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Content
2012, Volume 25, Issue 4
- 1033-1069 Financial Leverage, Corporate Investment, and Stock Returns
by Ali K. Ozdagli - 1070-1110 The Hazards of Debt: Rollover Freezes, Incentives, and Bailouts
by Ing-Haw Cheng & Konstantin Milbradt - 1111-1154 Precarious Politics and Return Volatility
by Maria Boutchkova & Hitesh Doshi & Art Durnev & Alexander Molchanov - 1155-1206 The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures
by Peter Feldhütter - 1207-1254 Bond Liquidity Premia
by Jean-Sébastien Fontaine & René Garcia - 1255-1285 Finding a Good Price in Opaque Over-the-Counter Markets
by Haoxiang Zhu - 1286-1329 Treating Measurement Error in Tobin's q
by Timothy Erickson & Toni M. Whited
2012, Volume 25, Issue 3
- 639-679 Journalists and the Stock Market
by Casey Dougal & Joseph Engelberg & Diego García & Christopher A. Parsons - 680-710 Snow and Leverage
by Xavier Giroud & Holger M. Mueller & Alex Stomper & Arne Westerkamp - 711-746 Corporate Dividend Policies: Lessons from Private Firms
by Roni Michaely & Michael R. Roberts - 747-796 Optimal Priority Structure, Capital Structure, and Investment
by Dirk Hackbarth & David C. Mauer - 797-837 Corporate Liquidity and Capital Structure
by Ronald W. Anderson & Andrew Carverhill - 838-867 Trade Credit Contracts
by Leora Klapper & Luc Laeven & Raghuram Rajan - 868-912 Financing Constraints and the Cost of Capital: Evidence from the Funding of Corporate Pension Plans
by John L. Campbell & Dan S. Dhaliwal & William C. Schwartz - 913-936 Mutual Fund Tournaments: The Sorting Bias and New Evidence
by Christopher G. Schwarz - 937-974 Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake
by George O. Aragon & Vikram Nanda
2012, Volume 25, Issue 2
- 315-340 Are Corporate Default Probabilities Consistent with the Static Trade-off Theory?
by Armen Hovakimian & Ayla Kayhan & Sheridan Titman - 341-376 Macroeconomic Conditions and Capital Raising
by Isil Erel & Brandon Julio & Woojin Kim & Michael S. Weisbach - 377-407 Assessing TARP
by Dinara Bayazitova & Anil Shivdasani - 408-438 Do Country-level Investor Protections Affect Security-level Contract Design? Evidence from Foreign Bond Covenants
by Darius P. Miller & Natalia Reisel - 439-479 Jumps and Information Flow in Financial Markets
by Suzanne S. Lee - 480-521 Optimal Corporate Governance and Compensation in a Dynamic World
by Thomas H. Noe & Michael J. Rebello - 522-556 Takeover Bidding with Signaling Incentives
by Tingjun Liu - 557-598 Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs
by Amber Anand & Paul Irvine & Andy Puckett & Kumar Venkataraman - 599-638 Commodity Liquidity Measurement and Transaction Costs
by Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti
2012, Volume 25, Issue 1
- 1-54 Hedge Fund Stock Trading in the Financial Crisis of 2007--2009
by Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi - 55-95 Level 3 Assets: Booking Profits and Concealing Losses
by Konstantin Milbradt - 96-143 The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance
by Zheng Sun & Ashley Wang & Lu Zheng - 144-186 Managerial Attributes and Executive Compensation
by John R. Graham & Si Li & Jiaping Qiu - 187-226 Corporate Governance Objectives of Labor Union Shareholders: Evidence from Proxy Voting
by Ashwini K. Agrawal - 227-277 Takeovers and Divergence of Investor Opinion
by Sris Chatterjee & Kose John & An Yan - 278-313 The Inventory Growth Spread
by Frederico Belo & Xiaoji Lin
2011, Volume 24, Issue 12
- 3841-3890 What Segments Equity Markets?
by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel - 3891-3940 Global versus Local Asset Pricing: A New Test of Market Integration
by Harald Hau - 3941-3992 How Important Is the Financial Media in Global Markets?
by John M. Griffin & Nicholas H. Hirschey & Patrick J. Kelly - 3993-4036 Real Options Signaling Games with Applications to Corporate Finance
by Steven R. Grenadier & Andrey Malenko - 4037-4090 How Does Venture Capital Financing Improve Efficiency in Private Firms? A Look Beneath the Surface
by Thomas J. Chemmanur & Karthik Krishnan & Debarshi K. Nandy - 4091-4122 The Costs of Being Private: Evidence from the Loan Market
by Anthony Saunders & Sascha Steffen - 4123-4166 Bond Ladders and Optimal Portfolios
by Kenneth L. Judd & Felix Kubler & Karl Schmedders
2011, Volume 24, Issue 11
- 3519-3555 Self-fulfilling Credit Market Freezes
by Lucian A. Bebchuk & Itay Goldstein - 3556-3600 Family Business Groups around the World: Financing Advantages, Control Motivations, and Organizational Choices
by Ronald W. Masulis & Peter Kien Pham & Jason Zein - 3601-3641 Large Shareholder Diversification and Corporate Risk-Taking
by Mara Faccio & Maria-Teresa Marchica & Roberto Mura - 3642-3687 Conglomerates and Industry Distress
by Radhakrishnan Gopalan & Kangzhen Xie - 3688-3730 What Does Equity Sector Orderflow Tell Us About the Economy?
by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz - 3731-3777 Common Risk Factors in Currency Markets
by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan - 3778-3812 A Model of Portfolio Delegation and Strategic Trading
by Albert S. Kyle & Hui Ou-Yang & Bin Wei - 3813-3840 Investor Reactions to CEOs' Inside Debt Incentives
by Chenyang Wei & David Yermack
2011, Volume 24, Issue 10
- 3197-3249 Determinants of Dividend Smoothing: Empirical Evidence
by Mark T. Leary & Roni Michaely - 3250-3280 The Bear's Lair: Index Credit Default Swaps and the Subprime Mortgage Crisis
by Richard Stanton & Nancy Wallace - 3281-3320 Do Hedge Funds Manage Their Reported Returns?
by Vikas Agarwal & Naveen D. Daniel & Narayan Y. Naik - 3321-3368 The Economics of Super Managers
by Nina Baranchuk & Glenn MacDonald & Jun Yang - 3369-3400 A Theory of Debt Market Illiquidity and Leverage Cyclicality
by Christopher A. Hennessy & Josef Zechner - 3401-3433 Optimal Property Rights in Financial Contracting
by Kenneth Ayotte & Patrick Bolton - 3434-3485 Managerial Autonomy, Allocation of Control Rights, and Optimal Capital Structure
by Arnoud W. A. Boot & Anjan V. Thakor - 3486-3518 Former CEO Directors: Lingering CEOs or Valuable Resources?
by Rüdiger Fahlenbrach & Bernadette A. Minton & Carrie H. Pan
2011, Volume 24, Issue 9
- 2865-2894 Tractability in Incentive Contracting
by Alex Edmans & Xavier Gabaix - 2895-2934 Information in (and not in) the Term Structure
by Gregory R. Duffee - 2935-2973 Dividend Policies in an Unregulated Market: The London Stock Exchange, 1895--1905
by Fabio Braggion & Lyndon Moore - 2974-3007 Financial Constraints, R&D Investment, and Stock Returns
by Dongmei Li - 3008-3024 The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?
by Prachi Deuskar - 3025-3068 Learning from Prices and the Dispersion in Beliefs
by Snehal Banerjee - 3069-3104 Information Sales and Strategic Trading
by Diego García & Francesco Sangiorgi - 3105-3138 Can VCs Time the Market? An Analysis of Exit Choice for Venture-backed Firms
by Eric Ball & Hsin Hui Chiu & Richard Smith - 3139-3186 Recourse and Residential Mortgage Default: Evidence from US States 1
by Andra C. Ghent & Marianna Kudlyak - 3187-3195 Erratum
by Joel Peress
2011, Volume 24, Issue 8
- 2527-2574 What Factors Drive Global Stock Returns?
by Kewei Hou & G. Andrew Karolyi & Bong-Chan Kho - 2575-2616 Risk Shifting and Mutual Fund Performance
by Jennifer Huang & Clemens Sialm & Hanjiang Zhang - 2617-2655 Credit Default Swaps and the Empty Creditor Problem
by Patrick Bolton & Martin Oehmke - 2656-2692 Bank Liquidity, Interbank Markets, and Monetary Policy
by Xavier Freixas & Antoine Martin & David Skeie - 2693-2737 Does Government Ownership Affect the Cost of Debt? Evidence from Privatization
by Ginka Borisova & William L. Megginson - 2738-2780 Learning and Asset-price Jumps
by Ravi Bansal & Ivan Shaliastovich - 2781-2821 Growing Out of Trouble? Corporate Responses to Liability Risk
by Todd A. Gormley & David A. Matsa - 2822-2863 The Effect of Risk on the CEO Market
by Alex Edmans & Xavier Gabaix
2011, Volume 24, Issue 7
- 2207-2241 Mergers, Spinoffs, and Employee Incentives
by Paolo Fulghieri & Merih Sevilir - 2242-2285 Anticipation, Acquisitions, and Bidder Returns: Industry Shocks and the Transfer of Information across Rivals
by Jie Cai & Moon H. Song & Ralph A. Walkling - 2286-2315 Do Investment Banks Matter for M&A Returns?
by Jack Bao & Alex Edmans - 2316-2357 Implications of Data Screens on Merger and Acquisition Analysis: A Large Sample Study of Mergers and Acquisitions from 1992 to 2009
by Jeffry Netter & Mike Stegemoller & M. Babajide Wintoki - 2358-2394 Corporate Governance Propagation through Overlapping Directors
by Christa H. S. Bouwman - 2395-2428 Governance Through Trading and Intervention: A Theory of Multiple Blockholders
by Alex Edmans & Gustavo Manso - 2429-2461 Short Arbitrage, Return Asymmetry, and the Accrual Anomaly
by David Hirshleifer & Siew Hong Teoh & Jeff Jiewei Yu - 2462-2498 The Private Equity Advantage: Leveraged Buyout Firms and Relationship Banking
by Victoria Ivashina & Anna Kovner - 2499-2525 Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China
by Kai Li & Tan Wang & Yan-Leung Cheung & Ping Jiang
2011, Volume 24, Issue 6
- 1773-1781 The Academic Analysis of the 2008 Financial Crisis: Round 1
by Matthew Spiegel - 1782-1813 The Influence of the Home Owners' Loan Corporation on Housing Markets During the 1930s
by Price V. Fishback & Alfonso Flores-Lagunes & William C. Horrace & Shawn Kantor & Jaret Treber - 1814-1847 Securitization and Mortgage Renegotiation: Evidence from the Great Depression
by Andra C. Ghent - 1848-1880 Understanding the Subprime Mortgage Crisis
by Yuliya Demyanyk & Otto Van Hemert - 1881-1915 Originate-to-distribute Model and the Subprime Mortgage Crisis
by Amiyatosh Purnanandam - 1916-1943 Bank Corporate Loan Pricing Following the Subprime Crisis
by João A. C. Santos - 1944-1979 Liquidity Management and Corporate Investment During a Financial Crisis
by Murillo Campello & Erasmo Giambona & John R. Graham & Campbell R. Harvey - 1980-2022 Margin-based Asset Pricing and Deviations from the Law of One Price
by Nicolae Gârleanu & Lasse Heje Pedersen - 2023-2052 The Composition Matters: Capital Inflows and Liquidity Crunch During a Global Economic Crisis
by Hui Tong & Shang-Jin Wei - 2053-2083 Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis
by Celso Brunetti & Mario di Filippo & Jeffrey H. Harris - 2084-2120 Competition, Risk-shifting, and Public Bail-out Policies
by Reint Gropp & Hendrik Hakenes & Isabel Schnabel - 2121-2165 Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards
by Angela Maddaloni & Jose-Luis Peydro - 2166-2205 Crisis Resolution and Bank Liquidity
by Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer
2011, Volume 24, Issue 5
- 1407-1446 Stochastic House Appreciation and Optimal Mortgage Lending
by Tomasz Piskorski & Alexei Tchistyi - 1447-1480 Informed and Uninformed Investment in Housing: The Downside of Diversification
by Elena Loutskina & Philip E. Strahan - 1481-1512 All the News That's Fit to Reprint: Do Investors React to Stale Information?
by Paul C. Tetlock - 1513-1559 Do Behavioral Biases Adversely Affect the Macro-economy?
by George M. Korniotis & Alok Kumar - 1560-1589 Do Investors Learn from Experience? Evidence from Frequent IPO Investors
by Yao-Min Chiang & David Hirshleifer & Yiming Qian & Ann E. Sherman - 1590-1629 Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility
by Yufeng Han & David Lesmond - 1630-1666 Why Do (Some) Households Trade So Much?
by Juhani T. Linnainmaa - 1667-1697 Participation Constraints in the Stock Market: Evidence from Unexpected Inheritance Due to Sudden Death
by Steffen Andersen & Kasper Meisner Nielsen - 1698-1734 Hedge Funds: Pricing Controls and the Smoothing of Self-reported Returns
by Gavin Cassar & Joseph Gerakos - 1735-1771 The Impact of Hedge Fund Activism on the Target Firm's Existing Bondholders
by April Klein & Emanuel Zur
2011, Volume 24, Issue 4
- 971-982 The Value of Bank Capital and the Structure of the Banking Industry
by Franklin Allen & Paolo Fulghieri & Hamid Mehran - 983-1018 Credit Market Competition and Capital Regulation
by Franklin Allen & Elena Carletti & Robert Marquez - 1019-1067 Bank Capital and Value in the Cross-Section
by Hamid Mehran - 1068-1101 The Effect of Bank Mergers on Loan Prices: Evidence from the United States
by Isil Erel - 1102-1140 Staying, Dropping, or Switching: The Impacts of Bank Mergers on Small Firms
by Hans Degryse & Nancy Masschelein & Janet Mitchell - 1204-1260 The Impact of a Strong Bank-Firm Relationship on the Borrowing Firm
by Nishant Dass & Massimo Massa - 1261-1298 What You Sell Is What You Lend? Explaining Trade Credit Contracts
by Mariassunta Giannetti & Mike Burkart & Tore Ellingsen - 1299-1335 Asset-Backed Securities: Costs and Benefits of "Bankruptcy Remoteness"
by Kenneth Ayotte & Stav Gaon - 1337-1377 Interbank Contagion at Work: Evidence from a Natural Experiment
by Rajkamal Iyer & José-Luis Peydró - 1378-1405 Too Many to Fail? Evidence of Regulatory Forbearance When the Banking Sector Is Weak
by Craig O. Brown & I. Serdar Dinç
2011, Volume 24, Issue 3
- 629-674 Revisiting Asset Pricing Puzzles in an Exchange Economy
by Christine A. Parlour & Richard Stanton & Johan Walden - 675-720 Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds
by Zhi Da & Pengjie Gao & Ravi Jagannathan - 721-753 Market Liquidity and Flow-driven Risk
by Prachi Deuskar & Timothy C. Johnson - 754-785 Obfuscation, Learning, and the Evolution of Investor Sophistication
by Bruce Ian Carlin & Gustavo Manso - 786-820 Inheriting Losers
by Li Jin & Anna Scherbina - 821-852 Price Efficiency and Short Selling
by Pedro A. C. Saffi & Kari Sigurdsson - 853-891 Do Peso Problems Explain the Returns to the Carry Trade?
by Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo - 892-925 The Price Impact of Institutional Herding
by Amil Dasgupta & Andrea Prat & Michela Verardo - 926-970 A New Perspective on Gaussian Dynamic Term Structure Models
by Scott Joslin & Kenneth J. Singleton & Haoxiang Zhu
2011, Volume 24, Issue 2
- 321-357 When Do Banks Listen to Their Analysts? Evidence from Mergers and Acquisitions
by David Haushalter & Michelle Lowry - 358-401 Internal Capital Markets and Corporate Politics in a Banking Group
by K. J. Martijn Cremers & Rocco Huang & Zacharias Sautner - 402-438 Are U.S. CEOs Paid More Than U.K. CEOs? Inferences from Risk-adjusted Pay
by Martin J. Conyon & John E. Core & Wayne R. Guay - 439-472 Pay for Performance? CEO Compensation and Acquirer Returns in BHCs
by Kristina Minnick & Haluk Unal & Liu Yang - 473-505 A Simple Robust Link Between American Puts and Credit Protection
by Peter Carr & Liuren Wu - 506-534 Fuzzy Math, Disclosure Regulation, and Market Outcomes: Evidence from Truth-in-Lending Reform
by Victor Stango & Jonathan Zinman - 535-592 Shareholder Activism and CEO Pay
by Yonca Ertimur & Fabrizio Ferri & Volkan Muslu - 593-627 When Are Analyst Recommendation Changes Influential?
by Roger K. Loh & René M. Stulz
October 2011, Volume 24, Issue 1
- 46-81 News--Good or Bad--and Its Impact on Volatility Predictions over Multiple Horizons
by Xilong Chen & Eric Ghysels
2011, Volume 24, Issue 1
- 1-45 What's Vol Got to Do with It
by Itamar Drechsler & Amir Yaron - 82-122 Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
by Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap - 123-168 Do the Best Hedge Funds Hedge?
by Sheridan Titman & Cristian Tiu - 169-207 Relative Wealth Concerns and Complementarities in Information Acquisition
by Diego García & Günter Strobl - 208-247 Expectations, Bond Yields, and Monetary Policy
by Albert Lee Chun - 248-278 Collateral Values by Asset Class: Evidence from Primary Securities Dealers
by Leonardo Bartolini & Spence Hilton & Suresh Sundaresan & Christopher Tonetti - 279-319 How Deep Is the Annuity Market Participation Puzzle?
by Joachim Inkmann & Paula Lopes & Alexander Michaelides
December 2010, Volume 23, Issue 12
- 4187-4241 The Aggregate Dynamics of Capital Structure and Macroeconomic Risk
by Harjoat S. Bhamra & Lars-Alexander Kuehn & Ilya A. Strebulaev - 4242-4280 Capital Structure and Debt Structure
by Joshua D. Rauh & Amir Sufi - 4281-4323 Dollars Dollars Everywhere, Nor Any Dime to Lend: Credit Limit Constraints on Financial Sector Absorptive Capacity
by Asim Ijaz Khwaja & Atif Mian & Bilal Zia - 4324-4347 Do Regulations Based on Credit Ratings Affect a Firm's Cost of Capital?
by Darren J. Kisgen & Philip E. Strahan - 4348-4388 Entrepreneurial Finance and Nondiversifiable Risk
by Hui Chen & Jianjun Miao & Neng Wang - 4389-4418 Short Selling Around Seasoned Equity Offerings
by Tyler R. Henry & Jennifer L. Koski - 4419-4454 Interim News and the Role of Proxy Voting Advice
by Cindy R. Alexander & Mark A. Chen & Duane J. Seppi & Chester S. Spatt - 4455-4495 Dividend Stickiness and Strategic Pooling
by Ilan Guttman & Ohad Kadan & Eugene Kandel - 4496-4540 The Role of Institutional Investors in Initial Public Offerings
by Thomas J. Chemmanur & Gang Hu & Jiekun Huang
November 2010, Volume 23, Issue 11
- 3889-3928 The Effects of Price Risk on Housing Demand: Empirical Evidence from U.S. Markets
by Lu Han - 3929-3965 Why Do Household Portfolio Shares Rise in Wealth?
by Jessica A. Wachter & Motohiro Yogo - 3966-3995 Stock Market Liquidity and the Long-run Stock Performance of Debt Issuers
by Alexander W. Butler & Hong Wan - 3996-4025 Event Study Testing with Cross-sectional Correlation of Abnormal Returns
by James W. Kolari & Seppo Pynnönen - 4026-4077 SEO Risk Dynamics
by Murray Carlson & Adlai Fisher & Ron Giammarino - 4078-4114 Judicial Discretion in Corporate Bankruptcy
by Nicola Gennaioli & Stefano Rossi - 4115-4147 Control of Corporate Decisions: Shareholders vs. Management
by Milton Harris & Artur Raviv - 4148-4186 Incentives, Targeting, and Firm Performance: An Analysis of Non-executive Stock Options
by Yael V. Hochberg & Laura Lindsey
October 2010, Volume 23, Issue 10
- 3595-3637 When Shareholders Are Creditors: Effects of the Simultaneous Holding of Equity and Debt by Non-commercial Banking Institutions
by Wei Jiang & Kai Li & Pei Shao - 3638-3664 Does Competition Reduce the Risk of Bank Failure?
by David Martinez-Miera & Rafael Repullo - 3665-3699 Credit Line Usage, Checking Account Activity, and Default Risk of Bank Borrowers
by Lars Norden & Martin Weber - 3700-3737 The Information Content of Bank Loan Covenants
by Cem Demiroglu & Christopher M. James - 3738-3772 Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies
by Arthur Korteweg & Morten Sorensen - 3773-3811 Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis
by Gerard Hoberg & Gordon Phillips - 3812-3848 Pay (Be)for(e) Performance: The Signing Bonus as an Incentive Device
by Edward Dickersin Van Wesep - 3849-3888 Stock and Option Grants with Performance-based Vesting Provisions
by Carr Bettis & John Bizjak & Jeffrey Coles & Swaminathan Kalpathy
2010, Volume 23, Issue 9
- 3279-3328 Measurement Errors in Investment Equations
by Heitor Almeida & Murillo Campello & Antonio F. Galvao - 3329-3345 Reward for Luck in a Dynamic Agency Model
by Florian Hoffmann & Sebastian Pfeil - 3346-3400 Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method
by Lorenzo Garlappi & Georgios Skoulakis - 3401-3436 A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns
by David Hirshleifer & Danling Jiang - 3437-3468 The Mispricing Return Premium
by Michael J. Brennan & Ashley W. Wang - 3469-3519 Expected Returns and Expected Growth in Rents of Commercial Real Estate
by Alberto Plazzi & Walter Torous & Rossen Valkanov - 3520-3557 Does Public Financial News Resolve Asymmetric Information?
by Paul C. Tetlock - 3558-3594 Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages
by Sheridan Titman & Sergey Tsyplakov
August 2010, Volume 23, Issue 8
- 2935-2969 CEO Replacement Under Private Information
by Roman Inderst & Holger M. Mueller - 2970-3016 Dynamic Mean-Variance Asset Allocation
by Suleyman Basak & Georgy Chabakauri - 3017-3047 The Representative Agent of an Economy with External Habit Formation and Heterogeneous Risk Aversion
by Costas Xiouros & Fernando Zapatero - 3048-3097 Formal versus Informal Finance: Evidence from China
by Meghana Ayyagari & Asli Demirgüç-Kunt & Vojislav Maksimovic - 3098-3140 Optimal Mortgage Design
by Tomasz Piskorski & Alexei Tchistyi - 3141-3189 Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices
by Peter Christoffersen & Kris Jacobs & Karim Mimouni - 3190-3224 Long-Run Risk through Consumption Smoothing
by Georg Kaltenbrunner & Lars A. Lochstoer - 3225-3277 Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
by John M. Griffin & Patrick J. Kelly & Federico Nardari
July 2010, Volume 23, Issue 7
- 2591-2647 Temporary versus Permanent Shocks: Explaining Corporate Financial Policies
by Alexander S. Gorbenko - 2648-2679 The Design of Corporate Debt Structure and Bankruptcy
by Ernst-Ludwig von Thadden & Erik Berglöf & Gérard Roland - 2680-2729 On Correlation and Default Clustering in Credit Markets
by Antje Berndt & Peter Ritchken & Zhiqiang Sun - 2730-2756 The "Dominant Bank Effect:" How High Lender Reputation Affects the Information Content and Terms of Bank Loans
by David Gaddis Ross - 2757-2788 Distance and Private Information in Lending
by Sumit Agarwal - 2789-2820 Financing under Extreme Risk: Contract Terms and Returns to Private Investments in Public Equity
by Susan Chaplinsky - 2821-2864 The Information Content of IPO Prospectuses
by Kathleen Weiss Hanley - 2865-2899 Acquisition Values and Optimal Financial (In)Flexibility
by Ulrich Hege - 2900-2934 Outstanding Debt and the Household Portfolio
by Thomas A. Becker
June 2010, Volume 23, Issue 6
- 2229-2267 Housing Wealth and Consumption Growth: Evidence from a Large Panel of Households
by Jie Gan - 2268-2302 Corporate Real Estate Holdings and the Cross-Section of Stock Returns
by Selale Tuzel - 2303-2341 The Economics of Private Equity Funds
by Andrew Metrick - 2342-2373 Side-by-Side Management of Hedge Funds and Mutual Funds
by Tom Nohel & Z. Jay Wang & Lu Zheng - 2374-2428 The Determinants of Stock and Bond Return Comovements
by Lieven Baele - 2429-2463 Information Immobility and Foreign Portfolio Investment
by Sandro C. Andrade & Vidhi Chhaochharia - 2464-2491 The Market Portfolio May Be Mean/Variance Efficient After All
by Moshe Levy & Richard Roll - 2492-2522 Convertible Bond Arbitrageurs as Suppliers of Capital
by Darwin Choi & Mila Getmansky & Brian Henderson & Heather Tookes