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Content
September 2017, Volume 40, Issue 3
- 401-427 An Option Valuation Framework Based On Arithmetic Brownian Motion: Justification And Implementation Issues
by Robert Brooks & Joshua A. Brooks
June 2017, Volume 40, Issue 2
- 147-178 Institutional Ownership And Earning Management By Bank Holding Companies
by Elyas Elyasiani & Yuan Wen & Rongrong Zhang - 179-221 Are Short Sellers Informed? Evidence From Credit Rating Agency Announcements
by Jian Shi & Junbo Wang & Ting Zhang - 223-248 Exploiting Closed-End Fund Discounts: A Systematic Examination Of Alphas
by Dilip Patro & Louis R. Piccotti & Yangru Wu - 249-281 Odd Lot Order Aggressiveness And Stealth Trading
by Hardy Johnson & Brian Roseman
March 2017, Volume 40, Issue 1
- 5-32 Does Bank Technology Affect Small Business Lending Decisions?
by John Sedunov - 33-54 Does Distance Matter In Mergers And Acquisitions?
by Patty Bick & Matthew D. Crook & Andrew A. Lynch & Brian R. Walkup - 55-80 Risk-Shifting Behavior At Commercial Banks With Different Deposit Insurance Assessments: Further Evidence From U.S. Markets
by Chuang-Chang Chang & Ruey-Jenn Ho - 81-112 Investment Bank Expertise In Cross-Border Mergers And Acquisitions
by Matteo P. Arena & Michaël Dewally - 113-140 The Value In Fundamental Accounting Information
by H. J. Turtle & Kainan Wang
December 2016, Volume 39, Issue 4
- 329-358 Information Opacity And Fitch Bond Ratings
by Miles Livingston & Lei Zhou - 359-388 Currency Risk Premium And U.S. Macroeconomic Announcement
by Ding Du & Ou Hu & Xiaobing Zhao - 389-410 U.S. Bank Lending Activity In The Postcrisis World
by Ken B. Cyree & Mark D. Griffiths & Drew B. Winters - 411-436 Illiquidity In The Stock And Foreign Exchange Markets: An Investigation Of Their Cross-Market Dynamics
by Chiara Banti
September 2016, Volume 39, Issue 3
- 212-212 Announcement
by Scott E. Hein & Jeffrey M. Mercer & Drew B. Winters - 215-246 The Effects Of Regulatory Compliance For Small Banks Around Crisis-Based Regulation
by Ken B. Cyree - 247-262 Trade Size Clustering In The E-Mini Index Futures Markets
by Qin Wang & Jun Zhang - 263-290 Lost In Translation: Which Stock Prices Bear The Burden To Adjust To Exchange Rates?
by Jimmy Lockwood & Larry Lockwood & Sie Ting Lau - 291-322 Rankings And Trends In Finance Publishing: An Iterative Approach
by Matthew D. Crook & Brian R. Walkup
June 2016, Volume 39, Issue 2
- 120-120 Announcement
by Scott E. Hein & Jeffrey M. Mercer & Drew B. Winters - 123-144 Designing A Proper Hedge: Theory Versus Practice
by Chao Jiang & Ira G. Kawaller & Paul D. Koch - 145-178 Skewness And Coskewness In Bond Returns
by I-Hsuan Ethan Chiang - 179-206 The Financial Impact Of Lender-Of-Last-Resort Borrowing From The Federal Reserve During The Financial Crisis
by Benjamin M. Blau & Scott E. Hein & Ryan J. Whitby
March 2016, Volume 39, Issue 1
- 5-33 Investment Fees, Net Returns, And Conflict Of Interest In 401(K) Plans
by Thomas W. Doellman & Sabuhi H. Sardarli - 35-62 The Impact Of Real Estate Lending On Thrifts' Franchise Values During The 2007–2009 Crisis: A Comparison With Commercial Banks
by Valentina Salotti & Natalya A. Schenck & John H. Thornton Jr. - 63-85 The Disciplinary Role Of Failed Takeover Attempts
by Baixiao Liu - 87-114 Clawback Provisions In Real Estate Investment Trusts
by George D. Cashman & David M. Harrison & Christine A. Panasian
September 2015, Volume 38, Issue 3
- 283-303 Brokerage Commissions And Mutual Fund Performance
by Miles Livingston & Lei Zhou - 305-317 On The Diminishing Return To Trade Credit
by Matthew D. Hill & G.W. Kelly & Vinod Venkiteshwaran - 319-347 Industry Momentum In An Earlier Time: Evidence From The Cowles Data
by Andrew C. Szakmary & Xiwen Zhou - 349-377 Do Motivated Institutional Investors Monitor Firm Payout And Performance?
by Gregory L. Nagel & M. Arif Qayyum & Kenneth D. Roskelley - 379-413 Target Financial Independence And Takeover Pricing
by Jan Jindra & Thomas Moeller
June 2015, Volume 38, Issue 2
- 145-168 Skewness And The Asymmetry In Earnings Announcement Returns
by Benjamin M. Blau & J. Michael Pinegar & Ryan J. Whitby - 169-192 Corporate Governance And Capital Structure Dynamics: An Empirical Study
by Li-Kai (Connie) Liao & Tarun Mukherjee & Wei Wang - 193-218 A New Perspective On Director Busyness
by Chang Liu & Donna L. Paul - 219-254 Effect Of Bank Monitoring On Earnings Management Of The Borrowing Firm: An Empirical Investigation
by Anand Jha & Siddharth Shankar & Arun Prakash - 255-282 Convertible Securities And Heterogeneity Of Investor Beliefs
by Jie Jiao & An Yan
March 2015, Volume 38, Issue 1
- 3-33 Canceling Liquidity
by Bonnie F. Van Ness & Robert A. Van Ness & Ethan D. Watson - 35-57 Funding Status Of Defined Benefit Pension Plans And Idiosyncratic Return Volatility
by Yangyang Chen - 59-91 Stock Liquidity And Corporate Bond Yield Spreads: Theory And Evidence
by Henry H. Huang & Hung-Yi Huang & Jeffrey J. Oxman - 93-120 Star-Analysts' Forecast Accuracy And The Role Of Corporate Governance
by Alexander Kerl & Martin Ohlert - 121-143 Reduction In Information Asymmetry And Credit Access For Small And Medium-Sized Enterprises
by Andrea Moro & Matthias Fink & Daniela Maresch
December 2014, Volume 37, Issue 4
- 405-434 Intermediation In The Market For Equity Research
by Stanimir Markov & Eng-Joo Tan - 435-460 The Choice Between Callable And Noncallable Bonds
by Laurence Booth & Dimitrios Gounopoulos & Frank Skinner - 461-494 Affiliated Agents, Boards Of Directors, And Mutual Fund Securities Lending Returns
by John C. Adams & Sattar A. Mansi & Takeshi Nishikawa - 495-518 Board Diversity And Ceo Selection
by Atul Gupta & Kartik Raman - 519-542 International Stock Market Comovement And News
by Markus Höchstötter & Stephan Meyer & Ryan Riordan & Andreas Storkenmaier - 543-552 What Does Β Smb > 0 Really Mean?
by Hsiu-lang Chen & Gilbert Bassett
September 2014, Volume 37, Issue 3
- 267-294 Does Equity-Based Compensation Make Ceos More Acquisitive?
by Thomas J. Boulton & Marcus V. Braga-Alves & Frederik P. Schlingemann - 295-322 Does Reputation Contribute To Institutional Herding?
by Marius Popescu & Zhaojin Xu - 323-356 Target-Management-Involved Buyouts: Impact On Takeover Competition, Litigation Risk, And Shareholder Returns
by Sridhar Gogineni & John Puthenpurackal - 357-384 Cultural Distance And Bond Pricing: Evidence In The Yankee And Rule 144a Bond Markets
by Hui Zhu & Kelly Cai - 385-404 Frictions And The Contribution Of Inventory To Shareholder Wealth
by Charles F. Beauchamp & William G. Hardin III & Matthew D. Hill & Chris M. Lawrey
June 2014, Volume 37, Issue 2
- 139-158 Cash Flows, Currency Risk, And The Cost Of Capital
by Ding Du & Ou Hu - 159-189 Investment Banks In Dual Roles: Acquirer M&A Advisors As Underwriters
by Mine Ertugrul & Karthik Krishnan - 191-210 Convexity, Magnification, And Translation: The Effect Of Managerial Option-Based Compensation On Corporate Cash Holdings
by Yacine Belghitar & Ephraim Clark - 211-241 The U.S. Treasury'S Capital Purchase Program: Treasury'S Selectivity And Market Returns Across Weak And Healthy Banks
by Kenneth A. Carow & Valentina Salotti - 243-265 Strategic Credit Line Usage And Performance
by Atay Kizilaslan & Ani Manakyan Mathers
February 2014, Volume 37, Issue 1
- 1-2 Letter From The Executive Editors
by Scott Hein & Jeff Mercer & Drew Winters - 3-26 The Monetary Environment And Long-Run Reversals In Stock Returns
by Luis Garcia-Feijoo & Gerald R. Jensen - 27-54 The Price-Taker Effect On The Valuation Of Executive Stock Options
by Tung-Hsiao Yang & Don M. Chance - 55-74 Speculative Trading In Reits
by Benjamin M. Blau & Ryan J. Whitby - 75-98 Learning Banks' Exposure To Systematic Risk: Evidence From The Financial Crisis Of 2008
by Ariel M. Viale & Jeff Madura - 99-118 The Market Response To Insider Sales Of Restricted Stock Versus Unrestricted Stock
by Laurel Franzen & Xu Li & Oktay Urcan & Mark E. Vargus - 119-137 Cash Hoards And Changes In Investors' Outlook
by Ebenezer Asem & Shamsul Alam
December 2013, Volume 36, Issue 4
- 435-452 Debt Ipo Waves, Investor Sentiment, Market Conditions, And Issue Quality
by Kelly Nianyun Cai & Xiaoquan Jiang & Hei Wai Lee - 453-470 Performance And New Money Cash Flows In Real Estate Mutual Funds
by Abhay Kaushik & Anita K. Pennathur - 471-492 Predicting Extreme Returns And Portfolio Management Implications
by Andy Fodor & Kevin Krieger & Nathan Mauck & Greg Stevenson - 493-518 Reconsidering Price Limit Effectiveness
by Kenneth A. Kim & Haixiao Liu & J. Jimmy Yang - 519-542 Changes In Capital Structure: Asset Characteristics Or Managerial Preferences
by Michael Gombola & Dalia Marciukaityte - 543-578 Underwriters And The Broken Chinese Wall: Institutional Holdings And Post-Ipo Securities Litigation
by Sergey S. Barabanov & Onem Ozocak & Kuntara Pukthuanthong & Thomas J. Walker
September 2013, Volume 36, Issue 3
- 299-324 The Shrinking Space For Anomalies
by George J. Jiang & Andrew Jianzhong Zhang - 325-346 Impact Of The Galleon Case On Informed Trading Before Merger Announcements
by Inga Chira & Jeff Madura - 347-370 Employee-Friendly Acquirers And Acquisition Performance
by Mine Ertugrul - 371-388 Impact Of Macroeconomic Announcements On Interest Rate Futures: High-Frequency Evidence From Australia
by Lee A. Smales - 389-412 Idiosyncratic Risk Premia And Momentum
by Doina C. Chichernea & Steve L. Slezak - 413-434 Tower Building And Stock Market Returns
by Gunter Löffler
June 2013, Volume 36, Issue 2
- 147-174 The Information Content Of Management Earnings Forecasts: An Analysis Of Hard Versus Soft Information
by Paul Brockman & Jim Cicon - 175-214 Press Coverage And Stock Price Deviation From Fundamental Value
by Chia-Wei Chen & Christos Pantzalis & Jung Chul Park - 215-232 Diversification Strategies: Do Limited Data Constrain Investors?
by Irina Murtazashvili & Nadia Vozlyublennaia - 233-252 The Year-End Effect In Money Market Yields: Beyond One Month And Beyond The Crisis
by Vladimir Kotomin - 253-278 The Pricing Efficiency Of Leveraged Exchange-Traded Funds: Evidence From The U.S. Markets
by Narat Charupat & Peter Miu - 279-298 Regime-Dependent Liquidity Determinants Of Credit Default Swap Spread Changes
by Biao Guo & David Newton
January 2013, Volume 36, Issue 1
- 1-17 Securities Lending Around Proxies: Is The Increase In Lending Due To Proxy Abuse Or A Result Of Dividends?
by Shane M. Moser & Bonnie F. Van Ness & Robert A. Van Ness - 19-42 Litigation Risk And Market Reaction To Restatements
by Katsiaryna Salavei Bardos & Joseph Golec & John P. Harding - 43-66 Dividend Policy: Balancing Shareholders' And Creditors' Interests
by Liang Shao & Chuck C.Y. Kwok & Omrane Guedhami - 67-90 Three-Way Takeovers
by Fangming Xu & Huainan Zhao - 91-114 Market Micrsotructure Changes Around Accelerated Share Repurchase Announcements
by Manoj Kulchania - 115-146 Consumption, Money, Intratemporal Substitution, And Cross-Sectional Asset Returns
by Li Gu & Dayong Huang
December 2012, Volume 35, Issue 4
- 471-495 Transitory Market States And The Joint Occurrence Of Momentum And Mean Reversion
by Ronald J. Balvers & Ou Hu & Dayong Huang - 497-519 What Determines Seo Offer-Day Returns?
by Brandon N. Cline & Xudong Fu & Tian Tang & Jonathan A. Wiley - 521-552 Corporate Boards And Bank Loan Contracting
by Bill Francis & Iftekhar Hasan & Michael Koetter & Qiang Wu - 553-580 Seasoned Equity Issuers’ R&D Investments: Signaling Or Overoptimism
by Hong Qian & Ke Zhong & Zhaodong (Ken) Zhong - 581-613 The Effect Of Monetary Policy On Credit Spreads
by Tolga Cenesizoglu & Badye Essid
September 2012, Volume 35, Issue 3
- 317-342 Do Insiders Practice What They Preach? Informed Option Exercises Around Mergers And Acquisitions
by Daniel Bradley & Brandon N. Cline & Qin Lian - 343-374 Are Firm- And Country-Specific Governance Substitutes? Evidence From Financial Contracts In Emerging Markets
by Bill Francis & Iftekhar Hasan & Liang Song - 375-396 Why Do Stock Prices Decline In Response To Employee Layoffs? Uk Evidence From The 2008 Global Financial Crisis
by Andrew Marshall & Patrick McColgan & Susan McLeish - 397-423 The Impact Of Political Connections On Firms’ Operating Performance And Financing Decisions
by Narjess Boubakri & Jean-Claude Cosset & Walid Saffar - 425-450 Investor Reaction To Mutual Fund Performance: Evidence From Uk Distribution Channels
by Aneel Keswani & David Stolin - 451-469 Does Board Independence Matter For Corporate Insurance Hedging?
by Hong Zou & Mike Adams & Jason Zezhong Xiao
June 2012, Volume 35, Issue 2
- 159-182 Trade Size And Price Clustering: The Case Of Short Sales And The Suspension Of Price Tests
by Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness - 183-210 The Role Of Investment Bank Reputation And Relationships In Equity Private Placements
by Otgontsetseg Erhemjamts & Kartik Raman - 211-241 Do Institutions Prefer High-Value Acquirers? An Analysis Of Trading In Stock-Financed Acquisitions
by Timothy R. Burch & Vikram Nanda & Sabatino Silveri - 243-259 Does Financial Flexibility Reduce Investment Distortions?
by Abe de Jong & Marno Verbeek & Patrick Verwijmeren - 261-287 Are Pairs Trading Profits Robust To Trading Costs?
by Binh Do & Robert Faff - 289-316 Culture, Corporate Governance, And Dividend Policy: International Evidence
by Sung C. Bae & Kiyoung Chang & Eun Kang
March 2012, Volume 35, Issue 1
- 1-28 The Effects Of Insider Trading Restrictions: Evidence From Historical Dividend Initiations And Omissions
by Joseph K. Tanimura & Eric W. Wehrly - 29-53 Ex‐Dividend Day Price Behavior Of Exchange‐Traded Funds
by Jun (Tony) Ruan & Tongshu Ma - 55-77 Disposition Effect And Public Secondary Equity Offerings
by Dalia Marciukaityte & Samuel H. Szewczyk - 79-114 Measuring Effects On Stock Returns Of Sentiment Indexes Created From Stock Message Boards
by Ying Zhang & Peggy E. Swanson & Wikrom Prombutr - 115-135 The Economic Significance Of Conditioning Information On Portfolio Efficiency In The Presence Of Costly Short‐Selling
by Nicholas Taylor - 137-158 Know Your Client! Investor Profile And Tailor‐Made Asset Allocation Recommendations
by Elisa Cavezzali & Ugo Rigoni
December 2011, Volume 34, Issue 4
- 537-567 THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS
by Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang - 569-588 Short Selling And Price Discovery: Evidence From American Depositary Receipts
by Paul Brockman & (Grace) Qing Hao - 589-616 The Effect Of Cross‐Listing On Trading Volume: Reducing Segmentation Versus Signaling Investor Protection
by Abed Al‐Nasser Abdallah & Wissam Abdallah & Mohsen Saad - 617-640 Are Watch Procedures A Critical Informational Event In The Credit Ratings Process? An Empirical Investigation
by Howard Chan & Robert Faff & Paula Hill & Harald Scheule - 641-658 Market Power, Bank Megamergers, And The Welfare Of Bank Borrowers
by Donald R. Fraser & James W. Kolari & Seppo Pynnönen & T. Kyle Tippens
September 2011, Volume 34, Issue 3
- 411-440 The Endogeneity Of Information Asymmetry And Corporate Financing Decisions
by James Ang & Yingmei Cheng - 441-459 Underpricing Of Ipos That Follow Private Placement
by Kelly Nianyun Cai & Hei Wai Lee & Vivek Sharma - 461-479 The Brokerage Firm Effect In Herding: Evidence From Indonesia
by Sumit Agarwal & I‐Ming Chiu & Chunlin Liu & S. Ghon Rhee - 481-501 A Microstructure Analysis Of The Liquidity Impact Of Open Market Repurchases
by William J. McNally & Brian F. Smith - 503-522 Bond Market Reaction To Stock Repurchases: Is There A Wealth Transfer Effect?
by Takeshi Nishikawa & Andrew K. Prevost & Ramesh P. Rao - 523-535 Earnings News And Market Risk: Is The Magnitude Of The Postearnings Announcement Drift Underestimated?
by Leon Zolotoy
June 2011, Volume 34, Issue 2
- 179-215 The Time‐Varying Equity Premium And The S&P 500 In The Twentieth Century
by Mark C. Freeman - 217-239 How Well Do Market Timing, Catering, And Classical Theories Explain Corporate Decisions?
by Mufaddal Baxamusa - 241-277 Ceo Directors, Executive Incentives, And Corporate Strategic Initiatives
by Olubunmi Faleye - 279-294 Founding Family Ownership And Cash Holdings
by Yixin Liu - 295-330 Portfolio Optimization Under Tracking Error And Weights Constraints
by Isabelle Bajeux‐Besnainou & Riadh Belhaj & Didier Maillard & Roland Portait - 331-364 International Bank Flows To Emerging Markets: Influence Of Sovereign Credit Ratings And Their Regional Spillover Effects
by Suk‐Joong Kim & Eliza Wu - 365-386 Does It Pay To Disclose Managerial Earnings Information Early?
by Gregory Gelles & John S. Howe & Xuejing Xing - 387-410 Bank Privatization And Convergence Of Performance: International Evidence
by Sungho Choi & Iftekhar Hasan
March 2011, Volume 34, Issue 1
- 1-25 Differences Of Opinion, Overconfidence, And The High‐Volume Premium
by Zhaodan Huang & James B. Heian & Ting Zhang - 27-60 Olive: A Simple Method For Estimating Betas When Factors Are Measured With Error
by J. Ginger Meng & Gang Hu & Jushan Bai - 61-101 The Fundamental Determinants Of Trading Volume Reaction To Financial Information: Evidence And Implications For Empirical Capital Market Research
by Rowland K. Atiase & Bipin B. Ajinkya & Alex K. Dontoh & Michael J. Gift - 103-130 The Effect Of The Trading System On Ipo Underpricing: Evidence From The 1997 Order‐Handling Rules
by James A. Ligon & Hao‐Chen Liu - 131-154 Institutional Trading And Opening Price Behavior: Evidence From A Fast‐Emerging Market
by Chaoshin Chiao & Weifeng Hung & Cheng F. Lee - 155-177 Information Asymmetry, Dividend Status, And Seo Announcement‐Day Returns
by Laurence Booth & Bin Chang
December 2010, Volume 33, Issue 4
- 317-371 Corporate Hedging And Shareholder Value
by Kevin Aretz & Söhnke M. Bartram - 373-401 Risk And Hedging Behavior: The Role And Determinants Of Latent Heterogeneity
by Joost M. E. Pennings & Philip Garcia - 403-427 The Daylight Saving Time Anomaly In Stock Returns: Fact Or Fiction?
by Russell Gregory‐Allen & Ben Jacobsen & Wessel Marquering - 429-462 Daylight And Investor Sentiment: A Second Look At Two Stock Market Behavioral Anomalies
by Jeffrey R. Gerlach - 463-486 Short Selling And Mispricings When Fundamentals Are Known: Evidence From Nyse‐Traded Closed‐End Funds
by Sean Masaki Flynn - 487-517 Determinants Of Capital Structure In Business Start‐Ups: The Role Of Nonfinancial Stakeholder Relationship Costs
by Tom Franck & Nancy Huyghebaert - 519-538 Sustainable Growth And Stock Returns
by Larry Lockwood & Wikrom Prombutr
September 2010, Volume 33, Issue 3
- 201-221 Dynamic Hedge Fund Style Analysis With Errors‐In‐Variables
by Laurent Bodson & Alain Coën & Georges Hübner - 223-247 Regular(Ized) Hedge Fund Clones
by Daniel Giamouridis & Sandra Paterlini - 249-265 Mutual Funds Selection Based On Funds Characteristics
by Diana P. Budiono & Martin Martens - 267-287 Debt Forgiveness And Stock Price Reaction Of Lending Banks: Theory And Evidence From Japan
by Nobuyuki Isagawa & Satoru Yamaguchi & Tadayasu Yamashita - 289-315 State Dependency Of Bank Stock Reaction To Federal Funds Rate Target Changes
by Haiyan Yin & Jiawen Yang & William C. Handorf
June 2010, Volume 33, Issue 2
- 103-123 Expected Volatility, Unexpected Volatility, And The Cross‐Section Of Stock Returns
by Choong Tze Chua & Jeremy Goh & Zhe Zhang - 125-151 Risk Premium Effects On Implied Volatility Regressions
by Leonidas S. Rompolis & Elias Tzavalis - 153-177 Trading‐Volume Shocks And Stock Returns: An Empirical Analysis
by Zhaodan Huang & James B. Heian - 179-199 On The Robustness Of Range‐Based Volatility Estimators
by Ozgur (Ozzy) Akay & Mark D. Griffiths & Drew B. Winters
March 2010, Volume 33, Issue 1
- 1-26 The Economic Gains Of Trading Stocks Around Holidays
by Ilias Tsiakas - 27-43 Dynamic Order Submission And Herding Behavior In Electronic Trading
by Wing Lon Ng - 45-75 Switching To A Temporary Call Auction In Times Of High Uncertainty
by David Abad & Roberto Pascual - 77-102 Optimal Portfolio Selection With A Shortfall Probability Constraint: Evidence From Alternative Distribution Functions
by Yalcin Akcay & Atakan Yalcin
December 2009, Volume 32, Issue 4
- 365-393 Private Benefits: Ownership Versus Control
by Joon Ho Hwang & Bill Hu - 395-422 Do Multiple Large Shareholders Play A Corporate Governance Role? Evidence From East Asia
by Najah Attig & Sadok El Ghoul & Omrane Guedhami - 423-447 Convertible Debt And Risk‐Shifting Incentives
by Assaf Eisdorfer - 449-477 Backdating And Director Incentives: Money Or Reputation?
by Kristina Minnick & Mengxin Zhao - 479-503 Keiretsu Affiliation And Stock‐Market‐Driven Acquisitions
by Christine Brown & Carlson Fung
September 2009, Volume 32, Issue 3
- 231-259 The Economic Value Of Using Realized Volatility In Forecasting Future Implied Volatility
by Wing Hong Chan & Ranjini Jha & Madhu Kalimipalli - 261-284 Trader Exploitation Of Order Flow Information During The Ltcm Crisis
by Fang Cai - 285-307 Time Variability In Market Risk Aversion
by Dave Berger & H. J. Turtle - 309-335 Slippage And The Choice Of Market Or Limit Orders In Futures Trading
by Scott Brown & Timothy Koch & Eric Powers - 337-363 Internalization And Market Quality: An Empirical Investigation
by Norris L. Larrymore & Albert J. Murphy
June 2009, Volume 32, Issue 2
- 95-122 Mutual Fund Daily Conditional Performance
by Frank Coggins & Marie‐Claude Beaulieu & Michel Gendron - 123-155 How Do Managers Behave In Stock Option Plans? Clinical Evidence From Exercise And Survey Data
by Zacharias Sautner & Martin Weber - 157-167 Why Most Firms Choose Linear Hedging Strategies
by Dennis Frestad - 169-197 Does Privatization Foster Changes In The Quality Of Legal Institutions?
by Narjess Boubakri & Jean‐Claude Cosset & Houcem Smaoui - 199-230 Takeover Exposure, Agency, And The Choice Between Private And Public Debt
by Matteo P. Arena & John S. Howe
March 2009, Volume 32, Issue 1
- 1-21 Intraday Stealth Trading: Which Trades Move Prices During Periods Of High Volume?
by Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness - 23-51 Industry Prospects And Acquirer Returns In Diversifying Takeovers
by Husayn Shahrur & Anand Venkateswaran - 53-70 Investors Adjust Expectations Around Sell‐Side Analyst Revisions In Ipo Recommendations
by Deepika Bagchee - 71-93 Hedge Fund Survival: Non‐Normal Returns, Capital Outflows, And Liquidity
by Naohiko Baba & Hiromichi Goko
December 2008, Volume 31, Issue 4
- 301-332 Analyst Reputation, Dealer Affiliation, And Market Making
by Mingsheng Li & Xin Zhao - 333-356 Clustered Synergies In The Takeover Market
by Jeff Madura & Thanh Ngo - 357-379 Monetary Policy Indicators As Predictors Of Stock Returns
by David A. Becher & Gerald R. Jensen & Jeffrey M. Mercer - 381-408 Adaptive Mesh Modeling And Barrier Option Pricing Under A Jump‐Diffusion Process
by Michael Albert & Jason Fink & Kristin E. Fink
September 2008, Volume 31, Issue 3
- 193-224 Unitary Boards And Mutual Fund Governance
by Sophie Xiaofei Kong & Dragon Yongjun Tang - 225-246 Insider Trading, Regulation, And The Components Of The Bid–Ask Spread
by Bart Frijns & Aaron Gilbert & Alireza Tourani‐Rad - 247-270 Information And Noise In Financial Markets: Evidence From The E‐Mini Index Futures
by Alexander Kurov - 271-300 Robustness Of The Headquarters‐City Effect On Stock Returns
by Christopher W. Anderson & Eli Beracha
June 2008, Volume 31, Issue 2
- 85-112 Managerial Ownership, Takeover Defenses, And Debt Financing
by Şenay Ağca & Sattar A. Mansi - 113-140 Order Placement Strategies In A Pure Limit Order Book Market
by Charles Cao & Oliver Hansch & Xiaoxin Wang - 141-166 Stock Market Reaction To Good And Bad Inflation News
by Johan Knif & James Kolari & Seppo Pynnönen - 167-191 Legal Environment, Internalization, And U.S. Acquirer Gains In Foreign Takeovers
by Christos Pantzalis & Jung Chul Park & Ninon K. Sutton
March 2008, Volume 31, Issue 1
- 1-23 On The Linkage Between Financial Risk Tolerance And Risk Aversion
by Robert Faff & Daniel Mulino & Daniel Chai - 25-40 Liquidity Commonality Beyond Best Prices
by Alexander Kempf & Daniel Mayston - 41-63 The Investment Opportunity Set And Its Proxy Variables
by Tim Adam & Vidhan K. Goyal - 65-84 Glamour Versus Value: Trading Behavior Of Institutions And Individual Investors
by Vivek Sharma & Jungshik Hur & Heiwai Lee
December 2007, Volume 30, Issue 4
- 455-471 On The Informational Effect Of Short‐Sales Constraints: Evidence From The Tokyo Stock Exchange
by Naoto Isaka - 473-494 Agency Conflicts In Delegated Portfolio Management: Evidence From Namesake Mutual Funds
by Stephen P. Ferris & Xuemin (Sterling) Yan - 495-513 Extensions Of The Standardized Cross‐Sectional Approach To Short‐Horizon Event Studies
by Ronald Bremer & Zhaohui Zhang - 515-532 Mutual Fund Trades: Asymmetric Liquidity Preferences And Fund Performance
by Alex Clarke & Grant Cullen & Dominic Gasbarro - 533-545 Further Evidence On Insider Trading And The Merits Of Securities Class Actions
by Zahid Iqbal & Shekar Shetty & Kun Wang
September 2007, Volume 30, Issue 3
- 335-353 Exploring The Link Between Information Quality And Systematic Risk
by Charlie X. Cai & Robert W. Faff & David Hillier & Suleiman Mohamed