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Content
2014, Volume 27, Issue 7
- 2171-2218 Frog in the Pan: Continuous Information and Momentum
by Zhi Da & Umit G. Gurun & Mitch Warachka - 2219-2266 The Variety of Maturities Offered by Firms and Institutional Investment in Corporate Bonds
by Nishant Dass & Massimo Massa
2014, Volume 27, Issue 6
- 1615-1660 Illiquidity Contagion and Liquidity Crashes
by Giovanni Cespa & Thierry Foucault - 1661-1716 Investors' and Central Bank's Uncertainty Embedded in Index Options
by Alexander David & Pietro Veronesi - 1717-1750 Frictions in Shadow Banking: Evidence from the Lending Behavior of Money Market Mutual Funds
by Sergey Chernenko & Adi Sunderam - 1751-1796 Co-opted Boards
by Jeffrey L. Coles & Naveen D. Daniel & Lalitha Naveen - 1797-1829 Attracting Investor Attention through Advertising
by Dong Lou - 1830-1867 Heterogeneity and Stability: Bolster the Strong, Not the Weak
by Dong Beom Choi - 1868-1914 Financial Market Dislocations
by Paolo Pasquariello - 1915-1928 Index Option Returns: Still Puzzling
by Donald R. Chambers & Matthew Foy & Jeffrey Liebner & Qin Lu
2014, Volume 27, Issue 5
- 1287-1322 Do Security Analysts Speak in Two Tongues?
by Ulrike Malmendier & Devin Shanthikumar - 1323-1366 Investor Networks in the Stock Market
by Han N. Ozsoylev & Johan Walden & M. Deniz Yavuz & Recep Bildik - 1367-1403 Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media
by Hailiang Chen & Prabuddha De & Yu (Jeffrey) Hu & Byoung-Hyoun Hwang - 1404-1433 Household Debt and Social Interactions
by Dimitris Georgarakos & Michael Haliassos & Giacomo Pasini - 1434-1485 Liquidity Shocks and Stock Market Reactions
by Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang - 1486-1532 Communication and Decision-Making in Corporate Boards
by Nadya Malenko - 1533-1592 Board Expertise: Do Directors from Related Industries Help Bridge the Information Gap?
by Nishant Dass & Omesh Kini & Vikram Nanda & Bunyamin Onal & Jun Wang - 1593-1614 The Year-End Trading Activities of Institutional Investors: Evidence from Daily Trades
by Gang Hu & R. David McLean & Jeffrey Pontiff & Qinghai Wang
2014, Volume 27, Issue 4
- 957-989 Repo Runs
by Antoine Martin & David Skeie & Ernst-Ludwig von Thadden - 990-1030 Limited and Varying Consumer Attention: Evidence from Shocks to the Salience of Bank Overdraft Fees
by Victor Stango & Jonathan Zinman - 1031-1073 Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
by Victor DeMiguel & Francisco J. Nogales & Raman Uppal - 1074-1101 Financial Flexibility, Risk Management, and Payout Choice
by Alice Adams Bonaimé & Kristine Watson Hankins & Jarrad Harford - 1102-1142 Internal Capital Market and Dividend Policies: Evidence From Business Groups
by Radhakrishnan Gopalan & Vikram Nanda & Amit Seru - 1143-1189 Resource Allocation within Firms and Financial Market Dislocation: Evidence from Diversified Conglomerates
by Gregor Matvos & Amit Seru - 1190-1237 Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation
by David Easley & Maureen O'Hara & Liyan Yang - 1238-1286 The Growth and Limits of Arbitrage: Evidence from Short Interest
by Samuel G. Hanson & Adi Sunderam
2014, Volume 27, Issue 3
- 663-713 Bond Supply and Excess Bond Returns
by Robin Greenwood & Dimitri Vayanos - 714-746 Expectations of Returns and Expected Returns
by Robin Greenwood & Andrei Shleifer - 747-789 Do Dark Pools Harm Price Discovery?
by Haoxiang Zhu - 790-822 Expected Returns and Dividend Growth Rates Implied by Derivative Markets
by Benjamin Golez - 823-880 Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
by Stefano Corradin & José L. Fillat & Carles Vergara-Alert - 881-922 Speculation and Hedging in Segmented Markets
by Itay Goldstein & Yan Li & Liyan Yang - 923-956 Preventing Zombie Lending
by Max Bruche & Gerard Llobet
2014, Volume 27, Issue 2
- 373-403 Procyclical Leverage and Value-at-Risk
by Tobias Adrian & Hyun Song Shin - 404-453 Why Did Holdings of Highly Rated Securitization Tranches Differ So Much across Banks?
by Isil Erel & Taylor Nadauld & René M. Stulz - 454-483 Securitization and Loan Performance: Ex Ante and Ex Post Relations in the Mortgage Market
by Wei Jiang & Ashlyn Aiko Nelson & Edward Vytlacil - 484-518 The Economics of Solicited and Unsolicited Credit Ratings
by Paolo Fulghieri & Günter Strobl & Han Xia - 519-580 Asset Prices with Heterogeneity in Preferences and Beliefs
by Harjoat S. Bhamra & Raman Uppal - 581-616 When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns
by Andrea Buraschi & Robert Kosowski & Fabio Trojani - 617-661 Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
by Todd A. Gormley & David A. Matsa
January 2014, Volume 27, Issue 1
- 1-19 Entrepreneurial Finance and Innovation: An Introduction and Agenda for Future Research
by Thomas J. Chemmanur & Paolo Fulghieri - 20-55 The Consequences of Entrepreneurial Finance: Evidence from Angel Financings
by William R. Kerr & Josh Lerner & Antoinette Schoar - 56-101 Venture Capitalists on Boards of Mature Public Firms
by Ugur Celikyurt & Merih Sevilir & Anil Shivdasani - 102-152 Informational Holdup and Performance Persistence in Venture Capital
by Yael V. Hochberg & Alexander Ljungqvist & Annette Vissing-Jørgensen - 153-179 The Capital Structure Decisions of New Firms
by Alicia M. Robb & David T. Robinson - 180-210 Real Option Financing Under Asymmetric Information
by Matthieu Bouvard - 211-255 Tolerance for Failure and Corporate Innovation
by Xuan Tian & Tracy Yue Wang - 256-300 Incentives to Innovate and the Decision to Go Public or Private
by Daniel Ferreira & Gustavo Manso & André C. Silva - 301-346 Wrongful Discharge Laws and Innovation
by Viral V. Acharya & Ramin P. Baghai & Krishnamurthy V. Subramanian - 347-372 Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007--2009 Crisis
by Rajkamal Iyer & José-Luis Peydró & Samuel da-Rocha-Lopes & Antoinette Schoar
2013, Volume 26, Issue 12
- 2985-3028 Asset Pricing in the Dark: The Cross-Section of OTC Stocks
by Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock - 3029-3067 A Supply Approach to Valuation
by Frederico Belo & Chen Xue & Lu Zhang - 3068-3103 Bond Illiquidity and Excess Volatility
by Jack Bao & Jun Pan - 3104-3141 Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints
by Georgy Chabakauri - 3142-3181 The Flip Side of Financial Synergies: Coinsurance Versus Risk Contamination
by Albert Banal-Estañol & Marco Ottaviani & Andrew Winton - 3182-3224 Indexing Executive Compensation Contracts
by Ingolf Dittmann & Ernst Maug & Oliver G. Spalt - 3225-3265 Can Equity Volatility Explain the Global Loan Pricing Puzzle?
by Lewis Gaul & Pinar Uysal
2013, Volume 26, Issue 11
- 2685-2686 Joint Editorial
by David Hirshleifer - 2687-2717 Financial Market Shocks and the Macroeconomy
by Avanidhar Subrahmanyam & Sheridan Titman - 2718-2759 Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
by Leonid Kogan & Dimitris Papanikolaou - 2760-2797 Do Private Equity Fund Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance
by David T. Robinson & Berk A. Sensoy - 2798-2844 Estimating the Benefits of Contractual Completeness
by Gregor Matvos - 2845-2875 What Drives the Value Premium?: The Role of Asset Risk and Leverage
by Jaewon Choi - 2876-2915 Long-Run Risk and the Persistence of Consumption Shocks
by Fulvio Ortu & Andrea Tamoni & Claudio Tebaldi - 2916-2960 Asset Pricing with Endogenous Disasters
by Cristian Tiu & Uzi Yoeli - 2961-2984 Specialization, Productivity, and Financing Constraints
by Robert Marquez & M. Deniz Yavuz
2013, Volume 26, Issue 10
- 2411-2452 With a Little Help from My (Random) Friends: Success and Failure in Post-Business School Entrepreneurship
by Josh Lerner & Ulrike Malmendier - 2453-2491 Investor Heterogeneity, Investor-Management Disagreement and Share Repurchases
by Sheng Huang & Anjan V. Thakor - 2492-2547 A Structural Model of Dynamic Market Timing
by Jérome Detemple & Marcel Rindisbacher - 2548-2582 The Attractions and Perils of Flexible Mortgage Lending
by Mark J. Garmaise - 2583-2619 Does Family Control Matter? International Evidence from the 2008--2009 Financial Crisis
by Karl V. Lins & Paolo Volpin & Hannes F. Wagner - 2620-2647 Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model
by Keiichi Hori & Hiroshi Osano - 2648-2683 Determinants of Trader Profits in Commodity Futures Markets
by Michael Dewally & Louis H. Ederington & Chitru S. Fernando
2013, Volume 26, Issue 9
- 2139-2173 Combining Banking with Private Equity Investing
by Lily Fang & Victoria Ivashina & Josh Lerner - 2174-2203 The Skew Risk Premium in the Equity Index Market
by Roman Kozhan & Anthony Neuberger & Paul Schneider - 2204-2228 Libertarian Paternalism, Information Production, and Financial Decision Making
by Bruce Ian Carlin & Simon Gervais & Gustavo Manso - 2229-2269 Estimating the Costs of Issuer-Paid Credit Ratings
by Jess Cornaggia & Kimberly J. Cornaggia - 2270-2310 Rating Shopping or Catering? An Examination of the Response to Competitive Pressure for CDO Credit Ratings
by John M. Griffin & Jordan Nickerson & Dragon Yongjun Tang - 2311-2352 Optimal Life Cycle Portfolio Choice with Housing Market Cycles
by Marcel Fischer & Michael Z. Stamos - 2353-2374 Subprime Consumer Credit Demand: Evidence from a Lender's Pricing Experiment
by Sule Alan & Gyongyi Loranth - 2375-2410 Financial Capacity and Discontinuous Investment: Evidence from Emerging Market Multibusiness Firms
by Gabriel Natividad
2013, Volume 26, Issue 8
- 1854-1889 The Price of Diversifiable Risk in Venture Capital and Private Equity
by Michael Ewens & Charles M. Jones & Matthew Rhodes-Kropf - 1891-1912 Anticipated and Repeated Shocks in Liquid Markets
by Dong Lou & Hongjun Yan & Jinfan Zhang - 1914-1961 Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
by Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos - 1963-2006 Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
by Peter Christoffersen & Steven Heston & Kris Jacobs - 2008-2047 How Do CEOs Matter? The Effect of Industry Expertise on Acquisition Returns
by Cláudia Custódio & Daniel Metzger - 2049-2094 Pricing Credit Default Swaps with Observable Covariates
by Hitesh Doshi & Jan Ericsson & Kris Jacobs & Stuart M. Turnbull - 2096-2137 Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers
by Alex Boulatov & Thomas J. George
2013, Volume 26, Issue 7
- 1607-1648 Investors' Horizons and the Amplification of Market Shocks
by Cristina Cella & Andrew Ellul & Mariassunta Giannetti - 1649-1693 Momentum in Corporate Bond Returns
by Gergana Jostova & Stanislava Nikolova & Alexander Philipov & Christof W. Stahel - 1694-1739 Do Implicit Barriers Matter for Globalization?
by Francesca Carrieri & Ines Chaieb & Vihang Errunza - 1740-1786 Ambiguous Volatility and Asset Pricing in Continuous Time
by Larry G. Epstein & Shaolin Ji - 1787-1823 Identifying the Valuation Effects and Agency Costs of Corporate Diversification: Evidence from the Geographic Diversification of U.S. Banks
by Martin R. Goetz & Luc Laeven & Ross Levine - 1824-1852 'O Sole Mio: An Experimental Analysis of Weather and Risk Attitudes in Financial Decisions
by Anna Bassi & Riccardo Colacito & Paolo Fulghieri
2013, Volume 26, Issue 6
- 1363-1400 Shackling Short Sellers: The 2008 Shorting Ban
by Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang - 1401-1442 Executive Networks and Firm Policies: Evidence from the Random Assignment of MBA Peers
by Kelly Shue - 1443-1482 The Effect of Liquidity on Governance
by Alex Edmans & Vivian W. Fang & Emanuel Zur - 1483-1525 Issuer Quality and Corporate Bond Returns
by Robin Greenwood & Samuel G. Hanson - 1526-1560 Sovereign Debt, Government Myopia, and the Financial Sector
by Viral V. Acharya & Raghuram G. Rajan - 1561-1605 The Supply of Corporate Directors and Board Independence
by Anzhela Knyazeva & Diana Knyazeva & Ronald W. Masulis
2013, Volume 26, Issue 5
- 1087-1145 An Institutional Theory of Momentum and Reversal
by Dimitri Vayanos & Paul Woolley - 1146-1189 Book-to-Market Equity, Financial Leverage, and the Cross-Section of Stock Returns
by Iulian Obreja - 1190-1247 Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps
by Alessio Saretto & Heather E. Tookes - 1248-1290 Indirect Costs of Financial Distress in Durable Goods Industries: The Case of Auto Manufacturers
by Ali Hortaçsu & Gregor Matvos & Chad Syverson & Sriram Venkataraman - 1291-1323 Entangled Financial Systems
by Adam Zawadowski - 1324-1362 Economic Linkages, Relative Scarcity, and Commodity Futures Returns
by Jaime Casassus & Peng Liu & Ke Tang
2013, Volume 26, Issue 4
- 841-876 What Drives Stock Price Movements?
by Long Chen & Zhi Da & Xinlei Zhao - 877-928 Understanding the Puzzling Risk-Return Relationship for Housing
by Lu Han - 929-984 The Delegated Lucas Tree
by Ron Kaniel & Péter Kondor - 985-1020 Optimal Corporate Governance in the Presence of an Activist Investor
by Jonathan B. Cohn & Uday Rajan - 1021-1047 What Motivates Minority Acquisitions? The Trade-Offs between a Partial Equity Stake and Complete Integration
by Paige Parker Ouimet - 1048-1086 Optimal Convergence Trade Strategies
by Jun Liu & Allan Timmermann
2013, Volume 26, Issue 3
- 567-601 Managers with and without Style: Evidence Using Exogenous Variation
by C. Edward Fee & Charles J. Hadlock & Joshua R. Pierce - 602-634 Contractual Resolutions of Financial Distress
by Nicola Gennaioli & Stefano Rossi - 635-666 Misvaluing Innovation
by Lauren Cohen & Karl Diether & Christopher Malloy - 667-694 Mutual Fund's R-super-2 as Predictor of Performance
by Yakov Amihud & Ruslan Goyenko - 695-722 Using Option Prices to Infer Overpayments and Synergies in M&A Transactions
by Kathryn Barraclough & David T. Robinson & Tom Smith & Robert E. Whaley - 723-767 Realization Utility with Reference-Dependent Preferences
by Jonathan E. Ingersoll & Lawrence J. Jin - 768-805 CDS Auctions
by Mikhail Chernov & Alexander S. Gorbenko & Igor Makarov - 806-839 Is Disclosure an Effective Cleansing Mechanism? The Dynamics of Compensation Peer Benchmarking
by Michael Faulkender & Jun Yang
2013, Volume 26, Issue 2
- 287-322 Short Selling and the Price Discovery Process
by Ekkehart Boehmer & Juan (Julie) Wu - 323-367 Are U.S. CEOs Paid More? New International Evidence
by Nuno Fernandes & Miguel A. Ferreira & Pedro Matos & Kevin J. Murphy - 368-402 Corporate Governance and Value Creation: Evidence from Private Equity
by Viral V. Acharya & Oliver F. Gottschalg & Moritz Hahn & Conor Kehoe - 403-451 Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments
by Yael V. Hochberg & Joshua D. Rauh - 452-490 The Procyclical Effects of Bank Capital Regulation
by Rafael Repullo & Javier Suarez - 491-530 Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital
by Hengjie Ai & Mariano Massimiliano Croce & Kai Li - 531-566 Fiscal Policy and Asset Prices with Incomplete Markets
by Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko
2013, Volume 26, Issue 1
- 1-33 A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
by Ravi Bansal & Ivan Shaliastovich - 34-78 R&D and the Incentives from Merger and Acquisition Activity
by Gordon M. Phillips & Alexei Zhdanov - 79-114 The Price of a CEO's Rolodex
by Joseph Engelberg & Pengjie Gao & Christopher A. Parsons - 115-157 New Orders and Asset Prices
by Christopher S. Jones & Selale Tuzel - 158-207 Factor-Loading Uncertainty and Expected Returns
by Christopher S. Armstrong & Snehal Banerjee & Carlos Corona - 208-243 Out of the Dark: Hedge Fund Reporting Biases and Commercial Databases
by Adam L. Aiken & Christopher P. Clifford & Jesse Ellis - 244-285 Running for the Exit? International Bank Lending During a Financial Crisis
by Ralph De Haas & Neeltje Van Horen
2012, Volume 25, Issue 12
- 3457-3489 A Flow-Based Explanation for Return Predictability
by Dong Lou - 3490-3529 Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings
by Russ Wermers & Tong Yao & Jane Zhao - 3530-3571 Institutional Investors and Mutual Fund Governance: Evidence from Retail--Institutional Fund Twins
by Richard B. Evans & Rüdiger Fahlenbrach - 3572-3609 Cash Holdings and Credit Risk
by Viral Acharya & Sergei A. Davydenko & Ilya A. Strebulaev - 3610-3644 The Sensitivity of Corporate Cash Holdings to Corporate Governance
by Qi Chen & Xiao Chen & Katherine Schipper & Yongxin Xu & Jian Xue - 3645-3683 Overvalued Equity and Financing Decisions
by Ming Dong & David Hirshleifer & Siew Hong Teoh - 3684-3710 Ability or Finances as Constraints on Entrepreneurship? Evidence from Survival Rates in a Natural Experiment
by Steffen Andersen & Kasper Meisner Nielsen - 3711-3751 Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
by Peter Christoffersen & Vihang Errunza & Kris Jacobs & Hugues Langlois
2012, Volume 25, Issue 11
- 3169-3215 Asset Pricing and the Credit Market
by Francis A. Longstaff & Jiang Wang - 3217-3258 How Important is Having Skin in the Game? Originator-Sponsor Affiliation and Losses on Mortgage-backed Securities
by Cem Demiroglu & Christopher James - 3259-3304 Pay for Performance from Future Fund Flows: The Case of Private Equity
by Ji-Woong Chung & Berk A. Sensoy & Léa Stern & Michael S. Weisbach - 3305-3350 Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis
by Thierry Foucault & Laurent Frésard - 3351-3388 Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act
by Michael Faulkender & Mitchell Petersen - 3389-3421 Trading Fees and Efficiency in Limit Order Markets
by Jean-Edouard Colliard & Thierry Foucault - 3423-3455 Realized Skewness
by Anthony Neuberger
2012, Volume 25, Issue 10
- 2921-2958 Do Investors Buy What They Know? Product Market Choices and Investment Decisions
by Matti Keloharju & Samuli Knüpfer & Juhani Linnainmaa - 2959-2999 A Market-Based Study of the Cost of Default
by Sergei A. Davydenko & Ilya A. Strebulaev & Xiaofei Zhao - 3000-3036 Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
by Linda Allen & Turan G. Bali & Yi Tang - 3037-3076 Can Rare Events Explain the Equity Premium Puzzle?
by Christian Julliard & Anisha Ghosh - 3077-3112 Convertibles and Hedge Funds as Distributors of Equity Exposure
by Stephen J. Brown & Bruce D. Grundy & Craig M. Lewis & Patrick Verwijmeren - 3113-3140 Measuring Equity Risk with Option-implied Correlations
by Adrian Buss & Grigory Vilkov - 3141-3168 Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective
by Daniel L. Thornton & Giorgio Valente
2012, Volume 25, Issue 9
- 2635-2672 Fiscal Policies and Asset Prices
by M. Max Croce & Howard Kung & Thien T. Nguyen & Lukas Schmid - 2673-2702 Suspicious Patterns in Hedge Fund Returns and the Risk of Fraud
by Nicolas P. B. Bollen & Veronika K. Pool - 2703-2744 Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan Market
by Miguel A. Ferreira & Pedro Matos - 2745-2787 Does Idiosyncratic Volatility Proxy for Risk Exposure?
by Zhanhui Chen & Ralitsa Petkova - 2789-2839 Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability
by Andrew J. Patton & Michela Verardo - 2841-2875 Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach
by Joseph D. Piotroski & Eric C. So - 2877-2919 Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its Applications
by Xing Jin & Allen X. Zhang
2012, Volume 25, Issue 8
- 2343-2380 Bank Bailouts and Moral Hazard: Evidence from Germany
by Lammertjan Dam & Michael Koetter - 2381-2415 Loan Prospecting
by Florian Heider & Roman Inderst - 2417-2453 Securitization, Transparency, and Liquidity
by Marco Pagano & Paolo Volpin - 2455-2484 Trust and Credit: The Role of Appearance in Peer-to-peer Lending
by Jefferson Duarte & Stephan Siegel & Lance Young - 2485-2532 Are Investors Really Reluctant to Realize Their Losses? Trading Responses to Past Returns and the Disposition Effect
by Itzhak Ben-David & David Hirshleifer - 2533-2562 Educational Networks, Mutual Fund Voting Patterns, and CEO Compensation
by Alexander W. Butler & Umit G. Gurun - 2563-2599 No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice
by Veronika K. Pool & Noah Stoffman & Scott E. Yonker - 2601-2634 How Do Retirees Value Life Annuities? Evidence from Public Employees
by John Chalmers & Jonathan Reuter
2012, Volume 25, Issue 7
- 2005-2039 Evaporating Liquidity
by Stefan Nagel - 2041-2069 The Real Consequences of Market Segmentation
by Sergey Chernenko & Adi Sunderam - 2071-2108 Lender Screening and the Role of Securitization: Evidence from Prime and Subprime Mortgage Markets
by Benjamin J. Keys & Amit Seru & Vikrant Vig - 2109-2154 Asymmetric Information, Portfolio Managers, and Home Bias
by Wioletta Dziuda & Jordi Mondria - 2155-2188 Examining the Dark Side of Financial Markets: Do Institutions Trade on Information from Investment Bank Connections?
by John M. Griffin & Tao Shu & Selim Topaloglu - 2189-2224 Rare Disasters and Risk Sharing with Heterogeneous Beliefs
by Hui Chen & Scott Joslin & Ngoc-Khanh Tran - 2225-2256 Generalized Transform Analysis of Affine Processes and Applications in Finance
by Hui Chen & Scott Joslin - 2257-2299 Strategic Ownership Structure and the Cost of Debt
by Hadiye Aslan & Praveen Kumar - 2301-2342 Agency Problems and Endogenous Investment Fluctuations
by Giovanni Favara
2012, Volume 25, Issue 6
- 1675-1712 The Life Cycle of Family Ownership: International Evidence
by Julian Franks & Colin Mayer & Paolo Volpin & Hannes F. Wagner - 1713-1761 Creditor Control Rights, Corporate Governance, and Firm Value
by Greg Nini & David C. Smith & Amir Sufi - 1763-1798 A Reexamination of Tunneling and Business Groups: New Data and New Methods
by Jordan Siegel & Prithwiraj Choudhury - 1799-1843 Dynamic Debt Runs
by Zhiguo He & Wei Xiong - 1845-1896 Dynamic Hedging in Incomplete Markets: A Simple Solution
by Suleyman Basak & Georgy Chabakauri - 1897-1929 Debt Financing and Financial Flexibility Evidence from Proactive Leverage Increases
by David J. Denis & Stephen B. McKeon - 1931-1969 Fiduciary Duties and Equity-debtholder Conflicts
by Bo Becker & Per Strömberg - 1971-2004 Executive Compensation and the Role for Corporate Governance Regulation
by David L. Dicks
2012, Volume 25, Issue 5
- 1331-1338 Reviewing Less--Progressing More
by Matthew Spiegel - 1339-1365 Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition
by Dimitri Vayanos & Jiang Wang - 1366-1413 Testing Asymmetric-Information Asset Pricing Models
by Bryan Kelly & Alexander Ljungqvist - 1414-1456 Lack of Anonymity and the Inference from Order Flow
by Juhani T. Linnainmaa & Gideon Saar - 1457-1493 Flow Toxicity and Liquidity in a High-frequency World
by David Easley & Marcos M. López de Prado & Maureen O'Hara - 1494-1549 Dynamic Compensation Contracts with Private Savings
by Zhiguo He - 1550-1587 Why Does Financial Strength Forecast Stock Returns? Evidence from Subsequent Demand by Institutional Investors
by Nicole Y. Choi & Richard W. Sias - 1588-1629 Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps
by Joseph Haubrich & George Pennacchi & Peter Ritchken - 1630-1673 Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns
by Rui Albuquerque
2012, Volume 25, Issue 4
- 975-1032 Is Unbiased Financial Advice to Retail Investors Sufficient? Answers from a Large Field Study
by Utpal Bhattacharya & Andreas Hackethal & Simon Kaesler & Benjamin Loos & Steffen Meyer