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Content
March 2020, Volume 55, Issue 2
- 473-516 Employee-Manager Alliances and Shareholder Returns from Acquisitions
by Masulis, Ronald W. & Wang, Cong & Xie, Fei
- 517-547 Competition and Operating Volatilities around the World
by Makaew, Tanakorn & Maksimovic, Vojislav
- 549-580 Googling Investor Sentiment around the World
by Gao, Zhenyu & Ren, Haohan & Zhang, Bohui
- 581-619 Are Generalists Beneficial to Corporate Shareholders? Evidence from Exogenous Executive Turnovers
by Betzer, André & Lee, Hye Seung (Grace) & Limbach, Peter & Salas, Jesus M.
- 621-651 Venture Capital Communities
by Bubna, Amit & Das, Sanjiv R. & Prabhala, Nagpurnanand
- 653-677 Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times
by Lange, Rutger-Jan & Ralph, Daniel & Støre, Kristian
- 679-706 Rhetoric, Reality, and Reputation: Do CSR and Political Lobbying Protect Shareholder Wealth against Environmental Lawsuits?
by Liu, Chelsea & Cheong, Chee Seng & Zurbruegg, Ralf
- 707-707 Stock Return Asymmetry: Beyond Skewness — CORRIGENDUM
by Jiang, Lei & Wu, Ke & Zhou, Guofu & Zhu, Yifeng
February 2020, Volume 55, Issue 1
- 1-45 A Survey of the Microstructure of Fixed-Income Markets
by Bessembinder, Hendrik & Spatt, Chester & Venkataraman, Kumar
- 47-75 Signaling in OTC Markets: Benefits and Costs of Transparency
by Back, Kerry & Liu, Ruomeng & Teguia, Alberto
- 77-115 Short Selling and Price Discovery in Corporate Bonds
by Hendershott, Terrence & Kozhan, Roman & Raman, Vikas
- 117-157 Government Intervention and Strategic Trading in the U.S. Treasury Market
by Pasquariello, Paolo & Roush, Jennifer & Vega, Clara
- 159-192 Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act
by Benos, Evangelos & Payne, Richard & Vasios, Michalis
- 193-221 The Market Microstructure of Central Bank Bond Purchases
by Schlepper, Kathi & Hofer, Heiko & Riordan, Ryan & Schrimpf, Andreas
- 223-261 Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution?
by Akbas, Ferhat & Genc, Egemen
- 263-289 The Effect of Financial Flexibility on Payout Policy
by Kumar, Anil & Vergara-Alert, Carles
- 291-329 Does Option-Based Compensation Affect Payout Policy? Evidence from FAS 123R
by Ferri, Fabrizio & Li, Nan
- 331-356 Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps
by Cosma, Antonio & Galluccio, Stefano & Pederzoli, Paola & Scaillet, Olivier
December 2019, Volume 54, Issue 6
- 2295-2326 CEOs and the Product Market: When Are Powerful CEOs Beneficial?
by Li, Minwen & Lu, Yao & Phillips, Gordon M.
- 2327-2353 Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences
by Boguth, Oliver & Grégoire, Vincent & Martineau, Charles
- 2355-2381 Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds
by Agarwal, Vikas & Aragon, George O. & Shi, Zhen
- 2383-2422 Top Management Human Capital, Inventor Mobility, and Corporate Innovation
by Chemmanur, Thomas J. & Kong, Lei & Krishnan, Karthik & Yu, Qianqian
- 2423-2452 Volatility-of-Volatility Risk
by Huang, Darien & Schlag, Christian & Shaliastovich, Ivan & Thimme, Julian
- 2453-2491 Distracted Institutional Investors
by Schmidt, Daniel
- 2493-2516 Attention to Market Information and Underreaction to Earnings on Market Moving Days
by Kottimukkalur, Badrinath
- 2517-2541 New Entropy Restrictions and the Quest for Better-Specified Asset-Pricing Models
by Bakshi, Gurdip & Chabi-Yo, Fousseni
- 2543-2574 Investment Commonality across Insurance Companies: Fire Sale Risk and Corporate Yield Spreads
by Nanda, Vikram & Wu, Wei & Zhou, Xing (Alex)
- 2575-2603 Predicting U.S. Bank Failures with MIDAS Logit Models
by Audrino, Francesco & Kostrov, Alexander & Ortega, Juan-Pablo
- 2605-2634 Effect of Trading Relationships on Execution Costs in Low-Information-Asymmetry Over-the-Counter Markets
by Issa, George & Jarnecic, Elvis
- 2635-2661 Financial versus Strategic Buyers
by Martos-Vila, Marc & Rhodes-Kropf, Matthew & Harford, Jarrad
October 2019, Volume 54, Issue 5
- 1899-1935 Are Buybacks Good for Long-Term Shareholder Value? Evidence from Buybacks around the World
by Manconi, Alberto & Peyer, Urs & Vermaelen, Theo
- 1937-1974 Does Unusual News Forecast Market Stress?
by Glasserman, Paul & Mamaysky, Harry
- 1975-2016 New Evidence on Conditional Factor Models
by Cooper, Ilan & Maio, Paulo
- 2017-2051 Hometown Biased Acquisitions
by Jiang, Feng & Qian, Yiming & Yonker, Scott E.
- 2053-2083 Estimation of Multivariate Asset Models with Jumps
by Ballotta, Laura & Fusai, Gianluca & Loregian, Angela & Perez, M. Fabricio
- 2085-2117 When Does the Family Govern the Family Firm?
by Bøhren, Øyvind & Stacescu, Bogdan & Almli, Line F. & Søndergaard, Kathrine L.
- 2119-2140 The Relation between Corporate and Government Debt Maturity in Europe
by Lugo, Stefano & Piccillo, Giulia
- 2141-2178 Does Political Uncertainty Increase External Financing Costs? Measuring the Electoral Premium in Syndicated Lending
by Kim, Olivia S.
- 2179-2207 Bank Interventions and Trade Credit: Evidence from Debt Covenant Violations
by Zhang, Zilong
- 2209-2232 Risk Aversion in a Dynamic Asset Allocation Experiment
by Brocas, Isabelle & Carrillo, Juan D. & Giga, Aleksandar & Zapatero, Fernando
- 2233-2260 Currency Regimes and the Carry Trade
by Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W.
- 2261-2292 A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States
by Andreasen, Martin M. & Meldrum, Andrew
- 2293-2293 Bank Interventions and Trade Credit: Evidence from Debt Covenant Violations - ERRATUM
by Zhang, Zilong
August 2019, Volume 54, Issue 4
- 1469-1497 High-Frequency Trading Competition
by Brogaard, Jonathan & Garriott, Corey
- 1499-1538 The Information Content of Sudden Insider Silence
by Hong, Claire Yurong & Li, Frank Weikai
- 1539-1571 The Effect of Investment Constraints on Hedge Fund Investor Returns
by Joenväärä, Juha & Kosowski, Robert & Tolonen, Pekka
- 1573-1614 Can Strong Corporate Governance Selectively Mitigate the Negative Influence of “Special Interest†Shareholder Activists? Evidence from the Labor Market for Directors
by Del Guercio, Diane & Woidtke, Tracie
- 1615-1642 Dead Hand Proxy Puts and Hedge Fund Activism
by Griffith, Sean J. & Reisel, Natalia
- 1643-1681 Optimal Consumption and Investment under Time-Varying Liquidity Constraints
by Ahn, Seryoong & Choi, Kyoung Jin & Lim, Byung Hwa
- 1683-1711 Do Mutual Funds Have Decreasing Returns to Scale? Evidence from Fund Mergers
by McLemore, Ping
- 1713-1758 Best of the Best: A Comparison of Factor Models
by Ahmed, Shamim & Bu, Ziwen & Tsvetanov, Daniel
- 1759-1789 Pricing Intertemporal Risk When Investment Opportunities Are Unobservable
by Cederburg, Scott
- 1791-1819 Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement
by Han, Bing & Lu, Lei & Zhou, Yi
- 1821-1854 Pension Deficits and the Design of Private Debt Contracts
by Balachandran, Balasingham & Duong, Huu Nhan & Vu, Van Hoang
- 1855-1898 Employment, Corporate Investment, and Cash-Flow Risk
by Alnahedh, Saad & Bhagat, Sanjai & Obreja, Iulian
June 2019, Volume 54, Issue 3
- 993-1024 Risk and Return in High-Frequency Trading
by Baron, Matthew & Brogaard, Jonathan & Hagströmer, Björn & Kirilenko, Andrei
- 1025-1050 Local Economic Spillover Effects of Stock Market Listings
by Butler, Alexander W. & Fauver, Larry & Spyridopoulos, Ioannis
- 1051-1082 Regional Economic Activity and Stock Returns
by Smajlbegovic, Esad
- 1083-1115 Factor Structure in Commodity Futures Return and Volatility
by Christoffersen, Peter & Lunde, Asger & Olesen, Kasper V.
- 1117-1155 Board Ancestral Diversity and Firm-Performance Volatility
by Giannetti, Mariassunta & Zhao, Mengxin
- 1157-1192 Getting Paid to Hedge: Why Don’t Investors Pay a Premium to Hedge Downturns?
by Kapadia, Nishad & Ostdiek, Barbara Bennett & Weston, James P. & Zekhnini, Morad
- 1193-1230 Relationship-Based Resource Allocations: Evidence from the Use of “Guanxi†during SEOs
by Brockman, Paul & Firth, Michael & He, Xianjie & Mao, Xinyang & Rui, Oliver
- 1231-1262 Relationship Bank Behavior during Borrower Distress
by Li, Yan & Lu, Ruichang & Srinivasan, Anand
- 1263-1283 At-the-Market Offerings
by Billett, Matthew T. & Floros, Ioannis V. & Garfinkel, Jon A.
- 1285-1311 Shelf versus Traditional Seasoned Equity Offerings: The Impact of Potential Short Selling
by Dutordoir, Marie & Strong, Norman & Sun, Ping
- 1313-1346 State Ownership and Debt Choice: Evidence from Privatization
by Boubakri, Narjess & Saffar, Walid
- 1347-1369 Investor Inattention and Stock Prices: Evidence from Acquisitions with a Choice of Payment Type
by Lie, Erik
- 1371-1401 Do Unlisted Targets Sell at Discounts?
by Jaffe, Jeffrey F. & Jindra, Jan & Pedersen, David J. & Voetmann, Torben
- 1403-1446 The Boss Knows Best: Directors of Research and Subordinate Analysts
by Bradley, Daniel & Gokkaya, Sinan & Liu, Xi
- 1447-1468 Labor Adjustment Costs and Risk Management
by Qiu, Yue
April 2019, Volume 54, Issue 2
- 481-512 Covenants, Creditors’ Simultaneous Equity Holdings, and Firm Investment Policies
by Chava, Sudheer & Wang, Rui & Zou, Hong
- 513-538 Competition and Bank Liquidity Creation
by Jiang, Liangliang & Levine, Ross & Lin, Chen
- 539-585 How Does Illiquidity Affect Delegated Portfolio Choice?
by Dai, Min & Goncalves-Pinto, Luis & Xu, Jing
- 587-627 Is It the Investment Bank or the Investment Banker? A Study of the Role of Investment Banker Human Capital in Acquisitions
by Chemmanur, Thomas J. & Ertugrul, Mine & Krishnan, Karthik
- 629-665 Stock Price Co-Movement and the Foundations of Pairs Trading
by Farago, Adam & Hjalmarsson, Erik
- 667-694 Bank Capital and Lending: Evidence from Syndicated Loans
by Chu, Yongqiang & Zhang, Donghang & Zhao, Yijia (Eddie)
- 695-727 Good Volatility, Bad Volatility, and Option Pricing
by Feunou, Bruno & Okou, Cédric
- 729-758 Anticipatory Traders and Trading Speed
by Fishe, Raymond P. H. & Haynes, Richard & Onur, Esen
- 759-787 SOX Section 404 and Corporate Innovation
by Gao, Huasheng & Zhang, Jin
- 789-827 A Single-Factor Consumption-Based Asset Pricing Model
by Delikouras, Stefanos & Kostakis, Alexandros
- 829-876 Industry Tournament Incentives and the Product-Market Benefits of Corporate Liquidity
by Huang, Jian & Jain, Bharat A. & Kini, Omesh
- 877-906 Accounting Losses as a Heuristic for Managerial Failure: Evidence from CEO Turnovers
by Ghosh, Aloke (Al) & Wang, Jun
- 907-923 Risk Shifting and Corporate Pension Plans: Evidence from a Natural Experiment
by Pedersen, David J.
- 925-965 Business Loans and the Transmission of Monetary Policy
by Barraza, Santiago & Civelli, Andrea & Zaniboni, Nicola
- 967-991 Attitudes Toward Noncompliance and the Demand for External Financing
by Davidson, Robert H. & Pirinsky, Christo
February 2019, Volume 54, Issue 1
- 1-29 Panel-Data Estimation in Finance: Testable Assumptions and Parameter (In)Consistency
by Grieser, William D. & Hadlock, Charles J.
- 31-59 Asymmetric Information, Debt Capacity, and Capital Structure
by Lemmon, Michael L. & Zender, Jaime F.
- 61-100 Investor Protection and the Long-Run Performance of Activism
by Foroughi, Pouyan & Kang, Namho & Ozik, Gideon & Sadka, Ronnie
- 101-153 The Importance of Blockholder Heterogeneity: Security Market Effects and Follow-On Activities
by Hsieh, Jim & King, Tao-Hsien Dolly
- 155-182 Bank Lending and the European Sovereign Debt Crisis
by De Marco, Filippo
- 183-214 Effects of CEO Turnover in Banks: Evidence Using Exogenous Turnovers in Indian Banks
by Sarkar, Arkodipta & Subramanian, Krishnamurthy & Tantri, Prasanna
- 215-245 Heterogeneity of Beliefs and Trade in Experimental Asset Markets
by Carlé, Tim A. & Lahav, Yaron & Neugebauer, Tibor & Noussair, Charles N.
- 247-274 Holdup by Junior Claimholders: Evidence from the Mortgage Market
by Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Zhang, Yan
- 275-301 Cross-Country Evidence on the Relationship between Societal Trust and Risk-Taking by Banks
by Kanagaretnam, Kiridaran & Lobo, Gerald J. & Wang, Chong & Whalen, Dennis J.
- 303-334 Outside Insiders: Does Access to Information Prior to an IPO Generate a Trading Advantage After the IPO?
by Ozmel, Umit & Trombley, Timothy E. & Yavuz, M. Deniz
- 335-368 Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing
by Kalev, Petko S. & Saxena, Konark & Zolotoy, Leon
- 369-392 Operating Leverage, Profitability, and Capital Structure
by Chen, Zhiyao & Harford, Jarrad & Kamara, Avraham
- 393-424 Union Concessions following Asset Sales and Takeovers
by Lie, Erik & Que, Tingting
- 425-447 Tail Risk and the Cross-Section of Mutual Fund Expected Returns
by Karagiannis, Nikolaos & Tolikas, Konstantinos
- 449-479 Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?
by Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova
December 2018, Volume 53, Issue 6
- 2335-2354 When Factors Do Not Span Their Basis Portfolios
by Grinblatt, Mark & Saxena, Konark
- 2355-2388 Text-Based Industry Momentum
by Hoberg, Gerard & Phillips, Gordon M.
- 2389-2430 Deal Initiation in Mergers and Acquisitions
by Masulis, Ronald W. & Simsir, Serif Aziz
- 2431-2464 Time Will Tell: Information in the Timing of Scheduled Earnings News
by Johnson, Travis L. & So, Eric C.
- 2465-2490 Investor Myopia and the Momentum Premium across International Equity Markets
by Docherty, Paul & Hurst, Gareth
- 2491-2523 Is It Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance
by Hwang, Chuan-Yang & Titman, Sheridan & Wang, Yuxi
- 2525-2558 Beta Active Hedge Fund Management
by Duanmu, Jun & Malakhov, Alexey & McCumber, William R.
- 2559-2586 Monetary-Policy Rule as a Bridge: Predicting Inflation without Predictive Regressions
by Hua, Jian & Wu, Liuren
- 2587-2617 Anticipating Uncertainty: Straddles around Earnings Announcements
by Gao, Chao & Xing, Yuhang & Zhang, Xiaoyan
- 2619-2661 The Term Structure of Expected Recovery Rates
by Doshi, Hitesh & Elkamhi, Redouane & Ornthanalai, Chayawat
- 2663-2683 Event-Related Exchange-Rate Forecasts Combining Information from Betting Quotes and Option Prices
by Hanke, Michael & Poulsen, Rolf & Weissensteiner, Alex
- 2685-2719 Executive Overconfidence and Securities Class Actions
by Banerjee, Suman & Humphery-Jenner, Mark & Nanda, Vikram & Tham, Mandy
October 2018, Volume 53, Issue 5
- 1937-1961 Know Thy Neighbor: Industry Clusters, Information Spillovers, and Market Efficiency
by Engelberg, Joseph & Ozoguz, Arzu & Wang, Sean
- 1963-1994 Life-Cycle Asset Allocation with Ambiguity Aversion and Learning
by Peijnenburg, Kim
- 1995-2039 The Effect of Cultural Similarity on Mergers and Acquisitions: Evidence from Corporate Social Responsibility
by Bereskin, Fred & Byun, Seong K. & Officer, Micah S. & Oh, Jong-Min
- 2041-2066 When Banks Grow Too Big for Their National Economies: Tail Risks, Risk Channels, and Government Guarantees
by Hagendorff, Jens & Keasey, Kevin & Vallascas, Francesco
- 2067-2101 Hedge Fund Boards and the Market for Independent Directors
by Clifford, Christopher P. & Ellis, Jesse A. & Gerken, William C.
- 2103-2129 The Scarcity Value of Treasury Collateral: Repo-Market Effects of Security-Specific Supply and Demand Factors
by D’Amico, Stefania & Fan, Roger & Kitsul, Yuriy
- 2131-2160 Earthly Reward to the Religious: Religiosity and the Costs of Public and Private Debt
by Jiang, Feng & John, Kose & Li, C. Wei & Qian, Yiming
- 2161-2197 The Term Structure of Bond Liquidity
by Gehde-Trapp, Monika & Schuster, Philipp & Uhrig-Homburg, Marliese
- 2199-2225 Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions
by Sun, Zheng & Wang, Ashley W. & Zheng, Lu
- 2227-2259 Global Political Risk and Currency Momentum
by Filippou, Ilias & Gozluklu, Arie E. & Taylor, Mark P.
- 2261-2292 CEO Compensation in Japan: Why So Different from the United States?
by Pan, Luyao & Zhou, Xianming
- 2293-2334 State Ownership and Corporate Cash Holdings
by Chen, Ruiyuan (Ryan) & El Ghoul, Sadok & Guedhami, Omrane & Nash, Robert
August 2018, Volume 53, Issue 4
- 1441-1477 Corporate Resilience to Banking Crises: The Roles of Trust and Trade Credit
by Levine, Ross & Lin, Chen & Xie, Wensi
- 1479-1507 Asymmetry in Stock Comovements: An Entropy Approach
by Jiang, Lei & Wu, Ke & Zhou, Guofu
- 1509-1546 Trading in the Presence of Short-Lived Private Information: Evidence from Analyst Recommendation Changes
by Kadan, Ohad & Michaely, Roni & Moulton, Pamela C.
- 1547-1579 Empirical Evidence of Overbidding in M&AÂ Contests
by de Bodt, Eric & Cousin, Jean-Gabriel & Roll, Richard
- 1581-1614 Technological Specialization and the Decline of Diversified Firms
by Anjos, Fernando & Fracassi, Cesare
- 1615-1651 Unknown Unknowns: Uncertainty About Risk and Stock Returns
by Baltussen, Guido & van Bekkum, Sjoerd & van der Grient, Bart
- 1653-1678 Equilibrium Price Dynamics of Emission Permits
by Hitzemann, Steffen & Uhrig-Homburg, Marliese
- 1679-1714 Playing Favorites? Industry Expert Directors in Diversified Firms
by Ellis, Jesse A. & Fee, C. Edward & Thomas, Shawn
- 1715-1754 Information, Investment Adjustment, and the Cost of Capital
by Huang, Lixin & Kang, Qiang
- 1755-1780 Do Banks Price Independent Directors’ Attention?
by Huang, Henry He & Lobo, Gerald J. & Wang, Chong & Zhou, Jian
- 1781-1804 Local Political Uncertainty, Family Control, and Investment Behavior
by Amore, Mario Daniele & Minichilli, Alessandro
- 1805-1838 The Role of Data Providers as Information Intermediaries
by Schaub, Nic
- 1839-1870 The Effect of State Solvency on Bank Values and Credit Supply: Evidence from State Pension Cut Legislation
by Cohen, Lee Jeremy & Cornett, Marcia Millon & Mehran, Hamid & Tehranian, Hassan
- 1871-1909 Organization Capital and Mergers and Acquisitions
by Li, Kai & Qiu, Buhui & Shen, Rui
- 1911-1935 Choosing the Precision of Performance Metrics
by Crane, Alan D. & Koch, Andrew & Wei, Chishen
June 2018, Volume 53, Issue 3
- 967-995 Taxes, Capital Structure Choices, and Equity Value
by Faccio, Mara & Xu, Jin
- 997-1023 Do Short Sellers Trade on Private Information or False Information?
by Purnanandam, Amiyatosh & Seyhun, H. Nejat
- 1025-1058 Right on Schedule: CEO Option Grants and Opportunism
by Daines, Robert M. & McQueen, Grant R. & Schonlau, Robert J.
- 1059-1100 Crash Sensitivity and the Cross Section of Expected Stock Returns
by Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian
- 1101-1133 Does the Political Power of Nonfinancial Stakeholders Affect Firm Values? Evidence from Labor Unions
by Stanfield, Jared & Tumarkin, Robert
- 1135-1161 Market Sentiment and Innovation Activities
by Dang, Tri Vi & Xu, Zhaoxia
- 1163-1194 Do Antitakeover Provisions Spur Corporate Innovation? A Regression Discontinuity Analysis
by Chemmanur, Thomas J. & Tian, Xuan
- 1195-1226 The Effect of Credit Competition on Banks’ Loan-Loss Provisions
by Dou, Yiwei & Ryan, Stephen G. & Zou, Youli
- 1227-1259 Credit Default Swaps and Firm Value
by Narayanan, Rajesh & Uzmanoglu, Cihan
- 1261-1295 Recruiting the CEO from the Board: Determinants and Consequences
by Hoitash, Udi & Mkrtchyan, Anahit
- 1297-1339 The Effect of Monitoring on CEO Compensation in a Matching Equilibrium
by Chaigneau, Pierre & Sahuguet, Nicolas
- 1341-1370 Does Knowledge Protection Benefit Shareholders? Evidence from Stock Market Reaction and Firm Investment in Knowledge Assets
by Qiu, Buhui & Wang, Teng
- 1371-1390 Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions
by Geraci, Marco Valerio & Gnabo, Jean-Yves
- 1391-1416 Do IPOs Affect Market Price? Evidence from China
by Shi, Song & Sun, Qian & Zhang, Xin
- 1417-1440 Beta Matrix and Common Factors in Stock Returns
by Ahn, Seung C. & Horenstein, Alex R. & Wang, Na
April 2018, Volume 53, Issue 2
- 485-505 Overnight Returns and Firm-Specific Investor Sentiment
by Aboody, David & Even-Tov, Omri & Lehavy, Reuven & Trueman, Brett
- 507-546 A New Partial-Segmentation Approach to Modeling International Stock Returns
by Karolyi, G. Andrew & Wu, Ying
- 547-579 The Anatomy of a Credit Supply Shock: Evidence from an Internal Credit Market
by Liberti, José MarÃa & Sturgess, Jason
- 581-611 Quiet Life No More? Corporate Bankruptcy and Bank Competition
by Gormley, Todd & Gupta, Nandini & Jha, Anand
- 613-641 High-Frequency Quoting: Short-Term Volatility in Bids and Offers
by Hasbrouck, Joel
- 643-680 Managerial Risk-Taking Incentives and Merger Decisions
by Lin, Chen & Officer, Micah S. & Shen, Beibei
- 681-721 Product Market Characteristics and the Choice between IPOs and Acquisitions
by Chemmanur, Thomas J. & He, Jie & He, Shan & Nandy, Debarshi
- 723-748 Short Covering Trades
by Boehmer, Ekkehart & Duong, Truong X. & Huszár, Zsuzsa R.
- 749-787 Why Has the Value of Cash Increased Over Time?
by Bates, Thomas W. & Chang, Ching-Hung & Chi, Jianxin Daniel
- 789-813 Organizational Form and Corporate Payout Policy
by Jordan, Bradford D. & Liu, Mark H. & Wu, Qun
- 815-835 Short-Term Debt and Bank Risk
by Du, Brian & Palia, Darius
- 837-866 Price Pressure and Overnight Seasoned Equity Offerings
by Gustafson, Matthew T.
- 867-898 Managerial Risk-Taking Incentive and Firm Innovation: Evidence from FAS 123R
by Mao, Connie X. & Zhang, Chi
- 899-935 Market Reaction to Bank Liquidity Regulation
by Bruno, Brunella & Onali, Enrico & Schaeck, Klaus
- 937-963 Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics
by Calvet, Laurent E. & Fisher, Adlai J. & Wu, Liuren
- 965-965 Managerial Ability and the Shareholder Tax Sensitivity of Dividends - ERRATUM
by Guan, Jenny Xinjiao & Li, Oliver Zhen & Ma, Jiameng
February 2018, Volume 53, Issue 1
- 1-32 Innovation Strategy of Private Firms
by Gao, Huasheng & Hsu, Po-Hsuan & Li, Kai
- 33-64 Passive versus Active Fund Performance: Do Index Funds Have Skill?
by Crane, Alan D. & Crotty, Kevin
- 65-108 Director Connectedness: Monitoring Efficacy and Career Prospects
by Intintoli, Vincent J. & Kahle, Kathleen M. & Zhao, Wanli
- 109-136 Fiscal Policy, Consumption Risk, and Stock Returns: Evidence from U.S. States
by Da, Zhi & Warachka, Mitch & Yun, Hayong
- 137-170 Crash Risk in Currency Returns
by Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina
- 171-201 Flow-Induced Trading Pressure and Corporate Investment
by Lou, Xiaoxia & Wang, Albert Y.
- 203-241 Do Financial Analysts Restrain Insiders’ Informational Advantage?
by Ellul, Andrew & Panayides, Marios
- 243-268 The Liquidity Effects of Official Bond Market Intervention
by De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth
- 269-298 Pitfalls in the Use of Systemic Risk Measures
by Löffler, Gunter & Raupach, Peter
- 299-334 Are Ratings the Worst Form of Credit Assessment Except for All the Others?
by Blöchlinger, Andreas & Leippold, Markus
- 335-364 Managerial Ability and the Shareholder Tax Sensitivity of Dividends
by Guan, Jenny Xinjiao & Li, Oliver Zhen & Ma, Jiameng
- 365-393 Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments
by Gao, Xin & Nardari, Federico
- 395-436 Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices
by D’Amico, Stefania & Kim, Don H. & Wei, Min
- 437-454 Risk Premium Information from Treasury-Bill Yields
by Lee, Jaehoon
- 455-484 Securities Transaction Taxes and Market Quality
by Pomeranets, Anna & Weaver, Daniel G.
December 2017, Volume 52, Issue 6
- 2327-2367 Corporate Risk Culture
by Pan, Yihui & Siegel, Stephan & Wang, Tracy Yue
- 2369-2397 A Lottery-Demand-Based Explanation of the Beta Anomaly
by Bali, Turan G. & Brown, Stephen J. & Murray, Scott & Tang, Yi
- 2399-2427 An Empirical Analysis of Market Segmentation on U.S. Equity Markets
by Hatheway, Frank & Kwan, Amy & Zheng, Hui
- 2429-2460 Davids, Goliaths, and Business Cycles
by Duarte, Jefferson & Kapadia, Nishad
- 2461-2490 Risk Premia and the VIX Term Structure
by Johnson, Travis L.
- 2491-2522 Deleveraging Risk
by Richardson, Scott & Saffi, Pedro A. C. & Sigurdsson, Kari
- 2523-2564 Political Uncertainty and IPO Activity: Evidence from U.S. Gubernatorial Elections
by Çolak, Gönül & Durnev, Art & Qian, Yiming
- 2565-2610 CEO Turnovers and Disruptions in Customer–Supplier Relationships
by Intintoli, Vincent J. & Serfling, Matthew & Shaikh, Sarah
- 2611-2642 Investment Efficiency and Product Market Competition
by Stoughton, Neal M. & Wong, Kit Pong & Yi, Long
- 2643-2675 Market Timing and Investment Selection: Evidence from Real Estate Investors
by Hochberg, Yael V. & Mühlhofer, Tobias
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