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2021, Volume 140, Issue 2
- 347-367 Persistent government debt and aggregate risk distribution
by Croce, M. & Nguyen, Thien T. & Raymond, S.
- 368-390 The electronic evolution of corporate bond dealers
by O'Hara, Maureen & Alex Zhou, Xing
- 391-411 Asymmetric information risk in FX markets
by Ranaldo, Angelo & Somogyi, Fabricius
- 412-435 Treasury yield implied volatility and real activity
by Cremers, Martijn & Fleckenstein, Matthias & Gandhi, Priyank
- 436-459 Why is stock market concentration bad for the economy?
by Bae, Kee-Hong & Bailey, Warren & Kang, Jisok
- 460-483 Salience theory and stock prices: Empirical evidence
by Cosemans, Mathijs & Frehen, Rik
- 484-513 Do low search costs facilitate like-buys-like mergers? Evidence from common bank networks1
by Chen, Jiakai & Kim, Joon Ho & Rhee, S. Ghon
- 514-538 A BIT goes a long way: Bilateral investment treaties and cross-border mergers
by Bhagwat, Vineet & Brogaard, Jonathan & Julio, Brandon
- 539-559 To own or not to own: Stock loans around dividend payments
by Dixon, Peter N. & Fox, Corbin A. & Kelley, Eric K.
- 560-581 Dynamic resource allocation with hidden volatility
by Feng, Felix Zhiyu & Westerfield, Mark M.
- 582-620 Competition, profitability, and discount rates
by Dou, Winston Wei & Ji, Yan & Wu, Wei
- 621-643 Does personal liability deter individuals from serving as independent directors?
by Naaraayanan, S. Lakshmi & Nielsen, Kasper Meisner
- 644-675 Frequency dependent risk
by Neuhierl, Andreas & Varneskov, Rasmus T.
- 676-697 Surprise election for Trump connections
by Child, Travers Barclay & Massoud, Nadia & Schabus, Mario & Zhou, Yifan
2021, Volume 140, Issue 1
- 1-20 Inspecting the mechanism of quantitative easing in the euro area
by Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro
- 21-53 Voluntary disclosure with evolving news
by Aghamolla, Cyrus & An, Byeong-Je
- 54-73 What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles
by Gârleanu, Nicolae & Panageas, Stavros
- 74-100 Benchmark interest rates when the government is risky
by Augustin, P. & Chernov, M. & Schmid, L. & Song, D.
- 101-126 Estimating the anomaly base rate
by Chinco, Alex & Neuhierl, Andreas & Weber, Michael
- 127-144 Implied volatility duration: A measure for the timing of uncertainty resolution
by Schlag, Christian & Thimme, Julian & Weber, Rüdiger
- 145-174 Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?
by Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis
- 175-196 Extrapolative beliefs in the cross-section: What can we learn from the crowds?
by Da, Zhi & Huang, Xing & Jin, Lawrence J.
- 197-219 Real effects of share repurchases legalization on corporate behaviors
by Wang, Zigan & Yin, Qie Ellie & Yu, Luping
- 220-249 Competition among liquidity providers with access to high-frequency trading technology
by Bongaerts, Dion & Achter, Mark Van
- 250-269 Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform
by Cipriani, Marco & La Spada, Gabriele
- 270-291 What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market
by Holden, Craig W. & Lu, Dong & Lugovskyy, Volodymyr & Puzzello, Daniela
- 292-324 Common pricing across asset classes: Empirical evidence revisited
by Gospodinov, Nikolay & Robotti, Cesare
- 325-345 The high volume return premium and economic fundamentals
by Wang, Zijun
2021, Volume 139, Issue 3
- 679-696 The real value of China’s stock market
by Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F.
- 697-718 Firm selection and corporate cash holdings
by Begenau, Juliane & Palazzo, Berardino
- 719-749 Risk management, firm reputation, and the impact of successful cyberattacks on target firms
by Kamiya, Shinichi & Kang, Jun-Koo & Kim, Jungmin & Milidonis, Andreas & Stulz, René M.
- 750-769 Rare disaster probability and options pricing
by Barro, Robert J. & Liao, Gordon Y.
- 770-799 Systematic risk, debt maturity, and the term structure of credit spreads
by Chen, Hui & Xu, Yu & Yang, Jun
- 800-831 Deleting misconduct: The expungement of BrokerCheck records
by Honigsberg, Colleen & Jacob, Matthew
- 832-851 Measuring institutional trading costs and the implications for finance research: The case of tick size reductions
by Eaton, Gregory W. & Irvine, Paul J. & Liu, Tingting
- 852-871 Business groups and the incorporation of firm-specific shocks into stock prices
by Faccio, Mara & Morck, Randall & Deniz Yavuz, M.
- 872-894 Loan guarantees and credit supply
by Bachas, Natalie & Kim, Olivia S. & Yannelis, Constantine
- 895-921 On the direct and indirect real effects of credit supply shocks
by Alfaro, Laura & García-Santana, Manuel & Moral-Benito, Enrique
- 922-949 Slow-moving capital and execution costs: Evidence from a major trading glitch
by Bogousslavsky, Vincent & Collin-Dufresne, Pierre & Sağlam, Mehmet
- 950-970 The cross-section of currency volatility premia
by Corte, Pasquale Della & Kozhan, Roman & Neuberger, Anthony
- 971-984 Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts
by Dong, Rui & Fisman, Raymond & Wang, Yongxiang & Xu, Nianhang
- 985-1014 Stock market liberalization and innovation
by Moshirian, Fariborz & Tian, Xuan & Zhang, Bohui & Zhang, Wenrui
- 1015-1036 Index option returns and generalized entropy bounds
by Liu, Yan
2021, Volume 139, Issue 2
- 337-358 What’s wrong with Pittsburgh? Delegated investors and liquidity concentration
by Ghent, Andra C.
- 359-388 Sticking to your plan: The role of present bias for credit card paydown
by Kuchler, Theresa & Pagel, Michaela
- 389-404 A dynamic theory of multiple borrowing
by Green, Daniel & Liu, Ernest
- 405-427 Signaling safety
by Michaely, Roni & Rossi, Stefano & Weber, Michael
- 428-451 Time-varying state variable risk premia in the ICAPM
by Barroso, Pedro & Boons, Martijn & Karehnke, Paul
- 452-477 Bank monitoring: Evidence from syndicated loans
by Gustafson, Matthew T. & Ivanov, Ivan T. & Meisenzahl, Ralf R.
- 478-501 The Sources of Financing Constraints
by Nikolov, Boris & Schmid, Lukas & Steri, Roberto
- 502-521 Rejected stock exchange applicants
by Fjesme, Sturla L. & Galpin, Neal E. & Moore, Lyndon
- 522-544 Can unpredictable risk exposure be priced?
by Barahona, Ricardo & Driessen, Joost & Frehen, Rik
- 545-560 Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang
by Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken)
- 561-577 Can investors time their exposure to private equity?
by Brown, Gregory & Harris, Robert & Hu, Wendy & Jenkinson, Tim & Kaplan, Steven N. & Robinson, David T.
- 578-605 Friends with bankruptcy protection benefits
by Kleiner, Kristoph & Stoffman, Noah & Yonker, Scott E.
- 606-626 The hidden costs of being public: Evidence from multinational firms operating in an emerging market
by Slutzky, Pablo
- 627-655 Politicizing consumer credit
by Akey, Pat & Heimer, Rawley Z. & Lewellen, Stefan
- 656-677 Long-term reversals in the corporate bond market
by Bali, Turan G. & Subrahmanyam, Avanidhar & Wen, Quan
2021, Volume 139, Issue 1
- 1-28 Picking funds with confidence
by Grønborg, Niels S. & Lunde, Asger & Timmermann, Allan & Wermers, Russ
- 29-56 Reputation and investor activism: A structural approach
by Johnson, Travis L. & Swem, Nathan
- 57-83 Windfall gains and stock market participation
by Briggs, Joseph & Cesarini, David & Lindqvist, Erik & Östling, Robert
- 84-108 Mutual fund flows and fluctuations in credit and business cycles
by Ben-Rephael, Azi & Choi, Jaewon & Goldstein, Itay
- 109-137 Common ownership and competition in product markets
by Koch, Andrew & Panayides, Marios & Thomas, Shawn
- 138-161 Are return seasonalities due to risk or mispricing?
by Keloharju, Matti & Linnainmaa, Juhani T. & Nyberg, Peter
- 162-185 Impact investing
by Barber, Brad M. & Morse, Adair & Yasuda, Ayako
- 186-208 Creditor control rights and resource allocation within firms
by Ersahin, Nuri & Irani, Rustom M. & Le, Hanh
- 209-233 Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices
by Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad
- 234-259 Global market inefficiencies
by Bartram, Söhnke M. & Grinblatt, Mark
- 260-287 Identifying and boosting “Gazelles”: Evidence from business accelerators
by González-Uribe, Juanita & Reyes, Santiago
- 288-312 Procyclicality of the comovement between dividend growth and consumption growth
by Xu, Nancy R.
- 313-335 The difference a day makes: Timely disclosure and trading efficiency in the muni market
by Chalmers, John & Liu, Yu (Steve) & Wang, Z. Jay
2020, Volume 138, Issue 3
- 593-613 CoCo issuance and bank fragility
by Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia
- 614-634 Fund tradeoffs
by Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A.
- 635-662 Asset pricing: A tale of night and day
by Hendershott, Terrence & Livdan, Dmitry & Rösch, Dominik
- 663-686 Financial intermediation and capital reallocation
by Ai, Hengjie & Li, Kai & Yang, Fang
- 687-699 Bank net worth and frustrated monetary policy
by Zentefis, Alexander K.
- 700-724 The price effects of liquidity shocks: A study of the SEC’s tick size experiment
by Albuquerque, Rui & Song, Shiyun & Yao, Chen
- 725-753 Dealers’ insurance, market structure, and liquidity
by Carapella, Francesca & Monnet, Cyril
- 754-776 Collateral constraints and asset prices
by Chabakauri, Georgy & Han, Brandon Yueyang
- 777-788 The effect of minority veto rights on controller pay tunneling
by Fried, Jesse M. & Kamar, Ehud & Yafeh, Yishay
- 789-817 Time-varying demand for lottery: Speculation ahead of earnings announcements
by Liu, Bibo & Wang, Huijun & Yu, Jianfeng & Zhao, Shen
- 818-837 Persuasion in relationship finance
by Azarmsa, Ehsan & Cong, Lin William
- 838-865 Policy uncertainty and corporate credit spreads
by Kaviani, Mahsa S. & Kryzanowski, Lawrence & Maleki, Hosein & Savor, Pavel
- 866-888 Do people feel less at risk? Evidence from disaster experience
by Gao, Ming & Liu, Yu-Jane & Shi, Yushui
2020, Volume 138, Issue 2
- 295-315 Credit and social unrest: Evidence from 1930s China
by Braggion, Fabio & Manconi, Alberto & Zhu, Haikun
- 316-341 Sophisticated investors and market efficiency: Evidence from a natural experiment
by Chen, Yong & Kelly, Bryan & Wu, Wei
- 342-365 Does the lack of financial stability impair the transmission of monetary policy?
by Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel
- 366-387 Is conflicted investment advice better than no advice?
by Chalmers, John & Reuter, Jonathan
- 388-414 The term structure and inflation uncertainty
by Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios
- 415-431 All the president's friends: Political access and firm value
by Brown, Jeffrey R. & Huang, Jiekun
- 432-457 Corporate bond mutual funds and asset fire sales
by Choi, Jaewon & Hoseinzade, Saeid & Shin, Sean Seunghun & Tehranian, Hassan
- 458-482 Strategic trading and unobservable information acquisition
by Banerjee, Snehal & Breon-Drish, Bradyn
- 483-503 Board structure, director expertise, and advisory role of outside directors
by Chen, Sheng-Syan & Chen, Yan-Shing & Kang, Jun-Koo & Peng, Shu-Cing
- 504-525 Credit migration and covered interest rate parity
by Liao, Gordon Y.
- 526-548 Activism and empire building
by Gantchev, Nickolay & Sevilir, Merih & Shivdasani, Anil
- 549-571 Capital gains taxation and funding for start-ups
by Edwards, Alexander & Todtenhaupt, Maximilian
- 572-591 When low beats high: Riding the sales seasonality premium
by Grullon, Gustavo & Kaba, Yamil & Núñez-Torres, Alexander
2020, Volume 138, Issue 1
- 1-26 Limited liability and investment: Evidence from changes in marital property laws in the US South, 1840–1850
by Koudijs, Peter & Salisbury, Laura
- 27-52 Information arrival, delay, and clustering in financial markets with dynamic freeriding
by Aghamolla, Cyrus & Hashimoto, Tadashi
- 53-73 Fiscal policy driven bond risk premia
by Bretscher, Lorenzo & Hsu, Alex & Tamoni, Andrea
- 74-94 Location choice, portfolio choice
by Branikas, Ioannis & Hong, Harrison & Xu, Jiangmin
- 95-117 On the performance of volatility-managed portfolios
by Cederburg, Scott & O’Doherty, Michael S. & Wang, Feifei & Yan, Xuemin (Sterling)
- 118-137 IQ from IP: Simplifying search in portfolio choice
by Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher
- 138-158 Regulatory cooperation and foreign portfolio investment
by Lang, Mark & Maffett, Mark & Omartian, James D. & Silvers, Roger
- 159-175 Can ethics be taught? Evidence from securities exams and investment adviser misconduct
by Kowaleski, Zachary T. & Sutherland, Andrew G. & Vetter, Felix W.
- 176-192 The effect of exogenous information on voluntary disclosure and market quality
by Frenkel, Sivan & Guttman, Ilan & Kremer, Ilan
- 193-221 Debt collection agencies and the supply of consumer credit
by Fedaseyeu, Viktar
- 222-253 Liquidity risk and exchange-traded fund returns, variances, and tracking errors
by Bae, Kyounghun & Kim, Daejin
- 254-276 The timing and consequences of seasoned equity offerings: A regression discontinuity approach
by Dittmar, Amy & Duchin, Ran & Zhang, Shuran
- 277-294 How does labor market size affect firm capital structure? Evidence from large plant openings
by Kim, Hyunseob
2020, Volume 137, Issue 3
- 591-605 The paradox of pledgeability
by Donaldson, Jason Roderick & Gromb, Denis & Piacentino, Giorgia
- 606-611 Is there a paradox of pledgeability?
by Bernhardt, Dan & Koufopoulos, Kostas & Trigilia, Giulio
- 612-636 CEO-board dynamics
by Graham, John R. & Kim, Hyunseob & Leary, Mark
- 637-658 The US Treasury floating rate note puzzle: Is there a premium for mark-to-market stability?
by Fleckenstein, Matthias & Longstaff, Francis A.
- 659-678 Business cycles and currency returns
by Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio
- 679-700 CEOs’ outside opportunities and relative performance evaluation: evidence from a natural experiment
by Na, Ke
- 701-722 Emergency loans and collateral upgrades: How broker-dealers used Federal Reserve credit during the 2008 financial crisis
by Carlson, Mark & Macchiavelli, Marco
- 723-739 Does the Ross recovery theorem work empirically?
by Jackwerth, Jens Carsten & Menner, Marco
- 740-751 Why do discount rates vary?
by Kozak, Serhiy & Santosh, Shrihari
- 752-786 The conditional expected market return
by Chabi-Yo, Fousseni & Loudis, Johnathan
- 787-814 At the table but can not break through the glass ceiling:Board leadership positions elude diverse directors
by Field, Laura Casares & Souther, Matthew E. & Yore, Adam S.
- 815-836 Active catering to dividend clienteles: Evidence from takeovers
by Golubov, Andrey & Lasfer, Meziane & Vitkova, Valeriya
- 837-856 The scarcity effect of QE on repo rates: Evidence from the euro area
by Arrata, William & Nguyen, Benoît & Rahmouni-Rousseau, Imène & Vari, Miklos
- 857-886 Swap trading after Dodd-Frank: Evidence from index CDS
by Riggs, Lynn & Onur, Esen & Reiffen, David & Zhu, Haoxiang
2020, Volume 137, Issue 2
- 297-319 Is the credit spread puzzle a myth?
by Bai, Jennie & Goldstein, Robert S. & Yang, Fan
- 320-352 Investor ideology
by Bolton, Patrick & Li, Tao & Ravina, Enrichetta & Rosenthal, Howard
- 353-370 Cheap-stock tunneling around preemptive rights
by Fried, Jesse M. & Spamann, Holger
- 371-391 Prime (information) brokerage
by Kumar, Nitish & Mullally, Kevin & Ray, Sugata & Tang, Yuehua
- 392-429 The importance of being special: Repo markets during the crisis
by Corradin, Stefano & Maddaloni, Angela
- 430-450 Disguised corruption: Evidence from consumer credit in China
by Agarwal, Sumit & Qian, Wenlan & Seru, Amit & Zhang, Jian
- 451-469 The economic impact of right-to-work laws: Evidence from collective bargaining agreements and corporate policies
by Chava, Sudheer & Danis, András & Hsu, Alex
- 470-490 Institutional allocations in the primary market for corporate bonds
by Nikolova, Stanislava & Wang, Liying & Wu, Juan (Julie)
- 491-514 Terrorist attacks and investor risk preference: Evidence from mutual fund flows
by Wang, Albert Y. & Young, Michael
- 515-549 What you see is not what you get: The costs of trading market anomalies
by Patton, Andrew J. & Weller, Brian M.
- 550-570 Turning alphas into betas: Arbitrage and endogenous risk
by Cho, Thummim
- 571-589 Heterogeneous beliefs and return volatility around seasoned equity offerings
by Hibbert, Ann Marie & Kang, Qiang & Kumar, Alok & Mishra, Suchi
2020, Volume 137, Issue 1
- 1-41 Dancing with activists
by Bebchuk, Lucian A. & Brav, Alon & Jiang, Wei & Keusch, Thomas
- 42-71 The financing of local government in China: Stimulus loan wanes and shadow banking waxes
by Chen, Zhuo & He, Zhiguo & Liu, Chun
- 72-89 Why does public news augment information asymmetries?
by Crego, Julio A.
- 90-107 Off-balance sheet funding, voluntary support and investment efficiency
by Segura, Anatoli & Zeng, Jing
- 108-128 Pre-trade hedging: Evidence from the issuance of retail structured products
by Henderson, Brian J. & Pearson, Neil D. & Wang, Li
- 152-178 Who's paying attention? Measuring common ownership and its impact on managerial incentives
by Gilje, Erik P. & Gormley, Todd A. & Levit, Doron
- 179-203 Short-term debt and incentives for risk-taking
by Della Seta, Marco & Morellec, Erwan & Zucchi, Francesca
- 204-230 Security analysts and capital market anomalies
by Guo, Li & Li, Frank Weikai & John Wei, K.C.
- 231-248 The persistent effect of initial success: Evidence from venture capital
by Nanda, Ramana & Samila, Sampsa & Sorenson, Olav
- 249-271 Concentration of control rights in leveraged loan syndicates
by Berlin, Mitchell & Nini, Greg & Yu, Edison G.
- 272-295 Mood beta and seasonalities in stock returns
by Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng
2020, Volume 136, Issue 3
- 597-622 Investor experiences and financial market dynamics
by Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria
- 623-648 Locked in by leverage: Job search during the housing crisis
by Brown, Jennifer & Matsa, David A.
- 649-675 Shared analyst coverage: Unifying momentum spillover effects
by Ali, Usman & Hirshleifer, David
- 676-694 Reducing information frictions in venture capital: The role of new venture competitions
by Howell, Sabrina T.
- 695-717 Blockholder voting
by Bar-Isaac, Heski & Shapiro, Joel
- 718-742 Agency conflicts and short- versus long-termism in corporate policies
by Gryglewicz, Sebastian & Mayer, Simon & Morellec, Erwan
- 743-759 The redistributive effects of bank capital regulation
by Carletti, Elena & Marquez, Robert & Petriconi, Silvio
- 760-779 Information flows among rivals and corporate investment
by Bernard, Darren & Blackburne, Terrence & Thornock, Jacob
- 780-805 Global currency hedging with common risk factors
by Opie, Wei & Riddiough, Steven J.
- 806-827 Liquidity supply by broker-dealers and real activity
by Goldberg, Jonathan
- 828-856 Private money creation with safe assets and term premia
by Infante, Sebastian
- 857-878 Managerial control benefits and takeover market efficiency
by Wang, Wenyu & Wu, Yufeng
- 879-899 Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program
by Chung, Kee H. & Lee, Albert J. & Rösch, Dominik
2020, Volume 136, Issue 2
- 281-306 Does the stock market make firms more productive?
by Bennett, Benjamin & Stulz, René & Wang, Zexi
- 307-329 The creation and evolution of entrepreneurial public markets
by Bernstein, Shai & Dev, Abhishek & Lerner, Josh
- 330-354 International R&D spillovers and asset prices
by Gavazzoni, Federico & Santacreu, Ana Maria
- 355-378 Capital requirements, risk choice, and liquidity provision in a business-cycle model
by Begenau, Juliane
- 379-406 Liquidity regimes and optimal dynamic asset allocation
by Collin-Dufresne, Pierre & Daniel, Kent & Sağlam, Mehmet
- 407-443 Mutual fund investments in private firms
by Kwon, Sungjoung & Lowry, Michelle & Qian, Yiming
- 444-470 Time-varying inflation risk and stock returns
by Boons, Martijn & Duarte, Fernando & de Roon, Frans & Szymanowska, Marta
- 471-489 I can see clearly now: The impact of disclosure requirements on 401(k) fees
by Badoer, Dominique C. & Costello, Charles P. & James, Christopher M.
- 490-522 Risky bank guarantees
by Mäkinen, Taneli & Sarno, Lucio & Zinna, Gabriele
- 523-546 Medicaid and household savings behavior: New evidence from tax refunds
by Gallagher, Emily A. & Gopalan, Radhakrishnan & Grinstein-Weiss, Michal & Sabat, Jorge
- 547-570 Do dividends convey information about future earnings?
by Ham, Charles G. & Kaplan, Zachary R. & Leary, Mark T.
- 571-596 Democracy and credit
by Delis, Manthos D. & Hasan, Iftekhar & Ongena, Steven
2020, Volume 136, Issue 1
- 1-22 Does size matter? Bailouts with large and small banks
by Dávila, Eduardo & Walther, Ansgar
- 23-43 Is the active fund management industry concentrated enough?
by Feldman, David & Saxena, Konark & Xu, Jingrui
- 44-62 Adverse selection and the performance of private equity co-investments
by Braun, Reiner & Jenkinson, Tim & Schemmerl, Christoph
- 63-85 Cross-asset signals and time series momentum
by Pitkäjärvi, Aleksi & Suominen, Matti & Vaittinen, Lauri
- 86-105 OTC premia
by Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis
- 106-136 Does protectionist anti-takeover legislation lead to managerial entrenchment?
by Frattaroli, Marc
- 137-151 Real effects of workers’ financial distress: Evidence from teacher spillovers
by Maturana, Gonzalo & Nickerson, Jordan
- 152-167 Economic momentum and currency returns
by Dahlquist, Magnus & Hasseltoft, Henrik
- 168-188 Competition and cooperation in mutual fund families
by Evans, Richard Burtis & Prado, Melissa Porras & Zambrana, Rafael
- 189-218 Monetary stimulus and bank lending
by Chakraborty, Indraneel & Goldstein, Itay & MacKinlay, Andrew
- 219-238 Why do option returns change sign from day to night?
by Muravyev, Dmitriy & Ni, Xuechuan (Charles)
- 239-259 The term structure of liquidity provision
by Conrad, Jennifer & Wahal, Sunil
- 260-279 Stress tests and small business lending
by Cortés, Kristle R. & Demyanyk, Yuliya & Li, Lei & Loutskina, Elena & Strahan, Philip E.
2020, Volume 135, Issue 3
- 555-576 Empirical analysis of corporate tax reforms: What is the null and where did it come from?
by Hennessy, Christopher A. & Kasahara, Akitada & Strebulaev, Ilya A.
- 577-601 Leveraged buyouts and bond credit spreads
by Eisenthal-Berkovitz, Yael & Feldhütter, Peter & Vig, Vikrant
- 602-628 Do fire sales create externalities?
by Chernenko, Sergey & Sunderam, Adi
- 629-652 Betting against correlation: Testing theories of the low-risk effect
by Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje
- 653-677 Are early stage investors biased against women?
by Ewens, Michael & Townsend, Richard R.
- 678-703 Employment effects of unconventional monetary policy: Evidence from QE
by Luck, Stephan & Zimmermann, Tom
- 704-724 Governance through shame and aspiration: Index creation and corporate behavior
by Chattopadhyay, Akash & Shaffer, Matthew D. & Wang, Charles C.Y.
- 725-753 Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
by Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk
- 754-773 Pricing structured products with economic covariates
by Choi, Yong Seok & Doshi, Hitesh & Jacobs, Kris & Turnbull, Stuart M.
- 774-794 Time series momentum: Is it there?
by Huang, Dashan & Li, Jiangyuan & Wang, Liyao & Zhou, Guofu
- 795-815 A comparison of some structural models of private information arrival
by Duarte, Jefferson & Hu, Edwin & Young, Lance
- 816-834 Portfolio rebalancing in general equilibrium
by Kimball, Miles S. & Shapiro, Matthew D. & Shumway, Tyler & Zhang, Jing
2020, Volume 135, Issue 2