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Content
2019, Volume 131, Issue 3
- 643-665 Private information in currency markets
by Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P.
- 666-692 Do idiosyncratic jumps matter?
by Kapadia, Nishad & Zekhnini, Morad
- 693-714 Do institutional investors drive corporate social responsibility? International evidence
by Dyck, Alexander & Lins, Karl V. & Roth, Lukas & Wagner, Hannes F.
- 715-735 A trade-off theory of ownership and capital structure
by Nicodano, Giovanna & Regis, Luca
- 736-760 Bear beta
by Lu, Zhongjin & Murray, Scott
2019, Volume 131, Issue 2
- 251-268 Regulating a model
by Leitner, Yaron & Yilmaz, Bilge
- 269-298 The CAPM strikes back? An equilibrium model with disasters
by Bai, Hang & Hou, Kewei & Kung, Howard & Li, Erica X.N. & Zhang, Lu
- 299-322 Collateralizing liquidity
by Parlatore, Cecilia
- 323-344 Inferring latent social networks from stock holdings
by Hong, Harrison & Xu, Jiangmin
- 345-361 Who benefits in a crisis? Evidence from hedge fund stock and option holdings
by Aragon, George O. & Martin, J. Spencer & Shi, Zhen
- 362-377 The profitability and investment premium: Pre-1963 evidence
by Wahal, Sunil
- 378-403 How effective are trading pauses?
by Hautsch, Nikolaus & Horvath, Akos
- 404-432 Mark Twain’s Cat: Investment experience, categorical thinking, and stock selection
by Huang, Xing
- 433-455 The impact of jumps on carry trade returns
by Lee, Suzanne S. & Wang, Minho
- 456-483 Firms’ innovation strategy under the shadow of analyst coverage
by Guo, Bing & Pérez-Castrillo, David & Toldrà-Simats, Anna
- 484-505 Trade credit and supplier competition
by Chod, Jiri & Lyandres, Evgeny & Yang, S. Alex
2019, Volume 131, Issue 1
- 1-19 The rise in student loan defaults
by Mueller, Holger M. & Yannelis, Constantine
- 20-43 Bubbles for Fama
by Greenwood, Robin & Shleifer, Andrei & You, Yang
- 44-60 Public hedge funds
by Sun, Lin & Teo, Melvyn
- 61-87 Pay now or pay later? The economics within the private equity partnership
by Ivashina, Victoria & Lerner, Josh
- 88-117 How do valuations impact outcomes of asset sales with heterogeneous bidders?
by Gorbenko, Alexander S.
- 118-138 Good disclosure, bad disclosure
by Goldstein, Itay & Yang, Liyan
- 139-167 Institutional herding and its price impact: Evidence from the corporate bond market
by Cai, Fang & Han, Song & Li, Dan & Li, Yi
- 168-185 The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk
by Aragon, George O. & Li, Lei & Qian, Jun ‘QJ’
- 186-205 The leverage effect and the basket-index put spread
by Bai, Jennie & Goldstein, Robert S. & Yang, Fan
- 206-231 Do insiders time management buyouts and freezeouts to buy undervalued targets?
by Harford, Jarrad & Stanfield, Jared & Zhang, Feng
- 232-250 The value of access to finance: Evidence from M&As
by Cornaggia, Jess & Li, Jay Yin
2018, Volume 130, Issue 3
- 453-483 Fintech, regulatory arbitrage, and the rise of shadow banks
by Buchak, Greg & Matvos, Gregor & Piskorski, Tomasz & Seru, Amit
- 484-502 Corporate debt maturity profiles
by Choi, Jaewon & Hackbarth, Dirk & Zechner, Josef
- 503-531 Asset pricing and ambiguity: Empirical evidence⁎
by Brenner, Menachem & Izhakian, Yehuda
- 532-555 Home away from home? Foreign demand and London house prices
by Badarinza, Cristian & Ramadorai, Tarun
- 556-578 When do CDS spreads lead? Rating events, private entities, and firm-specific information flows
by Lee, Jongsub & Naranjo, Andy & Velioglu, Guner
- 579-591 Momentum in Imperial Russia
by Goetzmann, William N. & Huang, Simon
- 592-619 Government guarantees and the two-way feedback between banking and sovereign debt crises
by Leonello, Agnese
- 620-640 Investment, Tobin’s q, and interest rates
by Lin, Xiaoji & Wang, Chong & Wang, Neng & Yang, Jinqiang
- 641-662 Director skill sets
by Adams, Renée B. & Akyol, Ali C. & Verwijmeren, Patrick
- 663-692 One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?
by Deng, Yongheng & Liu, Xin & Wei, Shang-Jin
2018, Volume 130, Issue 2
- 215-236 Financing investment spikes in the years surrounding World War I⁎
by Bargeron, Leonce & Denis, David & Lehn, Kenneth
- 237-264 How does hedge fund activism reshape corporate innovation?
by Brav, Alon & Jiang, Wei & Ma, Song & Tian, Xuan
- 265-290 Inefficiencies and externalities from opportunistic acquirers
by Li, Di & Taylor, Lucian A. & Wang, Wenyu
- 291-307 Does improved information improve incentives?
by Chaigneau, Pierre & Edmans, Alex & Gottlieb, Daniel
- 308-326 The execution quality of corporate bonds
by O’ Hara, Maureen & Wang, Yihui & (Alex) Zhou, Xing
- 327-346 Corporate governance of banks and financial stability
by Anginer, Deniz & Demirguc-Kunt, Asli & Huizinga, Harry & Ma, Kebin
- 347-366 Regulating dark trading: Order flow segmentation and market quality
by Comerton-Forde, Carole & Malinova, Katya & Park, Andreas
- 367-391 Data abundance and asset price informativeness
by Dugast, Jérôme & Foucault, Thierry
- 392-408 Are CEOs born leaders? Lessons from traits of a million individuals
by Adams, Renée & Keloharju, Matti & Knüpfer, Samuli
- 409-427 Do elections delay regulatory action?
by Leverty, J. Tyler & Grace, Martin F.
- 428-451 Company stock price reactions to the 2016 election shock: Trump, taxes, and trade
by Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre
2018, Volume 130, Issue 1
- 1-24 In search of ideas: Technological innovation and executive pay inequality
by Frydman, Carola & Papanikolaou, Dimitris
- 25-47 Creditor rights and innovation: Evidence from patent collateral
by Mann, William
- 48-73 Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity
by Chen, Yong & Eaton, Gregory W. & Paye, Bradley S.
- 74-94 Patent collateral, investor commitment, and the market for venture lending
by Hochberg, Yael V. & Serrano, Carlos J. & Ziedonis, Rosemarie H.
- 95-113 The Volcker Rule and corporate bond market making in times of stress
by Bao, Jack & O’Hara, Maureen & (Alex) Zhou, Xing
- 114-134 Informative fund size, managerial skill, and investor rationality
by Zhu, Min
- 135-165 Do an insider's wealth and income matter in the decision to engage in insider trading?
by Kallunki, Jenni & Kallunki, Juha-Pekka & Nilsson, Henrik & Puhakka, Mikko
- 166-181 Managing stigma during a financial crisis
by Anbil, Sriya
- 182-214 Day of the week and the cross-section of returns
by Birru, Justin
2018, Volume 129, Issue 3
- 415-439 Equity issuances and agency costs: The telling story of shareholder approval around the world
by Holderness, Clifford G.
- 440-457 Do stocks outperform Treasury bills?
by Bessembinder, Hendrik
- 458-478 Stocks with extreme past returns: Lotteries or insurance?
by Barinov, Alexander
- 479-509 Size matters, if you control your junk
by Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H.
- 510-530 Financing as a supply chain: The capital structure of banks and borrowers
by Gornall, Will & Strebulaev, Ilya A.
- 531-558 Does policy uncertainty affect mergers and acquisitions?
by Bonaime, Alice & Gulen, Huseyin & Ion, Mihai
- 559-585 Private equity portfolio company fees
by Phalippou, Ludovic & Rauch, Christian & Umber, Marc
- 586-607 The effect of mortgage securitization on foreclosure and modification
by Kruger, Samuel
- 608-628 Loan prospecting and the loss of soft information
by Agarwal, Sumit & Ben-David, Itzhak
2018, Volume 129, Issue 2
- 203-227 Extrapolation and bubbles
by Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei
- 228-249 Spillovers from good-news and other bankruptcies: Real effects and price responses
by Baranchuk, Nina & Rebello, Michael J.
- 250-267 Warehouse banking
by Donaldson, Jason Roderick & Piacentino, Giorgia & Thakor, Anjan
- 268-286 Cyclical investment behavior across financial institutions
by Timmer, Yannick
- 287-305 Financial intermediation in private equity: How well do funds of funds perform?
by Harris, Robert S. & Jenkinson, Tim & Kaplan, Steven N. & Stucke, Ruediger
- 306-328 Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base
by Huizinga, Harry & Voget, Johannes & Wagner, Wolf
- 329-356 What makes the bonding stick? A natural experiment testing the legal bonding hypothesis
by Licht, Amir N. & Poliquin, Christopher & Siegel, Jordan I. & Li, Xi
- 357-381 Non-myopic betas
by Malamud, Semyon & Vilkov, Grigory
- 382-393 Tax distortions and bond issue pricing
by Landoni, Mattia
- 394-414 Market intraday momentum
by Gao, Lei & Han, Yufeng & Zhengzi Li, Sophia & Zhou, Guofu
2018, Volume 129, Issue 1
- 1-23 Term structures of asset prices and returns
by Backus, David & Boyarchenko, Nina & Chernov, Mikhail
- 24-45 When saving is gambling
by Cookson, J. Anthony
- 46-68 Flexible prices and leverage
by D’Acunto, Francesco & Liu, Ryan & Pflueger, Carolin & Weber, Michael
- 69-86 Downside risks and the cross-section of asset returns
by Farago, Adam & Tédongap, Roméo
- 87-110 Competition, reach for yield, and money market funds
by La Spada, Gabriele
- 111-135 Human capital relatedness and mergers and acquisitions
by Lee, Kyeong Hun & Mauer, David C. & Xu, Emma Qianying
- 136-153 How does the stock market absorb shocks?
by Frank, Murray Z. & Sanati, Ali
- 154-183 Exploring the sources of default clustering
by Azizpour, S & Giesecke, K. & Schwenkler, G.
- 184-202 The effects of media slant on firm behavior
by Baloria, Vishal P. & Heese, Jonas
2018, Volume 128, Issue 3
- 403-421 Time varying risk aversion
by Guiso, Luigi & Sapienza, Paola & Zingales, Luigi
- 422-442 Cost of experimentation and the evolution of venture capital
by Ewens, Michael & Nanda, Ramana & Rhodes-Kropf, Matthew
- 443-465 Are stock-financed takeovers opportunistic?
by Eckbo, B. Espen & Makaew, Tanakorn & Thorburn, Karin S.
- 466-485 Managerial myopia and the mortgage meltdown
by Kolasinski, Adam C. & Yang, Nan
- 486-503 Cash flow duration and the term structure of equity returns
by Weber, Michael
- 504-534 Asset pricing with beliefs-dependent risk aversion and learning
by Berrada, Tony & Detemple, Jérôme & Rindisbacher, Marcel
- 535-557 Playing favorites: Conflicts of interest in mutual fund management
by Del Guercio, Diane & Genç, Egemen & Tran, Hai
- 558-575 The unintended consequences of divestment
by Davies, Shaun William & Van Wesep, Edward Dickersin
- 576-602 Are institutional investors with multiple blockholdings effective monitors?
by Kang, Jun-Koo & Luo, Juan & Na, Hyun Seung
2018, Volume 128, Issue 2
- 207-233 An intertemporal CAPM with stochastic volatility
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert
- 234-252 Choosing factors
by Fama, Eugene F. & French, Kenneth R.
- 253-265 High frequency trading and extreme price movements
by Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin
- 266-286 Protection of trade secrets and capital structure decisions
by Klasa, Sandy & Ortiz-Molina, Hernán & Serfling, Matthew & Srinivasan, Shweta
- 287-319 Cash windfalls and acquisitions
by von Beschwitz, Bastian
- 320-343 Bid anticipation, information revelation, and merger gains
by Wang, Wenyu
- 344-362 Interest rate volatility, the yield curve, and the macroeconomy
by Joslin, Scott & Konchitchki, Yaniv
- 363-377 The effects of q and cash flow on investment in the presence of measurement error
by Abel, Andrew B.
- 378-401 CEO attributes, compensation, and firm value: Evidence from a structural estimation
by Page, T. Beau
2018, Volume 128, Issue 1
- 1-15 Absolving beta of volatility’s effects
by Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu
- 16-37 Busy directors and firm performance: Evidence from mergers
by Hauser, Roie
- 38-65 Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market
by Li, Xindan & Subrahmanyam, Avanidhar & Yang, Xuewei
- 66-85 Do universal banks finance riskier but more productive firms?
by Neuhann, Daniel & Saidi, Farzad
- 86-102 Tradability of output, business cycles and asset prices
by Tian, Mary
- 103-124 Quantitative easing auctions of Treasury bonds
by Song, Zhaogang & Zhu, Haoxiang
- 125-147 Agnostic fundamental analysis works
by Bartram, Söhnke M. & Grinblatt, Mark
- 148-163 The 52-week high, q-theory, and the cross section of stock returns
by George, Thomas J. & Hwang, Chuan-Yang & Li, Yuan
- 164-182 The customer knows best: The investment value of consumer opinions
by Huang, Jiekun
- 183-206 Network centrality and delegated investment performance
by Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ
2018, Volume 127, Issue 3
- 417-434 Alpha or beta in the eye of the beholder: What drives hedge fund flows?
by Agarwal, Vikas & Green, T. Clifton & Ren, Honglin
- 435-458 The (dis)advantages of clearinghouses before the Fed
by Jaremski, Matthew
- 459-484 Disagreement about inflation and the yield curve
by Ehling, Paul & Gallmeyer, Michael & Heyerdahl-Larsen, Christian & Illeditsch, Philipp
- 485-504 Resaleable debt and systemic risk
by Donaldson, Jason Roderick & Micheler, Eva
- 505-518 Securitization bubbles: Structured finance with disagreement about default risk
by Broer, Tobias
- 519-545 Are overconfident CEOs better leaders? Evidence from stakeholder commitments
by Phua, Kenny & Tham, T. Mandy & Wei, Chishen
- 546-566 The structure of information release and the factor structure of returns
by Gilbert, Thomas & Hrdlicka, Christopher & Kamara, Avraham
- 567-587 Management sub-advising in the mutual fund industry
by Moreno, David & Rodríguez, Rosa & Zambrana, Rafael
- 588-612 Board diversity, firm risk, and corporate policies
by Bernile, Gennaro & Bhagwat, Vineet & Yonker, Scott
2018, Volume 127, Issue 2
- 197-225 Carry
by Koijen, Ralph S.J. & Moskowitz, Tobias J. & Pedersen, Lasse Heje & Vrugt, Evert B.
- 226-247 Threat of entry and debt maturity: Evidence from airlines
by Parise, Gianpaolo
- 248-263 Four centuries of return predictability
by Golez, Benjamin & Koudijs, Peter
- 264-284 Liquidity risk and maturity management over the credit cycle
by Mian, Atif & Santos, João A.C.
- 285-302 Taxation and executive compensation: Evidence from stock options
by Bird, Andrew
- 303-324 Employee representation and financial leverage
by Lin, Chen & Schmid, Thomas & Xuan, Yuhai
- 325-341 Leverage constraints and asset prices: Insights from mutual fund risk taking
by Boguth, Oliver & Simutin, Mikhail
- 342-365 Belief-free price formation
by Hörner, Johannes & Lovo, Stefano & Tomala, Tristan
- 366-388 Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System
by Akbas, Ferhat & Markov, Stanimir & Subasi, Musa & Weisbrod, Eric
- 389-415 The consequences of managerial indiscretions: Sex, lies, and firm value
by Cline, Brandon N. & Walkling, Ralph A. & Yore, Adam S.
2018, Volume 127, Issue 1
- 1-20 The globalization of angel investments: Evidence across countries
by Lerner, Josh & Schoar, Antoinette & Sokolinski, Stanislav & Wilson, Karen
- 21-50 Financial market frictions and diversification
by Matvos, Gregor & Seru, Amit & Silva, Rui C.
- 51-76 The real effects of credit default swaps
by Danis, András & Gamba, Andrea
- 77-93 The buyers’ perspective on security design: Hedge funds and convertible bond call provisions
by Grundy, Bruce D. & Verwijmeren, Patrick
- 94-112 Non-rating revenue and conflicts of interest
by Baghai, Ramin P. & Becker, Bo
- 113-135 Capital gains lock-in and governance choices
by Dimmock, Stephen G. & Gerken, William C. & Ivković, Zoran & Weisbenner, Scott J.
- 136-151 The option to quit: The effect of employee stock options on turnover
by Aldatmaz, Serdar & Ouimet, Paige & Van Wesep, Edward D
- 152-173 Pay me now (and later): Pension benefit manipulation before plan freezes and executive retirement
by Stefanescu, Irina & Wang, Yupeng & Xie, Kangzhen & Yang, Jun
- 174-196 When arm's length is too far: Relationship banking over the credit cycle
by Beck, Thorsten & Degryse, Hans & De Haas, Ralph & van Horen, Neeltje
2017, Volume 126, Issue 3
- 447-470 Capital utilization, market power, and the pricing of investment shocks
by Garlappi, Lorenzo & Song, Zhongzhi
- 471-489 Is economic uncertainty priced in the cross-section of stock returns?
by Bali, Turan G. & Brown, Stephen J. & Tang, Yi
- 490-515 Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct
by Ali, Usman & Hirshleifer, David
- 516-542 Offshore schemes and tax evasion: The role of banks
by Chernykh, Lucy & Mityakov, Sergey
- 543-562 Shaped by their daughters: Executives, female socialization, and corporate social responsibility
by Cronqvist, Henrik & Yu, Frank
- 563-591 Systemic co-jumps
by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto
- 592-613 Investor flows and fragility in corporate bond funds
by Goldstein, Itay & Jiang, Hao & Ng, David T.
- 614-634 Advising shareholders in takeovers
by Levit, Doron
- 635-651 Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis
by Hett, Florian & Schmidt, Alexander
- 652-667 Designated market makers still matter: Evidence from two natural experiments
by Clark-Joseph, Adam D. & Ye, Mao & Zi, Chao
- 668-688 Confidence, bond risks, and equity returns
by Zhao, Guihai
- 689-712 Tax uncertainty and retirement savings diversification
by Brown, David C. & Cederburg, Scott & O’Doherty, Michael S.
2017, Volume 126, Issue 2
- 227-251 Are corporate inversions good for shareholders?
by Babkin, Anton & Glover, Brent & Levine, Oliver
- 252-269 Rollover risk as market discipline: A two-sided inefficiency
by Eisenbach, Thomas M.
- 270-299 International correlation risk
by Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea
- 300-319 Acquiring growth
by Levine, Oliver
- 320-341 Idiosyncratic risk and the manager
by Glover, Brent & Levine, Oliver
- 342-363 Employee bargaining power, inter-firm competition, and equity-based compensation
by Bova, Francesco & Yang, Liyan
- 364-382 The effects of credit default swap trading on information asymmetry in syndicated loans
by Amiram, Dan & Beaver, William H. & Landsman, Wayne R. & Zhao, Jianxin
- 383-398 Precautionary savings, retirement planning and misperceptions of financial literacy
by Anderson, Anders & Baker, Forest & Robinson, David T.
- 399-421 Early peek advantage? Efficient price discovery with tiered information disclosure
by Hu, Grace Xing & Pan, Jun & Wang, Jiang
- 422-444 Staggered boards and long-term firm value, revisited
by Cremers, K.J. Martijn & Litov, Lubomir P. & Sepe, Simone M.
2017, Volume 126, Issue 1
- 1-35 Intermediary asset pricing: New evidence from many asset classes
by He, Zhiguo & Kelly, Bryan & Manela, Asaf
- 36-53 The impact of portfolio disclosure on hedge fund performance
by Shi, Zhen
- 54-73 Activism mergers
by Boyson, Nicole M. & Gantchev, Nickolay & Shivdasani, Anil
- 74-96 The source of information in prices and investment-price sensitivity
by Edmans, Alex & Jayaraman, Sudarshan & Schneemeier, Jan
- 97-121 Do managers overreact to salient risks? Evidence from hurricane strikes
by Dessaint, Olivier & Matray, Adrien
- 122-146 Are foreign investors locusts? The long-term effects of foreign institutional ownership
by Bena, Jan & Ferreira, Miguel A & Matos, Pedro & Pires, Pedro
- 147-170 An extrapolative model of house price dynamics
by Glaeser, Edward L. & Nathanson, Charles G.
- 171-199 The effects of institutional investor objectives on firm valuation and governance
by Borochin, Paul & Yang, Jie
- 200-226 Merger activity in industry equilibrium
by Dimopoulos, Theodosios & Sacchetto, Stefano
2017, Volume 125, Issue 3
- 417-433 Ambiguity and the corporation: Group disagreement and underinvestment
by Garlappi, Lorenzo & Giammarino, Ron & Lazrak, Ali
- 434-453 Interbank networks in the National Banking Era: Their purpose and their role in the Panic of 1893
by Calomiris, Charles W. & Carlson, Mark
- 454-474 Debt correlations in the wake of the financial crisis: What are appropriate default correlations for structured products?
by Nickerson, Jordan & Griffin, John M.
- 475-490 Fire sale discount: Evidence from the sale of minority equity stakes
by Dinc, Serdar & Erel, Isil & Liao, Rose
- 491-510 Volatility of aggregate volatility and hedge fund returns
by Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y.
- 511-536 Systemic risk in clearing houses: Evidence from the European repo market
by Boissel, Charles & Derrien, François & Ors, Evren & Thesmar, David
- 537-560 The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)
by Dannhauser, Caitlin D.
- 561-588 Informed trading and price discovery before corporate events
by Baruch, Shmuel & Panayides, Marios & Venkataraman, Kumar
- 589-609 Maximum likelihood estimation of the equity premium
by Avdis, Efstathios & Wachter, Jessica A.
- 610-636 Tail risk in hedge funds: A unique view from portfolio holdings
by Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian
- 637-647 Reexamining staggered boards and shareholder value
by Cohen, Alma & Wang, Charles C.Y.
2017, Volume 125, Issue 2
- 217-244 Offshore activities and financial vs operational hedging
by Hoberg, Gerard & Moon, S. Katie
- 245-265 Reputation and signaling in asset sales
by Hartman-Glaser, Barney
- 266-285 Bank capital, liquid reserves, and insolvency risk
by Hugonnier, Julien & Morellec, Erwan
- 286-310 The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China
by Liu, Laura Xiaolei & Shu, Haibing & Wei, K.C. John
- 311-325 Moral hazard in active asset management
by Brown, David C. & Davies, Shaun William
- 326-343 Firm characteristics, consumption risk, and firm-level risk exposures
by Dittmar, Robert F. & Lundblad, Christian T.
- 344-368 U.S. multinationals and cash holdings
by Gu, Tiantian
- 369-388 Employment protection and takeovers
by Dessaint, Olivier & Golubov, Andrey & Volpin, Paolo
- 389-415 Option repricing, corporate governance, and the effect of shareholder empowerment
by Gulen, Huseyin & O'Brien, William J.
2017, Volume 125, Issue 1
- 1-25 Banking integration and house price co-movement
by Landier, Augustin & Sraer, David & Thesmar, David
- 26-47 Information networks: Evidence from illegal insider trading tips
by Ahern, Kenneth R.
- 48-71 CEO talent, CEO compensation, and product market competition
by Jung, Hae Won (Henny) & Subramanian, Ajay
- 72-98 Explaining the negative returns to volatility claims: An equilibrium approach
by Eraker, Bjørn & Wu, Yue
- 99-119 The bright side of financial derivatives: Options trading and firm innovation
by Blanco, Iván & Wehrheim, David
- 120-142 Board reforms and firm value: Worldwide evidence
by Fauver, Larry & Hung, Mingyi & Li, Xi & Taboada, Alvaro G.
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