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Content
2015, Volume 05, Issue 01
- 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 - 1-44 Information Efficiency and Firm-Specific Return Variation
by Patrick J. Kelly - 1-53 The Dynamics of Bank Spreads and Financial Structure
by Reint Gropp & Christoffer Kok & Jung-Duk Lichtenberger
2014, Volume 04, Issue 03
- 1-31 Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture
by Jing-Zhi Huang & Li Xu - 1-31 IPO Pricing Mechanisms in the Presence of When-Issued Markets
by Pegaret Pichler & Alex Stomper - 1-32 Why Do IPO Offer Prices Only Partially Adjust?
by Özgür Ş. İnce - 1-35 How Much Do Analysts Influence Each Other's Forecasts?
by Jonathan B. Cohn & Jennifer L. Juergens - 1-50 Why Are Put Options So Expensive?
by Oleg Bondarenko
2014, Volume 04, Issue 02
- 1-27 The Welfare Implications of Health Capital Investment
by Sara B. Holland - 1-39 CEO Turnover and Compensation: An Empirical Investigation
by Rachel Graefe-Anderson - 1-39 Do Local Investors Know More? Evidence from Mutual Fund Location and Investments
by Johan Sulaeman - 1-51 Do Equity Markets Favor Credit Market News Over Options Market News?
by Antje Berndt & Anastasiya Ostrovnaya
2014, Volume 04, Issue 01
- 1-34 Interventions and Expected Exchange Rates in Emerging Market Economies
by Santiago García-Verdú & Manuel Ramos-Francia - 1-34 An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation
by Qiang Dai & Olesya V. Grishchenko - 1-36 International Capital Flows and Bond Risk Premia
by Jesus Sierra - 1-36 Blockholder Ownership and Corporate Control: The Role of Liquidity
by William C. Gerken - 1-42 Realized Volatility, Liquidity, and Corporate Yield Spreads
by Marco Rossi
2013, Volume 03, Issue 03n04
- 1-21 Could the Virtual be Similar to the Real? A First Look from an Efficient Markets Perspective
by Ruoke Yang - 1-23 The Information Content of Investors' Expectations for Risk and Return
by Thomas Berry & Keith Jacks Gamble - 1-27 What is the (Real Option) Value of a College Degree?
by Jeffrey R. Stokes - 1-30 Distinguishing Rational and Behavioral Models of Momentum
by Dongmei Li - 1-32 Seasoned Equity Offerings, Valuation and Timing: Evidence from 1980's and 1990's
by Jan Jindra - 1-33 Real-Time Profitability of Published Anomalies: An Out-of-Sample Test
by Jing-Zhi Huang & Zhijian Huang - 1-53 Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice
by Steven J. Davis & Paul Willen - 1-57 Restrictions on Allocation Discretion: Evidence from Clawbacks in Hong Kong IPOs
by Emmanuel Morales-Camargo
2013, Volume 03, Issue 02
- 1-12 Abnormal Profit Opportunities and the Informational Advantage of High Frequency Trading
by Robert Jarrow & Hao Li - 1-20 Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
by Söhnke M. Bartram & Natasha Burns & Jean Helwege - 1-25 Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks: Evidence of Flight-to-Quality
by Michael S. Pagano & T. Shawn Strother - 1-39 Alleviating Coordination Problems and Regulatory Constraints Through Financial Risk Management
by Marcel Boyer & M. Martin Boyer & René Garcia - 1-49 Evaluating Predictors within a Present-Value Framework
by Jhe Yun
2013, Volume 03, Issue 01
- 1-20 A Tax-Based Estimate of the Elasticity of Intertemporal Substitution
by Jonathan Gruber - 1-21 A Rational Foundation for Trend-Chasing and Contrarian Trades with Implications for Momentum Anomalies
by Haim Kedar-Levy - 1-35 Linear Beta Pricing with Inefficient Benchmarks
by George Diacogiannis & David Feldman - 1-36 Financial Distress Risk and the Hedging of Foreign Currency Exposure
by M. Martin Boyer & Monica Marin - 1-46 The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market
by Silvia Muzzioli
2012, Volume 02, Issue 04
- 1-24 Bankruptcy Section 363 Sales: Choices and Consequences
by Dror Parnes - 1-26 Political Influence and TARP Investments in Credit Unions
by Elisabeta Pana & Linus Wilson - 1-38 How Much Does Risk Tolerance Change?
by Claudia R. Sahm - 1-41 The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?
by Francesca Carrieri & Vihang Errunza & Sergei Sarkissian - 1-63 Exchange Rate Fundamentals and Order Flow
by Martin D. D. Evans & Richard K. Lyons
2012, Volume 02, Issue 03
- 1-24 Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility
by Masaaki Fujii & Akihiko Takahashi - 1-27 Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches
by Andrew Ang & Morten Sorensen - 1-42 Efficiency and the Disposition Effect in NFL Prediction Markets
by Samuel M. Hartzmark & David H. Solomon - 1-46 Where is the Value in High Frequency Trading?
by Álvaro Cartea & José Penalva - 1-56 Filtering Out Expected Dividends and Expected Returns
by Oleg Rytchkov
2012, Volume 02, Issue 02
- 1-34 Liquidity Risk Premia in Corporate Bond Markets
by Frank de Jong & Joost Driessen - 1-40 Analyst Conflicts and Research Quality
by Anup Agrawal & Mark A. Chen - 1-42 The Importance of Angel Investing in Financing the Growth of Entrepreneurial Ventures
by Scott Shane - 1-49 Heterogeneous Market Responses and the Listing Effect in M&A
by Qingzhong Ma & David A. Whidbee & Wei Zhang - 1-51 Estimation of Dynamic Term Structure Models
by Gregory R. Duffee & Richard H. Stanton
2012, Volume 02, Issue 01
- 1-25 How to Reform the Credit-Rating Process to Support a Sustainable Revival of Private-Label Securitization
by Richard Herring & Edward J. Kane - 1-29 Equity Home Bias and the Euro
by Hisham S. Foad - 1-32 Investment, Valuation, and Growth Options
by Andrew B. Abel & Janice C. Eberly - 1-34 Persistence of Beliefs in an Investment Experiment
by K. Jeremy Ko & Zhijian (James) Huang - 1-53 The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance
by Mila Getmansky
2011, Volume 01, Issue 04
- 665-666 Introduction — Government Guarantee in the Home Mortgage Market: Point and Counterpoint
by Fernando Zapatero - 667-705 Tradeoffs in Corporate Governance: Evidence From Board Structures and Charter Provisions
by Stuart L. Gillan & Jay C. Hartzell & Laura T. Starks - 707-731 Stochastic Volatility in General Equilibrium
by George Tauchen - 733-766 The Tradeoff Between Compensation and Incentives in Executive Stock Options
by Don M. Chance & Tung-Hsiao Yang - 767-809 Capital Structure, Risk and Asymmetric Information
by Nikolay Halov & Florian Heider - 811-822 Housing Finance Reform: Should There Be a Government Guarantee?
by Richard K. Green - 823-836 Housing Finance Reform: Private Markets Versus Government Guarantees
by Dwight M. Jaffee
2011, Volume 01, Issue 03
- 423-464 Inference about Survivors
by Robert F. Stambaugh - 465-493 Time-Varying Sharpe Ratios and Market Timing
by Yi Tang & Robert F. Whitelaw - 495-549 Asset Pricing with Status Risk
by Yoel Krasny - 551-606 Merger Waves: Theory and Evidence
by Jinghua Yan - 607-664 Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions
by Robert Kosowski
2011, Volume 01, Issue 02
- 205-264 Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios
by Amir E. Khandani & Andrew W. Lo - 265-292 Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation
by Ernst Maug & Narayan Naik - 293-321 Strategic Analysis of Risk-Shifting Incentives with Convertible Debt
by Pascal François & Georges Hübner & Nicolas Papageorgiou - 323-354 The Uncertainty Premium in an Ambiguous Economy
by Yehuda Izhakian & Simon Benninga - 355-422 Strategic Asset Allocation: The Role of Corporate Bond Indices?
by Antonios Sangvinatsos
2011, Volume 01, Issue 01
- 1-53 Equity Trading in the 21stCentury
by James J. Angel & Lawrence E. Harris & Chester S. Spatt - 55-108 The Origin of Behavior
by Thomas J. Brennan & Andrew W. Lo - 109-126 Metaphors, Models & Theories
by Emanuel Derman - 127-168 BP's Failure to Debias: Underscoring the Importance of Behavioral Corporate Finance
by Hersh Shefrin & Enrico Maria Cervellati - 169-203 Stock and Option Proportions in Executive Compensation
by Phelim P. Boyle & Ranjini Jha & Shannon Kennedy & Weidong Tian