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Content
June 2024, Volume 14, Issue 02
- 1-15 Experimental Finance: Introduction to the Special Issue in the QJF
by Debrah Meloso & Yehuda Izhakian & Orly Sade - 1-19 Performance Monitoring and the Incentives for Exertion of Effort
by Yevgeny Mugerman & Eyal Winter & Tomer Yafeh - 1-28 The Impact of Role Models on Women’s Self-Selection into Competitive Environments
by Kristina Meier & Alexandra Niessen-Ruenzi & Stefan Ruenzi - 1-31 Optimism in Property Markets
by Hana Cosic & Yaz Gulnur Muradoglu - 1-37 Non-Cognitive Skills at the Time of COVID-19: An Experiment with Professional Traders and Students
by Marco Angrisani & Marco Cipriani & Antonio Guarino & Ryan Kendall & Julen Zarate-Pina - 1-39 Trust and Lending: An Experimental Study
by Kyle Hyndman & Jiabin Wu & Steven Chong Xiao
March 2024, Volume 14, Issue 01
- 1-20 Futures Replication and the Law of One Futures Price
by Avi Bick - 1-31 Institutional Quality, Trust, and Stock Market Participation: Learning to Forget
by Hossein Asgharian & Lu Liu & Frederik Lundtofte - 1-36 Firm-Level Political Risk and the Cash Flow Sensitivity of Cash
by Hui Liang James & Hongxia Wang & Nilakshi Borah - 1-43 Business Strategy and M&A Transactions
by Shiang Liu & Changyu Yang - 1-47 Managing Climate Change Risks: Sea-Level Rise and Mergers and Acquisitions
by John Jianqiu Bai & Yongqiang Chu & Chen Shen & Chi Wan
December 2023, Volume 13, Issue 04
- 1-23 Venture Capital Exits and Investments: The Influences of Market Run-up, Market Timing, and Media Attention
by Y. Peter Chung & Yun Liu & Richard Smith - 1-30 Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow Rate Term Structure Models
by Marcel A. Priebsch - 1-33 Does Random Auction Ending Curb Stock Price Manipulation?
by Yiping Lin & David Michayluk & Mi Zou - 1-33 Price Discovery in the CDS Market: Evidence from Corporate Acquisitions
by Iuliana Ismailescu & Blake Phillips & Xiaowei Xu - 1-68 How Robust are Empirical Factor Models to the Choice of Breakpoints?
by Fabian Hollstein & Marcel Prokopczuk & Victoria Voigts
September 2023, Volume 13, Issue 03
- 1-30 Post-FOMC Drift
by Liang Ma & Xiaowen Zhang - 1-31 Old-Fashioned Deposit Runs
by Jonathan D. Rose - 1-32 The Trust Risk Puzzle: The Impact of Trust on the Willingness to Take Financial Risk
by Andreas Oehler & Matthias Horn & Stefan Wendt - 1-44 Sources of Funding in a Crisis: Evidence from Investment Banks
by Jean Helwege & Jan Jindra - 1-45 Liquidity Creation, Bank Competition and Revenue Diversification
by Vuong Thao Tran & Hoa Nguyen
June 2023, Volume 13, Issue 02
- 1-5 Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times
by Giampaolo Gabbi & Dan Galai & Zvi Wiener - 1-21 High Impact Research in Finance: Role of Bisociation and Creativity
by Kose John & Emma Xu - 1-24 How Do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily?
by Henry Penikas & Anastasia Skarednova & Mikhail Surkov - 1-44 Ascertaining the Inference of Bank Internal Default Probabilities Variations on Variable Rate Institutional Loan Prepayments
by Andre Horovitz - 1-48 Return of the NPLs to the Bright Side: Which Unlikely to Pay Firms are More Likely to Pay?
by Massimiliano Affinito & Giorgio Meucci - 1-48 Circular Economy, Stock Volatility, and Resilience to the COVID-19 Shock: Evidence from European Companies
by Claudio Zara & Luca Bellardini & Margherita Gobbi - 1-50 Patents as Real Options: A Sensitivity Analysis of Option Valuation Using the Binomial Model
by Grid Thoma
March 2023, Volume 13, Issue 01
- 1-28 Two Different Exits: Prediction and Performance of Stocks that are About to Stop Trading
by Ting Bai & Jens Hilscher & Yitian Xiao - 1-35 Accounting Information Completeness and Firm Default Risk
by Yaqin Hu & Xiaofei Zhao - 1-35 Why Does Volatility Uncertainty Predict Equity Option Returns?
by Jie Jay Cao & Aurelio Vasquez & Xiao Xiao & Xintong Eunice Zhan - 1-36 Consumption Risk, Stock Returns, and Economic Cycles
by Victoria Atanasov - 1-45 Does Hiring M&A Advisers Matter for Private Sellers?
by Anup Agrawal & Tommy Cooper & Qin Lian & Qiming Wang
December 2022, Volume 12, Issue 04
- 1-37 Corporate Culture, Innovation, and Female Board Representation: Evidence from Earnings Conference Calls
by Tanakorn Likitapiwat & Sirimon Treepongkaruna & Pornsit Jiraporn & Ali Uyar - 1-39 A Portfolio Model of Quantitative Easing
by Jens H. E. Christensen & Signe Krogstrup - 1-42 Dividends on Unearned Shares and Corporate Payout Policy: An Analysis of Dividend Equivalent Rights
by Z. Tingting Jia & Don M. Chance - 1-46 Do Markets Price CEOs Health Hazards? Evidence from the COVID-19 Pandemic
by Juan Pedro Gómez & Maxim Mironov - 1-52 Why do Funds Make More When They Trade More?
by Jaden Jonghyuk Kim & Jung Hoon Lee & Shyam Venkatesan
September 2022, Volume 12, Issue 03
- 1-22 Glassdoor: Are the Top CEOs Representing the Best Investments
by Greg Filbeck & Xin Zhao - 1-42 Public and Private Information: Firm Disclosure, SEC Letters, and the JOBS Act
by Sumit Agarwal & Sudip Gupta & Ryan Israelsen - 1-43 Stock Liquidity and Issuing Activity
by Alexander Barinov - 1-44 Tick Size, Institutional Trading, and Market Making: A Study of the SEC Tick Size Pilot Program
by Xin Gao & Kaitao Lin & Rui Liu - 1-61 Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence
by Massimo Guidolin & Alexei G. Orlov
June 2022, Volume 12, Issue 02
- 1-32 Does Momentum Trading Generate Extra Downside Risk?
by Victoria Dobrynskaya - 1-34 Do Stable Institutional Investors Influence Employee Safety?
by Md Ruhul Amin & Hamid Sakaki - 1-36 Index Design: Hedging and Manipulation
by Robert Jarrow & Siguang Li - 1-37 Informed Trading in Dark Pools: Fair-Access Dark Venue vs. Restricted-Access Dark Venues
by Nguyet Nguyen - 1-45 Major Customers and Corporate Payout Flexibility
by Hui Liang James & Bo Li & Thanh Ngo & Hongxia Wang
March 2022, Volume 12, Issue 01
- 1-6 Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty
by Giampaolo Gabbi & Dan Galai & Zvi Wiener - 1-16 Risk and Ambiguity in Turbulent Times
by Menachem Brenner & Yehuda Izhakian - 1-20 Modeling Non-Maturing Demand Deposits: A Proposed Methodology to Determining the Idiosyncratic Confidence Level Used for Separating Stable Deposit Volumes From Volatile Deposit Volumes
by Sophie Döpp & Andre Horovitz & Alexander Szimayer - 1-21 Communications Between Borrowers and Servicers: Evidence from COVID-19 Mortgage Forbearance Program
by Arka Prava Bandyopadhyay - 1-22 Designing Bankers’ Pay: Using Contingent Capital to Reduce Risk-Shifting Incentives
by Jens Hilscher & Sharon Peleg Lazar & Alon Raviv - 1-28 Credit Transition and Structural Shocks
by Camilla Ferretti & Giampaolo Gabbi & Piero Ganugi & Pietro Vozzella - 1-43 Asset Prices and Pandemics: The Effects of Lockdowns
by Jerome Detemple
December 2021, Volume 11, Issue 04
- 1-15 Flooded Social Connections
by Dimuthu Ratnadiwakara - 1-30 Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model
by Liao Zhu & Robert A. Jarrow & Martin T. Wells - 1-35 Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation
by Jose M. Berrospide - 1-35 State Income Tax Changes and the Demand for Municipal Bond Funds
by Jon A. Fulkerson & Nancy L. Haskell - 1-43 Anomalies in Commodity Futures Markets
by Fabian Hollstein & Marcel Prokopczuk & Björn Tharann
September 2021, Volume 11, Issue 03
- 1-32 Non-Conflicted Trader “Maker-Taker” Decisions and Execution Quality
by Ryan Garvey & Tao Huang & Fei Wu - 1-35 The Use of ETFs in Internationally-Focused Mutual Fund Portfolios
by D. Eli Sherrill & Sara E. Shirley & Jeffrey R. Stark - 1-35 The Volatility Premium
by Bjorn Eraker - 1-45 Secured Debt, Agency Problems, and the Classic Model of the Firm
by Javier F. Navas - 1-51 Role of Institutional Investors: Evidence from the Foreign Rule-144A Debt Market
by Alan G. Huang & Madhu Kalimipalli & Subhankar Nayak & Latha Ramchand
June 2021, Volume 11, Issue 02
- 1-31 Alternatives to Traditional Mortgage Financing in Residential Real Estate: Rent to Own and Contract for Deed Sales
by Min Park - 1-35 Efficient Market Managers
by Vladimir Atanasov & Christo Pirinsky & Qinghai Wang - 1-37 Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility
by Jing-Zhi Huang & Zhijian James Huang & Li Xu - 1-46 Do Women Directors Improve Firm Performance and Risk in India?
by Rwan El-Khatib & Nishi Joy - 1-47 How Do Banks Use Bailout Money? Optimal Capital Structure, New Equity, and the TARP
by Ryan Taliaferro
March 2021, Volume 11, Issue 01
- 1-24 European Puts, Credit Protection, and Endogenous Default
by Jorge Cruz López & Alfredo Ibáñez - 1-32 Do Algorithmic Traders Improve Liquidity When Information Asymmetry is High?
by Archana Jain & Chinmay Jain & Revansiddha Basavaraj Khanapure - 1-43 Do Bond Investors Price Tail Risk Exposures of Financial Institutions?
by Sudheer Chava & Rohan Ganduri & Vijay Yerramilli - 1-46 Fee Complexity and Investor Mistakes in Retail Financial Markets
by Bige Kahraman - 1-53 Does Stock Liquidity Affect Corporate Debt Maturity Structure?
by Joseph M. Marks & Chenguang Shang
December 2020, Volume 10, Issue 04
- 1-38 Endogenous Asset Fire Sales and Bank Lending Incentives
by Zhongzhi Song - 1-38 Inter-Firm Connections, Alliance Formation and the Value Created by Alliances
by Yun Liu & Tomas Mantecon & Sabatino Dino Silveri & Wei Sun - 1-39 Benefits of Publicity
by Umit G. Gurun - 1-44 Dynamic Liquidity Preferences of Mutual Funds
by Jiekun Huang - 1-52 High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
by Liao Zhu & Sumanta Basu & Robert A. Jarrow & Martin T. Wells
September 2020, Volume 10, Issue 03
- 1-27 The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants
by Gordon J. Alexander & Mark A. Peterson - 1-38 Acquiring Labor
by Paige Ouimet & Rebecca Zarutskie - 1-46 The Variation in Variance Risk Premium and its Predictive Power: Evidence from Option Market Sentiments
by Y. Peter Chung & Sun-Joong Yoon - 1-48 ICAPM and the Accruals Anomaly
by Hui Guo & Paulo Maio - 1-53 Director Industry Expertise and Voluntary Corporate Disclosure
by Natasha Burns & Kristina Minnick & Kartik Raman
June 2020, Volume 10, Issue 02
- 1-23 Gender Competitiveness and Predictability, and Prize Money in Grand Slam Tennis Tournaments
by David Feldman & Shulamith T. Gross & Yang Long - 1-27 An Empirical Analysis of Commodity Convenience Yields
by Cantekin Dincerler & Zeigham Khokher & Timothy Simin - 1-31 Big Fish in a Small Pond: Institutional Trading of Penny Stocks
by Wei Huang & George J. Jiang - 1-42 Is There an On-the-Run Premium in TIPS?
by Jens H. E. Christensen & Jose A. Lopez & Patrick J. Shultz - 1-50 Corporate Tax Avoidance and Firm Value Discount
by Richard Herron & Rajarishi Nahata
March 2020, Volume 10, Issue 01
- 1-38 The Effects of Yield Control Monetary Policy: A Helicopter Money Drop to Financial Institutions
by Robert Jarrow & Sujan Lamichhane
February 2020, Volume 10, Issue 01
- 1-33 The Effect of Institutional Investors’ Voice on the Terms and Outcome of Freeze-out Tender Offers
by Beni Lauterbach & Yevgeny Mugerman - 1-52 When Do Governance Mechanisms Matter Most?
by Derek Horstmeyer & Kara Wells
December 2019, Volume 10, Issue 01
- 1-37 Highly Liquid Mortgage Bonds Using the Match Funding Principle
by Jens Dick-Nielsen & Jacob Gyntelberg
November 2019, Volume 10, Issue 01
- 1-51 Unlimited FDIC Insurance and the Implications for Corporate Cash
by Anna-Leigh Stone
December 2019, Volume 09, Issue 04
- 1-29 Banking Relationships and Creditor Rights
by Vidhan K. Goyal & S. Lakshmi Naaraayanan & Anand Srinivasan - 1-35 An Empirical Examination of Mutual Fund Boards
by Felix Meschke - 1-36 Can Post-Merger Integration Costs and Synergy Delays Explain Leverage Dynamics of Mergers?
by Sergey Tsyplakov - 1-40 Are Antitakeover Amendments Good for Shareholders? Evidence from the Adoption of Antitakeover Provisions in the Post-SOX Era
by Erin E. Smith - 1-49 The Functional Stochastic Discount Factor
by Ngoc-Khanh Tran
September 2019, Volume 09, Issue 03
- 1-33 The Association between Complexity and Managerial Discretion in the Property and Casualty Insurance Industry
by M. Martin Boyer & Elijah Brewer & Willie Reddic - 1-34 Short-Run Bond Risk Premia
by Philippe Mueller & Andrea Vedolin & Hao Zhou - 1-36 China and the SDR: Financial Liberalization through the Back Door
by Barry Eichengreen & Guangtao Xia - 1-51 Advertising, Attention, and Stock Returns
by Thomas J. Chemmanur & An Yan - 1-67 Blockholders on Boards and CEO Compensation, Turnover and Firm Valuation
by Anup Agrawal & Tareque Nasser
June 2019, Volume 09, Issue 02
- 1-23 TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico
by Santiago García-Verdú & Manuel Ramos-Francia & Manuel Sánchez-Martínez - 1-36 Ambiguity Aversion and the Variance Premium
by Jianjun Miao & Bin Wei & Hao Zhou - 1-40 Beyond Independence: CEO Influence and the Internal Operations of the Board
by Derek Horstmeyer - 1-47 Do Investors Perceive Marking-to-Model as Marking-to-Myth? Early Evidence from FAS 157 Disclosure
by Kalin S. Kolev - 1-54 CEO Turnover, Information Uncertainty, and Debt Contracting
by Saiying Deng & Vincent J. Intintoli & Andrew Zhang
March 2019, Volume 09, Issue 01
- 1-21 CEO Compensation after Harvester Director Departure
by Victor Esteban Jarosiewicz - 1-25 Short-Term Return Reversals and Intraday Transactions
by Kotaro Miwa - 1-28 The Impact of Public Pension Funds and Other Limited Partners on the Governance of Venture Capital Funds
by Vladimir Atanasov & Thomas Hall & Vladimir Ivanov & Katherine Litvak - 1-43 Who Reacts to News?
by Doina Chichernea & Collin Gilstrap & Kershen Huang & Alex Petkevich - 1-62 Forecasting Bond Risk Premia with Unspanned Macroeconomic Information
by Rui Liu
December 2018, Volume 08, Issue 04
- 1-4 Introduction
by Dan Galai & Zvi Wiener - 1-19 Business Cycles and Conditional Credit-Rating Migration Matrices
by Dmitri Boreiko & Serguei Kaniovski & Yuri Kaniovski & Georg Ch. Pflug - 1-19 Are Banks Special?
by Michel Crouhy & Dan Galai - 1-20 Financial Companies’ Failures: Early Warning Information from Systematic and Systemic Risk Measures
by Fabrizio Cipollini & Alessandro Giannozzi & Fiammetta Menchetti & Oliviero Roggi - 1-30 Mortgage Loans and Bank Risk Taking: Finding the Risk “Sweet Spot”
by Yevgeny Mugerman & Joseph Tzur & Arie Jacobi - 1-31 Do Capital Adequacy and Credit Quality Affect Systematic Risk? Investigation of a Sample of European Listed Banks in Light of EBA Stress Tests
by Stefano Miani & Josanco Floreani & Andrea Paltrinieri
September 2018, Volume 08, Issue 03
- 1-19 Risk Premia in the 8:30 Economy
by Jon Faust & Jonathan H. Wright - 1-27 The Asymmetric Effects of Monetary Policy on Stock Market
by Cheng Jiang - 1-39 Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments
by Thomas J. Brennan & Andrew W. Lo & Ruixun Zhang - 1-40 Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach
by Ehab Yamani & David Rakowski - 1-59 Corporate Financial and Investment Policies in the Presence of a Blockholder on the Board
by Anup Agrawal & Tareque Nasser
June 2018, Volume 08, Issue 02
- 1-28 Investor Relations Role in Merger and Acquisition Activity
by Kate Upton - 1-29 The Benefits and Costs of the TARP Bailouts: A Critical Assessment
by Allen N. Berger - 1-32 The Information Content of Loan Growth in Banks
by Michelle Zemel - 1-33 Local Obesity Prevalence and Corporate Policies
by Anup Agrawal & Yuree Lim - 1-33 An Equilibrium Capital Asset Pricing Model in Markets with Price Jumps and Price Bubbles
by Robert Jarrow
March 2018, Volume 08, Issue 01
- 1-25 The Explanatory Power of Order Imbalance Measures
by B. Hardy Johnson & Ethan D. Watson - 1-29 Dealing with Overleverage: Restricting Leverage vs. Restricting Variable Compensation
by Pedro Gete & Juan-Pedro Gómez - 1-40 The Impact of Exogenous Corporate Governance Changes on Innovation and Market Value
by Lei Gao & Andrey Zagorchev - 1-52 National Culture and Governance on Bondholder Wealth: Evidence from Joint Ventures and Strategic Alliances around the World
by Jun Chen & Tao-Hsien Dolly King & Xinxin Li - 1-60 Monetary Policy Surprises over Time
by Marcello Pericoli & Giovanni Veronese
December 2017, Volume 07, Issue 04
- 1-29 Capital Structure Along the Supply Chain: How Does Customer Leverage Affect Supplier Leverage Decisions?
by Yongqiang Chu & Liying Wang - 1-33 Cyclical and Persistent Carry Trade Returns and Forward Premia
by Haitham A. Al-Zoubi - 1-36 Property Rights and CDS Spreads: When Is There a Strong Transfer Risk from the Sovereigns to the Corporates?
by Jennie Bai & Shang-Jin Wei - 1-39 Term Premium Dynamics and the Taylor Rule
by Michael Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley Zin - 1-41 The First Difference Property of the Present Value Operator
by Stephen A. Buser & Bjarne Astrup Jensen
September 2017, Volume 07, Issue 03
- 1-31 How Ordinary Consumers Make Complex Economic Decisions: Financial Literacy and Retirement Readiness
by Annamaria Lusardi & Olivia S. Mitchell - 1-35 The Impacts of Intellectual Property Rights Protection on Cross-Border M&As
by Iftekhar Hasan & Fahad Khalil & Xian Sun - 1-38 Brain Drain: Are Mutual Funds Losing Their Best Minds?
by Leonard Kostovetsky - 1-43 The Impact of Iceberg Orders in Limit Order Books
by Stefan Frey & Patrik Sandås - 1-58 Boardroom Brawls: An Empirical Analysis of Disputes Involving Directors
by Anup Agrawal & Mark A. Chen
June 2017, Volume 07, Issue 02
- 1-30 Humans, Econs and Portfolio Choice
by Michael J. Best & Robert R. Grauer - 1-30 Determinants of Corporate Bond Trading: A Comprehensive Analysis
by Edith Hotchkiss & Gergana Jostova - 1-33 Cross-Sectional Determinants of Information Quality Proxies and Cost of Capital Measures
by Michelle Liu & Peter Wysocki - 1-35 CEO Social Status and Risk-Taking
by Joshua Shemesh - 1-35 Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds?
by Hany A. Shawky & Ying Wang
March 2017, Volume 07, Issue 01
- 1-20 Private Class Action Litigation Risk of Chinese Firms Listed in the US
by Jan Jindra & Torben Voetmann & Ralph A. Walkling - 1-21 Seasonality in Perceived Risk: A Sentiment Effect
by Guy Kaplanski & Haim Levy - 1-26 The Accrual Anomaly and the Announcement Effect of Short Arbitrage
by Michael Sullivan & Andrew Jianzhong Zhang - 1-38 The Role of Skewness in Mergers and Acquisitions
by R. Jared DeLisle & Nathan Walcott - 1-41 Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover
by Anup Agrawal & Tommy Cooper
December 2016, Volume 06, Issue 04
- 1-21 How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages?
by Yevgeny Mugerman & Moran Ofir & Zvi Wiener - 1-23 Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution
by Michal Czerwonko & Stylianos Perrakis - 1-27 Are SPDR Options Good for the Underlying Stocks?
by Shinhua Liu - 1-28 Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications
by Michal Czerwonko & Stylianos Perrakis - 1-39 Cash Holdings and CEO Turnover
by Vincent J. Intintoli & Kathleen M. Kahle
September 2016, Volume 06, Issue 03
- 1-23 Firm Risk-Taking and CEO Visibility
by Yixin Liu & Yilei Zhang & Pornsit Jiraporn - 1-23 How do Corporate Governance Decisions Affect Bondholders?
by Hong Li & Yuan Wang - 1-24 Geography and Local (Dis)advantage: Evidence from Muni Bond Funds
by Saiying Deng & David Rakowski - 1-48 Are Direct Investments by the Federal Reserve a Good Idea? A Corporate Finance Perspective
by Hong Chen & Murray Frank - 1-49 Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
by Song Han & Hao Zhou
June 2016, Volume 06, Issue 02
- 1-26 Stabilizing Large Financial Institutions with Contingent Capital Certificates
by Mark J. Flannery - 1-34 Multinational Firms, Internal Capital Markets, and the Value of Global Diversification
by Jason Sturgess - 1-39 Executive Stock Options and Earnings Management: A Theoretical and Empirical Analysis
by Ohad Kadan & Jun Yang - 1-46 Underreaction to News in the US Stock Market
by Nitish Ranjan Sinha - 1-56 Can Affine Models Match the Moments in Bond Yields?
by Peter Feldhütter
March 2016, Volume 06, Issue 01
- 1-20 Transaction Risk, Derivative Assets, and Equilibrium
by H. Henry Cao & Dongyan Ye - 1-33 The Effects of Covenant Violations on the Underpricing of Seasoned Equity Offerings and the Implied Cost of Equity Capital
by Anh Ngo & Hong Duong & Anthony Chen - 1-44 Derivatives, Short Selling and US Equity and Bond Mutual Funds
by Kaveh Moradi Dezfouli & Lawrence Kryzanowski - 1-44 Money Market Funds and the Prospect of a US Treasury Default
by Emily Gallagher & Sean Collins - 1-59 Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk
by David P. Brown & Miguel A. Ferreira
December 2015, Volume 05, Issue 04
- 1-24 Financial Constraints, R&D Investment, and the Value of Cash Holdings
by Laurence Booth & Christos Ntantamis & Jun Zhou - 1-38 Is More News Good News? Media Coverage of CEOs, Firm Value, and Rent Extraction
by Bang Dang Nguyen - 1-40 Does Institutional Ownership Promote the Transformation of Underperforming Firms?
by Grigori Erenburg & Janet Kiholm Smith & Richard Smith - 1-41 Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
by Belén Nieto & Alfonso Novales & Gonzalo Rubio - 1-46 Market Volatility and IPO Filing Activity
by Walid Y. Busaba & Yun Li & Guorong Yang
September 2015, Volume 05, Issue 03
- 1-32 Information Asymmetry and Corporate Governance
by Jie Cai & Yixin Liu & Yiming Qian & Miaomiao Yu - 1-32 Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets
by Jan Ericsson & Joel Reneby & Hao Wang - 1-33 Institutional Investors and Foreign Exchange Risk
by Timo Korkeamaki & Danielle Xu - 1-40 Location Specific Styles and US Venture Capital Contracting
by Ola Bengtsson & S. Abraham Ravid - 1-46 Firm Size and Capital Structure
by Alexander Kurshev & Ilya A. Strebulaev
2015, Volume 05, Issue 02
- 1-34 The Impact of a Central Bank's Bond Market Intervention on Foreign Exchange Rates
by Robert Jarrow & Hao Li - 1-37 The Structure and Pricing of Corporate Debt Covenants
by Michael Bradley & Michael R. Roberts - 1-43 Hedge Fund Characteristics and Performance Persistence: Evidence from 1996–2006
by Pavitra Kumar - 1-45 Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
by Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan - 1-51 Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005
by Viral V. Acharya & Stephen Schaefer & Yili Zhang
2015, Volume 05, Issue 01
- 1-31 Uninformed Trading and Information Uncertainty in the Post-IPO Market
by Rahul Ravi - 1-37 US Corporate Investment Over the Political Cycle
by Adam Yonce - 1-39 Equity Trading in the 21st Century: An Update
by James J. Angel & Lawrence E. Harris & Chester S. Spatt - 1-48 Separating the Components of Default Risk: A Derivative-Based Approach
by Anh Le - 1-49 Disclosure Policies of Investment Funds
by Thomas J. George & Chuan-Yang Hwang
2014, Volume 04, Issue 04
- 1-21 Market Participation and Dividend Clienteles
by Marco Rossi - 1-33 Debt Market Liquidity and Corporate Default Prediction
by Deming Wu & Suning Zhang - 1-34 Incentives and Relative Wealth Concerns
by Salvatore Miglietta