Content
June 2010, Volume 23, Issue 6
- 2523-2559 Is Default Risk Negatively Related to Stock Returns?
by Sudheer Chava & Amiyatosh Purnanandam - 2560-2590 Information, the Cost of Credit, and Operational Efficiency: An Empirical Study of Microfinance
by Mark J. Garmaise & Gabriel Natividad
2010, Volume 23, Issue 5
- 1771-1818 Why Do Firms Use Private Equity to Opt Out of Public Markets?
by Sreedhar T. Bharath & Amy K. Dittmar - 1819-1854 Performance-Sensitive Debt
by Gustavo Manso & Bruno Strulovici & Alexei Tchistyi - 1855-1908 The Going-Public Decision and the Product Market
by Thomas J. Chemmanur & Shan He & Debarshi K. Nandy - 1909-1940 New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index
by Charles J. Hadlock & Joshua R. Pierce - 1941-1980 Which Firms Follow the Market? An Analysis of Corporate Investment Decisions
by Tor-Erik Bakke & Toni M. Whited - 1981-2023 Repeated Signaling and Firm Dynamics
by Christopher A. Hennessy & Dmitry Livdan & Bruno Miranda - 2024-2059 The Economic Consequences of IPO Spinning
by Xiaoding Liu & Jay R. Ritter - 2060-2098 Strategic Flexibility and the Optimality of Pay for Sector Performance
by Radhakrishnan Gopalan & Todd Milbourn & Fenghua Song - 2099-2138 Executive Compensation: A New View from a Long-Term Perspective, 1936--2005
by Carola Frydman & Raven E. Saks - 2139-2183 Option Valuation with Conditional Heteroskedasticity and Nonnormality
by Peter Christoffersen & Redouane Elkamhi & Bruno Feunou & Kris Jacobs - 2184-2227 Discrete-Time Affine-super-ℚ Term Structure Models with Generalized Market Prices of Risk
by Anh Le & Kenneth J. Singleton & Qiang Dai
April 2010, Volume 23, Issue 4
- 1325-1359 Ambiguity in Asset Markets: Theory and Experiment
by Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame - 1360-1404 Investment under Uncertainty, Heterogeneous Beliefs, and Agency Conflicts
by Yahel Giat & Steve T. Hackman & Ajay Subramanian - 1405-1432 Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds
by James J. Choi & David Laibson & Brigitte C. Madrian - 1433-1466 Heterogeneous Expectations and Bond Markets
by Wei Xiong & Hongjun Yan - 1467-1502 Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection
by Lionel Martellini & Volker Ziemann - 1503-1543 Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information
by Bruno Biais & Peter Bossaerts & Chester Spatt - 1544-1595 Insider Trades and Demand by Institutional and Individual Investors
by Richard W. Sias - 1596-1650 The Market Price of Aggregate Risk and the Wealth Distribution
by YiLi Chien & Hanno Lustig - 1651-1680 Asset Return Dynamics and Learning
by William A. Branch & George W. Evans - 1681-1717 Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
by Harald Hau & Massimo Massa & Joel Peress - 1718-1740 Excess Comovement in International Equity Markets: Evidence from Cross-border Mergers
by Richard A. Brealey & Ian A. Cooper & Evi Kaplanis - 1741-1770 The Value of Control in Emerging Markets
by Anusha Chari & Paige P. Ouimet & Linda L. Tesar
March 2010, Volume 23, Issue 3
- 939-961 The State of Corporate Governance Research
by Lucian A. Bebchuk & Michael S. Weisbach - 962-1003 What Do Independent Directors Know? Evidence from Their Trading
by Enrichetta Ravina & Paola Sapienza - 1004-1050 Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes?
by Steven N. Kaplan & Joshua Rauh - 1051-1088 Extreme Governance: An Analysis of Dual-Class Firms in the United States
by Paul A. Gompers & Joy Ishii & Andrew Metrick - 1089-1119 Investor Protection and Interest Group Politics
by Lucian A. Bebchuk & Zvika Neeman - 1120-1148 Managerial Agency and Bond Covenants
by Sudheer Chava & Praveen Kumar & Arthur Warga - 1149-1199 Lending Relationships and Information Rents: Do Banks Exploit Their Information Advantages?
by Carola Schenone - 1200-1230 Endogenous Entry and Partial Adjustment in IPO Auctions: Are Institutional Investors Better Informed?
by Yao-Min Chiang & Yiming Qian & Ann E. Sherman - 1231-1260 The Evolution of Corporate Ownership after IPO: The Impact of Investor Protection
by C. Fritz Foley & Robin Greenwood - 1261-1286 Internal Governance Mechanisms and Operational Performance: Evidence from Index Mutual Funds
by John C. Adams & Sattar A. Mansi & Takeshi Nishikawa - 1287-1323 How Do Pensions Affect Corporate Capital Structure Decisions?
by Anil Shivdasani & Irina Stefanescu - 3093-3129 Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund
by Marco Becht & Julian Franks & Colin Mayer & Stefano Rossi - 3131-3169 Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences
by Reena Aggarwal & Isil Erel & René Stulz & Rohan Williamson - 3245-3285 Do Foreigners Invest Less in Poorly Governed Firms?
by Christian Leuz & Karl V. Lins & Francis E. Warnock
February 2010, Volume 23, Issue 2
- 467-486 The "Antidirector Rights Index" Revisited
by Holger Spamann - 487-517 Do Envious CEOs Cause Merger Waves?
by Anand M. Goel & Anjan V. Thakor - 519-547 Financial Visibility and the Decision to Go Private
by Hamid Mehran & Stavros Peristiani - 549-580 How Law Affects Lending
by Rainer Haselmann & Katharina Pistor & Vikrant Vig - 581-599 Evidence on the Dark Side of Internal Capital Markets
by Oguzhan Ozbas & David S. Scharfstein - 601-644 Shareholders at the Gate? Institutional Investors and Cross-Border Mergers and Acquisitions
by Miguel A. Ferreira & Massimo Massa & Pedro Matos - 645-703 The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
by Harjoat S. Bhamra & Lars-Alexander Kuehn & Ilya A. Strebulaev - 705-739 Learning by Trading
by Amit Seru & Tyler Shumway & Noah Stoffman - 741-780 When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
by Ralph S. J. Koijen & Theo E. Nijman & Bas J. M. Werker - 781-820 Market-Based Corrective Actions
by Philip Bond & Itay Goldstein & Edward Simpson Prescott - 821-862 Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
by David E. Rapach & Jack K. Strauss & Guofu Zhou - 863-899 The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
by Michael W. Brandt & Alon Brav & John R. Graham & Alok Kumar - 901-937 Do Analysts Herd? An Analysis of Recommendations and Market Reactions
by Narasimhan Jegadeesh & Woojin Kim
January 2010, Volume 23, Issue 1
- 1-23 Portfolio Performance and Agency
by Philip H. Dybvig & Heber K. Farnsworth & Jennifer N. Carpenter - 25-100 Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications
by Jérome Detemple & Marcel Rindisbacher - 101-146 Dynamic Investment and Financing under Personal Taxation
by Erwan Morellec & Norman Schürhoff - 147-168 Return Reversals, Idiosyncratic Risk, and Expected Returns
by Wei Huang & Qianqiu Liu & S. Ghon Rhee & Liang Zhang - 169-202 Expected Idiosyncratic Skewness
by Brian Boyer & Todd Mitton & Keith Vorkink - 203-246 Information Linkages and Correlated Trading
by Paolo Colla & Antonio Mele - 247-269 Financial Constraints, Investment, and the Value of Cash Holdings
by David J. Denis & Valeriy Sibilkov - 271-303 Ex-dividend Arbitrage in Option Markets
by Jia Hao & Avner Kalay & Stewart Mayhew - 305-344 Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho - 345-383 Variance Risk-Premium Dynamics: The Role of Jumps
by Viktor Todorov - 385-432 The Effects of Marital Status and Children on Savings and Portfolio Choice
by David A. Love - 433-464 Expanding Credit Access: Using Randomized Supply Decisions to Estimate the Impacts
by Dean Karlan & Jonathan Zinman
2009, Volume 24, Issue 4
- 1141-1203 Lending Relationships and Loan Contract Terms
by Sreedhar T. Bharath & Sandeep Dahiya & Anthony Saunders & Anand Srinivasan
December 2009, Volume 22, Issue 12
- 4849-4880 Tunnel-Proofing the Executive Suite: Transparency, Temptation, and the Design of Executive Compensation
by Thomas H. Noe - 4881-4917 A Multiplicative Model of Optimal CEO Incentives in Market Equilibrium
by Alex Edmans & Xavier Gabaix & Augustin Landier - 4919-4948 Empire-Building or Bridge-Building? Evidence from New CEOs' Internal Capital Allocation Decisions
by Yuhai Xuan - 4949-4988 Bankruptcy Codes and Innovation
by Viral V. Acharya & Krishnamurthy V. Subramanian - 4989-5026 Investment Banks as Insiders and the Market for Corporate Control
by Andriy Bodnaruk & Massimo Massa & Andrei Simonov - 5027-5067 Macro Factors in Bond Risk Premia
by Sydney C. Ludvigson & Serena Ng - 5069-5098 Empirical Analysis of Corporate Credit Lines
by Gabriel Jiménez & Jose A. Lopez & Jesus Saurina - 5099-5131 Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
by Benjamin Yibin Zhang & Hao Zhou & Haibin Zhu - 5133-5174 Basis Assets
by Dong-Hyun Ahn & Jennifer Conrad & Robert F. Dittmar - 5175-5212 Brokerage Commissions and Institutional Trading Patterns
by Michael A. Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener - 5213-5249 Return Decomposition
by Long Chen & Xinlei Zhao - 5251-5294 Expected Returns and the Business Cycle: Heterogeneous Goods and Time-Varying Risk Aversion
by Lars A. Lochstoer
November 2009, Volume 22, Issue 11
- 4301-4334 Anomalies
by Erica X. N. Li & Dmitry Livdan & Lu Zhang - 4335-4376 Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices
by Haitao Li & Feng Zhao - 4377-4422 Good Times or Bad Times? Investors' Uncertainty and Stock Returns
by Arzu Ozoguz - 4423-4461 Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
by Anders B. Trolle & Eduardo S. Schwartz - 4463-4492 Expected Stock Returns and Variance Risk Premia
by Tim Bollerslev & George Tauchen & Hao Zhou - 4493-4529 Understanding Index Option Returns
by Mark Broadie & Mikhail Chernov & Michael Johannes - 4531-4552 Open-Loop Equilibria and Perfect Competition in Option Exercise Games
by Kerry Back & Dirk Paulsen - 4553-4599 Benchmarking Money Manager Performance: Issues and Evidence
by Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok - 4601-4641 A Dynamic Model of the Limit Order Book
by Ioanid Rosu - 4643-4680 Size and Focus of a Venture Capitalist's Portfolio
by Paolo Fulghieri - 4681-4714 Incentive Contracts in Delegated Portfolio Management
by C. Wei Li & Ashish Tiwari - 4715-4752 On the Growth Effect of Stock Market Liberalizations
by Nandini Gupta & Kathy Yuan - 4753-4786 A Reexamination of Corporate Governance and Equity Prices
by Shane A. Johnson & Theodore C. Moorman & Sorin Sorescu - 4787-4820 The Sale of Multiple Assets with Private Information
by Zhiguo He - 4821-4847 Option Backdating and Board Interlocks
by John Bizjak & Michael Lemmon & Ryan Whitby
October 2009, Volume 22, Issue 10
- 3839-3871 The Limitations of Industry Concentration Measures Constructed with Compustat Data: Implications for Finance Research
by Ashiq Ali & Sandy Klasa & Eric Yeung - 3873-3906 Disagreement and Learning in a Dynamic Contracting Model
by Tobias Adrian & Mark M. Westerfield - 3907-3939 Liquidity and Manipulation of Executive Compensation Schemes
by Ulf Axelson & Sandeep Baliga - 3941-3976 Large Shareholders and Corporate Policies
by Henrik Cronqvist & Rüdiger Fahlenbrach - 3977-4007 Scaling the Hierarchy: How and Why Investment Banks Compete for Syndicate Co-management Appointments
by Alexander Ljungqvist & Felicia Marston & William J. Wilhelm - 4009-4056 Ownership: Evolution and Regulation
by Julian Franks & Colin Mayer & Stefano Rossi - 4057-4090 Estimating the Effect of Hierarchies on Information Use
by Jose M. Liberti & Atif R. Mian - 4091-4127 Pension Reform, Ownership Structure, and Corporate Governance: Evidence from a Natural Experiment
by Mariassunta Giannetti & Luc Laeven - 4129-4156 Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry
by Daniel Bergstresser & John M. R. Chalmers & Peter Tufano - 4157-4188 Ambiguity Aversion and the Term Structure of Interest Rates
by Patrick Gagliardini & Paolo Porchia & Fabio Trojani - 4189-4217 Conflicts of Interest and Stock Recommendations: The Effects of the Global Settlement and Related Regulations
by Ohad Kadan & Leonardo Madureira & Rong Wang & Tzachi Zach - 4219-4258 Measuring Abnormal Bond Performance
by Hendrik Bessembinder & Kathleen M. Kahle & William F. Maxwell & Danielle Xu - 4259-4299 Demand-Based Option Pricing
by Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman
September 2009, Volume 22, Issue 9
- 3329-3365 How Active Is Your Fund Manager? A New Measure That Predicts Performance
by K. J. Martijn Cremers & Antti Petajisto - 3367-3409 On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
by Long Chen & Pierre Collin-Dufresne & Robert S. Goldstein - 3411-3447 Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
by Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov - 3449-3490 Model Comparison Using the Hansen-Jagannathan Distance
by Raymond Kan & Cesare Robotti - 3491-3530 An Economic Evaluation of Empirical Exchange Rate Models
by Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas - 3531-3561 The Geography of Hedge Funds
by Melvyn Teo - 3563-3594 Institutional Investors and the Informational Efficiency of Prices
by Ekkehart Boehmer & Eric K. Kelley - 3595-3627 Information in Equity Markets with Ambiguity-Averse Investors
by Judson A. Caskey - 3629-3668 Theory-Based Illiquidity and Asset Pricing
by Tarun Chordia & Sahn-Wook Huh & Avanidhar Subrahmanyam - 3669-3705 Simulation-Based Estimation of Contingent-Claims Prices
by Peter C. B. Phillips & Jun Yu - 3707-3734 Price Drift as an Outcome of Differences in Higher-Order Beliefs
by Snehal Banerjee & Ron Kaniel & Ilan Kremer - 3735-3777 The Effectiveness of Reputation as a Disciplinary Mechanism in Sell-Side Research
by Lily Fang & Ayako Yasuda - 3779-3837 Bank Liquidity Creation
by Allen N. Berger & Christa H. S. Bouwman
August 2009, Volume 22, Issue 8
- 2907-2939 Government Control of Privatized Firms
by Bernardo Bortolotti & Mara Faccio - 2941-2971 Strategic Financial Innovation in Segmented Markets
by Rohit Rahi & Jean-Pierre Zigrand - 2973-3004 Do Shareholder Rights Affect the Cost of Bank Loans?
by Sudheer Chava & Dmitry Livdan & Amiyatosh Purnanandam - 3005-3046 Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability
by &Lubos Pástor & Lucian A. Taylor & Pietro Veronesi - 3047-3091 How Are U.S. Family Firms Controlled?
by Belén Villalonga & Raphael Amit - 3093-3129 Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund
by Marco Becht & Julian Franks & Colin Mayer & Stefano Rossi - 3131-3169 Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences
by Reena Aggarwal & Isil Erel & René Stulz & Rohan Williamson - 3171-3209 The Euro and Corporate Valuations
by Arturo Bris & Yrjö Koskinen & Mattias Nilsson - 3211-3243 Does Asymmetric Information Drive Capital Structure Decisions?
by Sreedhar T. Bharath & Paolo Pasquariello & Guojun Wu - 3245-3285 Do Foreigners Invest Less in Poorly Governed Firms?
by Christian Leuz & Karl V. Lins & Francis E. Warnock - 3287-3328 The Effects and Unintended Consequences of the Sarbanes-Oxley Act on the Supply and Demand for Directors
by James S. Linck & Jeffry M. Netter & Tina Yang
July 2009, Volume 22, Issue 7
- 2257-2294 Is the Market for Mortgage-Backed Securities a Market for Lemons?
by Chris Downing & Dwight Jaffee - 2295-2330 Are "Market Neutral" Hedge Funds Really Market Neutral?
by Andrew J. Patton - 2331-2370 How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings
by John M. Griffin & Jin Xu - 2371-2406 New Measures for Performance Evaluation
by Alexander Cherny & Dilip Madan - 2407-2443 Liquidity and Market Crashes
by Jennifer Huang & Jiang Wang - 2445-2485 The "Wall Street Walk" and Shareholder Activism: Exit as a Form of Voice
by Anat R. Admati & Paul Pfleiderer - 2487-2533 Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans
by Joshua D. Rauh - 2535-2558 Testing Portfolio Efficiency with Conditioning Information
by Wayne E. Ferson & Andrew F. Siegel - 2559-2599 Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices
by Michael S. Johannes & Nicholas G. Polson & Jonathan R. Stroud - 2601-2633 Time-Varying Risk Premiums and the Output Gap
by Ilan Cooper - 2635-2672 On Loan Sales, Loan Contracting, and Lending Relationships
by Steven Drucker & Manju Puri - 2673-2705 Corruption, Political Connections, and Municipal Finance
by Alexander W. Butler & Larry Fauver & Sandra Mortal
June 2009, Volume 22, Issue 6
- 2133-2168 Big Business Owners in Politics
by Pramuan Bunkanwanicha & Yupana Wiwattanakantang - 2169-2199 The Economics of Fraudulent Accounting
by Simi Kedia & Thomas Philippon - 2201-2238 Market Liquidity and Funding Liquidity
by Markus K. Brunnermeier & Lasse Heje Pedersen - 2239-2274 Asset Returns and the Listing Choice of Firms
by Shmuel Baruch & Gideon Saar - 2275-2302 How Noise Trading Affects Markets: An Experimental Analysis
by Robert Bloomfield & Maureen O'Hara & Gideon Saar - 2303-2330 The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion
by Harjoat S. Bhamra & Raman Uppal - 2331-2360 Do Politically Connected Boards Affect Firm Value?
by Eitan Goldman & Jörg Rocholl & Jongil So - 2361-2392 Investment, Financing Constraints, and Internal Capital Markets: Evidence from the Advertising Expenditures of Multinational Firms
by C. Edward Fee & Charles J. Hadlock & Joshua R. Pierce - 2393-2421 The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation
by Michael R. King & Dan Segal - 2423-2455 Dividends and Corporate Shareholders
by Michael J. Barclay & Clifford G. Holderness & Dennis P. Sheehan
May 2009, Volume 22, Issue 5
- 1777-1815 Incentives and Mutual Fund Performance: Higher Performance or Just Higher Risk Taking?
by Massimo Massa - 1817-1843 Ambiguity and Nonparticipation: The Role of Regulation
by David Easley & Maureen O'Hara - 1845-1887 Insider Trading Laws and Stock Price Informativeness
by Nuno Fernandes & Miguel A. Ferreira - 1889-1914 Distinguishing the Effect of Overconfidence from Rational Best-Response on Information Aggregation
by Shimon Kogan - 1915-1953 Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy?
by Victor DeMiguel & Lorenzo Garlappi & Raman Uppal - 1955-1980 Failure Is an Option: Impediments to Short Selling and Options Prices
by Richard B. Evans & Christopher C. Geczy & Adam V. Reed - 1981-2006 Systematic Risk and the Price Structure of Individual Equity Options
by Jin-Chuan Duan & Jason Wei - 2007-2057 A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
by Anders B. Trolle & Eduardo S. Schwartz - 2059-2085 Margin Trading, Overpricing, and Synchronization Risk
by Sanjeev Bhojraj & Robert J. Bloomfield & William B. Tayler - 2087-2131 Financial Analysts' Performance: Sector Versus Country Specialization
by Frédéric Sonney
April 2009, Volume 22, Issue 4
- 1377-1408 The Myth of Diffuse Ownership in the United States
by Clifford G. Holderness - 1409-1445 Takeovers and the Cross-Section of Returns
by K. J. Martijn Cremers & Vinay B. Nair & Kose John - 1447-1475 The Choice of Corporate Liquidity and Corporate Governance
by Hayong Yun - 1477-1504 IPO Pricing and Allocation: A Survey of the Views of Institutional Investors
by Tim Jenkinson & Howard Jones - 1505-1544 Do IPOs Affect the Prices of Other Stocks? Evidence from Emerging Markets
by Matías Braun & Borja Larrain - 1545-1584 Asset Salability and Debt Maturity: Evidence from Nineteenth-Century American Railroads
by Efraim Benmelech - 1585-1620 Strategic Disclosure and Stock Returns: Theory and Evidence from US Cross-Listing
by Shingo Goto & Masahiro Watanabe & Yan Xu - 1621-1657 Leasing, Ability to Repossess, and Debt Capacity
by Andrea L. Eisfeldt & Adriano A. Rampini - 1659-1691 The Real Effects of Debt Certification: Evidence from the Introduction of Bank Loan Ratings
by Amir Sufi - 1693-1745 The Nature and Persistence of Buyback Anomalies
by Urs Peyer - 1747-1776 The Performance of Private Equity Funds
by Ludovic Phalippou & Oliver Gottschalg
2009, Volume 22, Issue 3
- 925-957 Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz - 959-993 Nondiversification Traps in Catastrophe Insurance Markets
by Rustam Ibragimov & Dwight Jaffee & Johan Walden - 995-1020 Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
by Evan Gatev & Til Schuermann & Philip E. Strahan - 1021-1056 Y2K Options and the Liquidity Premium in Treasury Markets
by Suresh Sundaresan & Zhenyu Wang - 1057-1088 Bank Lines of Credit in Corporate Finance: An Empirical Analysis
by Amir Sufi - 1089-1118 Motivating Entrepreneurial Activity in a Firm
by Antonio E. Bernardo & Hongbin Cai & Jiang Luo - 1119-1148 Trade-offs in Staying Close: Corporate Decision Making and Geographic Dispersion
by Augustin Landier & Vinay B. Nair & Julie Wulf - 1149-1177 Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition
by Paul J. Irvine & Jeffrey Pontiff - 1179-1211 How Do Mergers Create Value? A Comparison of Taxes, Market Power, and Efficiency Improvements as Explanations for Synergies
by Erik Devos & Palani-Rajan Kadapakkam & Srinivasan Krishnamurthy - 1213-1245 Loyalty-Based Portfolio Choice
by Lauren Cohen - 1247-1277 Mispricing of S&P 500 Index Options
by George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis - 1279-1310 Mutual Fund Fees Around the World
by Ajay Khorana & Henri Servaes & Peter Tufano - 1311-1341 Variance Risk Premiums
by Peter Carr & Liuren Wu - 1343-1375 Cointegration and Consumption Risks in Asset Returns
by Ravi Bansal & Robert Dittmar & Dana Kiku
March 2009, Volume 22, Issue 3
- 925-957 Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz - 959-993 Nondiversification Traps in Catastrophe Insurance Markets
by Rustam Ibragimov & Dwight Jaffee & Johan Walden - 995-1020 Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
by Evan Gatev & Til Schuermann & Philip E. Strahan - 1021-1056 Y2K Options and the Liquidity Premium in Treasury Markets
by Suresh Sundaresan & Zhenyu Wang - 1057-1088 Bank Lines of Credit in Corporate Finance: An Empirical Analysis
by Amir Sufi - 1089-1118 Motivating Entrepreneurial Activity in a Firm
by Antonio E. Bernardo & Hongbin Cai & Jiang Luo - 1119-1148 Trade-offs in Staying Close: Corporate Decision Making and Geographic Dispersion
by Augustin Landier & Vinay B. Nair & Julie Wulf - 1149-1177 Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition
by Paul J. Irvine & Jeffrey Pontiff - 1179-1211 How Do Mergers Create Value? A Comparison of Taxes, Market Power, and Efficiency Improvements as Explanations for Synergies
by Erik Devos & Palani-Rajan Kadapakkam & Srinivasan Krishnamurthy - 1213-1245 Loyalty-Based Portfolio Choice
by Lauren Cohen - 1247-1277 Mispricing of S&P 500 Index Options
by George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis - 1279-1310 Mutual Fund Fees Around the World
by Ajay Khorana & Henri Servaes & Peter Tufano