Contact information of now publishers
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:now:jnlcfr. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Alet Heezemans (email available below). General contact details of provider: http://www.nowpublishers.com/ .
Content
August 2022, Volume 11, Issue 3-4
May 2022, Volume 11, Issue 2
February 2022, Volume 11, Issue 1
August 2021, Volume 10, Issue 3
April 2021, Volume 10, Issue 1
- 1-20 The Supply and Demand of S&P 500 Put Options
by Constantinides, George M. & Lian, Lei
- 21-55 Mispricing of Index Options with Respect to Stochastic Dominance Bounds?
by Wallmeier, Martin
- 57-63 Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply
by Constantinides, George M. & Czerwonko, Michal & Jackwerth, Jens Carsten & Perrakis, Stylianos
- 65-81 Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns
by Andreou, Panayiotis C. & Kagkadis, Anastasios & Maio, Paulo & Philip, Dennis
- 83-123 Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications
by Hodrick, Robert J. & Tomunen, Tuomas
June 2020, Volume 9, Issue 1-2
- 1-28 Corporate Taxes and Capital Structure: A Long-Term Historical Perspective
by Fleckenstein, Matthias & Longstaff, Francis A. & Strebulaev, Ilya A.
- 29-76 Real Options, Taxes and Financial Leverage
by Myers, Stewart C. & Read Jr., James A.
- 77-114 Repo Priority Right and the Bankruptcy Code
by Kyung Auh, Jun & Sundaresan, Suresh
- 115-155 Are Corporate Spin-offs Prone to Insider Trading?
by Augustin, Patrick & Brenner, Menachem & Hu, Jianfeng & Subrahmanyam, Marti G.
- 157-199 Patents Do Not Measure Innovation Success
by Reeb, David M. & Zhao, Wanli
- 201-265 The Choice of Valuation Techniques in Practice: Education Versus Profession
by Mukhlynina, Lilia & Nyborg, Kjell G.
- 267-303 Are Competitive Banking Systems Really More Stable?
by Bandaranayake, Bandaranayake & Das, Kuntal K. & Reed, W. Robert
- 305-351 Firms from Financially Developed Economies Do Not Save Less
by Vadilyev, Alexander A.
December 2019, Volume 8, Issue 1-2
- 1-9 Editorial: Replication in Financial Economics
by Harvey, Campbell R.
- 11-13 Editorial: Replication? Do You Even Have Access to the Data?
by Spiegel, Matthew
- 15-17 Editorial: Realistic Academic Standards and the Value of Replications
by Subrahmanyam, Avanidhar
- 19-24 Editorial: An Opinionated FAQ
by Welch, Ivo
- 25-28 Introduction
by Welch, Ivo
- 29-71 Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication
by Holden, Craig W. & Nam, Jayoung
- 73-110 Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data
by Kazumori, Eiichiro & Sharman, Raj & Takeda, Fumiko & Yu, Hong
- 111-125 Economics with Market Liquidity Risk
by Acharya, Viral V. & Pedersen, Lasse Heje
- 127-171 A Review of the Return—Illiquidity Relationship
by Drienko, Jozef & Smith, Tom & von Reibnitz, Anna
- 173-202 Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication
by Harris, Larry & Amato, Andrea
- 203-221 Illiquidity and Stock Returns: A Revisit
by Amihud, Yakov
- 223-255 Liquidity Risk and Asset Pricing
by Li, Hongtao & Novy-Marx, Robert & Velikov, Mihail
- 257-276 Liquidity Risk?
by Pontiff, Jeffrey & Singla, Rohit
- 277-299 Liquidity Risk After 20 Years
by Pástor, Luboš & Stambaugh, Robert F.
- 301-304 Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling
by Welch, Ivo
December 2018, Volume 7, Issue 2
- 201-240 Closed-End Fund IPOs: Sold, Not Bought
by Shao, Diana & Ritter, Jay R.
- 273-329 Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us?
by Adams, John & Hayunga, Darren & Mansi, Sattar
- 331-372 Conditional Benchmarks and Predictors of Mutual Fund Performance
by Cederburg, Scott & O’Doherty, Michael S. & Savin, N. E. & Tiwari, Ashish
- 373-377 Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response
by Hong, Harrison & Jiang, Wenxi
July 2018, Volume 7, Issue 1
March 2017, Volume 7, Issue 1
September 2017, Volume 6, Issue 2
- 211-262 The Carry Trade: Risks and Drawdowns
by Daniel, Kent & Hodrick, Robert J. & Lu, Zhongjin
- 263-301 Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
by Campbell, John Y. & Sunderam, Adi & Viceira, Luis M.
- 303-356 When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance
by von Reibnitz, Anna
- 357-376 An Improved Version of the Volume-Synchronized Probability of Informed Trading
by Ke, Wen-Chyan & Lin, Hsiou-Wei William
- 377-379 An Improved Version of the Volume-Synchronized Probability of Informed Trading: A Comment
by Easley, David & Lopez de Prado, Marcos & O'Hara, Maureen
- 381-393 Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006)
by Borri, Nicola & Ragusa, Giuseppe
March 2017, Volume 6, Issue 1
December 2016, Volume 5, Issue 2
- 177-206 Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors
by Davidoff, Thomas
- 207-304 Shock-Based Causal Inference in Corporate Finance and Accounting Research
by Atanasov, Vladimir & Black, Bernard
- 305-350 Cumulative Prospect Theory, Aggregation, and Pricing
by Ingersoll, Jonathan E.
- 351-398 Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds
by Phillips, Blake & Pukthuanthong, Kantura & Rau, P. Raghavendra
- 399-415 How Should Firms Hedge Market Risk?
by Chowdhry, Bhagwan & Schwartz, Eduardo
- 417-424 No More Weekend Effect
by Robins, Russell P. & Smith, Geoffrey Peter
May 2016, Volume 5, Issue 1
- 1-40 Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration
by Holderness, Clifford G.
- 41-83 Law and Ownership Reexamined
by Holderness, Clifford G.
- 85-128 Uncertainty and Valuations
by Cremers, Martijn & Yan, Hongjun
- 129-134 Uncertainty and Valuations: A Comment
by Pastor, Lubos & Veronesi, Pietro
- 135-163 Market Reactions to Tangible and Intangible Information Revisited
by Gerakos, Joseph & Linnainmaa, Juhani T.
- 165-175 Another Look at Market Responses to Tangible and Intangible Information
by Daniel, Kent & Titman, Sheridan
June 2015, Volume 4, Issue 1
- 1-44 The Cross-section of Expected Stock Returns
by Lewellen, Jonathan
- 45-115 Seasonal Variation in Treasury Returns
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.
- 117-138 A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate
by Greene, Jason T. & Rakowski, David
- 139-148 (Im)Possible Frontiers: A Comment
by Levy, Moshe & Roll, Richard
- 149-155 Always Possible Frontiers
by Ingersoll, Jr., Jonathan E.
- 157-171 Reply to “(Im)Possible Frontiers: A Commentâ€
by Brennan, Thomas J. & Lo, Andrew W.
January 2014, Volume 3, Issue 1
- 1-48 Bank Deregulation and Racial Inequality in America
by Levine, Ross & Rubinstein, Yona & Levkov, Alexey
- 49-83 Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives?
by Smith, Gavin S. & Swan, Peter L.
- 85-97 Institutional Investors and Executive Compensation Redux: A Comment on "Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives"
by Hartzell, Jay C. & Starks, Laura T.
- 99-152 Incentive Contracts are not Rigged by Powerful CEOs
by Wan, Kam-Ming
- 153-190 Compensation Rigging by Powerful CEOs: A Reply and Cross-Sectional Evidence
by Morse, Adair & Nanda, Vikram & Seru, Amit
July 2013, Volume 2, Issue 1
- 1-48 Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
by Cremers, Martijn & Petajisto, Antti & Zitzewitz, Eric
- 049-099 The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares
by Calomiris, Charles W. & Longhofer, Stanley D. & Miles, William
- 101-128 Wealth Effects Revisited 1975-2012
by Case, Karl E. & Quigley, John M. & Shiller, Robert J.
- 131-172 A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond
by Welch, Ivo
- 173-191 Dynamic Corporate Finance is Useful: A Comment on Welch (2013)
by Strebulaev, Ilya A. & Whited, Toni M.
- 193-215 Model Before Measurement
by Hennessy, Christopher A.
January 2012, Volume 1, Issue 1
- 3-58 Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis
by Almeida, Heitor & Campello, Murillo & Laranjeira, Bruno & Weisbenner, Scott
- 59-101 Capital Structure Choices
by Fama, Eugene F. & French, Kenneth R.
- 103-139 Testing Factor-Model Explanations of Market Anomalies
by Daniel, Kent & Titman, Sheridan
- 141-182 The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
by Beeler, Jason & Campbell, John Y.
- 183-221 An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
by Bansal, Ravi & Kiku, Dana & Yaron, Amir
Printed from https://ideas.repec.org/s/now/jnlcfr.html
