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Content
2022, Volume 143, Issue 1
- 207-226 Disappearing and reappearing dividends
by Michaely, Roni & Moin, Amani
- 227-246 The dynamics of concealment
by Bertomeu, Jeremy & Marinovic, Iván & Terry, Stephen J. & Varas, Felipe
- 247-276 The cross section of the monetary policy announcement premium
by Ai, Hengjie & Han, Leyla Jianyu & Pan, Xuhui Nick & Xu, Lai
- 277-302 Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
by Jiang, Hao & Li, Yi & Sun, Zheng & Wang, Ashley
- 303-331 Government policy approval and exchange rates
by Liu, Yang & Shaliastovich, Ivan
- 332-358 Epidemic disease and financial development
by An, Jiafu & Hou, Wenxuan & Lin, Chen
- 359-380 Investing outside the box: Evidence from alternative vehicles in private equity
by Lerner, Josh & Mao, Jason & Schoar, Antoinette & Zhang, Nan R.
- 381-408 Measuring the ex-ante incentive effects of creditor control rights during bankruptcy reorganization
by Agrawal, Ashwini & González-Uribe, Juanita & Martínez-Correa, Jimmy
- 409-433 Stocks for the long run? Evidence from a broad sample of developed markets
by Anarkulova, Aizhan & Cederburg, Scott & O’Doherty, Michael S.
- 434-461 Social learning and analyst behavior
by Kumar, Alok & Rantala, Ville & Xu, Rosy
- 462-483 Does customer-base structure influence managerial risk-taking incentives?
by Chen, Jie & Su, Xunhua & Tian, Xuan & Xu, Bin
- 484-503 Equity tail risk and currency risk premiums
by Fan, Zhenzhen & Londono, Juan M. & Xiao, Xiao
- 504-526 Peak-Bust rental spreads
by Giacoletti, Marco & Parsons, Christopher A.
- 527-549 Learning, slowly unfolding disasters, and asset prices
by Ghaderi, Mohammad & Kilic, Mete & Seo, Sang Byung
- 550-568 Financial development and labor market outcomes: Evidence from Brazil
by Fonseca, Julia & Van Doornik, Bernardus
- 569-592 Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark
by Cereda, Fábio & Chague, Fernando & De-Losso, Rodrigo & Genaro, Alan & Giovannetti, Bruno
- 593-618 Trade credit and profitability in production networks
by Gofman, Michael & Wu, Youchang
2021, Volume 142, Issue 3
- 975-1000 Dissecting bankruptcy frictions
by Dou, Winston Wei & Taylor, Lucian A. & Wang, Wei & Wang, Wenyu
- 1001-1016 Failing to forecast rare events
by Bond, Philip & Dow, James
- 1017-1037 Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence
by Bai, Jennie & Bali, Turan G. & Wen, Quan
- 1038-1067 Optimal financing with tokens
by Gryglewicz, Sebastian & Mayer, Simon & Morellec, Erwan
- 1068-1091 Core earnings: New data and evidence
by Rouen, Ethan & So, Eric C. & Wang, Charles C.Y.
- 1092-1108 The bank as Grim Reaper: Debt composition and bankruptcy thresholds
by Carey, Mark & Gordy, Michael B.
- 1109-1127 Spillover effects in empirical corporate finance
by Berg, Tobias & Reisinger, Markus & Streitz, Daniel
- 1128-1154 Global factor premiums
by Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim
- 1155-1185 Does target firm insider trading signal the target's synergy potential in mergers and acquisitions?
by Suk, Inho & Wang, Mengmeng
- 1186-1208 Impact of marketplace lending on consumers’ future borrowing capacities and borrowing outcomes
by Chava, Sudheer & Ganduri, Rohan & Paradkar, Nikhil & Zhang, Yafei
- 1209-1228 The term structure of equity risk premia
by Bansal, Ravi & Miller, Shane & Song, Dongho & Yaron, Amir
- 1229-1252 Labor leverage, coordination failures, and aggregate risk
by Bouvard, Matthieu & de Motta, Adolfo
- 1253-1274 Informed trading in government bond markets
by Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu
- 1275-1300 Does regulatory cooperation help integrate equity markets?
by Silvers, Roger
- 1301-1323 A day late and a dollar short: Liquidity and household formation among student borrowers
by Goodman, Sarena & Isen, Adam & Yannelis, Constantine
- 1324-1339 M&A rumors about unlisted firms
by Alperovych, Yan & Cumming, Douglas & Czellar, Veronika & Groh, Alexander
- 1340-1358 Lifting the veil: The price formation of corporate bond offerings
by Wang, Liying
- 1359-1380 Why are corporate payouts so high in the 2000s?
by Kahle, Kathleen & Stulz, René M.
- 1381-1394 Firm leverage and employment dynamics
by Giroud, Xavier & Mueller, Holger M.
- 1395-1425 Reconstructing the yield curve
by Liu, Yan & Wu, Jing Cynthia
- 1426-1443 GSIB surcharges and bank lending: Evidence from US corporate loan data
by Favara, Giovanni & Ivanov, Ivan & Rezende, Marcelo
- 1444-1469 Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric
by Livdan, Dmitry & Nezlobin, Alexander
2021, Volume 142, Issue 2
- 499-516 Corporate green bonds
by Flammer, Caroline
- 517-549 Do investors care about carbon risk?
by Bolton, Patrick & Kacperczyk, Marcin
- 550-571 Sustainable investing in equilibrium
by Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A.
- 572-597 Responsible investing: The ESG-efficient frontier
by Pedersen, Lasse Heje & Fitzgibbons, Shaun & Pomorski, Lukasz
- 598-626 Socially responsible corporate customers
by Dai, Rui & Liang, Hao & Ng, Lilian
- 627-640 Market expectations of a warming climate
by Schlenker, Wolfram & Taylor, Charles A.
- 641-673 Air pollution, behavioral bias, and the disposition effect in China
by Li, Jennifer (Jie) & Massa, Massimo & Zhang, Hong & Zhang, Jian
- 674-696 The Big Three and corporate carbon emissions around the world
by Azar, José & Duro, Miguel & Kadach, Igor & Ormazabal, Gaizka
- 697-718 Contracts with (Social) benefits: The implementation of impact investing
by Geczy, Christopher & Jeffers, Jessica S. & Musto, David K. & Tucker, Anne M.
- 719-736 High-cost debt and perceived creditworthiness: Evidence from the UK
by Liberman, Andres & Paravisini, Daniel & Pathania, Vikram
- 737-755 Engineering lemons
by Vokata, Petra
- 756-774 The benchmark inclusion subsidy
by Kashyap, Anil K & Kovrijnykh, Natalia & Li, Jian & Pavlova, Anna
- 775-802 Robust benchmark design
by Duffie, Darrell & Dworczak, Piotr
- 803-830 The role of financial conditions in portfolio choices: The case of insurers
by Ge, Shan & Weisbach, Michael S.
- 831-843 Dynastic control without ownership: Evidence from post-war Japan
by Bennedsen, Morten & Mehrotra, Vikas & Shim, Jungwook & Wiwattanakantang, Yupana
- 844-861 A tale of two types: Generalists vs. specialists in asset management
by Zambrana, Rafael & Zapatero, Fernando
- 862-879 Risk perceptions and politics: Evidence from the COVID-19 pandemic
by Barrios, John M. & Hochberg, Yael V.
- 880-904 Common shocks in stocks and bonds
by Cieslak, Anna & Pang, Hao
- 905-927 The effect of stock liquidity on cash holdings: The repurchase motive
by Nyborg, Kjell G. & Wang, Zexi
- 928-953 The trading response of individual investors to local bankruptcies
by Laudenbach, Christine & Loos, Benjamin & Pirschel, Jenny & Wohlfart, Johannes
- 954-974 Dynamic multitasking and managerial investment incentives
by Hoffmann, Florian & Pfeil, Sebastian
2021, Volume 142, Issue 1
- 1-22 And the children shall lead: Gender diversity and performance in venture capital
by Calder-Wang, Sophie & Gompers, Paul A.
- 23-45 Hedging macroeconomic and financial uncertainty and volatility
by Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan
- 46-68 Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis
by O'Hara, Maureen & Zhou, Xing (Alex)
- 69-96 Portfolio similarity and asset liquidation in the insurance industry
by Girardi, Giulio & Hanley, Kathleen W. & Nikolova, Stanislava & Pelizzon, Loriana & Sherman, Mila Getmansky
- 97-126 Should information be sold separately? Evidence from MiFID II
by Guo, Yifeng & Mota, Lira
- 127-145 Unemployment and credit risk
by Bai, Hang
- 146-165 Entangled risks in incomplete FX markets
by Maurer, Thomas & Tran, Ngoc-Khanh
- 166-194 Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze
by Allen, Franklin & Haas, Marlene D. & Nowak, Eric & Tengulov, Angel
- 195-213 The impact of arbitrage on market liquidity
by Rösch, Dominik
- 214-238 Spectral factor models
by Bandi, Federico M. & Chaudhuri, Shomesh E. & Lo, Andrew W. & Tamoni, Andrea
- 239-260 To ask or not to ask? Bank capital requirements and loan collateralization
by Degryse, Hans & Karapetyan, Artashes & Karmakar, Sudipto
- 261-292 It’s not so bad: Director bankruptcy experience and corporate risk-taking
by Gopalan, Radhakrishnan & Gormley, Todd A. & Kalda, Ankit
- 293-313 Persistent negative cash flows, staged financing, and the stockpiling of cash balances
by Denis, David J. & McKeon, Stephen B.
- 314-337 Bias in the effective bid-ask spread
by Hagströmer, Björn
- 338-356 Psychological barrier and cross-firm return predictability
by Huang, Shiyang & Lin, Tse-Chun & Xiang, Hong
- 357-376 Finance and the supply of housing quality
by Reher, Michael
- 377-403 Hedging demand and market intraday momentum
by Baltussen, Guido & Da, Zhi & Lammers, Sten & Martens, Martin
- 404-429 Targeted monetary policy and bank lending behavior
by Benetton, Matteo & Fantino, Davide
- 430-452 The role of high-skilled foreign labor in startup performance: Evidence from two natural experiments
by Chen, Jun & Hshieh, Shenje & Zhang, Feng
- 453-481 Why CEO option compensation can be a bad option for shareholders: Evidence from major customer relationships
by Liu, Claire & Masulis, Ronald W. & Stanfield, Jared
2021, Volume 141, Issue 3
- 831-859 Network risk and key players: A structural analysis of interbank liquidity
by Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy
- 860-880 Central bank communication and the yield curve
by Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul
- 881-895 Subnational debt of China: The politics-finance nexus
by Gao, Haoyu & Ru, Hong & Tang, Dragon Yongjun
- 896-918 Access to public capital markets and employment growth
by Borisov, Alexander & Ellul, Andrew & Sevilir, Merih
- 919-945 The short duration premium
by Gonçalves, Andrei S.
- 946-967 Long-term discount rates do not vary across firms
by Keloharju, Matti & Linnainmaa, Juhani T. & Nyberg, Peter
- 968-980 Who provides liquidity, and when?
by Li, Sida & Wang, Xin & Ye, Mao
- 981-1006 Asset mispricing
by Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir
- 1007-1035 What drove the 2003–2006 house price boom and subsequent collapse? Disentangling competing explanations
by Griffin, John M. & Kruger, Samuel & Maturana, Gonzalo
- 1036-1059 Debt relief and slow recovery: A decade after Lehman
by Piskorski, Tomasz & Seru, Amit
- 1060-1077 Diagnostic bubbles
by Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei
- 1078-1095 Intraday arbitrage between ETFs and their underlying portfolios
by Box, Travis & Davis, Ryan & Evans, Richard & Lynch, Andrew
- 1096-1118 Inside brokers
by Li, Frank Weikai & Mukherjee, Abhiroop & Sen, Rik
- 1119-1146 Death by committee? An analysis of corporate board (sub-) committees
by Adams, Renée B. & Ragunathan, Vanitha & Tumarkin, Robert
- 1147-1170 Investment responses to tax policy under uncertainty
by Guceri, Irem & Albinowski, Maciej
- 1171-1187 Feedback loops in industry trade networks and the term structure of momentum profits
by Sharifkhani, Ali & Simutin, Mikhail
- 1188-1217 Accounting for financial stability: Bank disclosure and loss recognition in the financial crisis
by Bischof, Jannis & Laux, Christian & Leuz, Christian
- 1218-1243 Unlocking clients: The importance of relationships in the financial advisory industry
by Gurun, Umit G. & Stoffman, Noah & Yonker, Scott E.
- 1244-1261 Did technology contribute to the housing boom? Evidence from MERS
by Lewellen, Stefan & Williams, Emily
- 1262-1284 Volatility and the cross-section of returns on FX options
by Fullwood, Jonathan & James, Jessica & Marsh, Ian W.
2021, Volume 141, Issue 2
- 395-412 The local innovation spillovers of listed firms
by Matray, Adrien
- 413-435 Lucky factors
by Harvey, Campbell R. & Liu, Yan
- 436-453 Uncertainty, access to debt, and firm precautionary behavior
by Favara, Giovanni & Gao, Janet & Giannetti, Mariassunta
- 454-478 Angels and venture capitalists: Substitutes or complements?
by Hellmann, Thomas & Schure, Paul & Vo, Dan H.
- 479-504 Macro risks and the term structure of interest rates
by Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey
- 505-532 Heterogeneous intermediary asset pricing
by Kargar, Mahyar
- 533-550 The rate of communication
by Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong
- 551-572 Capital supply and corporate bond issuances: Evidence from mutual fund flows
by Zhu, Qifei
- 573-599 Pervasive underreaction: Evidence from high-frequency data
by Jiang, Hao & Li, Sophia Zhengzi & Wang, Hao
- 600-619 Reciprocal lending relationships in shadow banking
by Li, Yi
- 620-643 Compensation disclosures and strategic commitment: Evidence from revenue-based pay
by Bloomfield, Matthew J.
- 644-668 Out of sight no more? The effect of fee disclosures on 401(k) investment allocations
by Kronlund, Mathias & Pool, Veronika K. & Sialm, Clemens & Stefanescu, Irina
- 669-692 Factors and risk premia in individual international stock returns
by Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier
- 693-704 Bank capital, government bond holdings, and sovereign debt capacity
by Crosignani, Matteo
- 705-729 Network structure and pricing in the FX market
by Hasbrouck, Joel & Levich, Richard M.
- 730-749 The telegraph and modern banking development, 1881–1936
by Lin, Chen & Ma, Chicheng & Sun, Yuchen & Xu, Yuchen
- 750-770 Regulatory effects on short-term interest rates
by Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis
- 771-782 Ransomware activity and blockchain congestion
by Sokolov, Konstantin
- 783-801 Life after LIBOR
by Klingler, Sven & Syrstad, Olav
- 802-830 Corporate immunity to the COVID-19 pandemic
by Ding, Wenzhi & Levine, Ross & Lin, Chen & Xie, Wensi
2021, Volume 141, Issue 1
- 6-26 Banks as patient lenders: Evidence from a tax reform
by Carletti, Elena & De Marco, Filippo & Ioannidou, Vasso & Sette, Enrico
- 27-47 The design and transmission of central bank liquidity provisions
by Carpinelli, Luisa & Crosignani, Matteo
- 48-65 Color and credit: Race, regulation, and the quality of financial services
by Begley, Taylor A. & Purnanandam, Amiyatosh
- 66-82 Brexit and the contraction of syndicated lending
by Berg, Tobias & Saunders, Anthony & Schäfer, Larissa & Steffen, Sascha
- 83-101 Are disagreements agreeable? Evidence from information aggregation
by Huang, Dashan & Li, Jiangyuan & Wang, Liyao
- 102-121 Entrepreneurship and information on past failures: A natural experiment
by Cahn, Christophe & Girotti, Mattia & Landier, Augustin
- 122-147 Testing the effectiveness of consumer financial disclosure: Experimental evidence from savings accounts
by Adams, Paul & Hunt, Stefan & Palmer, Christopher & Zaliauskas, Redis
- 148-171 Banks funding, leverage, and investment
by Barattieri, Alessandro & Moretti, Laura & Quadrini, Vincenzo
- 172-194 The cross-section of intraday and overnight returns
by Bogousslavsky, Vincent
- 195-216 Asset pricing with index investing
by Chabakauri, Georgy & Rytchkov, Oleg
- 217-233 Volatility, intermediaries, and exchange rates
by Fang, Xiang & Liu, Yang
- 234-254 Eye in the sky: Private satellites and government macro data
by Mukherjee, Abhiroop & Panayotov, George & Shon, Janghoon
- 255-275 Internet searching and stock price crash risk: Evidence from a quasi-natural experiment
by Xu, Yongxin & Xuan, Yuhao & Zheng, Gaoping
- 276-296 Asset prices, midterm elections, and political uncertainty
by Chan, Kam Fong & Marsh, Terry
- 297-321 Mispricing, short-sale constraints, and the cross-section of option returns
by Ramachandran, Lakshmi Shankar & Tayal, Jitendra
- 322-344 Does common ownership really increase firm coordination?
by Lewellen, Katharina & Lowry, Michelle
- 345-371 The impact of consumer credit access on self-employment and entrepreneurship
by Herkenhoff, Kyle & Phillips, Gordon M. & Cohen-Cole, Ethan
- 372-393 Do activist hedge funds target female CEOs? The role of CEO gender in hedge fund activism
by Francis, Bill B. & Hasan, Iftekhar & Shen, Yinjie (Victor) & Wu, Qiang
2021, Volume 140, Issue 3
- 699-725 Why are firms with more managerial ownership worth less?
by Fabisik, Kornelia & Fahlenbrach, Rüdiger & Stulz, René M. & Taillard, Jérôme P.
- 726-743 Understanding momentum and reversal
by Kelly, Bryan T. & Moskowitz, Tobias J. & Pruitt, Seth
- 744-767 Do limits to arbitrage explain the benefits of volatility-managed portfolios?
by Barroso, Pedro & Detzel, Andrew
- 768-788 Geographic diversification and bank lending during crises
by Doerr, Sebastian & Schaz, Philipp
- 789-814 Monetary policy at work: Security and credit application registers evidence
by Peydró, José-Luis & Polo, Andrea & Sette, Enrico
- 815-837 Negative peer disclosure
by Cao, Sean Shun & Fang, Vivian W. & (Gillian) Lei, Lijun
- 838-864 Family comes first: Reproductive health and the gender gap in entrepreneurship
by Zandberg, Jonathan
- 865-893 Calendar rotations: A new approach for studying the impact of timing using earnings announcements
by Noh, Suzie & So, Eric C. & Verdi, Rodrigo S.
- 894-915 Directors’ career concerns: Evidence from proxy contests and board interlocks
by Zhang, Shuran
- 916-940 Information shocks, disagreement, and drift
by Armstrong, Will J. & Cardella, Laura & Sabah, Nasim
- 941-964 Asset pricing with heterogeneous agents and long-run risk
by Pohl, Walter & Schmedders, Karl & Wilms, Ole
- 965-986 Learning from noise: Evidence from India’s IPO lotteries
by Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun
- 987-1007 Contracting without contracting institutions: The trusted assistant loan in 19th century China
by Miao, Meng & Niu, Guanjie & Noe, Thomas
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
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