80-119 The Anatomy of the CDS Market
by Martin Oehmke & Adam Zawadowski - 120-161 Design of Financial Securities: Empirical Evidence from Private-Label RMBS Deals
by Taylor A. Begley & Amiyatosh Purnanandam - 211-244 Does Junior Inherit? Refinancing and the Blocking Power of Second Mortgages
by Philip Bond & Ronel Elul & Sharon Garyn-Tal & David K. Musto - 245-280 The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment
by Hyunseob Kim & Howard Kung - 281-323 Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns
by Tom Y. Chang & Samuel M. Hartzmark & David H. Solomon & Eugene F. Soltes - 324-362 Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices
by Pascal Busch & Stefan Obernberger
2016, Volume 29, Issue 12
- 3211-3244 Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets
by Melissa Porras Prado & Pedro A. C. Saffi & Jason Sturgess - 3245-3277 Do Institutional Investors Demand Public Disclosure?
by Andrew Bird & Stephen A. Karolyi - 3278-3320 Revealing Shorts An Examination of Large Short Position Disclosures
by Charles M. Jones & Adam V. Reed & William Waller - 3321-3353 Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?
by Ji-Woong Chung & Byoung Uk Kang - 3354-3393 Industry Window Dressing
by Huaizhi Chen & Lauren Cohen & Dong Lou - 3394-3427 The Role of Proxy Advisory Firms: Evidence from a Regression-Discontinuity Design
by Nadya Malenko & Yao Shen - 3428-3470 Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds
by Youchang Wu & Russ Wermers & Josef Zechner - 3471-3518 Political Sentiment and Predictable Returns
by Jawad M. Addoum & Alok Kumar - 3519-3544 Revisiting Mutual Fund Portfolio Disclosure
by Christopher G. Schwarz & Mark E. Potter
2016, Volume 29, Issue 11
- 2885-2924 Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement
by Hans B. Christensen & Luzi Hail & Christian Leuz - 2925-2954 Do Firms Engage in Risk-Shifting? Empirical Evidence
by Erik P. Gilje - 2955-2999 CEO Investment Cycles
by Yihui Pan & Tracy Yue Wang & Michael S. Weisbach - 3000-3034 The Real Effects of Uncertainty on Merger Activity
by Vineet Bhagwat & Robert Dam & Jarrad Harford - 3035-3067 Does Mandatory Shareholder Voting Prevent Bad Acquisitions?
by Marco Becht & Andrea Polo & Stefano Rossi - 3068-3107 Prospect Theory and Stock Returns: An Empirical Test
by Nicholas Barberis & Abhiroop Mukherjee & Baolian Wang - 3108-3139 Neural Evidence of Regret and Its Implications for Investor Behavior
by Cary Frydman & Colin Camerer - 3140-3176 Loss-Averse Preferences, Performance, and Career Success of Institutional Investors
by Andriy Bodnaruk & Andrei Simonov - 3177-3209 Peer Pressure: Social Interaction and the Disposition Effect
by Rawley Z. Heimer
2016, Volume 29, Issue 10
- 2565-2599 Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent
by Viral Acharya & Marco Pagano & Paolo Volpin - 2600-2642 Which Factors Matter to Investors? Evidence from Mutual Fund Flows
by Brad M. Barber & Xing Huang & Terrance Odean - 2643-2676 Relationship and Transaction Lending in a Crisis
by Patrick Bolton & Xavier Freixas & Leonardo Gambacorta & Paolo Emilio Mistrulli - 2677-2736 Dynamic Debt Maturity
by Zhiguo He & Konstantin Milbradt - 2737-2773 Does Credit Crunch Investment Down? New Evidence on the Real Effects of the Bank-Lending Channel
by Federico Cingano & Francesco Manaresi & Enrico Sette - 2774-2813 Do Debt Contract Enforcement Costs Affect Financing and Asset Structure?
by Radhakrishnan Gopalan & Abhiroop Mukherjee & Manpreet Singh