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Content
December 2017, Volume 52, Issue 6
- 2755-2777 Institutional Investor Expectations, Manager Performance, and Fund Flows
by Jones, Howard & Martinez, Jose Vicente
- 2779-2807 Horses for Courses: Fund Managers and Organizational Structures
by Han, Yufeng & Noe, Tom & Rebello, Michael
- 2809-2836 The Unintended Consequences of the Launch of the Single Supervisory Mechanism in Europe
by Fiordelisi, Franco & Ricci, Ornella & Stentella Lopes, Francesco Saverio
October 2017, Volume 52, Issue 5
- 1797-1826 Banks’ Internal Capital Markets and Deposit Rates
by Ben-David, Itzhak & Palvia, Ajay & Spatt, Chester
- 1827-1867 Did Saving Wall Street Really Save Main Street? The Real Effects of TARP on Local Economic Conditions
by Berger, Allen N. & Roman, Raluca A.
- 1869-1901 What Affects Innovation More: Policy or Policy Uncertainty?
by Bhattacharya, Utpal & Hsu, Po-Hsuan & Tian, Xuan & Xu, Yan
- 1903-1926 Why Do Fund Managers Identify and Share Profitable Ideas?
by Crawford, Steven S. & Gray, Wesley R. & Kern, Andrew E.
- 1927-1950 Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence
by Balduzzi, Pierluigi & Moneta, Fabio
- 1951-1988 Cash Reserves as a Hedge against Supply-Chain Risk
by Kulchania, Manoj & Thomas, Shawn
- 1989-2021 To Group or Not to Group? Evidence from Mutual Fund Databases
by Patel, Saurin & Sarkissian, Sergei
- 2023-2051 Corporate Environmental Policy and Shareholder Value: Following the Smart Money
by Fernando, Chitru S. & Sharfman, Mark P. & Uysal, Vahap B.
- 2053-2081 Does Information Asymmetry Affect Corporate Tax Aggressiveness?
by Chen, Tao & Lin, Chen
- 2083-2118 Equilibrium-Informed Trading with Relative Performance Measurement
by Qiu, Zhigang
- 2119-2156 Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions
by Carr, Peter & Wu, Liuren
- 2157-2181 Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals?
by Sias, Richard & Turtle, Harry J. & Zykaj, Blerina
- 2183-2215 CoMargin
by Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe
- 2217-2250 Entrepreneurial Litigation and Venture Capital Finance
by Cumming, Douglas & Haslem, Bruce & Knill, April
- 2251-2275 A Multivariate Model of Strategic Asset Allocation with Longevity Risk
by Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio
- 2277-2303 Long-Term versus Short-Term Contingencies in Asset Allocation
by Botshekan, Mahmoud & Lucas, André
- 2305-2326 Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets
by Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Kourogenis, Nikolaos & Tsiritakis, Emmanuel
August 2017, Volume 52, Issue 4
- 1301-1342 Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation
by Chordia, Tarun & Goyal, Amit & Nozawa, Yoshio & Subrahmanyam, Avanidhar & Tong, Qing
- 1343-1373 Valuations in Corporate Takeovers and Financial Constraints on Private Targets
by Greene, Daniel
- 1375-1402 Interactions among High-Frequency Traders
by Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip
- 1403-1428 The Performance of Short-Term Institutional Trades
by Chakrabarty, Bidisha & Moulton, Pamela C. & Trzcinka, Charles
- 1429-1448 Regulatory Sanctions and Reputational Damage in Financial Markets
by Armour, John & Mayer, Colin & Polo, Andrea
- 1449-1490 How Do Foreign Institutional Investors Enhance Firm Innovation?
by Luong, Hoang & Moshirian, Fariborz & Nguyen, Lily & Tian, Xuan & Zhang, Bohui
- 1491-1518 The Interpretation of Unanticipated News Arrival and Analysts’ Skill
by Rubin, Amir & Segal, Benjamin & Segal, Dan
- 1519-1550 Tournament-Based Incentives, Corporate Cash Holdings, and the Value of Cash
by Phan, Hieu V. & Simpson, Thuy & Nguyen, Hang T.
- 1551-1576 Time-Varying Beta and the Value Premium
by Guo, Hui & Wu, Chaojiang & Yu, Yan
- 1577-1604 Mutual Fund Performance Evaluation and Best Clienteles
by Chrétien, Stéphane & Kammoun, Manel
- 1605-1637 Stock Liquidity and Stock Price Crash Risk
by Chang, Xin & Chen, Yangyang & Zolotoy, Leon
- 1639-1666 Payout Yields and Stock Return Predictability: How Important Is the Measure of Cash Flow?
by Eaton, Gregory W. & Paye, Bradley S.
- 1667-1703 Expected Business Conditions and Bond Risk Premia
by Eriksen, Jonas N.
- 1705-1730 Liquidity Constraints and Credit Card Delinquency: Evidence from Raising Minimum Payments
by d’Astous, Philippe & Shore, Stephen H.
- 1731-1763 Common Macro Factors and Currency Premia
by Filippou, Ilias & Taylor, Mark P.
- 1765-1795 DRIPs and the Dividend Pay Date Effect
by Berkman, Henk & Koch, Paul D.
June 2017, Volume 52, Issue 3
- 837-866 Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?
by Bates, Thomas W. & Becher, David A.
- 867-893 Investor Attrition and Fund Flows in Mutual Funds
by Christoffersen, Susan E. K. & Xu, Haoyu
- 895-925 Fortune Favors the Bold
by Meneghetti, Costanza & Williams, Ryan
- 927-961 Short-Term Interest Rates and Stock Market Anomalies
by Maio, Paulo & Santa-Clara, Pedro
- 963-990 Individual Investors’ Dividend Taxes and Corporate Payout Policies
by Li, Oliver Zhen & Liu, Hang & Ni, Chenkai & Ye, Kangtao
- 991-1016 Gender Differences in Executives’ Access to Information
by Inci, A. Can & Narayanan, M. P. & Seyhun, H. Nejat
- 1017-1047 Social Capital and Debt Contracting: Evidence from Bank Loans and Public Bonds
by Hasan, Iftekhar & Hoi, Chun Keung & Wu, Qiang & Zhang, Hao
- 1049-1080 When and Why Do Venture-Capital-Backed Companies Obtain Venture Lending?
by Tykvová, Tereza
- 1081-1109 Hedge Funds: The Good, the Bad, and the Lucky
by Chen, Yong & Cliff, Michael & Zhao, Haibei
- 1111-1141 Investment–Cash Flow Sensitivity: Fact or Fiction?
by AÄŸca, Åženay & Mozumdar, Abon
- 1143-1181 The Diminishing Benefits of U.S. Cross-Listing: Economic Consequences of SEC Rule 12h-6
by Ghosh, Chinmoy & He, Fan
- 1183-1209 Stock Market Mean Reversion and Portfolio Choice over the Life Cycle
by Michaelides, Alexander & Zhang, Yuxin
- 1211-1245 Firm Default Prediction: A Bayesian Model-Averaging Approach
by Traczynski, Jeffrey
- 1247-1278 Dynamic Portfolio Choice with Linear Rebalancing Rules
by Moallemi, Ciamac C. & SaÄŸlam, Mehmet
- 1279-1299 New Evidence on Mutual Fund Performance: AÂ Comparison of Alternative Bootstrap Methods
by Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian
April 2017, Volume 52, Issue 2
- 401-425 Upper Bounds on Return Predictability
by Huang, Dashan & Zhou, Guofu
- 427-463 Best Practice for Cost-of-Capital Estimates
by Levi, Yaron & Welch, Ivo
- 465-489 Institutional Investment Constraints and Stock Prices
by Cao, Jie & Han, Bing & Wang, Qinghai
- 491-517 The Timing and Source of Long-Run Returns Following Repurchases
by Bargeron, Leonce & Bonaime, Alice & Thomas, Shawn
- 519-551 CEO Tournaments: A Cross-Country Analysis of Causes, Cultural Influences, and Consequences
by Burns, Natasha & Minnick, Kristina & Starks, Laura
- 553-582 The Effect of Labor Unions on CEOÂ Compensation
by Huang, Qianqian & Jiang, Feng & Lie, Erik & Que, Tingting
- 583-611 CEO Turnover–Performance Sensitivity in Private Firms
by Gao, Huasheng & Harford, Jarrad & Li, Kai
- 613-644 Policy Uncertainty and Mergers and Acquisitions
by Nguyen, Nam H. & Phan, Hieu V.
- 645-675 Why Do Short Sellers Like Qualitative News?
by von Beschwitz, Bastian & Chuprinin, Oleg & Massa, Massimo
- 677-703 Stapled Financing, Value Certification, and Lending Efficiency
by Aslan, Hadiye & Kumar, Praveen
- 705-735 Informed Trading around Stock Split Announcements: Evidence from the Option Market
by Gharghori, Philip & Maberly, Edwin D. & Nguyen, Annette
- 737-750 Information Characteristics and Errors in Expectations: Experimental Evidence
by Antoniou, Constantinos & Harrison, Glenn W. & Lau, Morten I. & Read, Daniel
- 751-780 Gender and Board Activeness: The Role of a Critical Mass
by Schwartz-Ziv, Miriam
- 781-809 Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses
by Oh, Natalie Y. & Parwada, Jerry T. & Tan, Eric K. M.
- 811-836 Annual Report Readability, Tone Ambiguity, and the Cost of Borrowing
by Ertugrul, Mine & Lei, Jin & Qiu, Jiaping & Wan, Chi
February 2017, Volume 52, Issue 1
- 1-35 Strategic Delays and Clustering in Hedge Fund Reported Returns
by Aragon, George O. & Nanda, Vikram
- 37-69 Industrial Electricity Usage and Stock Returns
by Da, Zhi & Huang, Dayong & Yun, Hayong
- 71-109 Seasonal Asset Allocation: Evidence from Mutual Fund Flows
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ
- 111-142 The Dynamics of Performance Volatility and Firm Valuation
by Chi, Jianxin Daniel & Su, Xunhua
- 143-173 Short-Term Reversals: The Effects of Past Returns and Institutional Exits
by Cheng, Si & Hameed, Allaudeen & Subrahmanyam, Avanidhar & Titman, Sheridan
- 175-214 Key Human Capital
by Israelsen, Ryan D. & Yonker, Scott E.
- 215-241 Real Options, Idiosyncratic Skewness, and Diversification
by Del Viva, Luca & Kasanen, Eero & Trigeorgis, Lenos
- 243-275 What Drives the Commonality between Credit Default Swap Spread Changes?
by Anderson, Mike
- 277-303 Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
by Faias, José Afonso & Santa-Clara, Pedro
- 305-339 Sovereign Default Risk and the U.S. Equity Market
by Jeanneret, Alexandre
- 341-363 Model Uncertainty and Exchange Rate Forecasting
by Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J.
- 365-399 Social Screens and Systematic Investor Boycott Risk
by Luo, H. Arthur & Balvers, Ronald J.
December 2016, Volume 51, Issue 6
- 1739-1768 Creative Destruction and Asset Prices
by Grammig, Joachim & Jank, Stephan
- 1769-1793 Horizon Pricing
by Kamara, Avraham & Korajczyk, Robert A. & Lou, Xiaoxia & Sadka, Ronnie
- 1795-1822 Liquidity Risk and the Credit Crunch of 2007–2008: Evidence from Micro-Level Data on Mortgage Loan Applications
by Antoniades, Adonis
- 1823-1861 Cash Holdings, Competition, and Innovation
by Lyandres, Evgeny & Palazzo, Berardino
- 1863-1895 How Do Frictions Affect Corporate Investment? A Structural Approach
by Bustamante, M. Cecilia
- 1897-1923 Time-Varying Liquidity and Momentum Profits
by Avramov, Doron & Cheng, Si & Hameed, Allaudeen
- 1925-1953 Urban Agglomeration and CEO Compensation
by Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya
- 1955-1990 Spreading the Misery? Sources of Bankruptcy Spillover in the Supply Chain
by Kolay, Madhuparna & Lemmon, Michael & Tashjian, Elizabeth
- 1991-2013 Sentiment and the Effectiveness of Technical Analysis: Evidence from the Hedge Fund Industry
by Smith, David M. & Wang, Na & Wang, Ying & Zychowicz, Edward J.
- 2015-2046 Continuing Overreaction and Stock Return Predictability
by Byun, Suk Joon & Lim, Sonya S. & Yun, Sang Hyun
October 2016, Volume 51, Issue 5
- 1467-1490 Buyers versus Sellers: Who Initiates Trades, and When?
by Chordia, Tarun & Goyal, Amit & Jegadeesh, Narasimhan
- 1491-1520 Blockholder Heterogeneity, CEO Compensation, and Firm Performance
by Clifford, Christopher P. & Lindsey, Laura
- 1521-1543 Anchoring Credit Default Swap Spreads to Firm Fundamentals
by Bai, Jennie & Wu, Liuren
- 1545-1574 Speculators, Prices, and Market Volatility
by Brunetti, Celso & Büyükşahin, Bahattin & Harris, Jeffrey H.
- 1575-1609 Do Banks Issue Equity When They Are Poorly Capitalized?
by Dinger, Valeriya & Vallascas, Francesco
- 1611-1636 The Strategic Behavior of Firms with Debt
by Reboul, Jérôme & Toldrà -Simats, Anna
- 1637-1662 To Pay or Be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets
by Battalio, Robert & Shkilko, Andriy & Van Ness, Robert
- 1663-1688 Initial Public Offering Allocations, Price Support, and Secondary Investors
by Fjesme, Sturla Lyngnes
- 1689-1717 Alliances and Return Predictability
by Cao, Jie & Chordia, Tarun & Lin, Chen
- 1719-1738 Shareholder Composition and Managerial Compensation
by Shinozaki, Shinya & Moriyasu, Hiroshi & Uchida, Konari
August 2016, Volume 51, Issue 4
- 1071-1110 Differential Access to Price Information in Financial Markets
by Easley, David & O’Hara, Maureen & Yang, Liyan
- 1111-1133 Labor Income, Relative Wealth Concerns, and the Cross Section of Stock Returns
by Gómez, Juan-Pedro & Priestley, Richard & Zapatero, Fernando
- 1135-1164 Investment and Cash Flow: New Evidence
by Lewellen, Jonathan & Lewellen, Katharina
- 1165-1192 Asymmetric Information, Financial Reporting, and Open-Market Share Repurchases
by Billett, Matthew T. & Yu, Miaomiao
- 1193-1229 Does Common Analyst Coverage Explain Excess Comovement?
by Israelsen, Ryan D.
- 1231-1267 Does Competition Matter for Corporate Governance? The Role of Country Characteristics
by Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale
- 1269-1295 Human Capital, Management Quality, and the Exit Decisions of Entrepreneurial Firms
by He, Shan & Li, C. Wei
- 1297-1323 Ambiguity Aversion and Underdiversification
by Guidolin, Massimo & Liu, Hening
- 1325-1358 The Determinants and Performance Impact of Outside Board Leadership
by Balsam, Steven & Puthenpurackal, John & Upadhyay, Arun
- 1359-1389 Option Valuation with Macro-Finance Variables
by Dorion, Christian
- 1391-1436 The Effects of Government Interventions in the Financial Sector on Banking Competition and the Evolution of Zombie Banks
by Calderon, Cesar & Schaeck, Klaus
- 1437-1466 Estimating Beta
by Hollstein, Fabian & Prokopczuk, Marcel
June 2016, Volume 51, Issue 3
- 707-735 Risk, Uncertainty, and Expected Returns
by Bali, Turan G. & Zhou, Hao
- 737-769 Are Ex Ante CEO Severance Pay Contracts Consistent with Efficient Contracting?
by Cadman, Brian D. & Campbell, John L. & Klasa, Sandy
- 771-800 On the Style-Based Feedback Trading of Mutual Fund Managers
by Frijns, Bart & Gilbert, Aaron & Zwinkels, Remco C. J.
- 801-837 The Price of Street Friends: Social Networks, Informed Trading, and Shareholder Costs
by Cai, Jie & Walkling, Ralph A. & Yang, Ke
- 839-873 Bank Skin in the Game and Loan Contract Design: Evidence from Covenant-Lite Loans
by Billett, Matthew T. & Elkamhi, Redouane & Popov, Latchezar & Pungaliya, Raunaq S.
- 875-897 New Evidence on the Forward Premium Puzzle
by Boudoukh, Jacob & Richardson, Matthew & Whitelaw, Robert F.
- 899-927 Corporate Boards and SEOs: The Effect of Certification and Monitoring
by Ferreira, Miguel & Laux, Paul
- 929-957 What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy
by Cao, Charles & Goldie, Bradley A. & Liang, Bing & Petrasek, Lubomir
- 959-983 Portfolio Diversification and International Corporate Bonds
by Liu, Edith X.
- 985-1011 Understanding Portfolio Efficiency with Conditioning Information
by Peñaranda, Francisco
- 1013-1037 The Valuation of Hedge Funds’ Equity Positions
by Cici, Gjergji & Kempf, Alexander & Puetz, Alexander
- 1039-1069 A Rent-Protection Explanation for SEO Flotation-Method Choice
by Wu, Xueping & Wang, Zheng & Yao, Jun
April 2016, Volume 51, Issue 2
- 359-385 Inside Debt and Bank Risk
by van Bekkum, Sjoerd
- 387-413 Capital Market Efficiency and Arbitrage Efficacy
by Akbas, Ferhat & Armstrong, Will J. & Sorescu, Sorin & Subrahmanyam, Avanidhar
- 415-433 Making Waves: To Innovate or Be a Fast Second?
by Yung, Chris
- 435-462 Does Information-Processing Cost Affect Firm-Specific Information Acquisition? Evidence from XBRL Adoption
by Dong, Yi & Li, Oliver Zhen & Lin, Yupeng & Ni, Chenkai
- 463-487 Who Moves Markets in a Sudden Marketwide Crisis? Evidence from 9/11
by Burch, Timothy R. & Emery, Douglas R. & Fuerst, Michael E.
- 489-513 The Role of Mutual Funds in Corporate Governance: Evidence from Mutual Funds’ Proxy Voting and Trading Behavior
by Duan, Ying & Jiao, Yawen
- 515-540 Gambling Preferences, Options Markets, and Volatility
by Blau, Benjamin M. & Bowles, T. Boone & Whitby, Ryan J.
- 541-587 Real Economic Shocks and Sovereign Credit Risk
by Augustin, Patrick & Tédongap, Roméo
- 589-627 Analyst Coverage and Real Earnings Management: Quasi-Experimental Evidence
by Irani, Rustom M. & Oesch, David
- 629-654 Benchmarking and Currency Risk
by Massa, Massimo & Wang, Yanbo & Zhang, Hong
- 655-683 Time-Varying Margin Requirements and Optimal Portfolio Choice
by Rytchkov, Oleg
- 685-705 Systematic Tail Risk
by van Oordt, Maarten R. C. & Zhou, Chen
February 2016, Volume 51, Issue 1
- 1-28 Bank Competition and Financial Stability: Evidence from the Financial Crisis
by Akins, Brian & Li, Lynn & Ng, Jeffrey & Rusticus, Tjomme O.
- 29-54 Private Equity Firms’ Reputational Concerns and the Costs of Debt Financing
by Huang, Rongbing & Ritter, Jay R. & Zhang, Donghang
- 55-83 Business Microloans for U.S. Subprime Borrowers
by Fracassi, Cesare & Garmaise, Mark J. & Kogan, Shimon & Natividad, Gabriel
- 85-111 Gambling and Comovement
by Kumar, Alok & Page, Jeremy K. & Spalt, Oliver G.
- 113-137 CEO Narcissism and the Takeover Process: From Private Initiation to Deal Completion
by Aktas, Nihat & de Bodt, Eric & Bollaert, Helen & Roll, Richard
- 139-164 CEO Personal Risk-Taking and Corporate Policies
by Cain, Matthew D. & McKeon, Stephen B.
- 165-196 Flashes of Trading Intent at NASDAQ
by Skjeltorp, Johannes A. & Sojli, Elvira & Tham, Wing Wah
- 197-229 Strategic Default, Debt Structure, and Stock Returns
by Valta, Philip
- 231-257 Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework
by Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan
- 259-306 Cross-Listing Waves
by Sarkissian, Sergei & Schill, Michael J.
- 307-332 Financial Weakness and Product Market Performance: Internal Capital Market Evidence
by Kim, Ryoonhee
- 333-358 The Politics of Related Lending
by Halling, Michael & Pichler, Pegaret & Stomper, Alex
December 2015, Volume 50, Issue 6
- 1165-1197 Lending Relationships and the Effect of Bank Distress: Evidence from the 2007–2009 Financial Crisis
by Carvalho, Daniel & Ferreira, Miguel A. & Matos, Pedro
- 1199-1236 Did TARP Banks Get Competitive Advantages?
by Berger, Allen N. & Roman, Raluca A.
- 1237-1267 Is Momentum an Echo?
by Goyal, Amit & Wahal, Sunil
- 1269-1292 Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility around the World
by Han, Yufeng & Hu, Ting & Lesmond, David A.
- 1293-1319 Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows
by Ozik, Gideon & Sadka, Ronnie
- 1321-1351 The Role of Activist Hedge Funds in Financially Distressed Firms
by Lim, Jongha
- 1353-1388 Conflicts in Bankruptcy and the Sequence of Debt Issues
by Abraham (Avri) Ravid, S. & Sverdlove, Ronald & Bris, Arturo & Coiculescu, Gabriela
- 1389-1414 Heterogeneity in Beliefs and Volatility Tail Behavior
by Bakshi, Gurdip & Madan, Dilip & Panayotov, George
- 1415-1441 Improving Mean Variance Optimization through Sparse Hedging Restrictions
by Goto, Shingo & Xu, Yan
- 1443-1471 Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs
by DeMiguel, Victor & MartÃn-Utrera, Alberto & Nogales, Francisco J.
- 1473-1499 Trading Patterns and Market Integration in Overlapping Experimental Asset Markets
by Chelley-Steeley, Patricia & Kluger, Brian & Steeley, James & Adams, Paul
October 2015, Volume 50, Issue 5
- 929-962 Industry Expertise of Independent Directors and Board Monitoring
by Wang, Cong & Xie, Fei & Zhu, Min
- 963-985 The Dynamics of Sovereign Credit Risk
by Jeanneret, Alexandre
- 987-1010 Local Business Cycles and Local Liquidity
by Bernile, Gennaro & Korniotis, George & Kumar, Alok & Wang, Qin
- 1011-1035 Does Increased Competition Affect Credit Ratings? A Reexamination of the Effect of Fitch’s Market Share on Credit Ratings in the Corporate Bond Market
by Bae, Kee-Hong & Kang, Jun-Koo & Wang, Jin
- 1037-1056 Beyond the Carry Trade: Optimal Currency Portfolios
by Barroso, Pedro & Santa-Clara, Pedro
- 1057-1082 Informational Content of Options Trading on Acquirer Announcement Return
by Chan, Konan & Ge, Li & Lin, Tse-Chun
- 1083-1103 Managerial Entrenchment and Firm Value: A Dynamic Perspective
by Chang, Xin & Zhang, Hong Feng
- 1105-1133 Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables
by Elsas, Ralf & Florysiak, David
- 1135-1163 The Impact of Investability on Asset Valuation
by Errunza, Vihang & Ta, Hai
August 2015, Volume 50, Issue 4
- 623-646 Using 10-K Text to Gauge Financial Constraints
by Bodnaruk, Andriy & Loughran, Tim & McDonald, Bill
- 647-669 Anticipating the 2007–2008 Financial Crisis: Who Knew What and When Did They Know It?
by Adebambo, Biljana & Brockman, Paul & Yan, Xuemin (Sterling)
- 671-698 Director Histories and the Pattern of Acquisitions
by Rousseau, Peter L. & Stroup, Caleb
- 699-727 Investor Sentiment and Mutual Fund Strategies
by Massa, Massimo & Yadav, Vijay
- 729-755 You’re Fired! New Evidence on Portfolio Manager Turnover and Performance
by Kostovetsky, Leonard & Warner, Jerold B.
- 757-779 Social Influence in the Housing Market
by Pan, Carrie H. & Pirinsky, Christo A.
- 781-800 The Enterprise Multiple Investment Strategy: International Evidence
by Walkshäusl, Christian & Lobe, Sebastian
- 801-824 How Important Is Financial Risk?
by Bartram, Söhnke M. & Brown, Gregory W. & Waller, William
- 825-842 A Synthesis of Two Factor Estimation Methods
by Connor, Gregory & Korajczyk, Robert A. & Uhlaner, Robert T.
- 843-868 Keynes the Stock Market Investor: A Quantitative Analysis
by Chambers, David & Dimson, Elroy & Foo, Justin
- 869-902 Future Lending Income and Security Value
by Prado, Melissa Porras
- 903-928 Sophistication, Sentiment, and Misreaction
by Chang, Chuang-Chang & Hsieh, Pei-Fang & Wang, Yaw-Huei
June 2015, Volume 50, Issue 3
- 277-300 Taxes and Capital Structure
by Faccio, Mara & Xu, Jin
- 301-323 Capital Structure Decisions around the World: Which Factors Are Reliably Important?
by Öztekin, Özde
- 325-348 The Role of Government in the Labor–Creditor Relationship: Evidence from the Chrysler Bankruptcy
by Blaylock, Bradley & Edwards, Alexander & Stanfield, Jared
- 349-375 Changing the Nexus: The Evolution and Renegotiation of Venture Capital Contracts
by Bengtsson, Ola & Sensoy, Berk A.
- 377-411 Giants at the Gate: Investment Returns and Diseconomies of Scale in Private Equity
by Lopez-de-Silanes, Florencio & Phalippou, Ludovic & Gottschalg, Oliver
- 413-445 Institutional Investors and the Information Production Theory of Stock Splits
by Chemmanur, Thomas J. & Hu, Gang & Huang, Jiekun
- 447-475 Bonus-Driven Repurchases
by Cheng, Yingmei & Harford, Jarrad & Zhang, Tianming (Tim)
- 477-507 The Post-Acquisition Returns of Stock Deals: Evidence of the Pervasiveness of the Asset Growth Effect
by Mortal, Sandra & Schill, Michael J.
- 509-541 Related Securities and Equity Market Quality: The Case of CDS
by Boehmer, Ekkehart & Chava, Sudheer & Tookes, Heather E.
- 543-567 Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets
by Hilscher, Jens & Pollet, Joshua M. & Wilson, Mungo
- 569-595 Trust, Investment, and Business Contracting
by Ang, James S. & Cheng, Yingmei & Wu, Chaopeng
- 597-622 Suitability Checks and Household Investments in Structured Products
by Chang, Eric C. & Tang, Dragon Yongjun & Zhang, Miao Ben
April 2015, Volume 50, Issue 1-2
- 1-32 Acquirer Valuation and Acquisition Decisions: Identifying Mispricing Using Short Interest
by Ben-David, Itzhak & Drake, Michael S. & Roulstone, Darren T.
- 33-60 Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks
by Maio, Paulo & Santa-Clara, Pedro
- 61-88 Firm Mortality and Natal Financial Care
by Bhattacharya, Utpal & Borisov, Alexander & Yu, Xiaoyun
- 89-117 Industries and Stock Return Reversals
by Hameed, Allaudeen & Mian, G. Mujtaba
- 119-144 Once Burned, Twice Shy: Money Market Fund Responses to a Systemic Liquidity Shock
by Strahan, Philip E. & Tanyeri, BaÅŸak
- 145-168 Do Happy People Make Optimistic Investors?
by Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia
- 169-195 Religion and Stock Price Crash Risk
by Callen, Jeffrey L. & Fang, Xiaohua
- 197-229 The Diminishing Liquidity Premium
by Ben-Rephael, Azi & Kadan, Ohad & Wohl, Avi
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