Journal of Financial Economics
June 2011, Volume 100, Issue 3
- 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
September 2010, Volume 97, Issue 3
- 303-305 The 2007-8 financial crisis: Lessons from corporate finance
by Kashyap, Anil K. & Zingales, Luigi
- 306-318 Unstable banking
by Shleifer, Andrei & Vishny, Robert W.
- 319-338 Bank lending during the financial crisis of 2008
by Ivashina, Victoria & Scharfstein, David
- 339-368 Paulson's gift
by Veronesi, Pietro & Zingales, Luigi
- 369-397 Securitization and distressed loan renegotiation: Evidence from the subprime mortgage crisis
by Piskorski, Tomasz & Seru, Amit & Vig, Vikrant
- 398-417 Will the U.S. bank recapitalization succeed? Eight lessons from Japan
by Hoshi, Takeo & Kashyap, Anil K
- 418-435 Costly external finance, corporate investment, and the subprime mortgage credit crisis
by Duchin, Ran & Ozbas, Oguzhan & Sensoy, Berk A.
- 436-450 The subprime credit crisis and contagion in financial markets
by Longstaff, Francis A.
- 451-469 Auction failures and the market for auction rate securities
by McConnell, John J. & Saretto, Alessio
- 470-487 The real effects of financial constraints: Evidence from a financial crisis
by Campello, Murillo & Graham, John R. & Harvey, Campbell R.
August 2010, Volume 97, Issue 2
- 191-217 The world price of home bias
by Lau, Sie Ting & Ng, Lilian & Zhang, Bohui
- 218-238 Optimal compensation contracts when managers can hedge
by Gao, Huasheng
- 239-262 Payoff complementarities and financial fragility: Evidence from mutual fund outflows
by Chen, Qi & Goldstein, Itay & Jiang, Wei
- 263-278 CEOs versus CFOs: Incentives and corporate policies
by Chava, Sudheer & Purnanandam, Amiyatosh
- 279-301 Evaluating asset pricing models using the second Hansen-Jagannathan distance
by Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan
July 2010, Volume 97, Issue 1
- 1-11 Liquidity and valuation in an uncertain world
by Easley, David & O'Hara, Maureen
- 12-32 Why do firms appoint CEOs as outside directors?
by Fahlenbrach, Rüdiger & Low, Angie & Stulz, René M.
- 33-52 The marketing of seasoned equity offerings
by Gao, Xiaohui & Ritter, Jay R.
- 53-80 Multi-market trading and arbitrage
by Gagnon, Louis & Andrew Karolyi, G.
- 81-106 Local institutional investors, information asymmetries, and equity returns
by Baik, Bok & Kang, Jun-Koo & Kim, Jin-Mo
- 107-129 Comovement, information production, and the business cycle
by Brockman, Paul & Liebenberg, Ivonne & Schutte, Maria
- 130-154 Returns of claims on the upside and the viability of U-shaped pricing kernels
by Bakshi, Gurdip & Madan, Dilip & Panayotov, George
- 155-173 Preferred risk habitat of individual investors
by Dorn, Daniel & Huberman, Gur
- 174-189 Board interlocks and the propensity to be targeted in private equity transactions
by Stuart, Toby E. & Yim, Soojin
June 2010, Volume 96, Issue 3
- 345-363 Going public to acquire? The acquisition motive in IPOs
by Celikyurt, Ugur & Sevilir, Merih & Shivdasani, Anil
- 364-380 Average correlation and stock market returns
by Pollet, Joshua M. & Wilson, Mungo
- 381-398 Risk and CEO turnover
by Bushman, Robert & Dai, Zhonglan & Wang, Xue
- 399-412 Profiting from government stakes in a command economy: Evidence from Chinese asset sales
by Calomiris, Charles W. & Fisman, Raymond & Wang, Yongxiang
- 413-432 Trade credit, collateral liquidation, and borrowing constraints
by Fabbri, Daniela & Menichini, Anna Maria C.
- 433-462 Dynamic asset allocation with stochastic income and interest rates
by Munk, Claus & Sørensen, Carsten
- 463-484 Uncertainty about average profitability and the diversification discount
by Hund, John & Monk, Donald & Tice, Sheri
- 485-512 Creditor rights, information sharing, and bank risk taking
by Houston, Joel F. & Lin, Chen & Lin, Ping & Ma, Yue
- 513-526 CFOs and CEOs: Who have the most influence on earnings management?
by (Xuefeng) Jiang, John & Petroni, Kathy R. & Yanyan Wang, Isabel
May 2010, Volume 96, Issue 2
- 175-194 A skeptical appraisal of asset pricing tests
by Lewellen, Jonathan & Nagel, Stefan & Shanken, Jay
- 195-214 When are outside directors effective?
by Duchin, Ran & Matsusaka, John G. & Ozbas, Oguzhan
- 215-237 Liquidity biases in asset pricing tests
by Asparouhova, Elena & Bessembinder, Hendrik & Kalcheva, Ivalina
- 238-256 The performance of emerging hedge funds and managers
by Aggarwal, Rajesh K. & Jorion, Philippe
- 257-270 Inside the black box: The role and composition of compensation peer groups
by Faulkender, Michael & Yang, Jun
- 271-290 Detecting jumps from Lévy jump diffusion processes
by Lee, Suzanne S. & Hannig, Jan
- 291-305 The Sarbanes-Oxley act and corporate investment: A structural assessment
by Kang, Qiang & Liu, Qiao & Qi, Rong
- 306-330 The role of private equity group reputation in LBO financing
by Demiroglu, Cem & James, Christopher M.
- 331-344 Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance
by Gormley, Todd & Liu, Hong & Zhou, Guofu
April 2010, Volume 96, Issue 1
- 1-17 O/S: The relative trading activity in options and stock
by Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar
- 18-32 Performance persistence in entrepreneurship
by Gompers, Paul & Kovner, Anna & Lerner, Josh & Scharfstein, David
- 33-55 Quantifying private benefits of control from a structural model of block trades
by Albuquerque, Rui & Schroth, Enrique
- 56-79 A resolution of the distress risk and leverage puzzles in the cross section of stock returns
by George, Thomas J. & Hwang, Chuan-Yang
- 80-97 The good news in short interest
by Boehmer, Ekkehart & Huszar, Zsuzsa R. & Jordan, Bradford D.
- 98-126 Institutional investors, intangible information, and the book-to-market effect
by Jiang, Hao
- 127-154 The effect of state antitakeover laws on the firm's bondholders
by Francis, Bill B. & Hasan, Iftekhar & John, Kose & Waisman, Maya
- 155-173 How does law affect finance? An examination of equity tunneling in Bulgaria
by Atanasov, Vladimir & Black, Bernard & Ciccotello, Conrad & Gyoshev, Stanley
March 2010, Volume 95, Issue 3
- 275-295 Seasoned equity offerings, market timing, and the corporate lifecycle
by DeAngelo, Harry & DeAngelo, Linda & Stulz, René M.
- 296-311 Bailouts, the incentive to manage risk, and financial crises
by Panageas, Stavros
- 312-331 Does corporate governance matter in competitive industries?
by Giroud, Xavier & Mueller, Holger M.
- 332-355 The pecking order, debt capacity, and information asymmetry
by Leary, Mark T. & Roberts, Michael R.
- 356-383 Institutional monitoring through shareholder litigation
by Agnes Cheng, C.S. & He Huang, Henry & Li, Yinghua & Lobo, Gerald
- 384-399 Renegotiation of cash flow rights in the sale of VC-backed firms
by Broughman, Brian & Fried, Jesse
- 400-424 When should firms share credit with employees? Evidence from anonymously managed mutual funds
by Massa, Massimo & Reuter, Jonathan & Zitzewitz, Eric
- 425-442 Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China
by Gul, Ferdinand A. & Kim, Jeong-Bon & Qiu, Annie A.
February 2010, Volume 95, Issue 2
- 129-147 Escape from New York: The market impact of loosening disclosure requirements
by Fernandes, Nuno & Lel, Ugur & Miller, Darius P.
- 148-173 Resolving the exposure puzzle: The many facets of exchange rate exposure
by Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette A.
- 174-201 Sentiment and stock prices: The case of aviation disasters
by Kaplanski, Guy & Levy, Haim
- 202-226 Political rights and the cost of debt
by Qi, Yaxuan & Roth, Lukas & Wald, John K.
- 227-248 Reduced-form valuation of callable corporate bonds: Theory and evidence
by Jarrow, Robert & Li, Haitao & Liu, Sheen & Wu, Chunchi
- 249-274 Capital structure decisions: Evidence from deregulated industries
by Ovtchinnikov, Alexei V.
January 2010, Volume 95, Issue 1
- 1-19 Activist arbitrage: A study of open-ending attempts of closed-end funds
by Bradley, Michael & Brav, Alon & Goldstein, Itay & Jiang, Wei
- 20-40 First-passage probability, jump models, and intra-horizon risk
by Bakshi, Gurdip & Panayotov, George
- 41-61 Are family firms more tax aggressive than non-family firms?
by Chen, Shuping & Chen, Xia & Cheng, Qiang & Shevlin, Terry
- 62-84 Asset liquidity and financial contracts: Evidence from aircraft leases
by Gavazza, Alessandro
- 85-106 Informed trading before analyst downgrades: Evidence from short sellers
by Christophe, Stephen E. & Ferri, Michael G. & Hsieh, Jim
- 107-127 Market liquidity, asset prices, and welfare
by Huang, Jennifer & Wang, Jiang
December 2009, Volume 94, Issue 3
- 345-360 Options trading activity and firm valuation
by Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar
- 361-383 Hidden liquidity: An analysis of order exposure strategies in electronic stock markets
by Bessembinder, Hendrik & Panayides, Marios & Venkataraman, Kumar
- 384-411 The role of institutional investors in seasoned equity offerings
by Chemmanur, Thomas J. & He, Shan & Hu, Gang
- 412-427 Predatory mortgage lending
by Bond, Philip & Musto, David K. & Yilmaz, Bilge
- 428-447 Risk sharing, finance, and institutions in international portfolios
by Fratzscher, Marcel & Imbs, Jean
- 448-468 Cashflow risk, systematic earnings revisions, and the cross-section of stock returns
by Da, Zhi & Warachka, Mitchell Craig
- 469-491 Institutional industry herding
by Choi, Nicole & Sias, Richard W.
- 492-507 Hedging and competition
by Liu, Tingjun & Parlour, Christine A.
November 2009, Volume 94, Issue 2
- 171-191 Option markets and implied volatility: Past versus present
by Mixon, Scott
- 192-213 What drives volatility persistence in the foreign exchange market?
by Berger, David & Chaboud, Alain & Hjalmarsson, Erik
- 214-232 Global market integration: An alternative measure and its application
by Pukthuanthong, Kuntara & Roll, Richard
- 233-263 The impact of risk and uncertainty on expected returns
by Anderson, Evan W. & Ghysels, Eric & Juergens, Jennifer L.
- 264-279 Technological innovations and aggregate risk premiums
by Hsu, Po-Hsuan
- 280-290 CEO pay and the Lake Wobegon Effect
by Hayes, Rachel M. & Schaefer, Scott
- 291-309 Women in the boardroom and their impact on governance and performance
by Adams, Renée B. & Ferreira, Daniel
- 310-326 Cross-section of option returns and volatility
by Goyal, Amit & Saretto, Alessio
- 327-343 Subsidiary debt, capital structure and internal capital markets
by Kolasinski, Adam C.
October 2009, Volume 94, Issue 1
- 1-17 Share issuance and cross-sectional returns: International evidence
by David McLean, R. & Pontiff, Jeffrey & Watanabe, Akiko
- 18-46 Global private information in international equity markets
by Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin
- 47-66 Can interest rate volatility be extracted from the cross section of bond yields?
by Collin-Dufresne, Pierre & Goldstein, Robert S. & Jones, Christopher S.
- 67-86 Opaque financial reports, R2, and crash risk
by Hutton, Amy P. & Marcus, Alan J. & Tehranian, Hassan
- 87-106 Predictability and the earnings-returns relation
by Sadka, Gil & Sadka, Ronnie
- 107-123 Deductio' ad absurdum: CEOs donating their own stock to their own family foundations
by Yermack, David
- 124-149 Democratizing entry: Banking deregulations, financing constraints, and entrepreneurship
by Kerr, William R. & Nanda, Ramana
- 150-169 Stock market liquidity and firm value
by Fang, Vivian W. & Noe, Thomas H. & Tice, Sheri
September 2009, Volume 93, Issue 3
- 353-381 Are elite universities losing their competitive edge?
by Kim, E. Han & Morse, Adair & Zingales, Luigi
- 382-399 Debt, bargaining, and credibility in firm-supplier relationships
by Hennessy, Christopher A. & Livdan, Dmitry
- 400-427 Cosmetic mergers: The effect of style investing on the market for corporate control
by Massa, Massimo & Zhang, Lei
- 428-454 Cost of capital effects and changes in growth expectations around U.S. cross-listings
by Hail, Luzi & Leuz, Christian
- 455-473 Does religion matter in corporate decision making in America?
by Hilary, Gilles & Hui, Kai Wai
- 474-489 Stock splits, trading continuity, and the cost of equity capital
by Lin, Ji-Chai & Singh, Ajai K. & Yu, Wen
- 490-504 Liquidity risk and syndicate structure
by Gatev, Evan & Strahan, Philip E.