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ISSN: 0304-405X
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Content
2021, Volume 141, Issue 3
- 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
- 337-358 What’s wrong with Pittsburgh? Delegated investors and liquidity concentration
by Ghent, Andra C.
- 359-388 Sticking to your plan: The role of present bias for credit card paydown
by Kuchler, Theresa & Pagel, Michaela
- 389-404 A dynamic theory of multiple borrowing
by Green, Daniel & Liu, Ernest
- 405-427 Signaling safety
by Michaely, Roni & Rossi, Stefano & Weber, Michael
- 428-451 Time-varying state variable risk premia in the ICAPM
by Barroso, Pedro & Boons, Martijn & Karehnke, Paul
- 452-477 Bank monitoring: Evidence from syndicated loans
by Gustafson, Matthew T. & Ivanov, Ivan T. & Meisenzahl, Ralf R.
- 478-501 The Sources of Financing Constraints
by Nikolov, Boris & Schmid, Lukas & Steri, Roberto
- 502-521 Rejected stock exchange applicants
by Fjesme, Sturla L. & Galpin, Neal E. & Moore, Lyndon
- 522-544 Can unpredictable risk exposure be priced?
by Barahona, Ricardo & Driessen, Joost & Frehen, Rik
- 545-560 Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang
by Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken)
- 561-577 Can investors time their exposure to private equity?
by Brown, Gregory & Harris, Robert & Hu, Wendy & Jenkinson, Tim & Kaplan, Steven N. & Robinson, David T.
- 578-605 Friends with bankruptcy protection benefits
by Kleiner, Kristoph & Stoffman, Noah & Yonker, Scott E.
- 606-626 The hidden costs of being public: Evidence from multinational firms operating in an emerging market
by Slutzky, Pablo
- 627-655 Politicizing consumer credit
by Akey, Pat & Heimer, Rawley Z. & Lewellen, Stefan
- 656-677 Long-term reversals in the corporate bond market
by Bali, Turan G. & Subrahmanyam, Avanidhar & Wen, Quan
2021, Volume 139, Issue 1
- 1-28 Picking funds with confidence
by Grønborg, Niels S. & Lunde, Asger & Timmermann, Allan & Wermers, Russ
- 29-56 Reputation and investor activism: A structural approach
by Johnson, Travis L. & Swem, Nathan
- 57-83 Windfall gains and stock market participation
by Briggs, Joseph & Cesarini, David & Lindqvist, Erik & Östling, Robert
- 84-108 Mutual fund flows and fluctuations in credit and business cycles
by Ben-Rephael, Azi & Choi, Jaewon & Goldstein, Itay
- 109-137 Common ownership and competition in product markets
by Koch, Andrew & Panayides, Marios & Thomas, Shawn
- 138-161 Are return seasonalities due to risk or mispricing?
by Keloharju, Matti & Linnainmaa, Juhani T. & Nyberg, Peter
- 162-185 Impact investing
by Barber, Brad M. & Morse, Adair & Yasuda, Ayako
- 186-208 Creditor control rights and resource allocation within firms
by Ersahin, Nuri & Irani, Rustom M. & Le, Hanh
- 209-233 Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices
by Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad
- 234-259 Global market inefficiencies
by Bartram, Söhnke M. & Grinblatt, Mark
- 260-287 Identifying and boosting “Gazelles”: Evidence from business accelerators
by González-Uribe, Juanita & Reyes, Santiago
- 288-312 Procyclicality of the comovement between dividend growth and consumption growth
by Xu, Nancy R.
- 313-335 The difference a day makes: Timely disclosure and trading efficiency in the muni market
by Chalmers, John & Liu, Yu (Steve) & Wang, Z. Jay
2020, Volume 138, Issue 3
- 593-613 CoCo issuance and bank fragility
by Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia
- 614-634 Fund tradeoffs
by Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A.
- 635-662 Asset pricing: A tale of night and day
by Hendershott, Terrence & Livdan, Dmitry & Rösch, Dominik
- 663-686 Financial intermediation and capital reallocation
by Ai, Hengjie & Li, Kai & Yang, Fang
- 687-699 Bank net worth and frustrated monetary policy
by Zentefis, Alexander K.
- 700-724 The price effects of liquidity shocks: A study of the SEC’s tick size experiment
by Albuquerque, Rui & Song, Shiyun & Yao, Chen
- 725-753 Dealers’ insurance, market structure, and liquidity
by Carapella, Francesca & Monnet, Cyril
- 754-776 Collateral constraints and asset prices
by Chabakauri, Georgy & Han, Brandon Yueyang
- 777-788 The effect of minority veto rights on controller pay tunneling
by Fried, Jesse M. & Kamar, Ehud & Yafeh, Yishay
- 789-817 Time-varying demand for lottery: Speculation ahead of earnings announcements
by Liu, Bibo & Wang, Huijun & Yu, Jianfeng & Zhao, Shen
- 818-837 Persuasion in relationship finance
by Azarmsa, Ehsan & Cong, Lin William
- 838-865 Policy uncertainty and corporate credit spreads
by Kaviani, Mahsa S. & Kryzanowski, Lawrence & Maleki, Hosein & Savor, Pavel
- 866-888 Do people feel less at risk? Evidence from disaster experience
by Gao, Ming & Liu, Yu-Jane & Shi, Yushui
2020, Volume 138, Issue 2
- 295-315 Credit and social unrest: Evidence from 1930s China
by Braggion, Fabio & Manconi, Alberto & Zhu, Haikun
- 316-341 Sophisticated investors and market efficiency: Evidence from a natural experiment
by Chen, Yong & Kelly, Bryan & Wu, Wei
- 342-365 Does the lack of financial stability impair the transmission of monetary policy?
by Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel
- 366-387 Is conflicted investment advice better than no advice?
by Chalmers, John & Reuter, Jonathan
- 388-414 The term structure and inflation uncertainty
by Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios
- 415-431 All the president's friends: Political access and firm value
by Brown, Jeffrey R. & Huang, Jiekun
- 432-457 Corporate bond mutual funds and asset fire sales
by Choi, Jaewon & Hoseinzade, Saeid & Shin, Sean Seunghun & Tehranian, Hassan
- 458-482 Strategic trading and unobservable information acquisition
by Banerjee, Snehal & Breon-Drish, Bradyn
- 483-503 Board structure, director expertise, and advisory role of outside directors
by Chen, Sheng-Syan & Chen, Yan-Shing & Kang, Jun-Koo & Peng, Shu-Cing
- 504-525 Credit migration and covered interest rate parity
by Liao, Gordon Y.
- 526-548 Activism and empire building
by Gantchev, Nickolay & Sevilir, Merih & Shivdasani, Anil
- 549-571 Capital gains taxation and funding for start-ups
by Edwards, Alexander & Todtenhaupt, Maximilian
- 572-591 When low beats high: Riding the sales seasonality premium
by Grullon, Gustavo & Kaba, Yamil & Núñez-Torres, Alexander
2020, Volume 138, Issue 1
- 1-26 Limited liability and investment: Evidence from changes in marital property laws in the US South, 1840–1850
by Koudijs, Peter & Salisbury, Laura
- 27-52 Information arrival, delay, and clustering in financial markets with dynamic freeriding
by Aghamolla, Cyrus & Hashimoto, Tadashi
- 53-73 Fiscal policy driven bond risk premia
by Bretscher, Lorenzo & Hsu, Alex & Tamoni, Andrea
- 74-94 Location choice, portfolio choice
by Branikas, Ioannis & Hong, Harrison & Xu, Jiangmin
- 95-117 On the performance of volatility-managed portfolios
by Cederburg, Scott & O’Doherty, Michael S. & Wang, Feifei & Yan, Xuemin (Sterling)
- 118-137 IQ from IP: Simplifying search in portfolio choice
by Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher
- 138-158 Regulatory cooperation and foreign portfolio investment
by Lang, Mark & Maffett, Mark & Omartian, James D. & Silvers, Roger
- 159-175 Can ethics be taught? Evidence from securities exams and investment adviser misconduct
by Kowaleski, Zachary T. & Sutherland, Andrew G. & Vetter, Felix W.
- 176-192 The effect of exogenous information on voluntary disclosure and market quality
by Frenkel, Sivan & Guttman, Ilan & Kremer, Ilan
- 193-221 Debt collection agencies and the supply of consumer credit
by Fedaseyeu, Viktar
- 222-253 Liquidity risk and exchange-traded fund returns, variances, and tracking errors
by Bae, Kyounghun & Kim, Daejin
- 254-276 The timing and consequences of seasoned equity offerings: A regression discontinuity approach
by Dittmar, Amy & Duchin, Ran & Zhang, Shuran
- 277-294 How does labor market size affect firm capital structure? Evidence from large plant openings
by Kim, Hyunseob
2020, Volume 137, Issue 3
- 591-605 The paradox of pledgeability
by Donaldson, Jason Roderick & Gromb, Denis & Piacentino, Giorgia
- 606-611 Is there a paradox of pledgeability?
by Bernhardt, Dan & Koufopoulos, Kostas & Trigilia, Giulio
- 612-636 CEO-board dynamics
by Graham, John R. & Kim, Hyunseob & Leary, Mark
- 637-658 The US Treasury floating rate note puzzle: Is there a premium for mark-to-market stability?
by Fleckenstein, Matthias & Longstaff, Francis A.
- 659-678 Business cycles and currency returns
by Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio
- 679-700 CEOs’ outside opportunities and relative performance evaluation: evidence from a natural experiment
by Na, Ke
- 701-722 Emergency loans and collateral upgrades: How broker-dealers used Federal Reserve credit during the 2008 financial crisis
by Carlson, Mark & Macchiavelli, Marco
- 723-739 Does the Ross recovery theorem work empirically?
by Jackwerth, Jens Carsten & Menner, Marco
- 740-751 Why do discount rates vary?
by Kozak, Serhiy & Santosh, Shrihari
- 752-786 The conditional expected market return
by Chabi-Yo, Fousseni & Loudis, Johnathan
- 787-814 At the table but can not break through the glass ceiling:Board leadership positions elude diverse directors
by Field, Laura Casares & Souther, Matthew E. & Yore, Adam S.
- 815-836 Active catering to dividend clienteles: Evidence from takeovers
by Golubov, Andrey & Lasfer, Meziane & Vitkova, Valeriya
- 837-856 The scarcity effect of QE on repo rates: Evidence from the euro area
by Arrata, William & Nguyen, Benoît & Rahmouni-Rousseau, Imène & Vari, Miklos
- 857-886 Swap trading after Dodd-Frank: Evidence from index CDS
by Riggs, Lynn & Onur, Esen & Reiffen, David & Zhu, Haoxiang
2020, Volume 137, Issue 2
- 297-319 Is the credit spread puzzle a myth?
by Bai, Jennie & Goldstein, Robert S. & Yang, Fan
- 320-352 Investor ideology
by Bolton, Patrick & Li, Tao & Ravina, Enrichetta & Rosenthal, Howard
- 353-370 Cheap-stock tunneling around preemptive rights
by Fried, Jesse M. & Spamann, Holger
- 371-391 Prime (information) brokerage
by Kumar, Nitish & Mullally, Kevin & Ray, Sugata & Tang, Yuehua
- 392-429 The importance of being special: Repo markets during the crisis
by Corradin, Stefano & Maddaloni, Angela
- 430-450 Disguised corruption: Evidence from consumer credit in China
by Agarwal, Sumit & Qian, Wenlan & Seru, Amit & Zhang, Jian
- 451-469 The economic impact of right-to-work laws: Evidence from collective bargaining agreements and corporate policies
by Chava, Sudheer & Danis, András & Hsu, Alex
- 470-490 Institutional allocations in the primary market for corporate bonds
by Nikolova, Stanislava & Wang, Liying & Wu, Juan (Julie)
- 491-514 Terrorist attacks and investor risk preference: Evidence from mutual fund flows
by Wang, Albert Y. & Young, Michael
- 515-549 What you see is not what you get: The costs of trading market anomalies
by Patton, Andrew J. & Weller, Brian M.
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