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2016, Volume 121, Issue 3
- 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
- 210-225 Disagreement, speculation, and aggregate investment
by Baker, Steven D. & Hollifield, Burton & Osambela, Emilio
- 226-248 The product market effects of hedge fund activism
by Aslan, Hadiye & Kumar, Praveen
2015, Volume 118, Issue 3
- 553-570 Maturity rationing and collective short-termism
by Milbradt, Konstantin & Oehmke, Martin
- 571-600 The impact of Treasury supply on financial sector lending and stability
by Krishnamurthy, Arvind & Vissing-Jorgensen, Annette
- 601-619 Deposits and bank capital structure
by Allen, Franklin & Carletti, Elena & Marquez, Robert
- 620-635 A theory of risk capital
by Erel, Isil & Myers, Stewart C. & Read, James A.
- 636-657 Debt, labor markets, and the creation and destruction of firms
by Almazan, Andres & de Motta, Adolfo & Titman, Sheridan
- 658-683 A century of capital structure: The leveraging of corporate America
by Graham, John R. & Leary, Mark T. & Roberts, Michael R.
- 684-712 As certain as debt and taxes: Estimating the tax sensitivity of leverage from state tax changes
by Heider, Florian & Ljungqvist, Alexander
2015, Volume 118, Issue 2
- 211-244 Regression-based estimation of dynamic asset pricing models
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel
- 245-267 Resource accumulation through economic ties: Evidence from venture capital
by Hochberg, Yael V. & Lindsey, Laura A. & Westerfield, Mark M.
- 268-288 Competition of the informed: Does the presence of short sellers affect insider selling?
by Massa, Massimo & Qian, Wenlan & Xu, Weibiao & Zhang, Hong
- 289-298 Volatility and mutual fund manager skill
by Jordan, Bradford D. & Riley, Timothy B.
- 299-316 Payout policy through the financial crisis: The growth of repurchases and the resilience of dividends
by Floyd, Eric & Li, Nan & Skinner, Douglas J.
- 317-335 Discount window stigma during the 2007–2008 financial crisis
by Armantier, Olivier & Ghysels, Eric & Sarkar, Asani & Shrader, Jeffrey
- 336-354 Liquidity hoarding and interbank market rates: The role of counterparty risk
by Heider, Florian & Hoerova, Marie & Holthausen, Cornelia
- 355-382 Smart money, dumb money, and capital market anomalies
by Akbas, Ferhat & Armstrong, Will J. & Sorescu, Sorin & Subrahmanyam, Avanidhar
- 383-398 Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium
by Levi, Shai & Zhang, Xiao-Jun
- 399-430 Stocking up: Executive optimism, option exercise, and share retention
by Sen, Rik & Tumarkin, Robert
- 431-449 The price of wine
by Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe
2015, Volume 118, Issue 1
- 1-20 Measuring skill in the mutual fund industry
by Berk, Jonathan B. & van Binsbergen, Jules H.
- 21-48 Motivated monitors: The importance of institutional investors׳ portfolio weights
by Fich, Eliezer M. & Harford, Jarrad & Tran, Anh L.
- 49-69 Employee rights and acquisitions
by John, Kose & Knyazeva, Anzhela & Knyazeva, Diana
- 70-92 Dark trading and price discovery
by Comerton-Forde, Carole & Putniņš, Tālis J.
- 93-112 Wealth transfers via equity transactions
by Sloan, Richard G. & You, Haifeng
- 113-134 Tail risk premia and return predictability
by Bollerslev, Tim & Todorov, Viktor & Xu, Lai
- 135-167 Does realized skewness predict the cross-section of equity returns?
by Amaya, Diego & Christoffersen, Peter & Jacobs, Kris & Vasquez, Aurelio
- 168-191 Government ownership and the cost of debt: Evidence from government investments in publicly traded firms
by Borisova, Ginka & Fotak, Veljko & Holland, Kateryna & Megginson, William L.
- 192-210 Bank loans and troubled debt restructurings
by Demiroglu, Cem & James, Christopher
2015, Volume 117, Issue 3
- 449-469 Banks as patient fixed-income investors
by Hanson, Samuel G. & Shleifer, Andrei & Stein, Jeremy C. & Vishny, Robert W.
- 470-488 Incremental variables and the investment opportunity set
by Fama, Eugene F. & French, Kenneth R.
- 489-507 Distilling the macroeconomic news flow
by Beber, Alessandro & Brandt, Michael W. & Luisi, Maurizio
- 508-533 The effect of institutional ownership on firm transparency and information production
by Boone, Audra L. & White, Joshua T.
- 534-557 Financing bidders in takeover contests
by Vladimirov, Vladimir
- 558-584 The risk premia embedded in index options
by Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor
- 585-606 Modeling financial contagion using mutually exciting jump processes
by Aït-Sahalia, Yacine & Cacho-Diaz, Julio & Laeven, Roger J.A.
- 607-627 A theory of LBO activity based on repeated debt-equity conflicts
by Malenko, Andrey & Malenko, Nadya
- 628-652 Social interaction at work
by Hvide, Hans K. & Östberg, Per
- 653-669 Social learning and corporate peer effects
by Kaustia, Markku & Rantala, Ville
2015, Volume 117, Issue 2
- 225-248 Deflating profitability
by Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri V.
- 249-287 Are institutions informed about news?
by Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman
- 288-306 House prices, collateral, and self-employment
by Adelino, Manuel & Schoar, Antoinette & Severino, Felipe
- 307-332 The bonding hypothesis of takeover defenses: Evidence from IPO firms
by Johnson, William C. & Karpoff, Jonathan M. & Yi, Sangho
- 333-349 Value versus growth investing: Why do different investors have different styles?
by Cronqvist, Henrik & Siegel, Stephan & Yu, Frank
- 350-368 The illiquidity premium: International evidence
by Amihud, Yakov & Hameed, Allaudeen & Kang, Wenjin & Zhang, Huiping
- 369-397 Good and bad uncertainty: Macroeconomic and financial market implications
by Segal, Gill & Shaliastovich, Ivan & Yaron, Amir
- 398-423 Signal or noise? Uncertainty and learning about whether other traders are informed
by Banerjee, Snehal & Green, Brett
- 424-447 Costs and benefits of friendly boards during mergers and acquisitions
by Schmidt, Breno
2015, Volume 117, Issue 1
- 5-28 Executives' “off-the-job” behavior, corporate culture, and financial reporting risk
by Davidson, Robert & Dey, Aiyesha & Smith, Abbie
- 29-42 Should one hire a corrupt CEO in a corrupt country?
by Mironov, Maxim
- 43-59 Military CEOs
by Benmelech, Efraim & Frydman, Carola
- 60-76 The value of corporate culture
by Guiso, Luigi & Sapienza, Paola & Zingales, Luigi
- 77-97 Female leadership and gender equity: Evidence from plant closure
by Tate, Geoffrey & Yang, Liu
- 98-121 Suspect CEOs, unethical culture, and corporate misbehavior
by Biggerstaff, Lee & Cicero, David C. & Puckett, Andy
- 122-138 Importing corruption culture from overseas: Evidence from corporate tax evasion in the United States
by DeBacker, Jason & Heim, Bradley T. & Tran, Anh
- 139-164 Foreign corporations and the culture of transparency: Evidence from Russian administrative data
by Braguinsky, Serguey & Mityakov, Sergey
- 165-189 Lost in translation? The effect of cultural values on mergers around the world
by Ahern, Kenneth R. & Daminelli, Daniele & Fracassi, Cesare
- 190-223 When firms talk, do investors listen? The role of trust in stock market reactions to corporate earnings announcements
by Pevzner, Mikhail & Xie, Fei & Xin, Xiangang
2015, Volume 116, Issue 3
- 433-451 Juicing the dividend yield: Mutual funds and the demand for dividends
by Harris, Lawrence E. & Hartzmark, Samuel M. & Solomon, David H.
- 452-472 Investment and CEO compensation under limited commitment
by Ai, Hengjie & Li, Rui
- 473-486 Empirical determinants of intertemporal choice
by Brown, Jeffrey R. & Ivković, Zoran & Weisbenner, Scott
- 487-504 Generalized risk premia
by Schneider, Paul
- 505-525 The cross section of expected holding period returns and their dynamics: A present value approach
by Lyle, Matthew R. & Wang, Charles C.Y.
- 526-547 The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
by Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis
- 548-564 Market-wide attention, trading, and stock returns
by Yuan, Yu
- 565-582 Banks׳ liability structure and mortgage lending during the financial crisis
by Dagher, Jihad & Kazimov, Kazim
- 583-593 Do property rights matter? Evidence from a property law enactment
by Berkowitz, Daniel & Lin, Chen & Ma, Yue
2015, Volume 116, Issue 2
- 219-236 Liquid-claim production, risk management, and bank capital structure: Why high leverage is optimal for banks
by DeAngelo, Harry & Stulz, René M.
- 237-256 Central clearing and collateral demand
by Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume
- 257-270 High frequency market microstructure
by O’Hara, Maureen
- 271-291 High-frequency quoting, trading, and the efficiency of prices
by Conrad, Jennifer & Wahal, Sunil & Xiang, Jin
- 292-313 Equilibrium fast trading
by Biais, Bruno & Foucault, Thierry & Moinas, Sophie
- 314-330 Extraordinary acquirers
by Golubov, Andrey & Yawson, Alfred & Zhang, Huizhong
- 331-348 How do acquirers choose between mergers and tender offers?
by Offenberg, David & Pirinsky, Christo
- 349-382 CEO network centrality and merger performance
by El-Khatib, Rwan & Fogel, Kathy & Jandik, Tomas
- 383-409 Contractual incompleteness, limited liability and asset price bubbles
by Dow, James & Han, Jungsuk
- 410-431 Search-based peer firms: Aggregating investor perceptions through internet co-searches
by Lee, Charles M.C. & Ma, Paul & Wang, Charles C.Y.
2015, Volume 116, Issue 1
- 1-22 A five-factor asset pricing model
by Fama, Eugene F. & French, Kenneth R.
- 23-45 Scale and skill in active management
by Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A.
- 46-60 Structured debt ratings: Evidence on conflicts of interest
by Efing, Matthias & Hau, Harald
- 61-81 The role of dynamic renegotiation and asymmetric information in financial contracting
by Roberts, Michael R.
- 82-110 Commonality in news around the world
by Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui
- 111-120 Momentum has its moments
by Barroso, Pedro & Santa-Clara, Pedro
- 121-143 The JOBS Act and IPO volume: Evidence that disclosure costs affect the IPO decision
by Dambra, Michael & Field, Laura Casares & Gustafson, Matthew T.
- 144-159 Political capital and moral hazard
by Kostovetsky, Leonard
- 160-178 The disintermediation of financial markets: Direct investing in private equity
by Fang, Lily & Ivashina, Victoria & Lerner, Josh
- 179-196 The effect of repatriation tax costs on U.S. multinational investment
by Hanlon, Michelle & Lester, Rebecca & Verdi, Rodrigo
- 197-218 Hedge funds and discretionary liquidity restrictions
by Aiken, Adam L. & Clifford, Christopher P. & Ellis, Jesse A.
2015, Volume 115, Issue 3
- 429-448 Monetary policy and long-term real rates
by Hanson, Samuel G. & Stein, Jeremy C.
- 449-470 Capital allocation and delegation of decision-making authority within firms
by Graham, John R. & Harvey, Campbell R. & Puri, Manju
- 471-485 Vulnerable banks
by Greenwood, Robin & Landier, Augustin & Thesmar, David
- 486-504 Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks
by Eraker, Bjørn & Ready, Mark
- 505-520 Impact of the Dodd-Frank act on credit ratings
by Dimitrov, Valentin & Palia, Darius & Tang, Leo
- 521-540 Corporate payout, cash retention, and the supply of credit: Evidence from the 2008–2009 credit crisis
by Bliss, Barbara A. & Cheng, Yingmei & Denis, David J.
- 541-557 Information reliability and welfare: A theory of coarse credit ratings
by Goel, Anand M. & Thakor, Anjan V.
- 558-573 Technology spillovers and corporate cash holdings
by Qiu, Jiaping & Wan, Chi
- 574-591 Excess control rights, bank capital structure adjustments, and lending
by Lepetit, Laetitia & Saghi-Zedek, Nadia & Tarazi, Amine
- 592-613 Trade credit and cross-country predictable firm returns
by Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu W.
- 614-638 Price support by bank-affiliated mutual funds
by Golez, Benjamin & Marin, Jose M.
- 639-653 Friends or foes? The interrelationship between angel and venture capital markets
by Hellmann, Thomas & Thiele, Veikko
2015, Volume 115, Issue 2
- 215-236 The “greatest” carry trade ever? Understanding eurozone bank risks
by Acharya, Viral V. & Steffen, Sascha
- 237-260 The failure of models that predict failure: Distance, incentives, and defaults
by Rajan, Uday & Seru, Amit & Vig, Vikrant
- 261-282 Can managers time the market? Evidence using repurchase price data
by Dittmar, Amy & Field, Laura Casares
- 283-303 Culture and R2
by Eun, Cheol S. & Wang, Lingling & Xiao, Steven C.
- 304-329 Corporate goodness and shareholder wealth
by Krüger, Philipp
- 330-348 Trading rules, competition for order flow and market fragmentation
by Kwan, Amy & Masulis, Ronald & McInish, Thomas H.
- 349-360 Callable bonds, reinvestment risk, and credit rating improvements: Role of the call premium
by Tewari, Manish & Byrd, Anthony & Ramanlal, Pradipkumar
- 361-382 Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility
by Jeong, Daehee & Kim, Hwagyun & Park, Joon Y.
- 383-410 Do analysts matter for governance? Evidence from natural experiments
by Chen, Tao & Harford, Jarrad & Lin, Chen
- 411-428 Asset pricing with arbitrage activity
by Hugonnier, Julien & Prieto, Rodolfo
2015, Volume 115, Issue 1