Journal of Financial Economics
2012, Volume 104, Issue 1
2012, Volume 103, Issue 3
- 429-453 Is momentum really momentum?
by Novy-Marx, Robert
- 454-470 Do arbitrageurs amplify economic shocks?
by Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal
- 471-492 Corporate bond liquidity before and after the onset of the subprime crisis
by Dick-Nielsen, Jens & Feldhütter, Peter & Lando, David
- 493-506 Industry contagion in loan spreads
by Hertzel, Michael G. & Officer, Micah S.
- 507-529 Longevity risk, retirement savings, and financial innovation
by Cocco, João F. & Gomes, Francisco J.
- 530-550 Bargaining power and industry dependence in mergers
by Ahern, Kenneth R.
- 551-569 Bankruptcy spillover effects on strategic alliance partners
by Boone, Audra L. & Ivanov, Vladimir I.
- 570-587 Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy
by Aragon, George O. & Strahan, Philip E.
- 588-610 Seeking safety: The relation between CEO inside debt holdings and the riskiness of firm investment and financial policies
by Cassell, Cory A. & Huang, Shawn X. & Manuel Sanchez, Juan & Stuart, Michael D.
- 611-631 Endogenous liquidity in credit derivatives
by Qiu, Jiaping & Yu, Fan
- 632-646 Cash flows and leverage adjustments
by Faulkender, Michael & Flannery, Mark J. & Hankins, Kristine Watson & Smith, Jason M.
2012, Volume 103, Issue 2
- 221-234 Trust and delegation
by Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher
- 235-254 Litigation risk, strategic disclosure and the underpricing of initial public offerings
by Hanley, Kathleen Weiss & Hoberg, Gerard
- 255-279 The high volume return premium: Cross-country evidence
by Kaniel, Ron & Ozoguz, Arzu & Starks, Laura
- 280-293 Counterparty credit risk and the credit default swap market
by Arora, Navneet & Gandhi, Priyank & Longstaff, Francis A.
- 294-307 Delegated trading and the speed of adjustment in security prices
by Edelen, Roger M. & Kadlec, Gregory B.
- 308-326 Disclosure and agency conflict: Evidence from mutual fund commission bundling
by Edelen, Roger M. & Evans, Richard B. & Kadlec, Gregory B.
- 327-349 Board connections and M&A transactions
by Cai, Ye & Sevilir, Merih
- 350-376 Tournament incentives, firm risk, and corporate policies
by Kini, Omesh & Williams, Ryan
- 377-392 Difference in interim performance and risk taking with short-sale constraints
by Basak, Suleyman & Makarov, Dmitry
- 393-410 Investment-cash flow sensitivity cannot be a good measure of financial constraints: Evidence from the time series
by Chen, Huafeng (Jason) & Chen, Shaojun (Jenny)
- 411-427 Endogenous technological progress and the cross-section of stock returns
by Lin, Xiaoji
2012, Volume 103, Issue 1
- 1-19 Red and blue investing: Values and finance
by Hong, Harrison & Kostovetsky, Leonard
- 20-40 Behavioral consistency in corporate finance: CEO personal and corporate leverage
by Cronqvist, Henrik & Makhija, Anil K. & Yonker, Scott E.
- 41-60 How much of the diversification discount can be explained by poor corporate governance?
by Hoechle, Daniel & Schmid, Markus & Walter, Ingo & Yermack, David
- 61-87 When do high stock returns trigger equity issues?
by Altı, Aydoğan & Sulaeman, Johan
- 88-112 Institutional determinants of capital structure adjustment speeds
by Öztekin, Özde & Flannery, Mark J.
- 113-129 Expropriation risk and technology
by Opp, Marcus M.
- 130-148 Incentives to innovate and financial crises
by Thakor, Anjan V.
- 149-168 Structural models and endogeneity in corporate finance: The link between managerial ownership and corporate performance
by Coles, Jeffrey L. & Lemmon, Michael L. & Felix Meschke, J.
- 169-188 Friends with money
by Engelberg, Joseph & Gao, Pengjie & Parsons, Christopher A.
- 189-203 Optimal clearing arrangements for financial trades
by Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted
- 204-220 CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
by Da, Zhi & Guo, Re-Jin & Jagannathan, Ravi
2011, Volume 102, Issue 3
- 471-490 Stock price fragility
by Greenwood, Robin & Thesmar, David
- 491-506 The fragile capital structure of hedge funds and the limits to arbitrage
by Liu, Xuewen & Mello, Antonio S.
- 507-525 Directors' and officers' liability insurance and acquisition outcomes
by Lin, Chen & Officer, Micah S. & Zou, Hong
- 526-558 Liquidity mergers
by Almeida, Heitor & Campello, Murillo & Hackbarth, Dirk
- 559-578 The role of securitization in mortgage renegotiation
by Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D.
- 579-601 Local underwriter oligopolies and IPO underpricing
by Liu, Xiaoding & Ritter, Jay R.
- 602-620 Deviation from the target capital structure and acquisition choices
by Uysal, Vahap B.
- 621-642 Egalitarianism and international investment
by Siegel, Jordan I. & Licht, Amir N. & Schwartz, Shalom H.
- 643-670 The influence of governance on investment: Evidence from a hazard model
by Billett, Matthew T. & Garfinkel, Jon A. & Jiang, Yi
- 671-708 Religious beliefs, gambling attitudes, and financial market outcomes
by Kumar, Alok & Page, Jeremy K. & Spalt, Oliver G.
2011, Volume 102, Issue 2
- 233-250 Corporate bond default risk: A 150-year perspective
by Giesecke, Kay & Longstaff, Francis A. & Schaefer, Stephen & Strebulaev, Ilya
- 251-271 Equity grants to target CEOs during deal negotiations
by Heitzman, Shane
- 272-292 CEO ownership, external governance, and risk-taking
by Kim, E. Han & Lu, Yao
- 293-316 What determines stock option contract design?
by Liljeblom, Eva & Pasternack, Daniel & Rosenberg, Matts
- 317-343 Post-merger restructuring and the boundaries of the firm
by Maksimovic, Vojislav & Phillips, Gordon & Prabhala, N.R.
- 344-362 The price of liquidity: The effects of market conditions and bank characteristics
by Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg
- 363-389 Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
by Boguth, Oliver & Carlson, Murray & Fisher, Adlai & Simutin, Mikhail
- 390-415 Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models
by Kristensen, Dennis & Mele, Antonio
- 416-431 Ownership structure and financial constraints: Evidence from a structural estimation
by Lin, Chen & Ma, Yue & Xuan, Yuhai
- 432-453 Growth LBOs
by Boucly, Quentin & Sraer, David & Thesmar, David
- 454-469 Corporate governance when founders are directors
by Li, Feng & Srinivasan, Suraj
October 2011, Volume 102, Issue 1
- 1-27 Behavioral biases of mutual fund investors
by Bailey, Warren & Kumar, Alok & Ng, David
- 28-44 Payday lenders: Heroes or villains?
by Morse, Adair
- 45-61 Long-run risk in durable consumption
by Yang, Wei
- 62-80 Institutional investors and the limits of arbitrage
by Lewellen, Jonathan
- 81-101 Short-term termination without deterring long-term investment: A theory of debt and buyouts
by Edmans, Alex
- 102-126 Hedge fund leverage
by Ang, Andrew & Gorovyy, Sergiy & van Inwegen, Gregory B.
- 127-149 Limits-to-arbitrage, investment frictions, and the asset growth anomaly
by Lam, F.Y. Eric C. & Wei, K.C. John
- 150-166 Creditor rights and corporate risk-taking
by Acharya, Viral V. & Amihud, Yakov & Litov, Lubomir
- 167-182 Tracking down distress risk
by Kapadia, Nishad
- 183-198 Corporate cash holdings and CEO compensation incentives
by Liu, Yixin & Mauer, David C.
- 199-221 The CEO pay slice
by Bebchuk, Lucian A. & Cremers, K.J. Martijn & Peyer, Urs C.
- 222-232 Structural breaks, parameter uncertainty, and term structure puzzles
by Bulkley, George & Giordani, Paolo
September 2011, Volume 101, Issue 3
- 493-514 How did increased competition affect credit ratings?
by Becker, Bo & Milbourn, Todd
- 515-532 The role of risk management in mergers and merger waves
by Garfinkel, Jon A. & Hankins, Kristine Watson
- 533-551 Does geography matter? Firm location and corporate payout policy
by John, Kose & Knyazeva, Anzhela & Knyazeva, Diana
- 552-573 Explaining asset pricing puzzles associated with the 1987 market crash
by Benzoni, Luca & Collin-Dufresne, Pierre & Goldstein, Robert S.
- 574-595 Performance maximization of actively managed funds
by Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu
- 596-620 Regulatory pressure and fire sales in the corporate bond market
by Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T.
- 621-640 Does the stock market fully value intangibles? Employee satisfaction and equity prices
by Edmans, Alex
- 641-665 Do small shareholders count?
by Kandel, Eugene & Massa, Massimo & Simonov, Andrei
- 666-683 Corporate financing decisions, managerial market timing, and real investment
by Butler, Alexander W. & Cornaggia, Jess & Grullon, Gustavo & Weston, James P.
- 684-694 Information asymmetry and self-selection bias in bank loan announcement studies
by Maskara, Pankaj K. & Mullineaux, Donald J.
- 695-712 CEO optimism and forced turnover
by Campbell, T. Colin & Gallmeyer, Michael & Johnson, Shane A. & Rutherford, Jessica & Stanley, Brooke W.
- 713-730 CFOs versus CEOs: Equity incentives and crashes
by Kim, Jeong-Bon & Li, Yinghua & Zhang, Liandong
August 2011, Volume 101, Issue 2
- 243-263 Recent trends in trading activity and market quality
by Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar
- 264-296 Equilibrium prices in the presence of delegated portfolio management
by Cuoco, Domenico & Kaniel, Ron
- 297-312 Liquidity risk management and credit supply in the financial crisis
by Cornett, Marcia Millon & McNutt, Jamie John & Strahan, Philip E. & Tehranian, Hassan
- 313-332 Time-varying rare disaster risk and stock returns
by Berkman, Henk & Jacobsen, Ben & Lee, John B.
- 333-359 Labor income dynamics at business-cycle frequencies: Implications for portfolio choice
by Lynch, Anthony W. & Tan, Sinan
- 360-381 Friends or foes? Target selection decisions of sovereign wealth funds and their consequences
by Kotter, Jason & Lel, Ugur
- 382-412 IPO waves, product market competition, and the going public decision: Theory and evidence
by Chemmanur, Thomas J. & He, Jie
- 413-430 Stock option grants to target CEOs during private merger negotiations
by Fich, Eliezer M. & Cai, Jie & Tran, Anh L.
- 431-448 The market reaction to corporate governance regulation
by Larcker, David F. & Ormazabal, Gaizka & Taylor, Daniel J.
- 449-472 Financial literacy and stock market participation
by van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob
- 473-491 The value of a flow-through entity in an integrated corporate tax system
by Edwards, Alexander & Shevlin, Terry
July 2011, Volume 101, Issue 1
- 1-17 Information spillovers and performance persistence for hedge funds
by Glode, Vincent & Green, Richard C.
- 18-35 The effect of regulation on optimal corporate pension risk
by Love, David A. & Smith, Paul A. & Wilcox, David W.
- 36-68 Do hedge funds' exposures to risk factors predict their future returns?
by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur
- 69-89 Accelerated share repurchases
by Bargeron, Leonce & Kulchania, Manoj & Thomas, Shawn
- 90-113 The term structures of equity and interest rates
by Lettau, Martin & Wachter, Jessica A.
- 114-131 Information aggregation around macroeconomic announcements: Revisions matter
by Gilbert, Thomas
- 132-159 The causes and consequences of venture capital stage financing
by Tian, Xuan
- 160-181 The costs of intense board monitoring
by Faleye, Olubunmi & Hoitash, Rani & Hoitash, Udi
- 182-205 Real investment and risk dynamics
by Cooper, Ilan & Priestley, Richard
- 206-226 Missing the marks? Dispersion in corporate bond valuations across mutual funds
by Cici, Gjergji & Gibson, Scott & Merrick Jr., John J.
- 227-242 International diversification with frontier markets
by Berger, Dave & Pukthuanthong, Kuntara & Jimmy Yang, J.
June 2011, Volume 100, Issue 3
- 459-474 Is market fragmentation harming market quality?
by O'Hara, Maureen & Ye, Mao
- 475-495 Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
by Bakshi, Gurdip & Panayotov, George & Skoulakis, Georgios
- 496-513 Spot and forward volatility in foreign exchange
by Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias
- 514-537 Forecasting stock market returns: The sum of the parts is more than the whole
by Ferreira, Miguel A. & Santa-Clara, Pedro
- 538-555 Are all CEOs above average? An empirical analysis of compensation peer groups and pay design
by Bizjak, John & Lemmon, Michael & Nguyen, Thanh
- 556-578 Global retail lending in the aftermath of the US financial crisis: Distinguishing between supply and demand effects
by Puri, Manju & Rocholl, Jörg & Steffen, Sascha
- 579-593 Dividend distributions and closed-end fund discounts
by Day, Theodore E. & Li, George Z. & Xu, Yexiao
- 594-615 Vertical divestitures through equity carve-outs and spin-offs: A product markets perspective
by Jain, Bharat A. & Kini, Omesh & Shenoy, Jaideep
- 616-638 A theory of equity carve-outs and negative stub values under heterogeneous beliefs
by Bayar, Onur & Chemmanur, Thomas J. & Liu, Mark H.
- 639-662 Corporate tax avoidance and stock price crash risk: Firm-level analysis
by Kim, Jeong-Bon & Li, Yinghua & Zhang, Liandong
- 663-684 The role of securitization in bank liquidity and funding management
by Loutskina, Elena
May 2011, Volume 100, Issue 2
- 227-247 The dark side of financial innovation: A case study of the pricing of a retail financial product
by Henderson, Brian J. & Pearson, Neil D.
- 248-263 Higher risk, lower returns: What hedge fund investors really earn
by Dichev, Ilia D. & Yu, Gwen
- 264-283 Banking system control, capital allocation, and economy performance
by Morck, Randall & Deniz Yavuz, M. & Yeung, Bernard
- 284-303 Institutional stock trading on loan market information
by Ivashina, Victoria & Sun, Zheng
- 304-325 Asymmetric information, adverse selection, and the pricing of CMBS
by An, Xudong & Deng, Yongheng & Gabriel, Stuart A.
- 326-350 Media ownership, concentration and corruption in bank lending
by Houston, Joel F. & Lin, Chen & Ma, Yue
- 351-366 A model of dynamic compensation and capital structure
by He, Zhiguo
- 367-381 Investor sentiment and the mean-variance relation
by Yu, Jianfeng & Yuan, Yu
- 382-401 Country-specific sentiment and security prices
by Hwang, Byoung-Hyoun
- 402-423 Firm life expectancy and the heterogeneity of the book-to-market effect
by Chen, Huafeng (Jason)
- 424-442 The disparity between long-term and short-term forecasted earnings growth
by Da, Zhi & Warachka, Mitch
- 443-458 Ex post: The investment performance of collectible stamps
by Dimson, Elroy & Spaenjers, Christophe
April 2011, Volume 100, Issue 1
- 1-23 Ownership structure and the cost of corporate borrowing
by Lin, Chen & Ma, Yue & Malatesta, Paul & Xuan, Yuhai
- 24-44 The liquidity risk of liquid hedge funds
by Teo, Melvyn
- 45-67 Strategic IPOs and product market competition
by Chod, Jiri & Lyandres, Evgeny
- 68-84 Institutional tax clienteles and payout policy
by Desai, Mihir A. & Jin, Li
- 85-97 Tests of ex ante versus ex post theories of collateral using private and public information
by Berger, Allen N. & Scott Frame, W. & Ioannidou, Vasso
- 98-112 Stock market aversion? Political preferences and stock market participation
by Kaustia, Markku & Torstila, Sami
- 113-129 Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation
by de Jong, Abe & Dutordoir, Marie & Verwijmeren, Patrick
- 130-153 Employee treatment and firm leverage: A test of the stakeholder theory of capital structure
by Bae, Kee-Hong & Kang, Jun-Koo & Wang, Jin
- 154-181 Does governance travel around the world? Evidence from institutional investors
by Aggarwal, Reena & Erel, Isil & Ferreira, Miguel & Matos, Pedro
- 182-200 Research for sale: Determinants and consequences of paid-for analyst research
by Kirk, Marcus
- 201-225 Price impact and portfolio impact
by Cvitanic, Jaksa & Malamud, Semyon
March 2011, Volume 99, Issue 3
- 477-499 Do hedge funds trade on private information? Evidence from syndicated lending and short-selling
by Massoud, Nadia & Nandy, Debarshi & Saunders, Anthony & Song, Keke
- 500-522 Institutional demand pressure and the cost of corporate loans
by Ivashina, Victoria & Sun, Zheng
- 523-545 Board structure and price informativeness
by Ferreira, Daniel & Ferreira, Miguel A. & Raposo, Clara C.
- 546-559 Why mutual funds "underperform"
by Glode, Vincent
- 560-580 Time-varying short-horizon predictability
by Henkel, Sam James & Martin, J. Spencer & Nardari, Federico
- 581-600 Breaking down the barriers: Competition, syndicate structure, and underwriting incentives
by Shivdasani, Anil & Song, Wei-Ling
- 601-627 Technological change and the growing inequality in managerial compensation
by Lustig, Hanno & Syverson, Chad & Van Nieuwerburgh, Stijn
- 628-650 Liquidity risk and expected corporate bond returns
by Lin, Hai & Wang, Junbo & Wu, Chunchi
- 651-671 Exchange trading rules and stock market liquidity
by Cumming, Douglas & Johan, Sofia & Li, Dan
- 672-692 Hedge funds, managerial skill, and macroeconomic variables
by Avramov, Doron & Kosowski, Robert & Naik, Narayan Y. & Teo, Melvyn
- 693-715 Share issuance and cash savings
by David McLean, R.
February 2011, Volume 99, Issue 2
- 235-261 Capital structure dynamics and transitory debt
by DeAngelo, Harry & DeAngelo, Linda & Whited, Toni M.
- 262-288 Corporate investment and financing under asymmetric information
by Morellec, Erwan & Schürhoff, Norman
- 289-307 Empty voting and the efficiency of corporate governance
by Brav, Alon & Mathews, Richmond D.
- 308-332 Vintage capital and creditor protection
by Benmelech, Efraim & Bergman, Nittai K.
- 333-348 Diversification disasters
by Ibragimov, Rustam & Jaffee, Dwight & Walden, Johan
- 349-364 Frequent issuers' influence on long-run post-issuance returns
by Billett, Matthew T. & Flannery, Mark J. & Garfinkel, Jon A.
- 365-384 A theory of corporate financial decisions with liquidity and solvency concerns
by Gryglewicz, Sebastian
- 385-399 Do time-varying risk premiums explain labor market performance?
by Chen, Long & Zhang, Lu
- 400-426 General equilibrium pricing of options with habit formation and event risks
by Du, Du
- 427-446 Maxing out: Stocks as lotteries and the cross-section of expected returns
by Bali, Turan G. & Cakici, Nusret & Whitelaw, Robert F.
- 447-475 The structure and formation of business groups: Evidence from Korean chaebols
by Almeida, Heitor & Park, Sang Yong & Subrahmanyam, Marti G. & Wolfenzon, Daniel
January 2011, Volume 99, Issue 1
- 1-10 Simple formulas for standard errors that cluster by both firm and time
by Thompson, Samuel B.
- 11-26 Bank CEO incentives and the credit crisis
by Fahlenbrach, Rüdiger & Stulz, René M.
- 27-39 Institutional cross-holdings and their effect on acquisition decisions
by Harford, Jarrad & Jenter, Dirk & Li, Kai
- 40-59 Competition among mutual funds
by Wahal, Sunil & Wang, Albert (Yan)
- 60-75 Speculative capital and currency carry trades
by Jylhä, Petri & Suominen, Matti
- 76-96 The impact of governance reform on performance and transparency
by Price, Richard & Román, Francisco J. & Rountree, Brian
- 97-115 Horizontal acquisitions and buying power: A product market analysis
by Bhattacharyya, Sugato & Nain, Amrita
- 116-135 The effect of banking crisis on bank-dependent borrowers
by Chava, Sudheer & Purnanandam, Amiyatosh
- 136-161 The world price of liquidity risk
by Lee, Kuan-Hui
- 162-183 Disagreement and return predictability of stock portfolios
by Yu, Jialin
- 184-203 Does access to external finance improve productivity? Evidence from a natural experiment
by Butler, Alexander W. & Cornaggia, Jess
- 204-215 Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies
by Tu, Jun & Zhou, Guofu
- 216-233 Jump risk, stock returns, and slope of implied volatility smile
by Yan, Shu
December 2010, Volume 98, Issue 3
- 415-438 Differences in beliefs and currency risk premiums
by Beber, Alessandro & Breedon, Francis & Buraschi, Andrea
- 439-461 Rating the ratings: How good are commercial governance ratings?
by Daines, Robert M. & Gow, Ian D. & Larcker, David F.
- 462-477 Do subjective expectations explain asset pricing puzzles?
by Bakshi, Gurdip & Skoulakis, Georgios
- 478-499 Corporate venture capital and the returns to acquiring portfolio companies
by Benson, David & Ziedonis, Rosemarie H.
- 500-523 More insiders, more insider trading: Evidence from private-equity buyouts
by Acharya, Viral V. & Johnson, Timothy C.
- 524-549 Mispricing of dual-class shares: Profit opportunities, arbitrage, and trading
by Schultz, Paul & Shive, Sophie
- 550-567 The value of independent directors: Evidence from sudden deaths
by Nguyen, Bang Dang & Nielsen, Kasper Meisner
- 568-582 The market for certification by external parties: Evidence from underwriting and banking relationships
by Duarte-Silva, Tiago
- 583-604 Nature or nurture: What determines investor behavior?
by Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan
- 605-625 Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts
by Patton, Andrew J. & Timmermann, Allan
- 626-650 Bank activity and funding strategies: The impact on risk and returns
by Demirgüç-Kunt, Asli & Huizinga, Harry
November 2010, Volume 98, Issue 2
- 177-194 Auctioned IPOs: The US evidence
by Degeorge, François & Derrien, François & Womack, Kent L.
- 195-213 Have the tax benefits of debt been overestimated?
by Blouin, Jennifer & Core, John E. & Guay, Wayne
- 214-240 Club deals in leveraged buyouts
by Officer, Micah S. & Ozbas, Oguzhan & Sensoy, Berk A.
- 241-255 Negotiations under the threat of an auction
by Aktas, Nihat & de Bodt, Eric & Roll, Richard
- 256-278 Firm values and sovereign wealth fund investments
by Dewenter, Kathryn L. & Han, Xi & Malatesta, Paul H.
- 279-296 The equity premium implied by production
by Jermann, Urban J.
- 297-314 Does q-theory with investment frictions explain anomalies in the cross section of returns?
by Li, Dongmei & Zhang, Lu
- 315-337 Optimal exercise of executive stock options and implications for firm cost
by Carpenter, Jennifer N. & Stanton, Richard & Wallace, Nancy
- 338-358 Inter-temporal variation in the illiquidity premium
by Jensen, Gerald R. & Moorman, Theodore
- 359-384 The value of excess cash and corporate governance: Evidence from US cross-listings
by Frésard, Laurent & Salva, Carolina
- 385-413 Habit formation, the cross section of stock returns and the cash-flow risk puzzle
by Santos, Tano & Veronesi, Pietro
October 2010, Volume 98, Issue 1
- 1-20 Tunneling through intercorporate loans: The China experience
by Jiang, Guohua & Lee, Charles M.C. & Yue, Heng
- 21-39 Short selling in initial public offerings
by Edwards, Amy K. & Hanley, Kathleen Weiss
- 40-53 Identifying the effects of a lender of last resort on financial markets: Lessons from the founding of the fed
by Bernstein, Asaf & Hughson, Eric & Weidenmier, Marc D.
- 54-71 Liquidity risk and the cross-section of hedge-fund returns
by Sadka, Ronnie
- 72-89 Measuring the timing ability and performance of bond mutual funds
by Chen, Yong & Ferson, Wayne & Peters, Helen
- 90-112 Heterogeneity and peer effects in mutual fund proxy voting
by Matvos, Gregor & Ostrovsky, Michael
- 113-144 Estimating affine multifactor term structure models using closed-form likelihood expansions
by Aït-Sahalia, Yacine & Kimmel, Robert L.
- 145-159 Pricing American options under stochastic volatility and stochastic interest rates
by Medvedev, Alexey & Scaillet, Olivier
- 160-176 What drives corporate liquidity? An international survey of cash holdings and lines of credit
by Lins, Karl V. & Servaes, Henri & Tufano, Peter