Journal of Financial Economics
2013, Volume 107, Issue 1
- 89-110 Do stock prices influence corporate decisions? Evidence from the technology bubble
by Campello, Murillo & Graham, John R.
- 111-135 Optimal incentives and securitization of defaultable assets
by Malamud, Semyon & Rui, Huaxia & Whinston, Andrew
- 136-154 Style investing, comovement and return predictability
by Wahal, Sunil & Yavuz, M. Deniz
- 155-182 The market for borrowing corporate bonds
by Asquith, Paul & Au, Andrea S. & Covert, Thomas & Pathak, Parag A.
- 183-198 A nonlinear wealth transfer from shareholders to creditors around Chapter 11 filing
by Li, Yuanzhi
- 199-219 Diagnosing affine models of options pricing: Evidence from VIX
by Li, Gang & Zhang, Chu
- 220-237 Are mutual funds sitting ducks?
by Shive, Sophie & Yun, Hayong
2012, Volume 106, Issue 3
- 447-472 Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options
by Christoffersen, Peter & Jacobs, Kris & Ornthanalai, Chayawat
- 473-491 Technical trading revisited: False discoveries, persistence tests, and transaction costs
by Bajgrowicz, Pierre & Scaillet, Olivier
- 492-512 The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors
by Schultz, Paul
- 513-526 Stock option vesting conditions, CEO turnover, and myopic investment
by Laux, Volker
- 527-546 ‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables
by Paye, Bradley S.
- 547-565 Geographic dispersion and stock returns
by García, Diego & Norli, Øyvind
- 566-585 Pinning in the S&P 500 futures
by Golez, Benjamin & Jackwerth, Jens Carsten
- 586-613 Multifactor models and their consistency with the ICAPM
by Maio, Paulo & Santa-Clara, Pedro
- 614-634 Bank valuation and accounting discretion during a financial crisis
by Huizinga, Harry & Laeven, Luc
- 635-659 Stock returns after major price shocks: The impact of information
by Savor, Pavel G.
- 660-684 Currency momentum strategies
by Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas
2012, Volume 106, Issue 2
- 229-246 Doing battle with short sellers: The conflicted role of blockholders in bear raids
by Khanna, Naveen & Mathews, Richmond D.
- 247-261 The sources of value destruction in acquisitions by entrenched managers
by Harford, Jarrad & Humphery-Jenner, Mark & Powell, Ronan
- 262-286 The option to stock volume ratio and future returns
by Johnson, Travis L. & So, Eric C.
- 287-307 Entrepreneurial risk, investment, and innovation
by Caggese, Andrea
- 308-330 Information effect of entry into credit ratings market: The case of insurers' ratings
by Doherty, Neil A. & Kartasheva, Anastasia V. & Phillips, Richard D.
- 331-348 Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban
by Grundy, Bruce D. & Lim, Bryan & Verwijmeren, Patrick
- 349-366 The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle
by Acharya, Viral & Naqvi, Hassan
- 367-394 The term structure of inflation expectations
by Chernov, Mikhail & Mueller, Philippe
- 395-410 Are banks happy when managers go long? The information content of managers’ vested option holdings for loan pricing
by Dezső, Cristian L. & Ross, David Gaddis
- 411-426 Optimal capital structure, bargaining, and the supplier market structure
by Chu, Yongqiang
- 427-446 Profitability and capital structure: Evidence from import penetration
by Xu, Jin
2012, Volume 106, Issue 1
- 1-23 A unified model of entrepreneurship dynamics
by Wang, Chong & Wang, Neng & Yang, Jinqiang
- 24-48 The politics of government investment
by Duchin, Ran & Sosyura, Denis
- 49-71 The effect of reference point prices on mergers and acquisitions
by Baker, Malcolm & Pan, Xin & Wurgler, Jeffrey
- 72-90 Public market staging: The timing of capital infusions in newly public firms
by Hertzel, Michael G. & Huson, Mark R. & Parrino, Robert
- 91-113 Securitization without adverse selection: The case of CLOs
by Benmelech, Efraim & Dlugosz, Jennifer & Ivashina, Victoria
- 114-131 Systematic risk and the cross section of hedge fund returns
by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur
- 132-156 Testing conditional factor models
by Ang, Andrew & Kristensen, Dennis
- 157-181 Predictive regressions with time-varying coefficients
by Dangl, Thomas & Halling, Michael
- 182-195 Entrepreneurial finance, credit cards, and race
by Chatterji, Aaron K. & Seamans, Robert C.
- 196-228 Political geography and stock returns: The value and risk implications of proximity to political power
by Kim, Chansog (Francis) & Pantzalis, Christos & Chul Park, Jung
2012, Volume 105, Issue 3
- 457-472 Size, value, and momentum in international stock returns
by Fama, Eugene F. & French, Kenneth R.
- 473-490 What does futures market interest tell us about the macroeconomy and asset prices?
by Hong, Harrison & Yogo, Motohiro
- 491-510 Displacement risk and asset returns
by Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros
- 511-522 Risk and the cross section of stock returns
by Burlacu, Radu & Fontaine, Patrice & Jimenez-Garcès, Sonia & Seasholes, Mark S.
- 523-541 Sell-order liquidity and the cross-section of expected stock returns
by Brennan, Michael J. & Chordia, Tarun & Subrahmanyam, Avanidhar & Tong, Qing
- 542-564 Limited arbitrage between equity and credit markets
by Kapadia, Nikunj & Pu, Xiaoling
- 565-580 Market fragility and international market crashes
by Berger, Dave & Pukthuanthong, Kuntara
- 581-606 Endogeneity and the dynamics of internal corporate governance
by Wintoki, M. Babajide & Linck, James S. & Netter, Jeffry M.
- 607-621 Does it matter who pays for bond ratings? Historical evidence
by Jiang, John (Xuefeng) & Harris Stanford, Mary & Xie, Yuan
- 622-639 Hedging labor income risk
by Betermier, Sebastien & Jansson, Thomas & Parlour, Christine & Walden, Johan
- 640-660 Adverse selection in mortgage securitization
by Agarwal, Sumit & Chang, Yan & Yavas, Abdullah
- 661-682 Competition and the cost of debt
by Valta, Philip
2012, Volume 105, Issue 2
- 229-259 U.S. stock market crash risk, 1926–2010
by Bates, David S.
- 260-278 How are shorts informed?
by Engelberg, Joseph E. & Reed, Adam V. & Ringgenberg, Matthew C.
- 279-310 Properties of foreign exchange risk premiums
by Sarno, Lucio & Schneider, Paul & Wagner, Christian
- 311-331 Financial constraints and share repurchases
by Chen, Sheng-Syan & Wang, Yanzhi
- 332-352 Did securitization affect the cost of corporate debt?
by Nadauld, Taylor D. & Weisbach, Michael S.
- 353-366 A darker side to decentralized banks: Market power and credit rationing in SME lending
by Canales, Rodrigo & Nanda, Ramana
- 367-392 Individual political contributions and firm performance
by Ovtchinnikov, Alexei V. & Pantaleoni, Eva
- 393-411 How (not) to pay for advice: A framework for consumer financial protection
by Inderst, Roman & Ottaviani, Marco
- 412-435 Do controlling shareholders' expropriation incentives imply a link between corporate governance and firm value? Theory and evidence
by Bae, Kee-Hong & Baek, Jae-Seung & Kang, Jun-Koo & Liu, Wei-Lin
- 436-456 A unique view of hedge fund derivatives usage: Safeguard or speculation?
by Aragon, George O. & Spencer Martin, J.
2012, Volume 105, Issue 1
- 1-17 The credit crisis around the globe: Why did some banks perform better?
by Beltratti, Andrea & Stulz, René M.
- 18-36 Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
by Friewald, Nils & Jankowitsch, Rainer & Subrahmanyam, Marti G.
- 37-61 Pricing of commercial real estate securities during the 2007–2009 financial crisis
by Driessen, Joost & Van Hemert, Otto
- 62-81 The cost and timing of financial distress
by Elkamhi, Redouane & Ericsson, Jan & Parsons, Christopher A.
- 82-112 Understanding commonality in liquidity around the world
by Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A.
- 113-130 Vertical integration to avoid contracting with potential competitors: Evidence from bankers' banks
by Brickley, James A. & Linck, James S. & Smith, Clifford W.
- 131-152 Payout yield, risk, and mispricing: A Bayesian analysis
by Shanken, Jay & Tamayo, Ane
- 153-173 Predicting fraud by investment managers
by Dimmock, Stephen G. & Gerken, William C.
- 174-190 Stock options and managerial incentives for risk taking: Evidence from FAS 123R
by Hayes, Rachel M. & Lemmon, Michael & Qiu, Mingming
- 191-208 Variance bounds on the permanent and transitory components of stochastic discount factors
by Bakshi, Gurdip & Chabi-Yo, Fousseni
- 209-227 Do foreigners facilitate information transmission in emerging markets?
by Bae, Kee-Hong & Ozoguz, Arzu & Tan, Hongping & Wirjanto, Tony S.
2012, Volume 104, Issue 3
- 425-451 Securitized banking and the run on repo
by Gorton, Gary & Metrick, Andrew
- 452-468 Neglected risks, financial innovation, and financial fragility
by Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert
- 469-490 Arbitrage crashes and the speed of capital
by Mitchell, Mark & Pulvino, Todd
- 491-518 The role of institutional investors in propagating the crisis of 2007–2008
by Manconi, Alberto & Massa, Massimo & Yasuda, Ayako
- 519-534 Asset commonality, debt maturity and systemic risk
by Allen, Franklin & Babus, Ana & Carletti, Elena
- 535-559 Econometric measures of connectedness and systemic risk in the finance and insurance sectors
by Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana
2012, Volume 104, Issue 2
- 228-250 Time series momentum
by Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje
- 251-271 Realization utility
by Barberis, Nicholas & Xiong, Wei
- 272-287 Global, local, and contagious investor sentiment
by Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu
- 288-302 The short of it: Investor sentiment and anomalies
by Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu
- 303-320 Chasing noise
by Mendel, Brock & Shleifer, Andrei
- 321-338 Peer performance and stock market entry
by Kaustia, Markku & Knüpfer, Samuli
- 339-362 IQ, trading behavior, and performance
by Grinblatt, Mark & Keloharju, Matti & Linnainmaa, Juhani T.
- 363-382 Measuring investor sentiment with mutual fund flows
by Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi
- 383-400 Complicated firms
by Cohen, Lauren & Lou, Dong
- 401-419 Investor attention, psychological anchors, and stock return predictability
by Li, Jun & Yu, Jianfeng
2012, Volume 104, Issue 1
- 1-22 Corporate ownership structure and bank loan syndicate structure
by Lin, Chen & Ma, Yue & Malatesta, Paul & Xuan, Yuhai
- 23-43 The flight home effect: Evidence from the syndicated loan market during financial crises
by Giannetti, Mariassunta & Laeven, Luc
- 44-69 Internal corporate governance, CEO turnover, and earnings management
by Hazarika, Sonali & Karpoff, Jonathan M. & Nahata, Rajarishi
- 70-88 Executive stock options, differential risk-taking incentives, and firm value
by Armstrong, Christopher S. & Vashishtha, Rahul
- 89-117 (Interstate) Banking and (interstate) trade: Does real integration follow financial integration?
by Michalski, Tomasz & Ors, Evren
- 118-144 Reputation penalties for poor monitoring of executive pay: Evidence from option backdating
by Ertimur, Yonca & Ferri, Fabrizio & Maber, David A.
- 145-161 Local investors, price discovery, and market efficiency
by Shive, Sophie
- 162-185 Cash holdings, risk, and expected returns
by Palazzo, Berardino
- 186-202 Optimal securitization with moral hazard
by Hartman-Glaser, Barney & Piskorski, Tomasz & Tchistyi, Alexei
- 203-226 The effect of board structure on firm value: A multiple identification strategies approach using Korean data
by Black, Bernard & Kim, Woochan
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