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Content
April 2013, Volume 68, Issue 2
- 739-783 Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
by Vikas Agarwal & Wei Jiang & Yuehua Tang & Baozhong Yang
February 2013, Volume 68, Issue 1
- 1-42 Efficient Recapitalization
by Thomas Philippon & Philipp Schnabl - 43-84 Industry-Specific Human Capital, Idiosyncratic Risk, and the Cross-Section of Expected Stock Returns
by Esther Eiling - 85-124 Ex Ante Skewness and Expected Stock Returns
by Jennifer Conrad & Robert F. Dittmar & Eric Ghysels - 125-172 Dynamic Competition, Valuation, and Merger Activity
by Matthew Spiegel & Heather Tookes - 173-200 Conflicting Family Values in Mutual Fund Families
by Utpal Bhattacharya & Jung H. Lee & Veronika K. Pool - 201-235 What Do Consumers’ Fund Flows Maximize? Evidence from Their Brokers’ Incentives
by Susan E. K. Christoffersen & Richard Evans & David K. Musto - 237-270 Capital Budgeting versus Market Timing: An Evaluation Using Demographics
by Stefano Dellavigna & Joshua M. Pollet - 271-297 Analyst Forecast Consistency
by Gilles Hilary & Charles Hsu - 299-341 Liquidity Cycles and Make/Take Fees in Electronic Markets
by Thierry Foucault & Ohad Kadan & Eugene Kandel - 343-381 Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis
by Alessandro Beber & Marco Pagano
December 2012, Volume 67, Issue 6
- 1983-2014 On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations
by Pierre Collin-Dufresne & Robert S. Goldstein & Fan Yang - 2015-2050 Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
by Chotibhak Jotikasthira & Christian Lundblad & Tarun Ramadorai - 2051-2095 Strategic Default and Equity Risk Across Countries
by Giovanni Favara & Enrique Schroth & Philip Valta - 2097-2137 Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities
by Jie (Jack) He & Jun (Qj) Qian & Philip E. Strahan - 2139-2185 This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis
by Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz - 2187-2213 Agency Problems in Public Firms: Evidence from Corporate Jets in Leveraged Buyouts
by Jesse Edgerton - 2215-2246 Does Reputation Limit Opportunistic Behavior in the VC Industry? Evidence from Litigation against VCs
by Vladimir Atanasov & Vladimir Ivanov & Kate Litvak - 2247-2293 On the Life Cycle Dynamics of Venture-Capital- and Non-Venture-Capital-Financed Firms
by Manju Puri & Rebecca Zarutskie - 2295-2340 Dynamic Agency and the q Theory of Investment
by Peter M. Demarzo & Michael J. Fishman & Zhiguo He & Neng Wang - 2341-2373 Private Equity Performance and Liquidity Risk
by Francesco Franzoni & Eric Nowak & Ludovic Phalippou
October 2012, Volume 67, Issue 5
- 1565-1601 The Supply-Side Determinants of Loan Contract Strictness
by Justin Murfin - 1603-1647 Dynamic CEO Compensation
by Alex Edmans & Xavier Gabaix & Tomasz Sadzik & Yuliy Sannikov - 1649-1684 Are Banks Still Special When There Is a Secondary Market for Loans?
by Amar Gande & Anthony Saunders - 1685-1722 Financial Flexibility, Bank Capital Flows, and Asset Prices
by Christine A. Parlour & Richard Stanton & Johan Walden - 1723-1759 Financial Expertise as an Arms Race
by Vincent Glode & Richard C. Green & Richard Lowery - 1761-1810 A Lintner Model of Payout and Managerial Rents
by Bart M. Lambrecht & Stewart C. Myers - 1811-1843 Banking Globalization and Monetary Transmission
by Nicola Cetorelli & Linda S. Goldberg - 1845-1895 Regulatory Arbitrage and International Bank Flows
by Joel F. Houston & Chen Lin & Yue Ma - 1897-1941 Incomplete-Market Equilibria Solved Recursively on an Event Tree
by Bernard Dumas & Andrew Lyasoff - 1943-1977 The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value
by Vicente Cuñat & Mireia Gine & Maria Guadalupe
August 2012, Volume 67, Issue 4
- 1173-1217 Presidential Address: The Corporation in Finance
by Raghuram G. Rajan - 1219-1264 Uncertainty about Government Policy and Stock Prices
by Lubos Pástor & Pietro Veronesi - 1265-1292 Technological Growth and Asset Pricing
by Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu - 1293-1328 Did Subjectivity Play a Role in CDO Credit Ratings?
by John M. Griffin & Dragon Yongjun Tang - 1329-1370 Why Are U.S. Stocks More Volatile?
by Söhnke M. Bartram & Gregory Brown & René M. Stulz - 1371-1395 Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs
by Mozaffar Khan & Leonid Kogan & George Serafeim - 1397-1422 Mutual Fund Tax Clienteles
by Clemens Sialm & Laura Starks - 1423-1456 Early Exercise of Put Options on Stocks
by Kathryn Barraclough & Robert E. Whaley - 1457-1498 Are Overconfident CEOs Better Innovators?
by David Hirshleifer & Angie Low & Siew Hong Teoh - 1499-1537 Real Options, Volatility, and Stock Returns
by Gustavo Grullon & Evgeny Lyandres & Alexei Zhdanov - 1539-1553 Report of the Editor of the Journal of Finance for the Year 2011
by Campbell R. Harvey - 1555-1556 Minutes of the Annual Membership Meeting, January 7, 2012
by David H. Pyle
June 2012, Volume 67, Issue 3
- 803-848 Corporate Governance and Capital Structure Dynamics
by Erwan Morellec & Boris Nikolov & Norman Schürhoff - 849-895 The Case for Intervening in Bankers’ Pay
by John Thanassoulis - 897-932 The International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market
by Philipp Schnabl - 933-971 The Real Effects of Financial Markets: The Impact of Prices on Takeovers
by Alex Edmans & Itay Goldstein & Wei Jiang - 973-1007 Which CEO Characteristics and Abilities Matter?
by Steven N. Kaplan & Mark M. Klebanov & Morten Sorensen - 1009-1043 Decoding Inside Information
by Lauren Cohen & Christopher Malloy & Lukasz Pomorski - 1045-1082 Determinants of Cross‐Border Mergers and Acquisitions
by Isil Erel & Rose C. Liao & Michael S. Weisbach - 1083-1111 Threshold Events and Identification: A Study of Cash Shortfalls
by Tor‐Erik Bakke & Toni M. Whited - 1113-1148 Investment, Idiosyncratic Risk, and Ownership
by Vasia Panousi & Dimitris Papanikolaou - 1149-1168 CEO Compensation and Board Structure Revisited
by Katherine Guthrie & Jan Sokolowsky & Kam‐Ming Wan
April 2012, Volume 67, Issue 2
- 391-430 Rollover Risk and Credit Risk
by Zhiguo He & Wei Xiong - 431-478 Are Stocks Really Less Volatile in the Long Run?
by Ľuboš Pástor & Robert F. Stambaugh - 479-512 The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium
by Tarun Ramadorai - 513-560 Hedge Funds and Chapter 11
by Wei Jiang & Kai Li & Wei Wang - 561-598 Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value
by Umit G. Gurun & Alexander W. Butler - 599-638 Selective Publicity and Stock Prices
by David H. Solomon - 639-680 Individual Investor Trading and Return Patterns around Earnings Announcements
by Ron Kaniel & Shuming Liu & Gideon Saar & Sheridan Titman - 681-718 Carry Trades and Global Foreign Exchange Volatility
by Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf - 719-760 A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices
by Shane A. Corwin & Paul Schultz - 761-798 Share Issuance and Factor Timing
by Robin Greenwood & Samuel G. Hanson
February 2012, Volume 67, Issue 1
- 1-44 The Power of Voice: Managerial Affective States and Future Firm Performance
by William J. Mayew & Mohan Venkatachalam - 45-84 Political Uncertainty and Corporate Investment Cycles
by Brandon Julio & Youngsuk Yook - 85-112 The Credit Ratings Game
by Patrick Bolton & Xavier Freixas & Joel Shapiro - 113-152 Tiebreaker: Certification and Multiple Credit Ratings
by Dion Bongaerts & K. J. Martijn Cremers & William N. Goetzmann - 153-194 External Networking and Internal Firm Governance
by Cesare Fracassi & Geoffrey Tate - 195-234 Information Disclosure and Corporate Governance
by Benjamin E. Hermalin & Michael S. Weisbach - 235-270 The Value of Investment Banking Relationships: Evidence from the Collapse of Lehman Brothers
by Chitru S. Fernando & Anthony D. May & William L. Megginson - 271-312 When It Pays to Pay Your Investment Banker: New Evidence on the Role of Financial Advisors in M&As
by Andrey Golubov & Dimitris Petmezas & Nickolaos G. Travlos - 313-350 Why Does the Law Matter? Investor Protection and Its Effects on Investment, Finance, and Growth
by R. David Mclean & Tianyu Zhang & Mengxin Zhao - 351-386 Family‐Controlled Firms and Informed Trading: Evidence from Short Sales
by Ronald C. Anderson & David M. Reeb & Wanli Zhao
December 2011, Volume 66, Issue 6
- 1865-1893 Information Disclosure, Cognitive Biases, and Payday Borrowing
by Marianne Bertrand & Adair Morse - 1895-1931 Land and Credit: A Study of the Political Economy of Banking in the United States in the Early 20th Century
by Raghuram G. Rajan & Rodney Ramcharan - 1933-1967 Prices or Knowledge? What Drives Demand for Financial Services in Emerging Markets?
by Shawn Cole & Thomas Sampson & Bilal Zia - 1969-2012 Disasters Implied by Equity Index Options
by David Backus & Mikhail Chernov & Ian Martin - 2013-2053 Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets
by Robert Battalio & Paul Schultz - 2055-2082 Why Don't U.S. Issuers Demand European Fees for IPOs?
by Mark Abrahamson & Tim Jenkinson & Howard Jones - 2083-2120 Does Poor Performance Damage the Reputation of Financial Intermediaries? Evidence from the Loan Syndication Market
by Radhakrishnan Gopalan & Vikram Nanda & Vijay Yerramilli - 2121-2164 IQ and Stock Market Participation
by Mark Grinblatt & Matti Keloharju & Juhani Linnainmaa - 2165-2211 Tails, Fears, and Risk Premia
by Tim Bollerslev & Viktor Todorov - 2213-2247 Ambiguous Information, Portfolio Inertia, and Excess Volatility
by Philipp Karl Illeditsch
October 2011, Volume 66, Issue 5
- 1461-1499 In Search of Attention
by Zhi Da & Joseph Engelberg & Pengjie Gao - 1501-1544 Free Cash Flow, Issuance Costs, and Stock Prices
by Jean‐Paul Décamps & Thomas Mariotti & Jean‐Charles Rochet & Stéphane Villeneuve - 1545-1578 A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management
by Patrick Bolton & Hui Chen & Neng Wang - 1579-1614 Nonbinding Voting for Shareholder Proposals
by Doron Levit & Nadya Malenko - 1615-1647 The Real and Financial Implications of Corporate Hedging
by Murillo Campello & Chen Lin & Yue Ma & Hong Zou - 1649-1685 Concentrating on Governance
by Dalida Kadyrzhanova & Matthew Rhodes‐Kropf - 1687-1733 Overconfidence and Early‐Life Experiences: The Effect of Managerial Traits on Corporate Financial Policies
by Ulrike Malmendier & Geoffrey Tate & Jon Yan - 1735-1777 Overconfidence, Compensation Contracts, and Capital Budgeting
by Simon Gervais & J. B. Heaton & Terrance Odean - 1779-1821 Are Incentive Contracts Rigged by Powerful CEOs?
by Adair Morse & Vikram Nanda & Amit Seru - 1823-1860 Motivating Innovation
by Gustavo Manso
August 2011, Volume 66, Issue 4
- 1047-1108 Presidential Address: Discount Rates
by John H. Cochrane - 1109-1139 Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis
by Gara Afonso & Anna Kovner & Antoinette Schoar - 1141-1175 Systemic Liquidation Risk and the Diversity–Diversification Trade‐Off
by Wolf Wagner - 1177-1209 Rollover Risk and Market Freezes
by Viral V. Acharya & Douglas Gale & Tanju Yorulmazer - 1211-1249 Public Pension Promises: How Big Are They and What Are They Worth?
by Robert Novy‐Marx & Joshua Rauh - 1251-1290 Who Drove and Burst the Tech Bubble?
by John M. Griffin & Jeffrey H. Harris & Tao Shu & Selim Topaloglu - 1291-1328 Did Structured Credit Fuel the LBO Boom?
by Anil Shivdasani & Yihui Wang - 1329-1368 Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State‐Dependent Transaction Costs
by Anthony W. Lynch & Sinan Tan - 1369-1406 Individual Investors and Volatility
by Thierry Foucault & David Sraer & David J. Thesmar - 1407-1437 Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence
by George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis - 1439-1452 Report of the Editor of The Journal of Finance for the Year 2010
by Campbell R. Harvey - 1455-1455 Report of the Executive Secretary and Treasurer for the Year Ending September 30, 2010
by David H. Pyle
June 2011, Volume 66, Issue 3
- 1-1 Fellow Of The American Finance Association For 2011
by Milton Harris - 689-720 The Internal Governance of Firms
by Viral V. Acharya & Stewart C. Myers & Raghuram G. Rajan - 721-751 Municipal Debt and Marginal Tax Rates: Is There a Tax Premium in Asset Prices?
by Francis A. Longstaff - 753-787 Watch What I Do, Not What I Say: The Unintended Consequences of the Homeland Investment Act
by Dhammika Dharmapala & C. Fritz Foley & Kristin J. Forbes - 789-822 Financial Distress and the Cross‐section of Equity Returns
by Lorenzo Garlappi & Hong Yan - 823-872 Are All Inside Directors the Same? Evidence from the External Directorship Market
by Ronald W. Masulis & Shawn Mobbs - 873-909 Estimation and Evaluation of Conditional Asset Pricing Models
by Stefan Nagel & Kenneth J. Singleton - 911-946 The Illiquidity of Corporate Bonds
by Jack Bao & Jun Pan & Jiang Wang - 947-980 Intermediated Investment Management
by Neal M. Stoughton & Youchang Wu & Josef Zechner - 981-1009 Employee Stock Options and Investment
by Ilona Babenko & Michael Lemmon & Yuri Tserlukevich - 1011-1041 Do Individual Investors Have Asymmetric Information Based on Work Experience?
by Trond M. Døskeland & Hans K. Hvide
April 2011, Volume 66, Issue 2
- 337-378 Bankruptcy and the Collateral Channel
by Efraim Benmelech & Nittai K. Bergman - 379-412 Public Information and Coordination: Evidence from a Credit Registry Expansion
by Andrew Hertzberg & José María Liberti & Daniel Paravisini - 413-443 Security Issue Timing: What Do Managers Know, and When Do They Know It?
by Dirk Jenter & Katharina Lewellen & Jerold B. Warner - 445-477 Private Equity and Long‐Run Investment: The Case of Innovation
by Josh Lerner & Morten Sorensen & Per Strömberg - 479-517 Do Buyouts (Still) Create Value?
by Shourun Guo & Edith S. Hotchkiss & Weihong Song - 519-561 The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives
by John Ameriks & Andrew Caplin & Steven Laufer & Stijn Van Nieuwerburgh - 563-600 Corporate Governance, Product Market Competition, and Equity Prices
by Xavier Giroud & Holger M. Mueller - 601-633 The Interim Trading Skills of Institutional Investors
by Andy Puckett & Xuemin (Sterling) Yan - 635-653 Institutional Trade Persistence and Long‐Term Equity Returns
by Amil Dasgupta & Andrea Prat & Michela Verardo - 655-683 Local Dividend Clienteles
by Bo Becker & Zoran Ivković & Scott Weisbenner
February 2011, Volume 66, Issue 1
- 1-33 Does Algorithmic Trading Improve Liquidity?
by Terrence Hendershott & Charles M. Jones & Albert J. Menkveld - 35-65 When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks
by Tim Loughran & Bill Mcdonald - 67-97 The Causal Impact of Media in Financial Markets
by Joseph E. Engelberg & Christopher A. Parsons - 99-138 Leverage, Moral Hazard, and Liquidity
by Viral V. Acharya & S. Viswanathan - 139-176 Stock Market Liquidity and the Business Cycle
by Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard - 177-201 Asset Pricing with Garbage
by Alexi Savov - 203-240 Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market
by Dion Bongaerts & Frank De Jong & Joost Driessen - 241-269 The Decision to Privatize: Finance and Politics
by I. Serdar Dinc & Nandini Gupta - 271-306 Why Do Mutual Fund Advisory Contracts Change? Performance, Growth, and Spillover Effects
by Jerold B. Warner & Joanna Shuang Wu - 307-332 Style‐Related Comovement: Fundamentals or Labels?
by Brian H. Boyer
December 2010, Volume 65, Issue 6
- 2015-2050 Sticks or Carrots? Optimal CEO Compensation when Managers Are Loss Averse
by Ingolf Dittmann & Ernst Maug & Oliver Spalt - 2051-2087 Why Are CEOs Rarely Fired? Evidence from Structural Estimation
by Lucian A. Taylor - 2089-2136 The Cost of Debt
by JULES H. Van BINSBERGEN & JOHN R. GRAHAM & JIE YANG - 2137-2170 The Net Benefits to Leverage
by Arthur Korteweg - 2171-2212 Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
by Hui Chen - 2213-2253 Who Blows the Whistle on Corporate Fraud?
by Alexander Dyck & Adair Morse & Luigi Zingales - 2255-2292 Corporate Fraud and Business Conditions: Evidence from IPOs
by Tracy Yue Wang & Andrew Winton & Xiaoyun Yu - 2293-2322 Collateral, Risk Management, and the Distribution of Debt Capacity
by Adriano A. Rampini & S. Viswanathan - 2323-2362 Leverage Choice and Credit Spreads when Managers Risk Shift
by Murray Carlson & Ali Lazrak - 2363-2401 Lucky CEOs and Lucky Directors
by Lucian A. Bebchuk & Yaniv Grinstein & Urs Peyer - 2403-2436 Managerial Legacies, Entrenchment, and Strategic Inertia
by Catherine Casamatta & Alexander Guembel
October 2010, Volume 65, Issue 5
- 1637-1667 Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States
by Thorsten Beck & Ross Levine & Alexey Levkov - 1669-1702 Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?
by Richard C. Green & Dan Li & Norman Schürhoff - 1703-1723 Exploring the Nature of “Trader Intuition”
by Antoine J. Bruguier & Steven R. Quartz & Peter Bossaerts - 1725-1754 Genetic Variation in Financial Decision‐Making
by David Cesarini & Magnus Johannesson & Paul Lichtenstein & Örjan Sandewall & Björn Wallace - 1755-1788 Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status
by Nikolai Roussanov - 1789-1816 Hedge Fund Contagion and Liquidity Shocks
by Nicole M. Boyson & Christof W. Stahel & René M. Stulz - 1817-1846 Microstructure and Ambiguity
by David Easley & Maureen O'Hara - 1847-1877 “Time for a Change”: Loan Conditions and Bank Behavior when Firms Switch Banks
by Vasso Ioannidou & Steven Ongena - 1879-1913 Short Sellers and Financial Misconduct
by Jonathan M. Karpoff & Xiaoxia Lou - 1915-1947 Luck versus Skill in the Cross‐Section of Mutual Fund Returns
by Eugene F. Fama & Kenneth R. French - 1949-1986 A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks
by Steven R. Grenadier & Andrey Malenko - 1987-2010 Individual Investors and Local Bias
by Mark S. Seasholes & Ning Zhu
August 2010, Volume 65, Issue 4
- 1237-1267 Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
by Darrell Duffie - 1269-1302 Disagreement and Learning: Dynamic Patterns of Trade
by Snehal Banerjee & Ilan Kremer - 1303-1332 Generalized Disappointment Aversion and Asset Prices
by Bryan R. Routledge & Stanley E. Zin - 1333-1367 Information Quality and Long‐Run Risk: Asset Pricing Implications
by Hengjie Ai - 1369-1407 Intraday Patterns in the Cross‐section of Stock Returns
by Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka - 1409-1437 Sell‐Side School Ties
by Lauren Cohen & Andrea Frazzini & Christopher Malloy - 1439-1471 Predictive Regressions: A Present‐Value Approach
by JULES H. Van BINSBERGEN & RALPH S. J. KOIJEN - 1473-1506 Do Limit Orders Alter Inferences about Investor Performance and Behavior?
by Juhani T. Linnainmaa - 1507-1553 Why Do Foreign Firms Leave U.S. Equity Markets?
by Craig Doidge & G. Andrew Karolyi & René M. Stulz - 1555-1580 Market Segmentation and Cross‐predictability of Returns
by Lior Menzly & Oguzhan Ozbas - 1581-1611 Mutual Fund Incubation
by Richard B. Evans - 1613-1627 Report of the Editor of The Journal of Finance for the Year 2009
by Campbell R. Harvey
June 2010, Volume 65, Issue 3
- 795-828 Information and Incentives Inside the Firm: Evidence from Loan Officer Rotation
by Andrew Hertzberg & Jose Maria Liberti & Daniel Paravisini - 829-859 Networking as a Barrier to Entry and the Competitive Supply of Venture Capital
by Yael V. Hochberg & Alexander Ljungqvist & Yang Lu - 861-889 Does Credit Competition Affect Small‐Firm Finance?
by Tara Rice & Philip E. Strahan - 891-926 Human Capital, Bankruptcy, and Capital Structure
by Jonathan B. Berk & Richard Stanton & Josef Zechner - 927-953 Stapled Finance
by Paul Povel & Rajdeep Singh - 955-992 Cash Holdings and Corporate Diversification
by Ran Duchin - 993-1028 A Gap‐Filling Theory of Corporate Debt Maturity Choice
by Robin Greenwood & Samuel Hanson & Jeremy C. Stein - 1029-1073 The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century
by Efraim Benmelech & Tobias J. Moskowitz - 1075-1096 Risk and the Corporate Structure of Banks
by Giovanni Dell'Ariccia & Robert Marquez - 1097-1122 Financial Strength and Product Market Behavior: The Real Effects of Corporate Cash Holdings
by Laurent Fresard - 1123-1161 Executive Compensation and the Maturity Structure of Corporate Debt
by Paul Brockman & Xiumin Martin & Emre Unlu - 1163-1196 The Effect of SOX Section 404: Costs, Earnings Quality, and Stock Prices
by Peter Iliev - 1197-1232 Capital Structure as a Strategic Variable: Evidence from Collective Bargaining
by David A. Matsa
April 2010, Volume 65, Issue 2
- 425-465 The Variability of IPO Initial Returns
by Michelle Lowry & Micah S. Officer & G. William Schwert - 467-494 Levered Returns
by Joao F. Gomes & Lukas Schmid - 495-528 The New Game in Town: Competitive Effects of IPOs
by Hung‐Chia Hsu & Adam V. Reed & Jörg Rocholl - 529-563 Financial Structure, Acquisition Opportunities, and Firm Locations
by Andres Almazan & Adolfo De Motta & Sheridan Titman & Vahap Uysal - 565-601 Taxes on Tax‐Exempt Bonds
by Andrew Ang & Vineer Bhansali & Yuhang Xing - 603-653 Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models
by Torben G. Andersen & Luca Benzoni - 655-686 Personal Bankruptcy and Credit Market Competition
by Astrid A. Dick & Andreas Lehnert - 687-724 Corporate Political Contributions and Stock Returns
by Michael J. Cooper & Huseyin Gulen & Alexei V. Ovtchinnikov - 725-763 The Interdependent and Intertemporal Nature of Financial Decisions: An Application to Cash Flow Sensitivities
by Vladimir A. Gatchev & Todd Pulvino & Vefa Tarhan - 765-790 Performance and Persistence in Institutional Investment Management
by Jeffrey A. Busse & Amit Goyal & Sunil Wahal
February 2010, Volume 65, Issue 1
- 1-43 Product Market Competition, Insider Trading, and Stock Market Efficiency
by Joel Peress - 45-86 Real and Financial Industry Booms and Busts
by Gerard Hoberg & Gordon Phillips - 87-121 Global Currency Hedging
by John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira - 123-146 A Habit‐Based Explanation of the Exchange Rate Risk Premium
by Adrien Verdelhan