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Content
February 2019, Volume 54, Issue 1
- 5-56 The Core, Periphery, and Beyond: Stock Market Comovements among EU and Non‐EU Countries
by Michael A. Goldstein & Joseph McCarthy & Alexei G. Orlov - 57-84 It is a Sweetheart of a Deal: Political Connections and Corporate‐Federal Contracting
by Stephen P. Ferris & Reza Houston & David Javakhadze - 85-131 Trading on Private Information: Evidence from Members of Congress
by Serkan Karadas - 133-164 The Effect of CEO Extraversion on Analyst Forecasts: Stereotypes and Similarity Bias
by Jochen Becker & Josip Medjedovic & Christoph Merkle - 165-199 Three One‐Factor Processes for Option Pricing with a Mean‐Reverting Underlying: The Case of VIX
by Bo Zhao & Cheng Yan & Stewart Hodges - 201-229 Higher Moments and Exchange Rate Behavior
by Siroos Khademalomoom & Paresh Kumar Narayan & Susan Sunila Sharma
November 2018, Volume 53, Issue 4
- 669-704 A Time to Scatter Stones, and a Time to Gather Them: The Annual Cycle in Hedge Fund Risk Taking
by Olga Kolokolova & Achim Mattes - 705-740 Improving Volatility Forecasts Using Market‐Elicited Ambiguity Aversion Information
by Raymond H.Y. So & Tarik Driouchi - 741-771 Shiller's CAPE: Market Efficiency and Risk
by Valentin Dimitrov & Prem C. Jain - 773-792 Endogenous Financial Constraint and Investment‐Cash‐Flow Sensitivity
by Rui Li
August 2018, Volume 53, Issue 3
- 461-498 Relationship Banking and Loan Syndicate Structure: The Role of Private Equity Sponsors
by Rongbing Huang & Donghang Zhang & Yijia (Eddie) Zhao - 499-531 A Dynamic Model of Firm Valuation
by Natalia Lazzati & Amilcar A. Menichini - 533-568 The Wealth Effects of Fairness Opinions in Takeovers
by Tingting Liu - 569-604 Investor Recognition and Post‐Acquisition Performance of Acquirers
by Di Cui - 605-625 National Culture and Takeover Contest Outcomes
by Magnus Blomkvist & Karl Felixson & Timo Korkeamäki - 627-655 The Information Content of Short Selling Around Close Supply Chain Relationships
by Jocelyn D. Evans & Dominique G. Outlaw - 657-664 Report of the Editors of The Financial Review for 2017
by Srinivasan Krishnamurthy & Richard S. Warr
May 2018, Volume 53, Issue 2
- 209-253 Corporate Governance and Firm Survival
by M. Sinan Goktan & Robert Kieschnick & Rabih Moussawi - 255-300 CEO Incentives and Corporate Innovation
by Tu Nguyen - 301-336 Director Networks and Credit Ratings
by Bradley W. Benson & Subramanian Rama Iyer & Kristopher J. Kemper & Jing Zhao - 337-378 Credit Ratings and Managerial Voluntary Disclosures
by Guanming He - 379-412 A Long†Run Performance Perspective on the Technology Bubble
by Maximilian Franke & Gunter Löffler - 413-455 Corporate Governance, Social Responsibility, and Data Breaches
by Claire Lending & Kristina Minnick & Patrick J. Schorno
February 2018, Volume 53, Issue 1
- 5-50 Short Sale Constraints and Single Stock Futures Introductions
by Louis Gagnon - 51-86 Municipal Disclosure Timeliness and the Cost of Debt
by D. Eli Sherrill & Rustin T. Yerkes - 87-115 Relative Liquidity, Fund Flows and Short†Term Demand: Evidence from Exchange†Traded Funds
by Markus S. Broman & Pauline Shum - 117-152 ETF Premiums and Liquidity Segmentation
by Louis R. Piccotti - 153-183 Industry Costs of Equity: Incorporating Prior Information
by Ping McLemore - 185-204 Exploiting the “Win But Does Not Cover†Phenomenon in College Basketball
by Jason P. Berkowitz & Craig A. Depken II & John M. Gandar
November 2017, Volume 52, Issue 4
- 531-561 Tailored versus Mass Produced: Portfolio Managers Concurrently Managing Separately Managed Accounts and Mutual Funds
by Fan Chen & Li-Wen Chen & Hardy Johnson & Sabuhi Sardarli - 563-595 Shareholder Coordination, Information Diffusion and Stock Returns
by Christos Pantzalis & Bin Wang - 597-626 What Style Liquidity Timing Skills Do Mutual Fund Managers Possess?
by Tarik Bazgour & Laurent Bodson & Danielle Sougné - 627-659 Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness
by R. Jared DeLisle & Dan W. French & Maria Gabriela Schutte - 661-699 Investor Conferences, Firm Visibility, and Stock Liquidity
by Paul Brockman & Musa Subasi & Cihan Uzmanoglu - 701-724 Central Bank Actions and Words: The Intraday Effects of FOMC Policy Communications on Individual Equity Volatility and Returns
by Daniel Jubinski & Marc Tomljanovich - 725-747 On Unmodeled Breaks in the Turn of the Year, Turn of the Month, and January Effects
by Russell P. Robins & Geoffrey Peter Smith - 749-752 Report of the Editors of The Financial Review for 2016
by Srinivasan Krishnamurthy & Richard S. Warr
August 2017, Volume 52, Issue 3
- 307-345 Analyst Optimism and Incentives under Market Uncertainty
by Jin Woo Chang & Hae Mi Choi - 347-371 Impact of Shareholder Proposals on the Functioning of the Market for Corporate Control
by Rwan El-Khatib & Kathy Fogel & Tomas Jandik - 373-404 Unconditional Tests of Linear Asset Pricing Models with Time-Varying Betas
by Ji Zhou & Alex Paseka - 405-433 A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set
by Paul M. Jones & Eric Olson & Mark E. Wohar - 435-457 The Drivers of Sovereign CDS Spread Changes: Local Versus Global Factors
by Ann Marie Hibbert & Ivelina Pavlova - 459-498 Bank-Owned Life Insurance and Bank Risk
by Travis R. Davidson - 499-526 The Role of U.S. Market on International Risk-Return Tradeoff Relations
by Licheng Sun & Liang Meng & Mohammad Najand
May 2017, Volume 52, Issue 2
- 171-198 Do Capital Structure Adjustments by Takeover Targets Influence Acquisition Gains?
by Tomas Jandik & Justin Lallemand - 199-232 A Generalized Earnings-Based Stock Valuation Model with Learning
by Gady Jacoby & Alexander Paseka & Yan Wang - 233-258 Why Do Traders Split Orders?
by Ryan Garvey & Tao Huang & Fei Wu - 259-279 What Determines Collection Rates of Debt Collection Agencies?
by Timo Beck & Jens Grunert & Werner Neus & Andreas Walter - 281-302 An Empirical Study of International Spillover of Sovereign Risk to Bank Credit Risk
by Winnie P. H. Poon & Jianfu Shen & John E. Burnett
February 2017, Volume 52, Issue 1
- 5-35 Does the Probability of Informed Trading Model Fit Empirical Data?
by Quan Gan & Wang Chun Wei & David Johnstone - 37-67 Are Odd-Lot Orders Informed?
by James Upson & Hardy Johnson - 69-100 Macroeconomic Announcements and the Distribution of Price-Endings in the U.S. Treasury Market
by Andrei Nikiforov & Eugene Pilotte - 101-144 Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions
by Mingfa Ding & Birger Nilsson & Sandy Suardi - 145-166 Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets
by Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad
November 2016, Volume 51, Issue 4
- 467-480 Corporate Governance and the Goal of the Firm: In Defense of Shareholder Wealth Maximization
by Diane Denis - 481-506 The Association between Board Composition and Corporate Pension Policies
by Nikos Vafeas & Adamos Vlittis - 507-525 Entrepreneurial Spawning: Experience, Education, and Exit
by Douglas Cumming & Uwe Walz & Jochen Christian Werth - 527-557 The Effects of Executive, Firm, and Board Characteristics on Executive Exit
by John Becker-Blease & Susan Elkinawy & Christopher Hoag & Mark Stater - 559-578 Divisional Informativeness Gap and Value Creation from Asset Sales
by Chintal A. Desai & Manu Gupta - 579-611 The Influence of a Credit Rating Change on Dividend and Investment Policy Interactions
by Hinh D. Khieu & Mark K. Pyles - 613-616 Report of the Editors of The Financial Review for 2015
by Srinivasan Krishnamurthy & Richard Warr
August 2016, Volume 51, Issue 3
- 299-328 The Impact of Cross-Listing on the Home Market's Information Environment and Stock Price Efficiency
by Olga Dodd & Aaron Gilbert - 329-362 The Tax Exemption to Subchapter S Banks: Who Gets the Benefit?
by Chun-Hao Chang & Ajeet Jain & Edward R. Lawrence & Arun J. Prakash - 363-402 Front-Running Scalping Strategies and Market Manipulation: Why Does High-Frequency Trading Need Stricter Regulation?
by Viktor Manahov - 403-433 Mitigating Estimation Risk in Asset Allocation: Diagonal Models Versus 1/N Diversification
by Chris Stivers & Licheng Sun - 435-461 A Note on Capital IQ's Credit Line Data
by Ani Manakyan Mathers & Emanuela Giacomini
May 2016, Volume 51, Issue 2
- 151-190 Political Interference and Stock Price Consequences of Local Bias
by Tom Aabo & Christos Pantzalis & Jung Chul Park - 191-223 When Analysts Talk, Do Institutional Investors Listen? Evidence from Target Price Changes
by Shannon Lin & Hongping Tan & Zenan Zhang - 225-261 Uncertainty or Misvaluation? New Evidence on Determinants of Merger Activity from the Banking Industry
by Robert Loveland & Kevin Okoeguale - 263-293 The Effects of Reversible Investment on Capital Structure and Credit Risks
by Haejun Jeon & Michi Nishihara
February 2016, Volume 51, Issue 1
- 5-35 The Debt Trap: Wealth Transfers and Debt-Equity Choices of Junk-Grade Firms
by Palani-Rajan Kadapakkam & Alex Meisami & John K. Wald - 37-68 Managerial Social Capital and Financial Development: A Cross-Country Analysis
by David Javakhadze & Stephen P. Ferris & Dan W. French - 69-82 How Informative Is Floating NAV When Securities Trade Infrequently?
by Kyle D. Allen & George D. Cashman & Drew B. Winters - 83-111 Asymmetric Volatility, Skewness, and Downside Risk in Different Asset Classes: Evidence from Futures Markets
by Yiuman Tse - 113-146 The Epstein–Zin Model with Liquidity Extension
by Weimin Liu & Di Luo & Huainan Zhao
November 2015, Volume 50, Issue 4
- 481-515 Growth Capital-Backed IPOs
by Jay R. Ritter - 517-545 Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities
by Hui-Ju Tsai & Yangru Wu - 547-574 Is an Outside Chair Always Better? The Role of Non-CEO Inside Chairs on Corporate Boards
by Shawn Mobbs - 575-609 The Global Preference for Dividends in Declining Markets
by Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Cal B. Muckley - 611-636 Fails-to-Deliver before and after the Implementation of Rule 203 and Rule 204
by Archana Jain & Chinmay Jain - 637-669 Does Investment Horizon Matter? Disentangling the Effect of Institutional Herding on Stock Prices
by H. Zafer Yüksel
August 2015, Volume 50, Issue 3
- 275-300 Reference Point Theory and Pursuit of Deals
by Inga Chira & Jeff Madura - 301-330 A Stability Approach to Mean-Variance Optimization
by Apostolos Kourtis - 331-340 New Evidence on Sources of Leverage Effects in Individual Stocks
by Geoffrey Peter Smith - 341-361 A Dynamic Model of the Firm: Structural Explanations of Key Empirical Findings
by Natalia Lazzati & Amilcar A. Menichini - 363-391 Effects of Passive Intensity on Aggregate Price Dynamics
by Sina Ehsani & Donald Lien - 393-434 Investor Protection and the Role of Firm-Level Financial Transparency in Attracting Foreign Investment
by Bowe Hansen & Mihail K. Miletkov & M. Babajide Wintoki - 435-457 Life Insurer Cost of Equity with Asymmetric Risk Factors
by Vickie L. Bajtelsmit & Sriram V. Villupuram & Tianyang Wang - 459-479 Circuit Breakers, Trading Collars, and Volatility Transmission Across Markets: Evidence from NYSE Rule 80A
by Michael A. Goldstein
May 2015, Volume 50, Issue 2
- 143-172 Failures to Deliver, Short Sale Constraints, and Stock Overvaluation
by Don M. Autore & Thomas J. Boulton & Marcus V. Braga-Alves - 173-219 Venture Capital Valuation, Partial Adjustment, and Underpricing: Behavioral Bias or Information Production?
by Jan Jindra & Dima Leshchinskii - 221-255 Trend-Following Trading Strategies in U.S. Stocks: A Revisit
by Andrew C. Szakmary & M. Carol Lancaster - 257-273 A Tale of Two Anomalies: Higher Returns of Low-Risk Stocks and Return Seasonality
by Christopher Fiore & Atanu Saha
January 2015, Volume 50, Issue 1
- 1-26 The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It?
by Edward I. Altman & Ben Branch - 27-56 Estimating Early Exercise Premiums on Gold and Copper Options Using a Multifactor Model and Density Matched Lattices
by Jimmy E. Hilliard & Jitka Hilliard - 57-88 “I Do”: Does Marital Status Affect How Much CEOs “Do”?
by Gina Nicolosi & Adam S. Yore - 89-119 Political Connection and Stock Returns: A Longitudinal Study
by Sireethorn Civilize & Udomsak Wongchoti & Martin Young - 121-141 Short-Term Performance of U.S.-Bound Chinese IPOs
by K. Stephen Haggard & Brian R. Walkup & Yaoyi Xi
November 2014, Volume 49, Issue 4
- 643-668 Market Liquidity and Ambiguity: The Certification Role of Corporate Governance
by Christine X. Jiang & Jang-Chul Kim & Emre Kuvvet - 669-684 Odd Lot Trades: The Behavior, Characteristics, and Information Content, Over Time
by Hardy Johnson - 685-712 Insider Trading and Financing Constraints
by Ali Ataullah & Marc Goergen & Hang Le - 713-734 Split Ratings and Differences in Corporate Credit Rating Policy between Moody's and Standard & Poor's
by Michael Bowe & Waseem Larik - 735-763 A New Method to Measure the Performance of Leveraged Exchange-Traded Funds
by Narat Charupat & Peter Miu - 765-792 R&D Increases and Long-Term Performance of Rivals
by Sheng-Syan Chen & Weifeng Hung & Yanzhi Wang - 793-822 Evaluating the SDC Mergers and Acquisitions Database
by Beau Grant Barnes & Nancy L. Harp & Derek Oler
August 2014, Volume 49, Issue 3
- 435-460 Exit, Survival, and Competitive Equilibrium in Dealer Markets
by Kee H. Chung & Chairat Chuwonganant - 461-480 The Declining Role of NASDAQ Market Makers
by Jared Egginton - 481-509 The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders
by Tom McInish & James Upson & Robert A. Wood - 511-538 Order Flows and Stock Returns: Compensation for Market Makers with Inventory Concerns
by Moonsoo Kang & Bong-Soo Lee - 539-564 Information Asymmetry, Trade Size, and the Dynamic Volume-Return Relation: Evidence from the Australian Securities Exchange
by Yang Sun & Huu Nhan Duong & Harminder Singh - 565-592 Impact of Regulatory Enforcement on Leakages Prior to Analyst Recommendations
by Jeff Madura & Arjan Premti - 593-618 The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles
by Xiaoquan Jiang & Bong-Soo Lee - 619-642 What Drives ETF Flows?
by Christopher P. Clifford & Jon A. Fulkerson & Bradford D. Jordan
May 2014, Volume 49, Issue 2
- 173-175 Special Issue on Computerized and High-Frequency Trading: Guest Editor's Note
by Michael Goldstein & Michael A. Goldstein - 177-202 Computerized and High-Frequency Trading
by Michael Goldstein & Michael A. Goldstein & Pavitra Kumar & Frank C. Graves - 203-230 The Sound of Silence
by Michael Goldstein & Jeffrey H. Harris & Mohsen Saad - 231-243 Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed-Income Markets
by Michael Goldstein & Laura Cardella & Jia Hao & Ivalina Kalcheva & Yung-Yu Ma - 245-270 Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures
by Michael Goldstein & Tina Viljoen & P. Joakim Westerholm & Hui Zheng - 271-281 When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation
by Michael Goldstein & James J. Angel - 283-312 Information Transmission between Financial Markets in Chicago and New York
by Michael Goldstein & Gregory Laughlin & Anthony Aguirre & Joseph Grundfest - 313-332 How Slow Is the NBBO? A Comparison with Direct Exchange Feeds
by Michael Goldstein & Shengwei Ding & John Hanna & Terrence Hendershott - 333-344 High-Frequency Traders and Market Structure
by Michael Goldstein & Albert J. Menkveld - 345-369 High-Frequency Trading and the Execution Costs of Institutional Investors
by Michael Goldstein & Jonathan Brogaard & Terrence Hendershott & Stefan Hunt & Carla Ysusi - 371-394 The Provision of Liquidity by High-Frequency Participants
by Michael Goldstein & Elvis Jarnecic & Mark Snape - 395-419 How Aggressive Are High-Frequency Traders?
by Michael Goldstein & Björn Hagströmer & Lars Nordén & Dong Zhang - 421-433 Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms
by Michael Goldstein & Ryan L. Davis & Bonnie F. Van Ness & Robert A. Van Ness
February 2014, Volume 49, Issue 1
- 1-19 What Does the Corporate Bond Market Know?
by George Bittlingmayer & Shane M. Moser - 21-48 Underwriter Compensation Structure: Can It Really Bond Underwriters?
by Jacqueline L. Garner & Beverly B. Marshall - 49-75 The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings
by Ioannis Oikonomou & Chris Brooks & Stephen Pavelin - 77-88 When Is a Treasury Security On-the-Run?
by Mark E. Moore & Drew B. Winters - 89-116 Managerial Behavior and the Link between Stock Mispricing and Corporate Investments: Evidence from Market-to-Book Ratio Decomposition
by Mohammed Alzahrani & Ramesh P. Rao - 117-148 Equity-Based Incentives, Risk Aversion, and Merger-Related Risk-Taking Behavior
by Bradley W. Benson & Jung Chul Park & Wallace N. Davidson III - 149-172 Does Operational and Financial Hedging Reduce Exposure? Evidence from the U.S. Airline Industry
by Stephen D. Treanor & Betty J. Simkins & Daniel A. Rogers & David A. Carter
November 2013, Volume 48, Issue 4
- 539-572 Determinants of Sovereign Wealth Fund Cross-Border Investments
by William L. Megginson & Miao You & Liyan Han - 573-595 Do Credit Ratings Really Affect Capital Structure?
by Kristopher J. Kemper & Ramesh P. Rao - 597-615 Capital Structure Deviation and Speed of Adjustment
by Tarun Mukherjee & Wei Wang - 617-643 Boards, Executive Excess Compensation, and Shared Power: Evidence from Nonprofit Firms
by Jacqueline L. Garner & Teresa D. Harrison - 645-670 Bond Market Response to the Collapse of Prominent Investment Banks
by Si Li & Jeff Madura & Nivine Richie - 671-696 Liquidity Risk of Private Assets: Evidence from Real Estate Markets
by Ping Cheng & Zhenguo Lin & Yingchun Liu - 697-723 Downstream Value of Upstream Finance
by Matthew D. Hill & G. Wayne Kelly & G. Brandon Lockhart - 725-751 Do Firms Use M&A Business to Pay for Analyst Coverage?
by Valeriy Sibilkov & Miroslava Straska & H. Gregory Waller
August 2013, Volume 48, Issue 3
- 365-383 Does Index Speculation Impact Commodity Prices? An Intraday Analysis
by Yiuman Tse & Michael R. Williams - 385-415 Institutional Ownership, Diversification, and Riskiness of Bank Holding Companies
by Saiying Deng & Elyas Elyasiani & Jingyi Jia - 417-442 Systemic Risk, Financial Crisis, and Credit Risk Insurance
by Fang Chen & Xuanjuan Chen & Zhenzhen Sun & Tong Yu & Ming Zhong - 443-460 Empirical Evidence on Corporate Risk-Shifting
by Anna N. Danielova & Sudipto Sarkar & Gwangheon Hong - 461-487 Information and Long-Term Stock Performance Following Open-Market Share Repurchases
by Fei Leng & Gregory Noronha - 489-509 Where Are They Now? An Analysis of the Life Cycle of Convertible Bonds
by Timo Korkeamaki & Timothy B. Michael - 511-536 Performance of Thinly Traded Assets: A Case in Real Estate
by Ping Cheng & Zhenguo Lin & Yingchun Liu
May 2013, Volume 48, Issue 2
- 179-203 If It's Good for the Firm, It's Good for Me: Insider Trading and Repurchases Motivated by Undervaluation
by Shrikant P. Jategaonkar - 205-232 Do Criminal Sanctions Deter Insider Trading?
by Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad - 233-258 Does Say-on-Pay Matter? Evidence from Say-on-Pay Proposals in the United States
by Natasha Burns & Kristina Minnick - 259-282 Earnings Management and Annual General Meetings: The Role of Managerial Entrenchment
by John Banko & Melissa B. Frye & Weishen Wang & Ann Marie Whyte - 283-310 Venture Capital Backing and Overvaluation: Evidence from the High-Tech Bubble
by Lanfang Wang & Susheng Wang & Jin Zhang - 311-341 International Cross-Listings and Subsequent Security-Market Choices: Evidence from ADRs
by Narjess Boubakri & Jean-Claude Cosset & Anis Samet - 343-363 Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks
by Hossein Asgharian & Marcus Nossman
February 2013, Volume 48, Issue 1
- 1-24 Price Discovery in the Treasury-Bill When-Issued Market
by Jeffrey M. Mercer & Mark E. Moore & Ryan J. Whitby & Drew B. Winters - 77-96 Price Clustering in the U.S. Dollar/Taiwan Dollar Swap Market
by Hao-Chen Liu & Mark David Witte
November 2012, Volume 47, Issue 4
- 631-643 The Persistent Puzzle of Corporate Capital Structure: Current Challenges and New Directions
by David J. Denis - 645-664 Insider Trading and Corporate Information Transparency
by Feng Gu & John Q. Li - 665-696 The Impact of Mispricing and Asymmetric Information on the Price Discount of Private Placements of Common Stock
by Charmaine Glegg & Oneil Harris & Jeff Madura & Thanh Ngo - 697-718 Order Imbalance and Daily Momentum Investing: Evidence from Taiwan
by Chiao-Yi Chang - 719-739 Investors Do Respond to Poor Mutual Fund Performance: Evidence from Inflows and Outflows
by George D. Cashman & Daniel N. Deli & Federico Nardari & Sriram Villupuram
August 2012, Volume 47, Issue 3
- 423-443 Individuals and Their Local Utility Stocks: Preference for the Familiar
by John R. Nofsinger & Abhishek Varma - 445-467 Emerging from Bankruptcy with When-Issued Trading
by Raymond M. Brooks & J. Jimmy Yang - 469-499 Growth Strategies and Value Creation: What Works Best for Stock Exchanges?
by Iftekhar Hasan & Heiko Schmiedel & Liang Song - 501-530 Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?
by Yuliang Wu & Youwei Li & Philip Hamill - 531-564 Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?
by Xiaoquan Jiang & Bong Soo Lee - 565-587 Extreme Correlation of Stock and Bond Futures Markets: International Evidence
by Chin Man Chui & Jian Yang - 589-616 Trading Activity and Financial Market Integration
by Chia-Hao Lee & Pei-I Chou - 617-630 Do Socially Responsible Index Investors Incur an Opportunity Cost?
by Ben Branch & Li Cai
May 2012, Volume 47, Issue 2
- 219-246 Mortgage Delivery to the Secondary Market when Interest Rates are Falling
by Andrea J. Heuson & Tie Su - 247-272 Information in the U.S. Treasury Term Structure of Interest Rates
by Robert Brooks & Brandon N. Cline & Walter Enders - 273-297 Does Regulation Fair Disclosure Reduce the Information Quality of Managerial Guidance?
by Anna Agapova & Jeff Madura & Zhanel Mailibayeva - 299-326 The Corporate Governance Premium, Returns, and Mutual Funds
by Julia Chou & William G. Hardin III - 327-349 Labor Unions as Shareholder Activists: Champions or Detractors?
by Andrew K. Prevost & Ramesh P. Rao & Melissa A. Williams - 351-373 The Influence of a Credit Rating Change on Corporate Cash Holdings and Their Marginal Value
by Hinh D. Khieu & Mark K. Pyles - 375-399 Agency Costs and the Short‐Run Stock Price Response to Capital Expenditures
by Sungsoo Kim & Eugene Pilotte & Joon Sun Yang - 401-421 Stock Market Development and the Decline of the Portion of Dividend Payers throughout the World
by Mia Twu
February 2012, Volume 47, Issue 1
- 1-35 Shorting Restrictions: Revisiting the 1930s
by Charles M. Jones - 37-64 Short Selling: The Impact of SEC Rule 201 of 2010
by Chinmay Jain & Pankaj Jain & Thomas H. McInish - 65-89 Short Selling Behavior and Mad Money
by Jeffrey Hobbs & Terrill R. Keasler & Chris R. McNeil - 91-113 Earnings Announcements: Good News for Institutional Investors and Short Sellers
by Henk Berkman & Michael D. McKenzie - 115-143 Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market
by Christos I. Giannikos & Eleni Gousgounis - 145-170 Are Short Sellers Informed? Evidence from REITs
by Dan W. French & Andrew A. Lynch & Xuemin (Sterling) Yan - 171-197 Sovereign CDS Spreads, Volatility, and Liquidity: Evidence from 2010 German Short Sale Ban
by Xiaoling Pu & Jianing Zhang - 199-218 Are Short Sellers Informed? Evidence from the 2007–2008 Subprime Mortgage Crisis
by Ming Liu & Tongshu Ma & Yan Zhang
November 2011, Volume 46, Issue 4
- 485-512 The Ultimate Irrelevance Proposition in Finance?
by G. Andrew Karolyi - 513-539 Post‐Earnings Announcement Drift: Bounds on Profitability for the Marginal Investor
by Robert H. Battalio & Richard R. Mendenhall - 541-567 The Federal Reserve and the 2007–2009 Financial Crisis: Treating a Virus with Antibiotics? Evidence from the Commercial Paper Market
by Mark D. Griffiths & Vladimir Kotomin & Drew B. Winters - 569-593 The Traditional Hedging Model Revisited with a Nonobservable Convenience Yield
by Constantin Mellios & Pierre Six - 595-620 Timing versus Buy and Hold: A Model for Determining Predictive Accuracy Required for Superior Performance
by Jimmy E. Hilliard & Jitka Hilliard - 621-641 Board Independence and Mutual Fund Manager Turnover
by Richard Fu & Lei Wedge - 643-670 Determinants of the Method of Payment in Asset Sell‐Off Transactions
by Kien Cao & Jeff Madura - 671-701 On the Publicity of Two‐Stage Spin‐Offs and Equity Carve‐Outs
by Salim Chahine & Marc Goergen - 703-721 Tax Calendar Effects in the Municipal Bond Market: Tax‐Loss Selling and Cherry Picking by Investors and Market Timing by Fund Managers
by Haiwei Chen & Jim Estes & Thanh Ngo - 723-747 How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data
by Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer
August 2011, Volume 46, Issue 3
- 337-355 The Determinants of Execution Costs in Short‐Term Money Markets
by Alex Frino & Jennifer Kruk & Andrew Lepone - 357-383 Credit Spread Changes and Equity Volatility: Evidence from Daily Data
by Ann Marie Hibbert & Ivelina Pavlova & Joel Barber & Krishnan Dandapani - 385-412 It Takes Two: The Incidence and Effectiveness of Co‐CEOs
by Matteo P. Arena & Stephen P. Ferris & Emre Unlu - 413-425 A Reduced‐Form Model for Warrant Valuation
by Robert A. Jarrow & Siegfried Trautmann