Journal of Financial Economics
2017, Volume 125, Issue 2
- 217-244 Offshore activities and financial vs operational hedging
by Hoberg, Gerard & Moon, S. Katie
- 245-265 Reputation and signaling in asset sales
by Hartman-Glaser, Barney
- 266-285 Bank capital, liquid reserves, and insolvency risk
by Hugonnier, Julien & Morellec, Erwan
- 286-310 The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China
by Liu, Laura Xiaolei & Shu, Haibing & Wei, K.C. John
- 311-325 Moral hazard in active asset management
by Brown, David C. & Davies, Shaun William
- 326-343 Firm characteristics, consumption risk, and firm-level risk exposures
by Dittmar, Robert F. & Lundblad, Christian T.
- 344-368 U.S. multinationals and cash holdings
by Gu, Tiantian
- 369-388 Employment protection and takeovers
by Dessaint, Olivier & Golubov, Andrey & Volpin, Paolo
- 389-415 Option repricing, corporate governance, and the effect of shareholder empowerment
by Gulen, Huseyin & O'Brien, William J.
2017, Volume 125, Issue 1
- 1-25 Banking integration and house price co-movement
by Landier, Augustin & Sraer, David & Thesmar, David
- 26-47 Information networks: Evidence from illegal insider trading tips
by Ahern, Kenneth R.
- 48-71 CEO talent, CEO compensation, and product market competition
by Jung, Hae Won (Henny) & Subramanian, Ajay
- 72-98 Explaining the negative returns to volatility claims: An equilibrium approach
by Eraker, Bjørn & Wu, Yue
- 99-119 The bright side of financial derivatives: Options trading and firm innovation
by Blanco, Iván & Wehrheim, David
- 120-142 Board reforms and firm value: Worldwide evidence
by Fauver, Larry & Hung, Mingyi & Li, Xi & Taboada, Alvaro G.
- 143-162 What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?
by Froot, Kenneth & Kang, Namho & Ozik, Gideon & Sadka, Ronnie
- 163-181 The advantages of using excess returns to model the term structure
by Goliński, Adam & Spencer, Peter
- 182-199 Tracing out capital flows: How financially integrated banks respond to natural disasters
by Cortés, Kristle Romero & Strahan, Philip E.
- 200-215 Endogenous intermediation in over-the-counter markets
by Babus, Ana & Hu, Tai-Wei
2017, Volume 124, Issue 3
- 441-463 Changes in corporate effective tax rates over the past 25 years
by Dyreng, Scott D. & Hanlon, Michelle & Maydew, Edward L. & Thornock, Jacob R.
- 464-485 Do takeover laws matter? Evidence from five decades of hostile takeovers
by Cain, Matthew D. & McKeon, Stephen B. & Solomon, Steven Davidoff
- 486-502 Stock liquidity and default risk
by Brogaard, Jonathan & Li, Dan & Xia, Ying
- 503-534 Shades of darkness: A pecking order of trading venues
by Menkveld, Albert J. & Yueshen, Bart Zhou & Zhu, Haoxiang
- 535-562 Skill and luck in private equity performance
by Korteweg, Arthur & Sorensen, Morten
- 563-579 Political uncertainty and investment: Causal evidence from U.S. gubernatorial elections
by Jens, Candace E.
- 580-598 The effects of removing barriers to equity issuance
by Gustafson, Matthew T. & Iliev, Peter
- 599-613 Debt maturity and the liquidity of secondary debt markets
by Bruche, Max & Segura, Anatoli
- 614-631 Investment banking relationships and analyst affiliation bias: The impact of the global settlement on sanctioned and non-sanctioned banks
by Corwin, Shane A. & Larocque, Stephannie A. & Stegemoller, Mike A.
- 632-653 Large shareholders and credit ratings
by Kedia, Simi & Rajgopal, Shivaram & Zhou, Xing (Alex)
2017, Volume 124, Issue 2
- 223-243 Financial dependence and innovation: The case of public versus private firms
by Acharya, Viral & Xu, Zhaoxia
- 244-265 Dark pool trading strategies, market quality and welfare
by Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M.
- 266-284 The value of trading relations in turbulent times
by Di Maggio, Marco & Kermani, Amir & Song, Zhaogang
- 285-306 Do exogenous changes in passive institutional ownership affect corporate governance and firm value?
by Schmidt, Cornelius & Fahlenbrach, Rüdiger
- 307-330 Compensation goals and firm performance
by Bennett, Benjamin & Bettis, J. Carr & Gopalan, Radhakrishnan & Milbourn, Todd
- 331-348 Uncovering expected returns: Information in analyst coverage proxies
by Lee, Charles M.C. & So, Eric C.
- 349-372 Socioeconomic status and learning from financial information
by Kuhnen, Camelia M. & Miu, Andrei C.
- 373-394 It pays to write well
by Hwang, Byoung-Hyoun & Kim, Hugh Hoikwang
- 395-414 Credit default swaps, exacting creditors and corporate liquidity management
by Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian
- 415-440 Variance risk premiums and the forward premium puzzle
by Londono, Juan M. & Zhou, Hao
2017, Volume 124, Issue 1
- 1-21 The term structure of returns: Facts and theory
by van Binsbergen, Jules H. & Koijen, Ralph S.J.
- 22-42 High frequency trading and the 2008 short-sale ban
by Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan
- 43-64 Information Shocks and Short-Term Market Underreaction
by Jiang, George J. & Zhu, Kevin X.
- 65-85 Risk, ambiguity, and the exercise of employee stock options
by Izhakian, Yehuda & Yermack, David
- 86-112 Who is internationally diversified? Evidence from the 401(k) plans of 296 firms
by Bekaert, Geert & Hoyem, Kenton & Hu, Wei-Yin & Ravina, Enrichetta
- 113-146 Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions
by Gofman, Michael
- 147-171 The term structure of credit spreads, firm fundamentals, and expected stock returns
by Han, Bing & Subrahmanyam, Avanidhar & Zhou, Yi
- 172-194 Interim fund performance and fundraising in private equity
by Barber, Brad M. & Yasuda, Ayako
- 195-221 Do corporate taxes hinder innovation?
by Mukherjee, Abhiroop & Singh, Manpreet & Žaldokas, Alminas
2017, Volume 123, Issue 3
- 441-463 International tests of a five-factor asset pricing model
by Fama, Eugene F. & French, Kenneth R.
- 464-487 The U.S. listing gap
by Doidge, Craig & Karolyi, G. Andrew & Stulz, René M.
- 488-511 The effect of director experience on acquisition performance
by Field, Laura Casares & Mkrtchyan, Anahit
- 512-535 Explaining CEO retention in misreporting firms
by Beneish, Messod D. & Marshall, Cassandra D. & Yang, Jun
- 536-557 Independent boards and innovation
by Balsmeier, Benjamin & Fleming, Lee & Manso, Gustavo
- 558-579 Why do loans contain covenants? Evidence from lending relationships
by Prilmeier, Robert
- 580-601 Diversification and cash dynamics
by Bakke, Tor-Erik & Gu, Tiantian
- 602-616 Limited disclosure and hidden orders in asset markets
by Monnet, Cyril & Quintin, Erwan
- 617-645 Information percolation, momentum and reversal
by Andrei, Daniel & Cujean, Julien
- 646-670 Well-connected short-sellers pay lower loan fees: A market-wide analysis
by Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno
2017, Volume 123, Issue 2
- 225-250 The price of variance risk
by Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius
- 251-272 Intangible capital and the investment-q relation
by Peters, Ryan H. & Taylor, Lucian A.
- 273-291 How persistent is private equity performance? Evidence from deal-level data
by Braun, Reiner & Jenkinson, Tim & Stoff, Ingo
- 292-312 Leverage and strategic preemption: Lessons from entry plans and incumbent investments
by Cookson, J. Anthony
- 313-336 The impact of firm prestige on executive compensation
by Focke, Florens & Maug, Ernst & Niessen-Ruenzi, Alexandra
- 337-356 WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions
by Kaniel, Ron & Parham, Robert
- 357-376 The effect of asymmetric information on product market outcomes
by Billett, Matthew T. & Garfinkel, Jon A. & Yu, Miaomiao
- 377-394 Customer–supplier relationships and corporate tax avoidance
by Cen, Ling & Maydew, Edward L. & Zhang, Liandong & Zuo, Luo
- 395-414 Reference-dependent preferences and the risk–return trade-off
by Wang, Huijun & Yan, Jinghua & Yu, Jianfeng
- 415-431 Information disclosure, firm growth, and the cost of capital
by Dutta, Sunil & Nezlobin, Alexander
- 432-439 Do staggered boards harm shareholders?
by Amihud, Yakov & Stoyanov, Stoyan
2017, Volume 123, Issue 1
- 1-21 Growth through rigidity: An explanation for the rise in CEO pay
by Shue, Kelly & Townsend, Richard R.
- 22-41 Debt enforcement, investment, and risk taking across countries
by Favara, Giovanni & Morellec, Erwan & Schroth, Enrique & Valta, Philip
- 42-58 Systematic mistakes in the mortgage market and lack of financial sophistication
by Agarwal, Sumit & Ben-David, Itzhak & Yao, Vincent
- 59-80 The unintended consequences of the zero lower bound policy
by Di Maggio, Marco & Kacperczyk, Marcin
- 81-107 Dealer financial conditions and lender-of-last-resort facilities
by Acharya, Viral V. & Fleming, Michael J. & Hrung, Warren B. & Sarkar, Asani
- 108-136 Customer concentration and loan contract terms
by Campello, Murillo & Gao, Janet
- 137-162 News implied volatility and disaster concerns
by Manela, Asaf & Moreira, Alan
- 163-188 How collateral laws shape lending and sectoral activity
by Calomiris, Charles W. & Larrain, Mauricio & Liberti, José & Sturgess, Jason
- 189-208 Portfolio concentration and performance of institutional investors worldwide
by Choi, Nicole & Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana
- 209-224 Pilot CEOs and corporate innovation
by Sunder, Jayanthi & Sunder, Shyam V. & Zhang, Jingjing
2016, Volume 122, Issue 3
- 431-455 Playing it safe? Managerial preferences, risk, and agency conflicts
by Gormley, Todd A. & Matsa, David A.
- 456-481 Should we be afraid of the dark? Dark trading and market quality
by Foley, Sean & Putniņš, Tālis J.
- 482-499 Failure to refinance
by Keys, Benjamin J. & Pope, Devin G. & Pope, Jaren C.
- 500-520 Say on pay laws, executive compensation, pay slice, and firm valuation around the world
by Correa, Ricardo & Lel, Ugur
- 521-543 Cyclicality, performance measurement, and cash flow liquidity in private equity
by Robinson, David T. & Sensoy, Berk A.
- 544-567 Short selling meets hedge fund 13F: An anatomy of informed demand
by Jiao, Yawen & Massa, Massimo & Zhang, Hong
- 568-584 Information tradeoffs in dynamic financial markets
by Avdis, Efstathios
- 585-606 Socially responsible firms
by Ferrell, Allen & Liang, Hao & Renneboog, Luc
- 607-624 Limited attention, marital events and hedge funds
by Lu, Yan & Ray, Sugata & Teo, Melvyn
- 625-654 Have financial markets become more informative?
by Bai, Jennie & Philippon, Thomas & Savov, Alexi
2016, Volume 122, Issue 2
- 221-247 Momentum crashes
by Daniel, Kent & Moskowitz, Tobias J.
- 248-269 Who neglects risk? Investor experience and the credit boom
by Chernenko, Sergey & Hanson, Samuel G. & Sunderam, Adi
- 270-287 Market maturity and mispricing
by Jacobs, Heiko
- 288-306 Patient capital outperformance: The investment skill of high active share managers who trade infrequently
by Cremers, Martijn & Pareek, Ankur
- 307-327 Corruption culture and corporate misconduct
by Liu, Xiaoding
- 328-351 Mortgage companies and regulatory arbitrage
by Demyanyk, Yuliya & Loutskina, Elena
- 352-375 A trend factor: Any economic gains from using information over investment horizons?
by Han, Yufeng & Zhou, Guofu & Zhu, Yingzi
- 376-408 Underwriter networks, investor attention, and initial public offerings
by Bajo, Emanuele & Chemmanur, Thomas J. & Simonyan, Karen & Tehranian, Hassan
- 409-429 The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program
by Foley-Fisher, Nathan & Ramcharan, Rodney & Yu, Edison
2016, Volume 122, Issue 1
- 1-20 Taxes and leverage at multinational corporations
by Faulkender, Michael & Smith, Jason M.
- 21-41 Leverage dynamics over the business cycle
by Halling, Michael & Yu, Jin & Zechner, Josef
- 42-64 Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors
by Linnainmaa, Juhani T. & Torous, Walter & Yae, James
- 65-85 Are Friday announcements special? Overcoming selection bias
by Michaely, Roni & Rubin, Amir & Vedrashko, Alexander
- 86-115 Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?
by Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun
- 116-134 Disaster recovery and the term structure of dividend strips
by Hasler, Michael & Marfè, Roberto
- 135-154 Double bank runs and liquidity risk management
by Ippolito, Filippo & Peydró, José-Luis & Polo, Andrea & Sette, Enrico
- 155-174 Gambling preference and individual equity option returns
by Byun, Suk-Joon & Kim, Da-Hea
- 175-195 Golden hellos: Signing bonuses for new top executives
by Xu, Jin & Yang, Jun
- 196-219 Relative peer quality and firm performance
by Francis, Bill & Hasan, Iftekhar & Mani, Sureshbabu & Ye, Pengfei
2016, Volume 121, Issue 3
- 449-476 What do private equity firms say they do?
by Gompers, Paul & Kaplan, Steven N. & Mukharlyamov, Vladimir
- 477-495 Decision-making approaches and the propensity to default: Evidence and implications
by Brown, Jeffrey R. & Farrell, Anne M. & Weisbenner, Scott J.
- 496-520 Can information be locked up? Informed trading ahead of macro-news announcements
by Bernile, Gennaro & Hu, Jianfeng & Tang, Yuehua
- 521-545 Capitalizing on Capitol Hill: Informed trading by hedge fund managers
by Gao, Meng & Huang, Jiekun
- 546-568 Shorting at close range: A tale of two types
by Comerton-Forde, Carole & Jones, Charles M. & Putniņš, Tālis J.
- 569-594 Securities trading by banks and credit supply: Micro-evidence from the crisis
by Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R.
- 595-623 Fragility in money market funds: Sponsor support and regulation
by Parlatore, Cecilia
- 624-644 Comovement revisited
by Chen, Honghui & Singal, Vijay & Whitelaw, Robert F.
- 645-663 Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates
by Joos, Peter & Piotroski, Joseph D. & Srinivasan, Suraj
2016, Volume 121, Issue 2
- 231-253 Capital structure effects on the prices of equity call options
by Geske, Robert & Subrahmanyam, Avanidhar & Zhou, Yi
- 254-277 The volatility of a firm's assets and the leverage effect
by Choi, Jaewon & Richardson, Matthew
- 278-299 Early option exercise: Never say never
by Jensen, Mads Vestergaard & Pedersen, Lasse Heje
- 300-326 Loans on sale: Credit market seasonality, borrower need, and lender rents
by Murfin, Justin & Petersen, Mitchell
- 327-349 Market conditions, fragility, and the economics of market making
by Anand, Amber & Venkataraman, Kumar
- 350-367 US political corruption and firm financial policies
by Smith, Jared D.
- 368-391 The value of connections in turbulent times: Evidence from the United States
by Acemoglu, Daron & Johnson, Simon & Kermani, Amir & Kwak, James & Mitton, Todd
- 392-413 Clouded judgment: The role of sentiment in credit origination
by Cortés, Kristle & Duchin, Ran & Sosyura, Denis
- 414-426 Anxiety in the face of risk
by Eisenbach, Thomas M. & Schmalz, Martin C.
- 427-447 Time is money: Rational life cycle inertia and the delegation of investment management
by Kim, Hugh Hoikwang & Maurer, Raimond & Mitchell, Olivia S.
2016, Volume 121, Issue 1
- 1-27 The value of creditor control in corporate bonds
by Feldhütter, Peter & Hotchkiss, Edith & Karakaş, Oğuzhan
- 28-45 Accruals, cash flows, and operating profitability in the cross section of stock returns
by Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri
- 46-65 Short interest and aggregate stock returns
by Rapach, David E. & Ringgenberg, Matthew C. & Zhou, Guofu
- 66-78 Under new management: Equity issues and the attribution of past returns
by Baker, Malcolm & Xuan, Yuhai
- 79-92 Does variance risk have two prices? Evidence from the equity and option markets
by Barras, Laurent & Malkhozov, Aytek
- 93-110 Performance measurement with selectivity, market and volatility timing
by Ferson, Wayne & Mo, Haitao
- 111-141 Passive investors, not passive owners
by Appel, Ian R. & Gormley, Todd A. & Keim, Donald B.
- 142-166 Liquidity, resiliency and market quality around predictable trades: Theory and evidence
by Bessembinder, Hendrik & Carrion, Allen & Tuttle, Laura & Venkataraman, Kumar
- 167-194 Have we solved the idiosyncratic volatility puzzle?
by Hou, Kewei & Loh, Roger K.
- 195-209 Borrower protection and the supply of credit: Evidence from foreclosure laws
by Dagher, Jihad & Sun, Yangfan
- 210-229 How costly is corporate bankruptcy for the CEO?
by Eckbo, B. Espen & Thorburn, Karin S. & Wang, Wei
2016, Volume 120, Issue 3
- 445-463 Why do firms use high discount rates?
by Jagannathan, Ravi & Matsa, David A. & Meier, Iwan & Tarhan, Vefa
- 464-490 Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns
by Bollerslev, Tim & Li, Sophia Zhengzi & Todorov, Viktor
- 491-513 The leverage externalities of credit default swaps
by Li, Jay Yin & Tang, Dragon Yongjun
- 514-538 Does rating analyst subjectivity affect corporate debt pricing?
by Fracassi, Cesare & Petry, Stefan & Tate, Geoffrey
- 539-560 Indexing and active fund management: International evidence
by Cremers, Martijn & Ferreira, Miguel A. & Matos, Pedro & Starks, Laura
- 561-584 The commitment problem of secured lending
by Fabbri, Daniela & Menichini, Anna Maria C.
- 585-600 Taxes and bank capital structure
by Schepens, Glenn
- 601-622 Why does the option to stock volume ratio predict stock returns?
by Ge, Li & Lin, Tse-Chun & Pearson, Neil D.
- 623-643 The causal effect of option pay on corporate risk management
by Bakke, Tor-Erik & Mahmudi, Hamed & Fernando, Chitru S. & Salas, Jesus M.
- 644-660 The value of a good credit reputation: Evidence from credit card renegotiations
by Liberman, Andres
2016, Volume 120, Issue 2
- 211-228 Rethinking reversals
by Johnson, Timothy C.
- 229-251 Local financial capacity and asset values: Evidence from bank failures
by Rajan, Raghuram & Ramcharan, Rodney
- 252-268 Shareholder nonparticipation in valuable rights offerings: New findings for an old puzzle
by Holderness, Clifford G. & Pontiff, Jeffrey
- 269-285 Discerning information from trade data
by Easley, David & de Prado, Marcos Lopez & O'Hara, Maureen
- 286-308 Adverse selection, slow-moving capital, and misallocation
by Fuchs, William & Green, Brett & Papanikolaou, Dimitris
- 309-329 Asset allocation and monetary policy: Evidence from the eurozone
by Hau, Harald & Lai, Sandy
- 330-345 Time-to-produce, inventory, and asset prices
by Chen, Zhanhui
- 346-362 Does the geographic expansion of banks reduce risk?
by Goetz, Martin R. & Laeven, Luc & Levine, Ross
- 363-382 Bankruptcy law and bank financing
by Rodano, Giacomo & Serrano-Velarde, Nicolas & Tarantino, Emanuele
- 383-399 Underwriter deal pipeline and the pricing of IPOs
by Boeh, Kevin K. & Dunbar, Craig
- 400-419 Revolving doors on Wall Street
by Cornaggia, Jess & Cornaggia, Kimberly J. & Xia, Han
- 420-443 Sentiments, financial markets, and macroeconomic fluctuations
by Benhabib, Jess & Liu, Xuewen & Wang, Pengfei
2016, Volume 120, Issue 1
- 1-20 Analyzing volatility risk and risk premium in option contracts: A new theory
by Carr, Peter & Wu, Liuren
- 21-40 Volatility risk premia and exchange rate predictability
by Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio
- 41-57 The expected returns and valuations of private and public firms
by Cooper, Ilan & Priestley, Richard
- 58-80 Dual ownership, returns, and voting in mergers
by Bodnaruk, Andriy & Rossi, Marco
- 81-101 Spare tire? Stock markets, banking crises, and economic recoveries
by Levine, Ross & Lin, Chen & Xie, Wensi
- 102-123 Redacting proprietary information at the initial public offering
by Boone, Audra L. & Floros, Ioannis V. & Johnson, Shane A.
- 124-145 On secondary buyouts
by Degeorge, Francois & Martin, Jens & Phalippou, Ludovic
- 146-168 Are retail traders compensated for providing liquidity?
by Barrot, Jean-Noel & Kaniel, Ron & Sraer, David
- 169-193 Using options to measure the full value-effect of an event: Application to Obamacare
by Borochin, Paul & Golec, Joseph
- 194-209 CEO overconfidence and financial crisis: Evidence from bank lending and leverage
by Ho, Po-Hsin & Huang, Chia-Wei & Lin, Chih-Yung & Yen, Ju-Fang
2016, Volume 119, Issue 3
- 457-471 Systemic risk and the macroeconomy: An empirical evaluation
by Giglio, Stefano & Kelly, Bryan & Pruitt, Seth
- 472-488 Institutional investors and stock return anomalies
by Edelen, Roger M. & Ince, Ozgur S. & Kadlec, Gregory B.
- 489-511 State variables, macroeconomic activity, and the cross section of individual stocks
by Boons, Martijn
- 512-532 Corporate governance and risk management at unprotected banks: National banks in the 1890s
by Calomiris, Charles W. & Carlson, Mark
- 533-558 Executive overconfidence and compensation structure
by Humphery-Jenner, Mark & Lisic, Ling Lei & Nanda, Vikram & Silveri, Sabatino Dino
- 559-577 Ambiguity aversion and household portfolio choice puzzles: Empirical evidence
by Dimmock, Stephen G. & Kouwenberg, Roy & Mitchell, Olivia S. & Peijnenburg, Kim
- 578-598 Nominal price illusion
by Birru, Justin & Wang, Baolian
- 599-610 Debt-equity choices, R&D investment and market timing
by Lewis, Craig M. & Tan, Yongxian
- 611-625 Heuristic portfolio trading rules with capital gain taxes
by Fischer, Marcel & Gallmeyer, Michael F.
- 626-644 The cost of friendship
by Gompers, Paul A. & Mukharlyamov, Vladimir & Xuan, Yuhai
- 645-672 Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
by Loon, Yee Cheng & Zhong, Zhaodong (Ken)
2016, Volume 119, Issue 2
- 249-283 The common factor in idiosyncratic volatility: Quantitative asset pricing implications
by Herskovic, Bernard & Kelly, Bryan & Lustig, Hanno & Van Nieuwerburgh, Stijn
- 284-299 The expected cost of default
by Glover, Brent
- 300-315 Investment and the weighted average cost of capital
by Frank, Murray Z. & Shen, Tao
- 316-335 The ownership and trading of debt claims in Chapter 11 restructurings
by Ivashina, Victoria & Iverson, Benjamin & Smith, David C.
- 336-352 Optimal inside debt compensation and the value of equity and debt
by Campbell, T. Colin & Galpin, Neal & Johnson, Shane A.
- 353-370 The cross-sectional variation of volatility risk premia
by González-Urteaga, Ana & Rubio, Gonzalo
- 371-398 Can analysts pick stocks for the long-run?
by Altınkılıç, Oya & Hansen, Robert S. & Ye, Liyu
- 399-419 Bridging the gap: the design of bank loan contracts and distance
by Hollander, Stephan & Verriest, Arnt
- 420-440 The effects of takeover defenses: Evidence from closed-end funds
by Souther, Matthew E.
- 441-455 Product market competition, R&D investment, and stock returns
by Gu, Lifeng
2016, Volume 119, Issue 1
- 1-23 Assessing asset pricing models using revealed preference
by Berk, Jonathan B. & van Binsbergen, Jules H.
- 24-43 How do CEOs see their roles? Management philosophies and styles in family and non-family firms
by Mullins, William & Schoar, Antoinette
- 44-68 Quadratic variance swap models
by Filipović, Damir & Gourier, Elise & Mancini, Loriano
- 69-91 The influence of political bias in state pension funds
by Bradley, Daniel & Pantzalis, Christos & Yuan, Xiaojing
- 92-106 Target revaluation after failed takeover attempts: Cash versus stock
by Malmendier, Ulrike & Opp, Marcus M. & Saidi, Farzad
- 107-146 Price and volatility co-jumps
by Bandi, F.M. & Renò, R.
- 147-167 Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme
by Eser, Fabian & Schwaab, Bernd
- 168-185 The real effects of share repurchases
by Almeida, Heitor & Fos, Vyacheslav & Kronlund, Mathias
- 186-209 Stock repurchases and liquidity
by Hillert, Alexander & Maug, Ernst & Obernberger, Stefan