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Content
2020, Volume 137, Issue 2
2020, Volume 137, Issue 1
- 1-41 Dancing with activists
by Bebchuk, Lucian A. & Brav, Alon & Jiang, Wei & Keusch, Thomas
- 42-71 The financing of local government in China: Stimulus loan wanes and shadow banking waxes
by Chen, Zhuo & He, Zhiguo & Liu, Chun
- 72-89 Why does public news augment information asymmetries?
by Crego, Julio A.
- 90-107 Off-balance sheet funding, voluntary support and investment efficiency
by Segura, Anatoli & Zeng, Jing
- 108-128 Pre-trade hedging: Evidence from the issuance of retail structured products
by Henderson, Brian J. & Pearson, Neil D. & Wang, Li
- 152-178 Who's paying attention? Measuring common ownership and its impact on managerial incentives
by Gilje, Erik P. & Gormley, Todd A. & Levit, Doron
- 179-203 Short-term debt and incentives for risk-taking
by Della Seta, Marco & Morellec, Erwan & Zucchi, Francesca
- 204-230 Security analysts and capital market anomalies
by Guo, Li & Li, Frank Weikai & John Wei, K.C.
- 231-248 The persistent effect of initial success: Evidence from venture capital
by Nanda, Ramana & Samila, Sampsa & Sorenson, Olav
- 249-271 Concentration of control rights in leveraged loan syndicates
by Berlin, Mitchell & Nini, Greg & Yu, Edison G.
- 272-295 Mood beta and seasonalities in stock returns
by Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng
2020, Volume 136, Issue 3
- 597-622 Investor experiences and financial market dynamics
by Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria
- 623-648 Locked in by leverage: Job search during the housing crisis
by Brown, Jennifer & Matsa, David A.
- 649-675 Shared analyst coverage: Unifying momentum spillover effects
by Ali, Usman & Hirshleifer, David
- 676-694 Reducing information frictions in venture capital: The role of new venture competitions
by Howell, Sabrina T.
- 695-717 Blockholder voting
by Bar-Isaac, Heski & Shapiro, Joel
- 718-742 Agency conflicts and short- versus long-termism in corporate policies
by Gryglewicz, Sebastian & Mayer, Simon & Morellec, Erwan
- 743-759 The redistributive effects of bank capital regulation
by Carletti, Elena & Marquez, Robert & Petriconi, Silvio
- 760-779 Information flows among rivals and corporate investment
by Bernard, Darren & Blackburne, Terrence & Thornock, Jacob
- 780-805 Global currency hedging with common risk factors
by Opie, Wei & Riddiough, Steven J.
- 806-827 Liquidity supply by broker-dealers and real activity
by Goldberg, Jonathan
- 828-856 Private money creation with safe assets and term premia
by Infante, Sebastian
- 857-878 Managerial control benefits and takeover market efficiency
by Wang, Wenyu & Wu, Yufeng
- 879-899 Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program
by Chung, Kee H. & Lee, Albert J. & Rösch, Dominik
2020, Volume 136, Issue 2
- 281-306 Does the stock market make firms more productive?
by Bennett, Benjamin & Stulz, René & Wang, Zexi
- 307-329 The creation and evolution of entrepreneurial public markets
by Bernstein, Shai & Dev, Abhishek & Lerner, Josh
- 330-354 International R&D spillovers and asset prices
by Gavazzoni, Federico & Santacreu, Ana Maria
- 355-378 Capital requirements, risk choice, and liquidity provision in a business-cycle model
by Begenau, Juliane
- 379-406 Liquidity regimes and optimal dynamic asset allocation
by Collin-Dufresne, Pierre & Daniel, Kent & Sağlam, Mehmet
- 407-443 Mutual fund investments in private firms
by Kwon, Sungjoung & Lowry, Michelle & Qian, Yiming
- 444-470 Time-varying inflation risk and stock returns
by Boons, Martijn & Duarte, Fernando & de Roon, Frans & Szymanowska, Marta
- 471-489 I can see clearly now: The impact of disclosure requirements on 401(k) fees
by Badoer, Dominique C. & Costello, Charles P. & James, Christopher M.
- 490-522 Risky bank guarantees
by Mäkinen, Taneli & Sarno, Lucio & Zinna, Gabriele
- 523-546 Medicaid and household savings behavior: New evidence from tax refunds
by Gallagher, Emily A. & Gopalan, Radhakrishnan & Grinstein-Weiss, Michal & Sabat, Jorge
- 547-570 Do dividends convey information about future earnings?
by Ham, Charles G. & Kaplan, Zachary R. & Leary, Mark T.
- 571-596 Democracy and credit
by Delis, Manthos D. & Hasan, Iftekhar & Ongena, Steven
2020, Volume 136, Issue 1
- 1-22 Does size matter? Bailouts with large and small banks
by Dávila, Eduardo & Walther, Ansgar
- 23-43 Is the active fund management industry concentrated enough?
by Feldman, David & Saxena, Konark & Xu, Jingrui
- 44-62 Adverse selection and the performance of private equity co-investments
by Braun, Reiner & Jenkinson, Tim & Schemmerl, Christoph
- 63-85 Cross-asset signals and time series momentum
by Pitkäjärvi, Aleksi & Suominen, Matti & Vaittinen, Lauri
- 86-105 OTC premia
by Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis
- 106-136 Does protectionist anti-takeover legislation lead to managerial entrenchment?
by Frattaroli, Marc
- 137-151 Real effects of workers’ financial distress: Evidence from teacher spillovers
by Maturana, Gonzalo & Nickerson, Jordan
- 152-167 Economic momentum and currency returns
by Dahlquist, Magnus & Hasseltoft, Henrik
- 168-188 Competition and cooperation in mutual fund families
by Evans, Richard Burtis & Prado, Melissa Porras & Zambrana, Rafael
- 189-218 Monetary stimulus and bank lending
by Chakraborty, Indraneel & Goldstein, Itay & MacKinlay, Andrew
- 219-238 Why do option returns change sign from day to night?
by Muravyev, Dmitriy & Ni, Xuechuan (Charles)
- 239-259 The term structure of liquidity provision
by Conrad, Jennifer & Wahal, Sunil
- 260-279 Stress tests and small business lending
by Cortés, Kristle R. & Demyanyk, Yuliya & Li, Lei & Loutskina, Elena & Strahan, Philip E.
2020, Volume 135, Issue 3
- 555-576 Empirical analysis of corporate tax reforms: What is the null and where did it come from?
by Hennessy, Christopher A. & Kasahara, Akitada & Strebulaev, Ilya A.
- 577-601 Leveraged buyouts and bond credit spreads
by Eisenthal-Berkovitz, Yael & Feldhütter, Peter & Vig, Vikrant
- 602-628 Do fire sales create externalities?
by Chernenko, Sergey & Sunderam, Adi
- 629-652 Betting against correlation: Testing theories of the low-risk effect
by Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje
- 653-677 Are early stage investors biased against women?
by Ewens, Michael & Townsend, Richard R.
- 678-703 Employment effects of unconventional monetary policy: Evidence from QE
by Luck, Stephan & Zimmermann, Tom
- 704-724 Governance through shame and aspiration: Index creation and corporate behavior
by Chattopadhyay, Akash & Shaffer, Matthew D. & Wang, Charles C.Y.
- 725-753 Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
by Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk
- 754-773 Pricing structured products with economic covariates
by Choi, Yong Seok & Doshi, Hitesh & Jacobs, Kris & Turnbull, Stuart M.
- 774-794 Time series momentum: Is it there?
by Huang, Dashan & Li, Jiangyuan & Wang, Liyao & Zhou, Guofu
- 795-815 A comparison of some structural models of private information arrival
by Duarte, Jefferson & Hu, Edwin & Young, Lance
- 816-834 Portfolio rebalancing in general equilibrium
by Kimball, Miles S. & Shapiro, Matthew D. & Shumway, Tyler & Zhang, Jing
2020, Volume 135, Issue 2
- 271-292 Shrinking the cross-section
by Kozak, Serhiy & Nagel, Stefan & Santosh, Shrihari
- 293-319 Trading and arbitrage in cryptocurrency markets
by Makarov, Igor & Schoar, Antoinette
- 320-339 Show me the money: The monetary policy risk premium
by Ozdagli, Ali & Velikov, Mihail
- 340-358 Quantify the quantitative easing: Impact on bonds and corporate debt issuance
by Todorov, Karamfil
- 359-378 Trading out of sight: An analysis of cross-trading in mutual fund families
by Eisele, Alexander & Nefedova, Tamara & Parise, Gianpaolo & Peijnenburg, Kim
- 379-398 An ill wind? Terrorist attacks and CEO compensation
by Dai, Yunhao & Rau, P. Raghavendra & Stouraitis, Aris & Tan, Weiqiang
- 399-424 Measuring skewness premia
by Langlois, Hugues
- 425-444 Reputations and credit ratings: Evidence from commercial mortgage-backed securities
by Baghai, Ramin P. & Becker, Bo
- 445-467 Financing dies in darkness? The impact of newspaper closures on public finance
by Gao, Pengjie & Lee, Chang & Murphy, Dermot
- 468-482 An inconvenient cost: The effects of climate change on municipal bonds
by Painter, Marcus
- 483-504 Institutional shareholders and corporate social responsibility
by Chen, Tao & Dong, Hui & Lin, Chen
- 505-527 Inventor CEOs
by Islam, Emdad & Zein, Jason
- 528-554 Is information risk priced? Evidence from abnormal idiosyncratic volatility
by Yang, Yung Chiang & Zhang, Bohui & Zhang, Chu
2020, Volume 135, Issue 1
- 1-15 Dynamic interventions and informational linkages
by Cong, Lin William & Grenadier, Steven R. & Hu, Yunzhi
- 16-40 Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds
by Goldstein, Michael A. & Hotchkiss, Edith S.
- 41-67 The job rating game: Revolving doors and analyst incentives
by Kempf, Elisabeth
- 68-87 Potential pilot problems: Treatment spillovers in financial regulatory experiments
by Boehmer, Ekkehart & Jones, Charles M. & Zhang, Xiaoyan
- 88-119 Idea sharing and the performance of mutual funds
by Cujean, Julien
- 120-143 Squaring venture capital valuations with reality
by Gornall, Will & Strebulaev, Ilya A.
- 144-168 Exchanges of innovation resources inside venture capital portfolios
by González-Uribe, Juanita
- 169-190 How do venture capitalists make decisions?
by Gompers, Paul A. & Gornall, Will & Kaplan, Steven N. & Strebulaev, Ilya A.
- 191-212 Shorting flows, public disclosure, and market efficiency
by Wang, Xue & Yan, Xuemin (Sterling) & Zheng, Lingling
- 213-230 Anomalies across the globe: Once public, no longer existent?
by Jacobs, Heiko & Müller, Sebastian
- 231-254 Earnings, retained earnings, and book-to-market in the cross section of expected returns
by Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri
- 255-269 Time to build and the real-options channel of residential investment
by Oh, Hyunseung & Yoon, Chamna
2019, Volume 134, Issue 3
- 501-524 Characteristics are covariances: A unified model of risk and return
by Kelly, Bryan T. & Pruitt, Seth & Su, Yinan
- 525-548 Stunted firms: The long-term impacts of colonial taxation
by Natividad, Gabriel
- 549-569 A large-scale approach for evaluating asset pricing models
by Barras, Laurent
- 570-590 What’s in a (school) name? Racial discrimination in higher education bond markets
by Dougal, Casey & Gao, Pengjie & Mayew, William J. & Parsons, Christopher A.
- 591-616 Growing up without finance
by Brown, James R. & Cookson, J. Anthony & Heimer, Rawley Z.
- 617-646 Time-varying ambiguity, credit spreads, and the levered equity premium
by Shi, Zhan
- 647-668 Counterparty credit risk and derivatives pricing
by Li, Gang & Zhang, Chu
- 669-688 Mutual fund board connections and proxy voting
by Calluzzo, Paul & Kedia, Simi
- 689-702 Notes on the yield curve
by Martin, Ian W. R. & Ross, Stephen A.
- 703-714 Effects of separating commercial and investment banking: Evidence from the dissolution of a joint venture investment bank
by Akiyoshi, Fumio
- 715-735 Do real estate agents have information advantages in housing markets?
by Agarwal, Sumit & He, Jia & Sing, Tien Foo & Song, Changcheng
- 736-760 Expectation and duration at the effective lower bound
by King, Thomas B.
2019, Volume 134, Issue 2
- 253-272 Disaster on the horizon: The price effect of sea level rise
by Bernstein, Asaf & Gustafson, Matthew T. & Lewis, Ryan
- 273-296 Cross-sectional alpha dispersion and performance evaluation
by Harvey, Campbell R. & Liu, Yan
- 297-317 Shareholder bargaining power and the emergence of empty creditors
by Colonnello, Stefano & Efing, Matthias & Zucchi, Francesca
- 318-332 The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy
by Rehse, Dominik & Riordan, Ryan & Rottke, Nico & Zietz, Joachim
- 333-354 Does skin-in-the-game affect security performance?
by Ashcraft, Adam B & Gooriah, Kunal & Kermani, Amir
- 355-380 Costs and benefits of financial conglomerate affiliation: Evidence from hedge funds
by Franzoni, Francesco & Giannetti, Mariassunta
- 381-399 High frequency trading and comovement in financial markets
by Malceniece, Laura & Malcenieks, Kārlis & Putniņš, Tālis J.
- 400-418 Internalizing governance externalities: The role of institutional cross-ownership
by He, Jie (Jack) & Huang, Jiekun & Zhao, Shan
- 419-446 The relevance of broker networks for information diffusion in the stock market
by Maggio, Marco Di & Franzoni, Francesco & Kermani, Amir & Sommavilla, Carlo
- 447-473 Channels of US monetary policy spillovers to international bond markets
by Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian
- 474-500 Credit default swaps and corporate innovation
by Chang, Xin & Chen, Yangyang & Wang, Sarah Qian & Zhang, Kuo & Zhang, Wenrui
2019, Volume 134, Issue 1
- 1-28 Option prices and costly short-selling
by Atmaz, Adem & Basak, Suleyman
- 29-47 Average skewness matters
by Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng
- 48-69 Size and value in China
by Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu
- 70-90 The value of collateral in trade finance
by Costello, Anna M.
- 91-109 From mining to markets: The evolution of bitcoin transaction fees
by Easley, David & O'Hara, Maureen & Basu, Soumya
- 110-140 A tale of two volatilities: Sectoral uncertainty, growth, and asset prices
by Segal, Gill
- 141-164 Inverted fee structures, tick size, and market quality
by Comerton-Forde, Carole & Grégoire, Vincent & Zhong, Zhuo
- 165-191 An asset pricing approach to testing general term structure models
by Christensen, Bent Jesper & van der Wel, Michel
- 192-213 A tug of war: Overnight versus intraday expected returns
by Lou, Dong & Polk, Christopher & Skouras, Spyros
- 214-235 Property rights institutions, foreign investment, and the valuation of multinational firms
by Lin, Leming & Mihov, Atanas & Sanz, Leandro & Stoyanova, Detelina
- 236-251 Crowdsourced employer reviews and stock returns
by Green, T. Clifton & Huang, Ruoyan & Wen, Quan & Zhou, Dexin
2019, Volume 133, Issue 3
- 539-540 JFE special issue on labor and finance
by Whited, Toni M
- 541-563 Financial frictions and employment during the Great Depression
by Benmelech, Efraim & Frydman, Carola & Papanikolaou, Dimitris
- 564-588 Financing intangible capital
by Sun, Qi & Xiaolan, Mindy Z.
- 589-607 Firing the wrong workers: Financing constraints and labor misallocation
by Caggese, Andrea & Cuñat, Vicente & Metzger, Daniel
- 608-633 Bankruptcy spillovers
by Bernstein, Shai & Colonnelli, Emanuele & Giroud, Xavier & Iverson, Benjamin
- 634-657 Private equity and human capital risk
by Antoni, Manfred & Maug, Ernst & Obernberger, Stefan
- 658-684 Drivers of effort: Evidence from employee absenteeism
by Bennedsen, Morten & Tsoutsoura, Margarita & Wolfenzon, Daniel
- 685-707 Corporate leverage and employees’ rights in bankruptcy
by Ellul, Andrew & Pagano, Marco
- 708-725 Patent trolls and startup employment
by Appel, Ian & Farre-Mensa, Joan & Simintzi, Elena
- 726-750 Do labor markets discipline? Evidence from RMBS bankers
by Griffin, John M. & Kruger, Samuel & Maturana, Gonzalo
- 751-763 Selection versus talent effects on firm value
by Chang, Briana & Hong, Harrison
2019, Volume 133, Issue 2
- 1-1 Aaa
by Smith, Clifford W.
- 251-272 Why did the q theory of investment start working?
by Andrei, Daniel & Mann, William & Moyen, Nathalie
- 273-298 Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation
by Jegadeesh, Narasimhan & Noh, Joonki & Pukthuanthong, Kuntara & Roll, Richard & Wang, Junbo
- 299-336 How news and its context drive risk and returns around the world
by Calomiris, Charles W. & Mamaysky, Harry
- 337-356 Government debt and corporate leverage: International evidence
by Demirci, Irem & Huang, Jennifer & Sialm, Clemens
- 357-378 A capital structure channel of monetary policy
by Grosse-Rueschkamp, Benjamin & Steffen, Sascha & Streitz, Daniel
- 379-396 The effect of bank monitoring on public bond terms
by Ma, Zhiming & Stice, Derrald & Williams, Christopher
- 397-417 Volatility and the cross-section of corporate bond returns
by Chung, Kee H. & Wang, Junbo & Wu, Chunchi
- 418-440 Do firms hedge with foreign currency derivatives for employees?
by Huang, Pinghsun & Huang, Hsin-Yi & Zhang, Yan
- 441-471 The role of executive cash bonuses in providing individual and team incentives
by Guay, Wayne R. & Kepler, John D. & Tsui, David
- 472-497 The cash conversion cycle spread
by Wang, Baolian
- 498-519 Does social capital mitigate agency problems? Evidence from Chief Executive Officer (CEO) compensation
by Hoi, Chun Keung(Stan) & Wu, Qiang & Zhang, Hao
- 520-538 Interconnectedness in the interbank market
by Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George
2019, Volume 133, Issue 1
- 1-17 Corporate control activism
by Corum, Adrian Aycan & Levit, Doron
- 18-41 Entrusted loans: A close look at China's shadow banking system
by Allen, Franklin & Qian, Yiming & Tu, Guoqian & Yu, Frank
- 42-63 Liquidity windfalls: The consequences of repo rehypothecation
by Infante, Sebastian
- 64-82 Do firms issue more equity when markets become more liquid?
by Hanselaar, Rogier M. & Stulz, René M. & van Dijk, Mathijs A.
- 83-98 Decision fatigue and heuristic analyst forecasts
by Hirshleifer, David & Levi, Yaron & Lourie, Ben & Teoh, Siew Hong
- 99-112 The information sensitivity of debt in good and bad times
by Brancati, Emanuele & Macchiavelli, Marco
- 113-133 Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market
by Schultz, Paul & Song, Zhaogang
- 134-153 The power of shareholder votes: Evidence from uncontested director elections
by Aggarwal, Reena & Dahiya, Sandeep & Prabhala, Nagpurnanand R.
- 154-174 Generalized recovery
by Jensen, Christian Skov & Lando, David & Pedersen, Lasse Heje
- 175-197 Institutional investor cliques and governance
by Crane, Alan D. & Koch, Andrew & Michenaud, Sébastien
- 198-224 Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation
by Antill, Samuel & Grenadier, Steven R.
- 225-249 In search of preference shock risks: Evidence from longevity risks and momentum profits
by Chen, Zhanhui & Yang, Bowen
2019, Volume 132, Issue 3
- 1-21 Should retail investors’ leverage be limited?
by Heimer, Rawley & Simsek, Alp
- 22-49 Information and trading targets in a dynamic market equilibrium
by Choi, Jin Hyuk & Larsen, Kasper & Seppi, Duane J.
- 50-75 Gold, platinum, and expected stock returns
by Huang, Darien & Kilic, Mete
- 76-96 Technological links and predictable returns
by Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran
- 97-117 Once bitten, twice shy: The power of personal experiences in risk taking
by Andersen, Steffen & Hanspal, Tobin & Nielsen, Kasper Meisner
- 118-139 Policy externalities and banking integration
by Smolyansky, Michael
- 140-157 New goods and asset prices
by Scanlon, Paul
- 158-181 The liquidity cost of private equity investments: Evidence from secondary market transactions
by Nadauld, Taylor D. & Sensoy, Berk A. & Vorkink, Keith & Weisbach, Michael S.
- 182-204 Should investors learn about the timing of equity risk?
by Hasler, Michael & Khapko, Mariana & Marfè, Roberto
- 205-225 Government debt and the returns to innovation
by Croce, M.M. & Nguyen, Thien T. & Raymond, S. & Schmid, L.
- 226-256 How valuable are independent directors? Evidence from external distractions
by Masulis, Ronald W. & Zhang, Emma Jincheng
2019, Volume 132, Issue 2
- 267-297 Do private equity funds manipulate reported returns?
by Brown, Gregory W. & Gredil, Oleg R. & Kaplan, Steven N.
- 298-324 Entry and competition in takeover auctions
by Gentry, Matthew & Stroup, Caleb
- 325-350 An anatomy of the market return
by Schneider, Paul
- 351-368 Liquidity standards and the value of an informed lender of last resort
by Santos, João A.C. & Suarez, Javier
- 369-383 Attention allocation and return co-movement: Evidence from repeated natural experiments
by Huang, Shiyang & Huang, Yulin & Lin, Tse-Chun
- 384-403 Capital flows and sovereign debt markets: Evidence from index rebalancings
by Pandolfi, Lorenzo & Williams, Tomas
- 404-426 Municipal borrowing costs and state policies for distressed municipalities
by Gao, Pengjie & Lee, Chang & Murphy, Dermot
- 427-450 Mood, firm behavior, and aggregate economic outcomes
by Chhaochharia, Vidhi & Kim, Dasol & Korniotis, George M. & Kumar, Alok
- 451-471 Too good to be true? Fallacies in evaluating risk factor models
by Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare
- 472-496 Financing intangible capital
by Sun, Qi & Xiaolan, Mindy Z.
- 497-518 The cross-section of labor leverage and equity returns
by Donangelo, Andres & Gourio, François & Kehrig, Matthias & Palacios, Miguel
- 519-541 Liquidity, innovation, and endogenous growth
by Malamud, Semyon & Zucchi, Francesca
2019, Volume 132, Issue 1
- 1-25 Are lemons sold first? Dynamic signaling in the mortgage market
by Adelino, Manuel & Gerardi, Kristopher & Hartman-Glaser, Barney
- 26-48 Indexing and stock market serial dependence around the world
by Baltussen, Guido & van Bekkum, Sjoerd & Da, Zhi
- 49-75 Industry familiarity and trading: Evidence from the personal portfolios of industry insiders
by Ben-David, Itzhak & Birru, Justin & Rossi, Andrea
- 76-102 Dynamic corporate liquidity
by Nikolov, Boris & Schmid, Lukas & Steri, Roberto
- 103-125 Preference for dividends and return comovement
by Hameed, Allaudeen & Xie, Jing
- 126-149 Manager sentiment and stock returns
by Jiang, Fuwei & Lee, Joshua & Martin, Xiumin & Zhou, Guofu
- 150-174 Variance risk in aggregate stock returns and time-varying return predictability
by Pyun, Sungjune
- 175-199 Acquirer reference prices and acquisition performance
by Ma, Qingzhong & Whidbee, David A. & Zhang, Wei
- 200-221 What a difference a (birth) month makes: The relative age effect and fund manager performance
by Bai, John (Jianqiu) & Ma, Linlin & Mullally, Kevin A. & Solomon, David H.
- 222-247 Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns
by Jang, Jeewon & Kang, Jangkoo
- 248-265 The present value relation over six centuries: The case of the Bazacle company
by le Bris, David & Goetzmann, William N. & Pouget, Sébastien
2019, Volume 131, Issue 3
- 507-527 Should Long-Term Investors Time Volatility?
by Moreira, Alan & Muir, Tyler
- 528-548 Minimum payments and debt paydown in consumer credit cards
by Keys, Benjamin J. & Wang, Jialan
- 549-570 Dividend payments as a response to peer influence
by Grennan, Jillian
- 571-592 Securitized markets, international capital flows, and global welfare
by Phelan, Gregory & Toda, Alexis Akira
- 593-618 Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
by Bardgett, Chris & Gourier, Elise & Leippold, Markus
- 619-642 Common risk factors in the cross-section of corporate bond returns
by Bai, Jennie & Bali, Turan G. & Wen, Quan