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Content
2022, Volume 138, Issue C
- S0378426622000590 The impact of bank regulation on firms’ capital structure: Evidence from multinationals
by Avezum, Lucas & Huizinga, Harry & Raes, Louis
- S0378426622000607 CEO incentives and bank risk over the business cycle
by Ongena, Steven & Savaşer, Tanseli & Şişli Ciamarra, Elif
- S0378426622000619 Cross-sectional dispersion and bank performance
by Gkougkousi, Xanthi & John, Kose & Radhakrishnan, Suresh & Sadka, Gil & Saunders, Anthony
- S0378426622000759 Does government debt impede firm innovation? Evidence from the rise of LGFVs in China
by Fan, Jianyong & Liu, Yu & Zhang, Qi & Zhao, Peng
- S0378426622000826 Risk-based deposit insurance, deposit rates and bank failures: Evidence from Russia
by Chernykh, Lucy & Kotomin, Vladimir
- S037842661930281X Simulating fire sales in a system of banks and asset managers
by Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid
- S037842662200005X What drives the dispersion anomaly?
by Min, Byoung-Kyu & Qiu, Buhui & Roh, Tai-Yong
- S037842662200022X The role of shadow banking in systemic risk in the European financial system
by Bellavite Pellegrini, Carlo & Cincinelli, Peter & Meoli, Michele & Urga, Giovanni
- S037842662200067X On the performance of cryptocurrency funds
by Bianchi, Daniele & Babiak, Mykola
2022, Volume 137, Issue C
- S0378426621002107 Momentum-Managed Equity Factors
by Flögel, Volker & Schlag, Christian & Zunft, Claudia
- S0378426622000206 Weighted Least Squares Realized Covariation Estimation
by Li, Yifan & Nolte, Ingmar & Vasios, Michalis & Voev, Valeri & Xu, Qi
- S0378426622000292 Optimal portfolio choice for higher-order risk averters
by Fang, Yi & Post, Thierry
- S0378426622000322 The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest
by Abudy, Menachem (Meni) & Mugerman, Yevgeny & Shust, Efrat
- S0378426622000474 Stocks versus corporate bonds: A cross-sectional puzzle
by van Zundert, Jeroen & Driessen, Joost
- S0378426622000620 The effect of lenders’ dual holding on loan contract design: Evidence from performance pricing provisions
by Lim, Jesslyn & Do, Viet & Vu, Tram
2022, Volume 136, Issue C
- S0378426621001394 The pricing of carbon risk in syndicated loans: Which risks are priced and why?
by Ehlers, Torsten & Packer, Frank & de Greiff, Kathrin
- S0378426621001771 Common institutional ownership and corporate social responsibility
by Cheng, Xin & (Helen) Wang, He & Wang, Xianjue
- S0378426621001795 Does it pay to invest? The personal equity risk premium and stock market participation
by Merkoulova, Yulia & Veld, Chris
- S0378426621001801 Private value of central bank liquidity and Banks’ bidding behavior in variable rate tender auctions
by Fecht, Falko & Weber, Patrick
- S0378426621001837 Financial returns or social impact? What motivates impact investors’ lending to firms in low-income countries
by Kollenda, Philipp
- S0378426621002569 What drives a firm's ES performance? Evidence from stock returns
by Shackleton, Mark & Yan, Jiali & Yao, Yaqiong
- S0378426621002661 Do sustainable consumers prefer socially responsible investments? A study among the users of robo advisors
by Brunen, Ann-Christine & Laubach, Oliver
- S0378426621003447 Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
by Park, Sunjin
- S0378426621003472 Environmental regulation and financial stability: Evidence from Chinese manufacturing firms
by Huang, Bihong & Punzi, Maria Teresa & Wu, Yu
- S0378426621003496 The cost of foreign-currency lending
by Delis, Manthos D. & Politsidis, Panagiotis N. & Sarno, Lucio
- S0378426621003502 The Correlation Risk Premium: International Evidence
by Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu
- S0378426622000139 How new Fed corporate bond programs cushioned the Covid-19 recession
by Bordo, Michael D. & Duca, John V.
- S0378426622000140 Shrouding and the FX trades of global custody bank
by Osler, Carol & Savaser, Tanseli
- S0378426622000164 Machine-Learning-enhanced systemic risk measure: A Two-Step supervised learning approach
by Liu, Ruicheng & Pun, Chi Seng
- S0378426622000176 Active depositors
by Homanen, Mikael
2022, Volume 135, Issue C
- S0378426620300856 How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America
by Cantú, Carlos & Claessens, Stijn & Gambacorta, Leonardo
- S0378426620302028 Internal models for deposits: Effects on banks' capital and interest rate risk of assets
by Dal Borgo, Mariela
- S0378426620302132 A loan-level analysis of financial resilience in Mexico
by Cantú, Carlos & Lobato, Roberto & López, Calixto & López-Gallo, Fabrizio
- S0378426620302260 Stress testing and bank business patterns: A regression discontinuity study
by García, Raffi E. & Steele, Suzanne
- S0378426621002697 The internationalization of domestic banks and the credit channel of monetary policy
by Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento, Miguel
- S0378426621003071 Voluntary minimum repayments and borrower heterogeneity: Evidence from revolving consumer credit
by Lukas, Moritz & Nöth, Markus
- S0378426621003083 Life-cycle portfolio choice with imperfect predictors
by Michaelides, Alexander & Zhang, Yuxin
- S0378426621003101 The pass-through of loan-loss-provisioning on mortgage lending: Evidence from a regulatory change
by Calani, Mauricio & Paillacar, Manuel
- S0378426621003113 The positive externalities of leveraged buyouts
by Feng, Hongrui & Rao, Ramesh P.
- S0378426621003125 Partial moment momentum
by Gao, Yang & Leung, Henry & Satchell, Stephen
- S0378426621003150 Financing a corporate venture capital program
by Tawiah, Bernard & O’Connor Keefe, Michael
- S0378426621003162 Product market threats and leverage adjustments
by Do, Trung K. & Huang, Henry Hongren & Ouyang, Puman
- S0378426621003174 Do banks price production process failures? Evidence from product recalls
by Zhang, Shafu & Magnan, Michel & Qiu, Yetaotao & Zeng, Cheng Colin
- S0378426621003186 Why have target-date funds performed better in the COVID-19 selloff than the 2008 selloff?
by Mao, Mike Qinghao & Wong, Ching Hin
- S0378426621003198 Is fair value information fairly priced? Evidence from IPOs in global capital markets✰
by He, Liyu & Hsin-han Shen, Carl & Shiu, Cheng-Yi
- S0378426621003204 Corruption transfer and acquisition performance
by Huang, Chia-Wei & Lin, Chih-Yen & Lin, Wen-Chun & Tsai, Yun-Ching
- S0378426621003228 Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill
by Chen, Honghui & Kumar, Alok & Lu, Yan & Singh, Ajai
- S0378426621003241 Common ownership, price informativeness, and corporate investment
by Jang, In Ji & Kang, Namho & Yezegel, Ari
- S0378426621003368 Family ownership during the Covid-19 pandemic
by Amore, Mario Daniele & Pelucco, Valerio & Quarato, Fabio
- S0378426621003411 Supply, demand, and risk premiums in electricity markets
by Jacobs, Kris & Li, Yu & Pirrong, Craig
- S0378426621003435 Aggregation bias in tests of the commodity currency hypothesis
by Bork, Lasse & Kaltwasser, Pablo Rovira & Sercu, Piet
- S0378426621003459 Retail trading activity and major lifecycle events: The case of divorce
by Grant, Andrew & Kalev, Petko S. & Subrahmanyam, Avanidhar & Joakim Westerholm, P.
- S0378426621003460 Do intangibles matter for corporate policies? Evidence from organization capital and corporate payout choices
by Hasan, Mostafa Monzur & Uddin, Mohammad Riaz
- S0378426621003484 The role of a long-term investor-underwriter relationship in auctioned IPOs
by Jiang, Ping & Shao, Xinjian & Xue, Yi
- S037842661930144X U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?
by Leledakis, George N. & Pyrgiotakis, Emmanouil G.
- S037842662030073X Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions
by Fang, Xiang & Jutrsa, David & Peria, Soledad Martinez & Presbitero, Andrea F. & Ratnovski, Lev
- S037842662100323X Informed trading in foreign exchange futures: Payroll news timing
by Park, Yang-Ho
2022, Volume 134, Issue C
- S0378426620302715 Opacity and risk-taking: Evidence from Norway
by Cao, Jin & Juelsrud, Ragnar E.
- S0378426620302740 Bank complexity, governance, and risk
by Correa, Ricardo & Goldberg, Linda S.
- S0378426620302958 Complexity of global banks and the implications for bank risk: Evidence from foreign banks in Hong Kong
by Ho, Kelvin & Wong, Eric & Tan, Edward
- S0378426620302995 Risk and control in complex banking groups
by Argimón, Isabel & Rodríguez-Moreno, María
- S0378426620303009 The multiple dimensions of bank complexity: Effects on credit risk-taking
by Marinelli, Giuseppe & Nobili, Andrea & Palazzo, Francesco
- S0378426620303010 The Janus face of bank geographic complexity
by Aldasoro, Iñaki & Hardy, Bryan & Jager, Maximilian
- S0378426621000340 Does the geographical complexity of the Colombian financial conglomerates increase banks’ risk? The role of diversification, regulatory arbitrage, and funding costs
by Cardozo, Pamela & Morales-Acevedo, Paola & Murcia, Andrés & Rosado, Alejandra
- S0378426621000789 Banks’ complexity-risk nexus and the role of regulation
by Martynova, Natalya & Vogel, Ursula
- S0378426621001278 Mapping exposures of EU banks to the global shadow banking system
by Abad, Jorge & D’Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas & Portes, Richard & Urbano, Teresa
- S0378426621002429 Dissecting the yield curve: The international evidence
by Berardi, Andrea & Plazzi, Alberto
- S0378426621002491 Adjusted Expected Shortfall
by Burzoni, Matteo & Munari, Cosimo & Wang, Ruodu
- S0378426621002612 Market fairness and efficiency: Evidence from the Tokyo Stock Exchange
by Kemme, David M. & McInish, Thomas H. & Zhang, Jiang
- S0378426621002624 Knowledge spillovers in the mutual fund industry through labor mobility
by Cici, Gjergji & Kempf, Alexander & Peitzmeier, Claudia
- S0378426621002685 Housing networks and driving forces
by Hurn, Stan & Shi, Shuping & Wang, Ben
- S0378426621002703 A geometric framework for covariance dynamics
by Han, Chulwoo & Park, Frank C.
- S0378426621002727 Predicting the stressed expected loss of large U.S. banks
by Jondeau, Eric & Khalilzadeh, Amir
- S0378426621002739 Corporate social responsibility and market efficiency: Evidence from ESG and misvaluation measures
by Bofinger, Yannik & Heyden, Kim J. & Rock, Björn
- S0378426621002740 Stabilising virtues of central banks: (Re)matching bank liquidity
by Legroux, Vincent & Rahmouni-Rousseau, Imène & Szczerbowicz, Urszula & Valla, Natacha
- S0378426621002752 Institutional investors’ horizon and equity-financed payouts
by He, Wen & Mi, Lin
- S0378426621002764 The role of intrinsic incentives and corporate culture in motivating innovation
by Byun, Seong
- S0378426621002776 Hedge fund family ties
by Spilker, Harold D.
- S0378426621002788 Information networks in the financial sector and systemic risk
by Borochin, Paul & Rush, Stephen
- S0378426621002806 Concept links and return momentum
by Du, Qianqian & Liang, Dawei & Chen, Zilin & Tu, Jun
- S0378426621002818 Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions
by Ma, Xutao & Zhang, Zhen
- S0378426621002831 The exclamation mark of Cain: Risk salience and mutual fund flows
by Mugerman, Yevgeny & Steinberg, Nadav & Wiener, Zvi
- S0378426621002843 Sensitivity-implied tail-correlation matrices
by Paulusch, Joachim & Schlütter, Sebastian
- S0378426621002855 Opening the black box – Quantile neural networks for loss given default prediction
by Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel
- S0378426621002880 How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors
by Alldredge, Dallin M. & Caglayan, Mustafa O. & Celiker, Umut
- S0378426621002892 Integration culture of global banks and the transmission of lending shocks
by Barth, Andreas & Radev, Deyan
- S0378426621002909 Systemic risk and severe economic downturns: A targeted and sparse analysis
by Caporin, Massimiliano & Costola, Michele & Garibal, Jean-Charles & Maillet, Bertrand
- S0378426621002983 Information asymmetry and the profitability of technical analysis
by Hung, Chiayu & Lai, Hung-Neng
- S0378426621002995 Bank solvency risk and funding cost interactions: Evidence from Korea
by Aldasoro, Iñaki & Cho, Chun Hee & Park, Kyounghoon
- S0378426621003009 Does quantitative easing affect market liquidity?
by Christensen, Jens H.E. & Gillan, James M.
- S0378426621003010 Market-consistent valuation of natural catastrophe risk
by Beer, Simone & Braun, Alexander
- S0378426621003022 History matters: How short-term price charts hurt investment performance
by Borsboom, Charlotte & Janssen, Dirk-Jan & Strucks, Markus & Zeisberger, Stefan
- S0378426621003034 The effects of mutual fund decarbonization on stock prices and carbon emissions
by Rohleder, Martin & Wilkens, Marco & Zink, Jonas
- S0378426621003046 Bank instability: Interbank linkages and the role of disclosure
by König-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan
- S0378426621003058 Post-crisis regulations, market making, and liquidity in over-the-counter markets
by Wang, Xinjie & (Ken) Zhong, Zhaodong
- S0378426621003095 Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls
by Noh, Joonki & Zhou, Dexin
- S037842662100265X Mutual fund tax implications when investment advisors manage tax-exempt separate accounts
by Beggs, William & Hill-Kleespie, Austin & Liu, Yanguang
- S037842662100279X Negative externalities of mutual fund instability: Evidence from leveraged loan funds
by Mählmann, Thomas
- S037842662100282X The illusion of oil return predictability: The choice of data matters!
by Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel
- S037842662100306X Management practices and M&A success
by Delis, Manthos D. & Iosifidi, Maria & Kazakis, Pantelis & Ongena, Steven & Tsionas, Mike G.
2021, Volume 133, Issue C
- S0378426621000790 Global syndicated lending during the COVID-19 pandemic
by Hasan, Iftekhar & Politsidis, Panagiotis N. & Sharma, Zenu
- S0378426621000984 The dynamics of non-performing loans during banking crises: A new database with post-COVID-19 implications
by Ari, Anil & Chen, Sophia & Ratnovski, Lev
- S0378426621001102 Liquidity provision during a pandemic
by Kahn, Charles M. & Wagner, Wolf
- S0378426621001114 Corporate bond market reactions to quantitative easing during the COVID-19 pandemic
by Nozawa, Yoshio & Qiu, Yancheng
- S0378426621001217 COVID-19, volatility dynamics, and sentiment trading
by John, Kose & Li, Jingrui
- S0378426621001436 Financial Sector Policy Response to COVID-19 in Emerging Markets and Developing Economies
by Feyen, Erik & Alonso Gispert, Tatiana & Kliatskova, Tatsiana & Mare, Davide S.
- S0378426621001692 Federal reserve intervention and systemic risk during financial crises
by Sedunov, John
- S0378426621001825 This time is really different: The multiplier effect of the Paycheck Protection Program (PPP) on small business bank loans
by Karakaplan, Mustafa U.
- S0378426621001928 COVID-19, nonperforming loans, and cross-border bank lending
by Park, Cyn-Young & Shin, Kwanho
- S0378426621001953 COVID-19 and lending responses of European banks
by Özlem Dursun-de Neef, H. & Schandlbauer, Alexander
- S0378426621001965 The real effects of capital requirements and monetary policy: Evidence from the United Kingdom
by De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz
- S0378426621001977 Long-run reversal in commodity returns: Insights from seven centuries of evidence
by Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz
- S0378426621002028 Tuesday Blues and the day-of-the-week effect in stock returns
by Chiah, Mardy & Zhong, Angel
- S0378426621002053 Downside risk and the cross-section of cryptocurrency returns
by Zhang, Wei & Li, Yi & Xiong, Xiong & Wang, Pengfei
- S0378426621002065 Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash
by Huber, Christoph & Huber, Jürgen & Kirchler, Michael
- S0378426621002077 Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
by Merlo, Luca & Petrella, Lea & Raponi, Valentina
- S0378426621002089 Market discipline, regulation and banking effectiveness: Do measures matter?
by Godspower-Akpomiemie, Euphemia & Ojah, Kalu
- S0378426621002090 Trading behavior of retail investors in derivatives markets: Evidence from Mini options
by Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken)
- S0378426621002119 Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market
by Lin, Hai & Lo, Ingrid & Qiao, Rui
- S0378426621002120 Negative news and the stock market impact of tone in rating reports
by Löffler, Gunter & Norden, Lars & Rieber, Alexander
- S0378426621002132 Bank balance sheet risk allocation
by Júdice, Pedro & Zhu, Qiji Jim
- S0378426621002272 Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods
by O’Toole, Conor & Slaymaker, Rachel
- S0378426621002284 Bank consumer relations and social capital
by Cornett, Marcia Millon & Minnick, Kristina & Schorno, Patrick J. & Tehranian, Hassan
- S0378426621002296 Trust and local bias of individual investors
by Shao, Ran & Wang, Na
- S0378426621002302 Executive Equity Risk-Taking Incentives and Firms’ Choice of Debt Structure
by Chen, Yangyang & Hasan, Iftekhar & Saffar, Walid & Zolotoy, Leon
- S0378426621002314 Stocks versus bonds for the long run when a riskless asset is available
by Levy, Haim & Levy, Moshe
- S0378426621002326 New construction and mortgage default
by Mayock, Tom & Tzioumis, Konstantinos
- S0378426621002338 Learning sequential option hedging models from market data
by Nian, Ke & Coleman, Thomas F & Li, Yuying
- S0378426621002351 The game changer: Regulatory reform and multiple credit ratings
by Huang, He & Svec, Jiri & Wu, Eliza
- S0378426621002363 The market impact of predictable flows: Evidence from leveraged VIX products
by Brøgger, Søren Bundgaard
- S0378426621002375 A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
by Kircher, Felix & Rösch, Daniel
- S0378426621002387 China's no-bailout reform: Impact on bond yields and rating standards
by Mo, Guiqing & Gao, Zhi & Zhou, Lei
- S0378426621002399 Time is money: Real effects of relationship lending in a crisis
by James, Christopher & Lu, Jing & Sun, Yangfan
- S0378426621002405 Double the insurance, double the funds?
by Stone, Anna-Leigh
- S0378426621002417 A Practical Guide to harnessing the HAR volatility model
by Clements, Adam & Preve, Daniel P.A.
- S0378426621002430 Public guarantees to SME lending: Do broader eligibility criteria pay off?
by Lagazio, Corrado & Persico, Luca & Querci, Francesca
- S0378426621002442 Does secrecy signal skill? Own-investor secrecy and hedge fund performance
by Gorovyy, Sergiy & Kelly, Patrick J. & Kuzmina, Olga
- S0378426621002454 Delegated asset management and performance when some investors are unsophisticated
by Malliaris, Steven & Malliaris, A.G.
- S0378426621002478 Aggregate Distress Risk and Equity Returns
by Guo, Hui & Jiang, Xiaowen
- S0378426621002508 Overweighting of public information in financial markets: A lesson from the lab
by Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone
- S0378426621002521 Regulatory and bailout decisions in a banking union
by Haufler, Andreas
- S0378426621002533 Monetary easing and the lending concentration channel of monetary policy transmission
by Antoniades, Adonis
- S0378426621002545 Modeling persistent interest rates with double-autoregressive processes
by Hansen, Anne Lundgaard
- S0378426621002570 Banking sector performance during the COVID-19 crisis
by Demirgüç-Kunt, Asli & Pedraza, Alvaro & Ruiz-Ortega, Claudia
- S0378426621002594 Model risk and model choice in the case of barrier options and bonus certificates
by Baule, Rainer & Shkel, David
- S0378426621002636 Bank systemic risk exposure and office market interconnectedness
by Füss, Roland & Ruf, Daniel
- S0378426621002648 Political connections and seasoned equity offerings
by Nnadi, Modestus I. & Sorwar, Ghulam & Eskandari, Rasol & Chizema, Amon
- S0378426621002715 Government intervention and bank markups: Lessons from the global financial crisis for the COVID-19 crisis
by Tan, Brandon & Igan, Deniz & Martinez Peria, Maria Soledad & Pierri, Nicola & Presbitero, Andrea F.
- S037842662100193X Corporate stress and bank nonperforming loans: Evidence from Pakistan
by Choudhary, M. Ali & Jain, Anil K.
- S037842662100234X Determinants and predictability of commodity producer returns
by Wang, Qiao & Balvers, Ronald
- S037842662100248X Non-recourse mortgage law and housing speculation
by Nam, Tong-yob & Oh, Seungjoon
- S037842662100251X Bank systemic risk around COVID-19: A cross-country analysis
by Duan, Yuejiao & El Ghoul, Sadok & Guedhami, Omrane & Li, Haoran & Li, Xinming
2021, Volume 132, Issue C
- S0378426621001564 What determines wholesale funding costs of the global systemically important banks?
by Cottrell, Simon & Yu, Xiao & Delpachitra, Sarath & Ma, Yihong
- S0378426621001588 IPO quantity revisions
by Wang, Wei & Yung, Chris
- S0378426621001783 Intertemporal imitation behavior of interbank offered rate submissions
by Li, Ming & Sun, Hang & Zong, Jichuan
- S0378426621001849 Interest rates, cash and short-term investments
by Ysmailov, Bektemir
- S0378426621001916 Hedge fund portfolio selection with fund characteristics
by Joenväärä, Juha & Kauppila, Mikko & Kahra, Hannu
- S0378426621001941 Crisis and non-crisis short selling and bank enforcement actions
by Boni, Leslie & Leach, J. Chris & White, Reilly S.
- S0378426621002041 Share pledging and optimism in analyst earnings forecasts: Evidence from China
by Hu, Jun & Long, Wenbin & Luo, Le & Peng, Yuanhuai
2021, Volume 131, Issue C
- S0378426621001473 Citations and the readers’ information-extracting costs of finance articles
by Berninger, Marc & Kiesel, Florian & Schiereck, Dirk & Gaar, Eduard
- S0378426621001497 IPO underperformance and the idiosyncratic risk puzzle
by Chen, Honghui & Zheng, Minrong
- S0378426621001539 Private information in trades, R2, and large stock price movements
by Van Ness, Bonnie & Van Ness, Robert & Yildiz, Serhat
- S0378426621001576 Downside risk and the performance of volatility-managed portfolios
by Wang, Feifei & Yan, Xuemin Sterling
- S0378426621001679 Business shocks and corporate leverage
by Tan, Kelvin Jui Keng & Zhou, Qing & Pan, Zheyao & Faff, Robert
- S0378426621001680 Technology spillovers and the duration of executive compensation
by Huang, Minjie & Kubick, Thomas R. & Tseng, Kevin
- S0378426621001709 Cheap but flighty: A theory of safety-seeking capital flows
by Ahnert, Toni & Perotti, Enrico
2021, Volume 130, Issue C
- S0378426621000868 Guidelines for asset pricing research using international equity data from Thomson Reuters Datastream
by Landis, Conrad & Skouras, Spyros
- S0378426621001308 The evolution of price discovery in an electronic market
by Chaboud, Alain & Hjalmarsson, Erik & Zikes, Filip
- S0378426621001424 Binding ties in the supply chain and supplier capital structure
by Kadapakkam, Palani-Rajan & Oliveira, Mauro
- S0378426621001448 Corporate dollar debt and depreciations: All’s well that ends well?
by Caballero, Julián
- S0378426621001461 Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices
by Schertler, Andrea & Moch, Nils
- S0378426621001503 Under-reaction in the sovereign CDS market
by Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan
- S0378426621001527 Tournament incentives and IPO failure risk
by Colak, Gonul & Gounopoulos, Dimitrios & Loukopoulos, Panagiotis & Loukopoulos, Georgios
- S0378426621001540 The impacts of a large-scale financial education intervention on retirement saving behaviors and portfolio allocation: Evidence from pension fund data
by Ghafoori, Eraj & Ip, Edwin & Kabátek, Jan
- S037842662100145X Discretionary loan loss provisioning and bank stock returns: The Role of economic booms and busts
by Hegde, Shantaram P. & Kozlowski, Steven E.
2021, Volume 129, Issue C
- S0378426621001187 Unemployment and aggregate stock returns
by Atanasov, Victoria
- S0378426621001199 Stock merger activity and industry performance
by Meng, Bo & Vijh, Anand M.
- S0378426621001205 Financial crisis, Bank failures and corporate innovation
by Contreras, Salvador & Ghosh, Amit & Kong, Joon Ho
- S0378426621001230 Government ownership and Venture Capital in China
by Suchard, Jo-Ann & Humphery-Jenner, Mark & Cao, Xiaping
- S0378426621001242 Funding liquidity and market liquidity in government bonds
by Deuskar, Prachi & Johnson, Timothy C.
- S0378426621001254 Internet search, fund flows, and fund performance
by Chen, Hong-Yi & Chen, Hsuan-Chi & Lai, Christine W.
- S0378426621001266 A general approach to smooth and convex portfolio optimization using lower partial moments
by Yao, Haixiang & Huang, Jinbo & Li, Yong & Humphrey, Jacquelyn E.
- S0378426621001291 Algos gone wild: What drives the extreme order cancellation rates in modern markets?
by Khomyn, Marta & Putniņš, Tālis J.
- S037842662100100X Monetary policy’s rising FX impact in the era of ultra-low rates
by Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas
- S037842662100128X Blessing or curse? Institutional investment in leveraged ETFs
by DeVault, Luke & Turtle, H.J. & Wang, Kainan
- S037842662100131X Risk-adjusted return managed carry trade
by Dupuy, Philippe
2021, Volume 128, Issue C
- S0378426621000406 To whom do banks channel central bank funds?
by Bednarek, Peter & Dinger, Valeriya & Kaat, Daniel Marcel te & Westernhagen, Natalja von
- S0378426621000704 Positive stock information in out-of-the-money option prices
by Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S.
- S0378426621000832 Cooperative lenders and the performance of small business loans
by Nitani, Miwako & Legendre, Nicolas
- S0378426621000947 CEO gender and employee relations: Evidence from labor lawsuits
by Liu, Chelsea
- S0378426621000959 Collateralization and asset price bubbles when investors disagree about risk
by Broer, Tobias & Kero, Afroditi
- S0378426621000972 Firing frictions and the U.S. mergers and acquisitions market
by Chatt, Robert & Gustafson, Matthew & Welker, Adam
- S0378426621000996 A new unique information share measure with applications on cross-listed Chinese banks
by Li, Hong & Shi, Yanlin
- S0378426621001126 How managerial ownership and the market for corporate control can improve investment timing
by Guthrie, Graeme & Hobbs, Cameron
- S0378426621001175 Gambling preferences and stock price crash risk: Evidence from China
by Ji, Qiong & Quan, Xiaofeng & Yin, Hongying & Yuan, Qingbo
- S0378426621001229 Asset pricing and FOMC press conferences
by Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S.
2021, Volume 127, Issue C
Printed from https://ideas.repec.org/s/eee/jbfina4.html
