Eastern Finance Association
The Financial Review
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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
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
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
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
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
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
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
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
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
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
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
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
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
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 - 427-457 Experimental Evidence on Portfolio Size and Diversification: Human Biases in Naïve Security Selection and Portfolio Construction
by Don M. Chance & Andrei Shynkevich & Tung‐Hsiao Yang - 459-483 IPO Trading without Market Makers or Underwriter Price Support
by Daniel Bradley & Mingsheng Li & Jing Shi
2011, Volume 46, Issue 2
- 193-205 Using CFO Surveys as a Motivational Tool to Teach Corporate Finance
by John R. Graham - 207-232 The Impact of the Corporate Control Market on IPO Decisions
by Thomas J. Boulton - 233-250 R^2: Does it Matter for Firm Valuation?
by John D. Stowe & Xuejing Xing - 251-279 Dividend Payouts and Corporate Governance Quality: An Empirical Investigation
by Pornsit Jiraporn & Jang‐Chul Kim & Young Sang Kim - 281-311 Managerial Incentives, Fraud, and Monitoring
by H. David Robison & Rudy Santore - 313-336 An Exploratory Analysis of Factors Influencing Initial Market Response and Media Reports following Shock Corporate Events
by Les Coleman
2011, Volume 46, Issue 1
- 1-42 Regulatory Uncertainty and Financial Contagion: Evidence from the Hybrid Capital Securities Market
by John D. Finnerty & Jeffrey Turner & Jack Chen & Rachael W. Park - 43-65 Why is Convertible Debt Subordinated? An Investment‐Based Agency Theory
by Assaf Eisdorfer - 67-87 Can Commercialization Improve the Performance of Stock Exchanges Even without Corporatization?
by Erin Oldford & Isaac Otchere - 89-101 Quote Competitiveness, 100‐share Quotes, and Decimalization
by Ning Tang & Andriy Shkilko & Gregory Stone - 103-125 How Does National Culture Impact Internalization Benefits in Cross‐Border Mergers and Acquisitions?
by Tanja Steigner & Ninon K. Sutton - 127-149 Liquidity Changes around Seasoned Equity Issuance: Public Offerings versus Private Placements
by Hong Qian - 151-164 Are Chinese Stock Market Cycles Duration Independent?
by Haiqiang Chen & Terence Tai‐Leung Chong & Zimu Li - 165-191 Oil Risk Exposure: The Case of the U.S. Oil and Gas Sector
by Sunil K. Mohanty & Mohan Nandha
2010, Volume 45, Issue 4
- 891-913 Bank Risk Taking at the Onset of the Current Banking Crisis
by Rich Fortin & Gerson M. Goldberg & Greg Roth - 915-930 Procyclicality, Bank Lending, and the Macroeconomic Implications of a Revised Basel Accord
by Kevin T. Jacques - 931-950 The Effect of Labor Market Demand on U.S. CEO Pay Since 1980
by Gregory L. Nagel - 951-971 The Impact on Interest Rates of Unemployment Announcements and Their Revisions
by James E. Gunderson & Frederic P. Sterbenz - 973-994 Exchange-Traded Fund Introductions and Closed-End Fund Discounts and Volume
by Scott W. Barnhart & Stuart Rosenstein - 995-1010 Oil and the Stock Market: An Industry Level Analysis
by Sridhar Gogineni - 1011-1023 Estimating Volatility Persistence in Oil Prices Under Structural Breaks
by Bradley T. Ewing & Farooq Malik - 1025-1051 Empirical Evidence of the Existence of Investable Premiums in Emerging Market Investable Stocks
by Eric C. Girard - 1053-1078 Idiosyncratic Risk in Emerging Markets
by Timotheos Angelidis - 1079-1100 Volatility Risk Premium, Risk Aversion, and the Cross-Section of Stock Returns
by Peter Nyberg & Anders Wilhelmsson - 1101-1123 Using Four-Moment Tail Risk to Examine Financial and Commodity Instrument Diversification
by Leyuan You & Robert T. Daigler
2010, Volume 45, Issue 3
- 501-522 Anonymity, Stealth Trading, and the Information Content of Broker Identity
by Alex Frino & David Johnstone & Hui Zheng - 523-540 Preferenced Trading, Quote Competition, and Market Quality: Evidence from Decimalization on the NYSE
by Wei Huang & S. Ghon Rhee & Ning Tang - 541-556 Risk Changes around Calls of Convertible Bonds
by Luis García-Feijóo & Scott Beyer & Robert R. Johnson - 557-578 Syndication in Venture Capital Financing
by Daniel N. Deli & Mukunthan Santhanakrishnan - 579-602 Bond Market Access, Credit Quality, and Capital Structure: Canadian Evidence
by Usha R. Mittoo & Zhou Zhang - 603-626 Debt Maturity, Credit Risk, and Information Asymmetry: The Case of Municipal Bonds
by Kenneth Daniels & Demissew Diro Ejara & Jayaraman Vijayakumar - 627-657 Industry Structure and Corporate Debt Maturity
by Otgontsetseg Erhemjamts & Kartik Raman & Husayn Shahrur - 659-681 Earnings Management Surrounding New Debt Issues
by Yixin Liu & Yixi Ning & Wallace N. Davidson III - 683-706 Information Transfer Effects of Bond Rating Downgrades
by Philippe Jorion & Gaiyan Zhang - 707-728 Treasury Bond Volatility and Uncertainty about Monetary Policy
by Ivo J. M. Arnold & Evert B. Vrugt - 729-741 SEO Cycles
by John S. Howe & Shaorong Zhang - 743-759 Partial Price Adjustments and Equity Carve-Outs
by Thomas H. Thompson - 761-783 Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market
by Charlie Charoenwong & David K. Ding & Nattawut Jenwittayaroje - 785-802 Prior Payment Status and the Likelihood to Pay Dividends: International Evidence
by Mia Twu - 803-824 Corporate Hedging Policy and Equity Mispricing
by J. Barry Lin & Christos Pantzalis & Jung Chul Park - 825-843 Restructuring Using Operating Asset Exchanges: Issues and Evidence
by Kaysia Campbell & James E. Owers - 845-872 What are the Capital Structure Determinants for Tax-Exempt Organizations?
by Geoffrey Peter Smith - 873-889 Political Risk and Purchases of Privatized State-Owned Enterprises
by Mina C. Glambosky & Kimberly C. Gleason & Jeff Madura
2010, Volume 45, Issue 2
- 217-229 Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
by Dirk G. Baur & Brian M. Lucey - 231-262 50+ Years of Diversification Announcements
by Mehmet E. Akbulut & John G. Matsusaka - 263-275 Terrorism and Stock Market Sentiment
by Jussi Nikkinen & Sami Vähämaa - 277-285 On Model Testing in Financial Economics
by Robert A. Jarrow - 287-305 Investment Irreversibility, Cash Flow Risk, and Value-Growth Stock Return Effects
by Wikrom Prombutr & Larry Lockwood & J. David Diltz - 307-330 Does Inclusion in a Smaller S&P Index Create Value?
by John R. Becker-Blease & Donna L. Paul - 331-354 The Efficacy of Regulation Fair Disclosure
by Praveen Sinha & Christopher Gadarowski - 355-373 Yes, The Value Line Enigma Is Still Alive: Evidence from Online Timeliness Rank Changes
by Ying Zhang & Giao X. Nguyen & Steven V. Le - 375-386 Stock Splits and Bond Yields: Isolating the Signaling Hypothesis
by David Michayluk & Ruoyun Zhao - 387-414 Does the Quality of Financial Advice Affect Prices?
by Arthur Allen & Donna Dudney - 415-447 The Moving Average Ratio and Momentum
by Seung-Chan Park - 449-468 Arbitrage and the Evaluation of Linear Factor Models in UK Stock Returns
by Jonathan Fletcher - 469-484 Short-Horizon Return Predictability in International Equity Markets
by Abul Shamsuddin & Jae H. Kim - 485-499 Asset Pricing and Welfare Analysis with Bounded Rational Investors
by Lei Lu
2010, Volume 45, Issue 1
- 1-19 CEO Pay-For-Performance Heterogeneity Using Quantile Regression
by Kevin F. Hallock & Regina Madalozzo & Clayton G. Reck - 21-56 Signaling, Free Cash Flow and "Nonmonotonic" Dividends
by Kathleen Fuller & Benjamin M. Blau - 57-81 Dividends versus Share Repurchases Evidence from Canada: 1985-2003
by Maher Kooli & Jean-François L'Her - 83-103 The Ex-dividend Day: Action On and Off the Danish Exchange
by Umid Akhmedov & Keith Jakob - 105-127 Debt Issuance in the Face of Tax Loss Carryforwards
by Anne-Marie Anderson & Nandu Nayar - 129-152 Investors' Use of Historical Forecast Bias to Adjust Current Expectations
by Seung-Woog (Austin) Kwag & Ronald E. Shrieves - 153-165 Changes in the Information Efficiency of Stock Prices: Additional Evidence
by Richard A. DeFusco & Suchi Mishra & K. Raghunandan - 167-203 Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation
by Alex Paseka & George Theocharides - 205-216 A Note on Affordability and the Optimal Share Price
by William T. Chittenden & Janet D. Payne & J. Holland Toles
2009, Volume 44, Issue 4
- 461-468 EFA Keynote Speech: "Corporate Governance and Corporate Social Responsibility: What Do Investors Care about? What Should Investors Care about?"
by Laura T. Starks - 469-488 Earnings-Based Bonus Compensation
by António Câmara - 489-524 Excess Control, Corporate Governance and Implied Cost of Equity: International Evidence
by Omrane Guedhami & Dev Mishra - 525-539 Director Compensation and the Reliability of Accounting Information
by Anwar Boumosleh - 541-558 The Intertemporal Risk-Return Relation in the Stock Market
by Xiaoquan Jiang & Bong Soo Lee - 559-582 Out-of-Sample Predictability in International Equity Markets: A Model Selection Approach
by Xiaojing Su & Tao Wang & Jian Yang - 583-602 Fractional Integration in Commodity Futures Returns
by John Elder & Hyun J. Jin - 603-623 The Corporate Acquisition Policy of Financially Distressed Firms
by Dror Parnes - 625-645 The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests
by Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty - 647-663 Personal Bankruptcy Law and New Business Formation
by Bill Francis & Iftekhar Hasan & Haizhi Wang
2009, Volume 44, Issue 3
- 311-344 An Analysis of Individual NYSE Specialist Portfolios and Execution Quality
by Jerry W. Liu - 345-369 Higher-Order Systematic Comoments and Asset Pricing: New Evidence
by Duong Nguyen & Tribhuvan N. Puri - 371-404 The Forex Forward Puzzle: The Career Risk Hypothesis
by Fang Liu & Piet Sercu - 405-436 The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets
by Ehud I. Ronn & Akin Sayrak & Stathis Tompaidis - 437-459 The Halloween Effect in U.S. Sectors
by Ben Jacobsen & Nuttawat Visaltanachoti
2009, Volume 44, Issue 2
- 151-178 Interactions between Corporate Agency Conflicts
by Alan V. S. Douglas - 179-212 One Man Two Hats: What's All the Commotion!
by Jay Dahya & Laura Galguera Garcia & Jos van Bommel - 213-237 Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective
by Darren D. Lee & Robert W. Faff - 239-262 The "Best Corporate Citizens": Are They Good for Their Shareholders?
by Greg Filbeck & Raymond Gorman & Xin Zhao - 263-290 The Correlation Structure of Unexpected Returns in U.S. Equities
by R. Brian Balyeat & Jayaram Muthuswamy - 291-310 The Pricing of IPOs Post-Sarbanes-Oxley
by Jarrod Johnston & Jeff Madura
2009, Volume 44, Issue 1
- 1-29 Price Clustering: Evidence Using Comprehensive Limit-Order Data
by Chaoshin Chiao & Zi-May Wang - 31-57 Short Selling and the Weekend Effect in Nasdaq Stock Returns
by Stephen E. Christophe & Michael G. Ferri & James J. Angel - 59-85 Division Manager Lobbying Power and the Allocation of Capital
by Chris R. McNeil & Thomas I. Smythe - 87-111 Pedigree or Placement? An Analysis of Research Productivity in Finance
by Kam C. Chan & Carl R. Chen & Hung-Gay Fung - 113-135 The Diversification Discount Puzzle: Evidence for a Transaction-Cost Resolution
by Raj Aggarwal & Shelly Zhao - 137-149 Entrepreneurial Financing and Costly Due Diligence
by Chris Yung
2008, Volume 43, Issue 4
- 477-507 The External Funding of Academic Finance Research
by David R. Kuipers & Stephen W. Pruitt - 509-541 U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look
by Tao Wang & Jian Yang & Marc W. Simpson - 543-567 The Information Content of Multiple Stock Splits
by Gow-Cheng Huang & Kartono Liano & Herman Manakyan & Ming-Shiun Pan