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Content
2023, Volume 27, Issue 1
- 1-32 Information in Financial Markets and Its Real Effects
[Which firms follow the market? An analysis of corporate investment decisions]
by Itay Goldstein - 33-77 Search-Based Peer Groups and Commonality in Liquidity
[Asset pricing with liquidity risk]
by Paul Brockman & Dennis Y Chung & Neal M Snow - 79-141 Dissemination, Publication, and Impact of Finance Research: When Novelty Meets Conventionality
[Relative significance of journals, authors, and articles cited in financial research]
by Rui Dai & Lawrence Donohue & Qingyi (Freda) Drechsler & Wei Jiang - 143-188 How Does Human Capital Affect Investing? Evidence from University Endowments
[Political representation and governance: evidence from the investment decisions of public pension funds]
by Matteo Binfarè & Gregory Brown & Robert Harris & Christian Lundblad - 189-222 How Do Options Add Value? Evidence from the Convertible Bond Market
[Discounting and underpricing in seasoned equity offers]
by Inmoo Lee & Rex Wang Renjie & Patrick Verwijmeren - 223-246 Market Timing and Predictability in FX Markets
[Optimal and naive diversification in currency markets]
by Thomas A Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran - 247-287 Small Business Lending in Financial Crises: The Role of Government-Guaranteed Loans
[Firm age, investment opportunities, and job creation]
by John Hackney - 289-323 Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns
[Illiquidity and stock returns: Cross-section and time-series effects]
by Kevin Aretz & Ming-Tsung Lin & Ser-Huang Poon - 325-367 Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium
[Volatility of aggregate volatility and hedge fund returns]
by Tong Wang
2022, Volume 26, Issue 6
- 1309-1313 Sustainable Finance
[A simplemodel of capital market equilibrium with incomplete information]
by Alex Edmans & Marcin Kacperczyk - 1315-1344 Aggregate Confusion: The Divergence of ESG Ratings
[Corporate social responsibility and firm risk: theory and empirical evidence]
by Florian Berg & Julian F Kölbel & Roberto Rigobon - 1345-1388 A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion
[Asset pricing with liquidity risk]
by Olivier David Zerbib - 1389-1432 Do Responsible Investors Invest Responsibly?
[Why and how investors use ESG information: evidence from a global survey]
by Rajna Gibson Brandon & Simon Glossner & Philipp Krueger & Pedro Matos & Tom Steffen - 1433-1468 Asset Prices and Portfolios with Externalities
[Pricedetermination in the EU ETS market: theory and econometric analysis with market fundamentals]
by Steven D. Baker & Burton Hollifield & Emilio Osambela - 1469-1508 Does Money Talk? Divestitures and Corporate Environmental and Social Policies
[The “Wall Street Walk” and Shareholder Activism: Exit as a Form of Voice]
by Nickolay Gantchev & Mariassunta Giannetti & Rachel Li - 1509-1549 Climate Change Risk and the Cost of Mortgage Credit
[Does climate change affect real estate prices? Only if you believe in it]
by Duc Duy Nguyen & Steven Ongena & Shusen Qi & Vathunyoo Sila - 1551-1584 Financial Literacy in the Age of Green Investment
[Evaluating behaviorally motivated policy: experimental evidence from the lightbulb market]
by Anders Anderson & David T Robinson - 1585-1633 Responsible Hedge Funds
[Role of managerial incentives and discretion in hedge fund performance]
by Hao Liang & Lin Sun & Melvyn Teo
2022, Volume 26, Issue 5
- 1051-1072 The Coming Rise in Residential Inflation
[The repeat rent index]
by Marijn A Bolhuis & Judd N L Cramer & Lawrence H Summers - 1073-1100 Comparing Past and Present Inflation
[Supply and demand in disaggregated Keynesian economies with an application to the covid-19 crisis]
by Marijn A Bolhuis & Judd N L Cramer & Lawrence H Summers - 1101-1144 Leverage and Cash Dynamics
[Is cash negative debt? A hedging perspective on corporate financial policies]
by Harry DeAngelo & Andrei S Gonçalves & René M Stulz - 1145-1177 Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds
[Does motivation matter when assessing trade performance? An analysis of mutual funds]
by Susan K Christoffersen & Donald B Keim & David K Musto & Aleksandra Rzeźnik - 1179-1215 Political Beta
[The impact of the 2018 tariffs on prices and welfare]
by Raymond Fisman & April Knill & Sergey Mityakov & Margarita Portnykh - 1217-1239 The Choice of Peers for Relative Performance Evaluation in Executive Compensation
[Peer choice in CEO compensation]
by John Bizjak & Swaminathan Kalpathy & Zhichuan Frank Li & Brian Young - 1241-1265 Anticipating Disagreement in Dynamic Contracting
[An incomplete contracts approach to financial contracting]
by John Y Zhu - 1267-1308 Social Networks and Hedge Fund Activism
[The “Wall Street Walk” and shareholder activism: Exit as a form of voice]
by Yazhou Ellen He & Tao Li
2022, Volume 26, Issue 4
- 751-797 Economic Policy Uncertainty and the Yield Curve
[Pricing the term structure with linear regressions]
by Markus Leippold & Felix Matthys - 799-827 Advertising Arbitrage
[Synchronization risk and delayed arbitrage]
by Sergey Kovbasyuk & Marco Pagano - 829-854 A Wake-Up Call Theory of Contagion
[Asymmetric business cycles: theory and time-series evidence]
by Toni Ahnert & Christoph Bertsch - 855-898 The Characteristics and Portfolio Behavior of Bitcoin Investors: Evidence from Indirect Cryptocurrency Investments
[The investor in structured retail products: advice driven or gambling oriented]
by Andreas Hackethal & Tobin Hanspal & Dominique M Lammer & Kevin Rink - 899-935 Forward Guidance and Corporate Lending
[Measuring euro area monetary policy]
by Manthos D Delis & Sizhe Hong & Nikos Paltalidis & Dennis Philip - 937-969 Do Credit Rating Agencies Influence Elections?
[The economic effects of public financing: evidence from municipal bond ratings recalibration]
by Igor Cunha & Miguel A Ferreira & Rui C Silva - 971-1009 How Important is Affiliation Between Mutual Funds and Distributors for Fund Flows?
[Is unbiased financial advice to retail investors sufficient? Answers from a large field study]
by Bjarne Florentsen & Ulf Nielsson & Peter Raahauge & Jesper Rangvid - 1011-1050 Uniform Mortgage Regulation and Distortion in Capital Allocation
[Loan originations and defaults in the mortgage crisis: the role of the middle class]
by Tim Zhang
2022, Volume 26, Issue 3
- 445-447 Introduction: Special Issue on China I
by Zhiguo He & Yongxiang Wang - 449-486 Going Bankrupt in China
[The politics of foreclosures]
by Bo Li & Jacopo Ponticelli - 487-520 Mortgage Debt, Hand-to-Mouth Households, and Monetary Policy Transmission
[Policy intervention in debt renegotiation: evidence from the home affordable modification program]
by Sumit Agarwa & Yongheng Deng & Quanlin Gu & Jia He & Wenlan Qian & Yuan Ren - 521-559 Political Networks and Stock Price Comovement: Evidence from Network-Connected Firms in China
[Do some outside directors play a political role?]
by Joseph D Piotroski & T J Wong & Tianyu Zhang - 563-593 Investor Attention and Asset Pricing Anomalies
[Synchronization risk and delayed arbitrage]
by Lei Jiang & Jinyu Liu & Lin Peng & Baolian Wang - 595-635 Do Place-Based Policies Promote Local Innovation and Entrepreneurship?
[A model of growth through creative destruction]
by Xuan Tian & Jiajie Xu - 637-672 How Do Individual Politicians Affect Privatization? Evidence from China
[Formal and real authority in organizations]
by Hong Ru & Kunru Zou - 673-719 Language and Domain Specificity: A Chinese Financial Sentiment Dictionary
[The effects of analyst-country institutions on biased research: Evidence from target prices]
by Zijia Du & Alan Guoming Huang & Russ Wermers & Wenfeng Wu - 721-749 Finance Leases: In the Shadow of Banks
[Entrusted loans: a close look at China’s shadow banking system]
by Jeffery (Jinfan) Chang & Ting Yang & Yanping Shi
2022, Volume 26, Issue 2
- 217-255 Momentum, Reversals, and Investor Clientele
[Illiquidity and stock returns: Cross-section and time-series effects]
by Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman - 257-285 Sources of Value Creation in Private Equity Buyouts of Private Firms
[Corporate governance and value creation: Evidence from private equity]
by Jonathan B Cohn & Edith S Hotchkiss & Erin M Towery - 287-317 Third-Party Credit Guarantees and the Cost of Debt: Evidence from Corporate Loans
[Loan guarantees and credit supply]
by Mehdi Beyhaghi - 319-353 The Costs and Benefits of Liquidity Regulations: Lessons from an Idle Monetary Policy Tool
[Crisis resolution and bank liquidity]
by Christopher J Curfman & John Kandrac - 355-405 The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds
[The prediction of corporate bankruptcy: a discriminant analysis]
by Doron Avramov & Tarun Chordia & Gergana Jostova & Alexander Philipov - 407-442 Cancer and Portfolio Choice: Evidence from Norwegian Register Data
[The age of reason: financial decisions over the life cycle and implications for regulation]
by Trond Døskeland & Jens Soerlie Kvaerner - 443-443 Correction to: The TIPS Liquidity Premium
by Martin M Andreasen & Jens H E Christensen & Simon Riddell
2022, Volume 26, Issue 1
- 1-42 Portfolios for Long-Term Investors
[Rare disasters and asset markets in the twentieth century]
by John H Cochrane - 43-77 Secondary Market Transparency and Corporate Bond Issuing Costs
[Asset pricing and the bid–ask spread]
by James Brugler & Carole Comerton-Forde & J Spencer Martin - 79-116 Trading Volume and Time Varying Betas
[Alpha or beta in the eye of the beholder: what drives hedge fund flows?]
by Christopher Hrdlicka - 117-162 Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium
[Pr icing the term structure with linear regressions]
by Stefania D’Amico & N Aaron Pancost - 163-185 Entrepreneur Death and Startup Performance
[The knowledge spillover theory of entrepreneurship]
by Sascha O Becker & Hans K Hvide - 187-216 The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada
[LIBOR manipulation?]
by Robert Clark & Shaoteng Li
2021, Volume 25, Issue 6
- 1639-1675 The TIPS Liquidity Premium
[Decomposing real and nominal yield curves]
by Martin M Andreasen & Jens H E Christensen & Simon Riddell - 1677-1725 Do Country-Level Creditor Protections Affect Firm-Level Debt Structure Concentration?
[Why not a political Coase theorem? Social conflict, commitment, and politics]
by Kose John & Mahsa S Kaviani & Lawrence Kryzanowski & Hosein Maleki - 1727-1772 Disastrous Defaults
[Risk premia and term premia in general equilibrium]
by Christian Gouriéroux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne - 1773-1816 Informed Trading and Momentum in the Corporate Bond Market
[Asset pricing with liquidity risk]
by Lifang Li & Valentina Galvani - 1817-1857 Central Hub M&A Advisors
[Common advisers in mergers and acquisitions: determinants and consequences]
by Alfred Yawson & Huizhong Zhang - 1859-1900 Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume
[Belief dispersion in the stock market]
by Dan Li & Geng Li
2021, Volume 25, Issue 5
- 1339-1363 Experience Effects in Finance: Foundations, Applications, and Future Directions
[X-capm: an extrapolative capital asset pricing model]
by Ulrike Malmendier - 1365-1393 Financing Labor
[Corporate debt maturity and the real effects of the 2007 credit crisis]
by Efraim Benmelech & Nittai Bergman & Amit Seru - 1395-1432 How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach
[Mutual fund’s R2 as predictor of performance]
by Jonathan Reuter & Eric Zitzewitz - 1433-1471 The Active World of Passive Investing
[Mutual fund’s R2 as predictor of performance]
by David Easley & David Michayluk & Maureen O’Hara and Tālis & J Putniņš - 1473-1496 Access to Finance and Job Growth: Firm-Level Evidence across Developing Countries
[Big constraints to small firms’ growth? Business environment and employment growth across firms]
by Meghana Ayyagari & Pedro Juarros & Maria Soledad Martinez Peria & Sandeep Singh - 1499-1545 Hub-and-Spoke Regulation and Bank Leverage
[Inconsistent regulators: evidence from banking]
by Yadav Gopalan & Ankit Kalda & Asaf Manela - 1547-1580 The Dollar Profits to Insider Trading
[Information networks: evidence from illegal insider trading tips]
by Peter Cziraki & Jasmin Gider - 1581-1607 Sovereign Credit Quality and Violations of the Law of One Price
[Asset pricing and the bid-ask spread]
by Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu - 1609-1637 Stress Tests, Entrepreneurship, and Innovation
[Lending implications of U.S. bank stress tests: costs or benefits?]
by Sebastian Doerr
2021, Volume 25, Issue 4
- 937-972 ETF Arbitrage, Non-Fundamental Demand, and Return Predictability
[The equity share in new issues and aggregate stock returns]
by David C Brown & Shaun William Davies & Matthew C Ringgenberg - 973-996 A Theory of Collateral for the Lender of Last Resort
[Imperfect competition in the interbank market for liquidity as a rationale for central banking]
by Dong Beom Choi & João A C Santos & Tanju Yorulmazer - 997-1046 Financial Media, Price Discovery, and Merger Arbitrage
[Who writes the news? Corporate press releases during merger negotiations]
by Matthias M M Buehlmaier & Josef Zechner - 1047-1088 The Role of Internal M&A Teams in Takeovers
[Women in the boardroom and their impact on governance and performance]
by Nihat Aktas & Audra Boone & Alexander Witkowski & Guosong Xu & Burcin Yurtoglu - 1089-1128 The Leverage–Profitability Puzzle Resurrected
[Is cash negative debt? A hedging perspective on corporate financial policies]
by B Espen Eckbo & Michael Kisser - 1129-1210 ADHD Symptoms and Financial Distress
[Behavioral problems and competencies reported by parents of normal and disturbed children aged four through sixteen]
by Chi Liao - 1211-1259 “Sorry, We're Closed” Bank Branch Closures, Loan Pricing, and Information Asymmetries
[Distance and private information in lending]
by Diana Bonfim & Gil Nogueira & Steven Ongena - 1261-1298 Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity
[Does realized skewness predict the cross-section of equity returns?]
by Peter Christoffersen & Bruno Feunou & Yoontae Jeon & Chayawat Ornthanalai - 1299-1336 New Mortgage Lenders and the Housing Market
[Loan originations and defaults in the mortgage crisis: the role of the middle class]
by Nikodem Szumilo - 1337-1337 Erratum to: ADHD Symptoms and Financial Distress
by Chi Liao
2021, Volume 25, Issue 3
- 595-627 Learning from Feedback: Evidence from New Ventures
[Large sample properties of matching estimators for average treatment effects]
by Sabrina T Howell - 629-667 The Externalities of Corruption: Evidence from Entrepreneurial Firms in China
by Mariassunta Giannetti & Guanmin Liao & Jiaxing You & Xiaoyun Yu - 669-711 Intellectual Property Protection and Financial Markets: Patenting versus Secrecy
by Nishant Dass & Vikram Nanda & Haemin Dennis Park & Steven Chong Xiao - 713-743 Bank of Japan Equity Purchases: The (Non-)Effects of Extreme Quantitative Easing
[Whatever it takes: the real effects of unconventional monetary policy]
by Ben Charoenwong & Randall Morck & Yupana Wiwattanakantang - 745-775 More is Less: Publicizing Information and Market Feedback
[Illiquidity and stock returns: cross-section and time-series effects]
by Andrew Bird & Stephen A Karolyi & Thomas G Ruchti & Phong Truong - 777-818 Equilibrium Asset Pricing in Directed Networks
[Risk premia and term premia in general equilibrium]
by Nicole Branger & Patrick Konermann & Christoph Meinerding & Christian Schlag - 819-861 Managing Liquidity in Production Networks: The Role of Central Firms
[, and Ferrell A. (2009): What matters corporate governance?]
by Janet Gao - 863-902 Is Currency Risk Priced in Global Equity Markets?
[Exposure to currency risk: definition and measurement]
by George Andrew Karolyi & Ying Wu - 903-935 Spillovers in Prices: The Curious Case of Haunted Houses
[Fire sales and house prices: evidence from estate sales due to sudden death]
by Utpal Bhattacharya & Daisy Huang & Kasper Meisner Nielsen
2021, Volume 25, Issue 2
- 235-274 Gender Dynamics in Crowdfunding (Kickstarter): Evidence on Entrepreneurs, Backers, and Taste-Based Discrimination
[Women on the verge of a breakthrough: networking among entrepreneurs in the United States and Italy]
by Hadar Gafni & Dan Marom & Alicia Robb & Orly Sade - 275-324 Tradeoff Theory and Leverage Dynamics of High-Frequency Debt Issuers
[The leverage ratchet effect]
by B Espen Eckbo & Michael Kisser - 325-364 First Impression Bias: Evidence from Analyst Forecasts
[Biased beliefs, asset prices, and investment: a structural approach]
by David Hirshleifer & Ben Lourie & Thomas G Ruchti & Phong Truong - 365-402 The Persistence of Fee Dispersion among Mutual Funds
[The emerging landscape of retail e-commerce]
by Michael J Cooper & Michael Halling & Wenhao Yang - 403-447 Improving Access to Banking: Evidence from Kenya
[A matter of experience? Understanding the decline in group lending]
by Franklin Allen & Elena Carletti & Robert Cull & Jun QJ Qian & Lemma Senbet & Patricio Valenzuela - 449-484 Value Return Predictability across Asset Classes and Commonalities in Risk Premia
[Financial intermediaries and the cross-section of asset returns]
by Fahiz Baba Yara & Martijn Boons & Andrea Tamoni - 485-517 What Constrains Liquidity Provision? Evidence from Institutional Trades
[Illiquidity and stock returns: cross-section and time-series effects]
by Efe Çötelioğlu & Francesco Franzoni & Alberto Plazzi - 519-559 What Drives Global Lending Syndication? Effects of Cross-Country Capital Regulation Gaps
[Do strict capital requirements raise the cost of capital? Bank regulation, capital structure, and the low-risk anomaly]
by Janet Gao & Yeejin Jang - 561-593 Fintech for the Poor: Financial Intermediation Without Discrimination
[Predatory lending and the subprime crisis]
by Prasanna Tantri
2021, Volume 25, Issue 1
- 1-41 An Augmented q-Factor Model with Expected Growth
[Abnormal returns to a fundamental analysis strategy]
by Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang - 43-84 Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE
[Whatever it takes: the real effects of unconventional monetary policy]
by Óscar Arce & Sergio Mayordomo & Ricardo Gimeno - 85-120 Sentiment in Central Banks’ Financial Stability Reports
by Ricardo Correa & Keshav Garud & Juan M Londono & Nathan Mislang - 121-152 Credit Default Swaps and Bank Regulatory Capital
[Securitization without risk transfer]
by Chenyu Shan & Dragon Yongjun Tang & Hong Yan & Xing (Alex) Zhou - 153-187 Default Option Exercise over the Financial Crisis and beyond
[Predatory lending and the subprime crisis]
by Xudong An & Yongheng Deng & Stuart A Gabriel - 189-233 The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds
[Large sample properties of matching estimators for average treatment effects]
by Juha Joenväärä & Robert Kosowski
2020, Volume 24, Issue 6
- 1159-1201 Does the Market Correctly Value Investment Options?
by Evgeny Lyandres & Egor Matveyev & Alexei Zhdanov - 1203-1235 What Do Short Sellers Know?
by Ekkehart Boehmer & Charles M Jones & Juan (Julie) Wu & Xiaoyan Zhang - 1237-1270 Global Risks in the Currency Market
by George Panayotov - 1271-1311 The Duration Puzzle in Life-Cycle Investment
by Servaas van Bilsen & Ilja A Boelaars & A. Lans Bovenberg - 1313-1355 Forecasting the Equity Premium: Mind the News!
by Philipp Adämmer & Rainer A Schüssler
2020, Volume 24, Issue 5
- 961-996 Asymmetric Information and the Pecking (Dis)Order
by Paolo Fulghieri & Diego García & Dirk Hackbarth - 997-1037 Local Bankruptcy and Geographic Contagion in the Bank Loan Market
by Jawad M Addoum & Alok Kumar & Nhan Le & Alexandra Niessen-Ruenzi - 1039-1077 Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions
by Prachi Deuskar & Nitin Kumar & Jeramia Allan Poland - 1079-1106 Regulatory Certification, Risk Factor Disclosure, and Investor Behavior
by Ruben Cox & Peter de Goeij - 1107-1158 Earnings Belief Risk and the Cross-Section of Stock Returns
by Rajna Gibson Brandon & Songtao Wang
2020, Volume 24, Issue 4
- 733-772 Corporate Governance in China: A Survey
[The role of boards of directors in corporate governance: a conceptual framework and survey]
by Fuxiu Jiang & Kenneth A Kim - 773-811 Internal Capital Markets in Times of Crisis: The Benefit of Group Affiliation
[Real effects of the sovereign debt crisis in Europe: evidence from syndicated loans]
by Raffaele Santioni & Fabio Schiantarelli & Philip E Strahan - 813-846 Margin Trading and Comovement During Crises
[Connected stocks]
by Bige Kahraman & Heather Tookes - 847-889 How Do Internal Capital Markets Work? Evidence from the Great Recession
[Synthetic control methods for comparative case studies: estimating the effect of California’s tobacco control program]
by David Buchuk & Borja Larrain & Mounu Prem & Francisco Urzúa Infante - 891-928 Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services
[Interim news and the role of proxy voting advice]
by Paul M Guest & Marco Nerino - 929-959 Reaching for Yield in the ABS Market: Evidence from German Bank Investments
[Causes of the financial crisis]
by Matthias Efing
2020, Volume 24, Issue 3
- 497-528 Revenge of the Steamroller: ABCP as a Window on Risk Choices
by Carlos Arteta & Mark Carey & Ricardo Correa & Jason Kotter - 529-578 Loan Officer Incentives, Internal Rating Models, and Default Rates
by Tobias Berg & Manju Puri & Jörg Rocholl - 579-613 How Rational and Competitive Is the Market for Mutual Funds?
by Markus Leippold & Roger Rueegg - 615-646 Attention for the Inattentive: Positive Effects of Negative Financial Shocks
by Paige Ouimet & Geoffrey Tate - 647-675 Shuffling through the Bargain Bin: Real-Estate Holdings of Public Firms
by Irem Demirci & Umit G Gurun & Erkan Yönder - 677-731 Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds
by Teodor Dyakov & Hao Jiang & Marno Verbeek
2020, Volume 24, Issue 2
- 263-304 One Central Bank to Rule Them All
by Francesca Brusa & Pavel Savor & Mungo Wilson - 305-344 Managerial Short-Termism and Investment: Evidence from Accelerated Option Vesting
by Tomislav Ladika & Zacharias Sautner - 345-379 Yield Spreads and the Corporate Bond Rollover Channel
by Florian Nagler - 381-413 Financial Loss Aversion Illusion
by Christoph Merkle - 415-451 The Effect of Public Spending on Private Investment
by Taehyun Kim & Quoc H Nguyen - 453-495 Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer
by Christoph Basten
2020, Volume 24, Issue 1
- 1-43 Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation
[A theory of systemic risk and design of prudential bank regulation]
by Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens - 45-98 Specification Analysis of Structural Credit Risk Models
[Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy]
by Jing-Zhi Huang & Zhan Shi & Hao Zhou - 99-128 The Failure of a Clearinghouse: Empirical Evidence
[Counterparty risk externality: centralized versus over-the-counter markets]
by Vincent Bignon & Guillaume Vuillemey - 129-161 Optimal Supervisory Architecture and Financial Integration in a Banking Union
[Is the international convergence of capital adequacy regulation desirable?]
by Jean-Edouard Colliard - 163-187 Collateral Shocks and Corporate Employment
[House prices, collateral, and self-employment]
by Nuri Ersahin & Rustom M Irani - 189-225 Follow the Leader: Using the Stock Market to Uncover Information Flows between Firms
[Trade credit and cross-country predictable firm returns]
by Anna Scherbina & Bernd Schlusche - 227-262 Mood, Memory, and the Evaluation of Asset Prices
[Option pricing by students and professional traders: a behavioural investigation]
by Aaron L Bodoh-Creed
2019, Volume 23, Issue 6
- 1031-1068 Governance under the Gun: Spillover Effects of Hedge Fund Activism
by Nickolay Gantchev & Oleg R Gredil & Chotibhak Jotikasthira - 1069-1078 The Value of Systemic Unimportance: The Case of MetLife
by Christopher Naubert & Linda L Tesar - 1079-1114 “Forgive but Not Forget”: The Behavior of Relationship Banks When Firms Are in Distress
by Larissa Schäfer - 1115-1154 In the Path of the Storm: Does Distress Risk Cause Industrial Firms to Risk-Shift?
by Kevin Aretz & Shantanu Banerjee & Oksana Pryshchepa - 1155-1180 Can Creditor Bail-in Trigger Contagion? The Experience of an Emerging Market
by Roy Havemann
2019, Volume 23, Issue 5
- 855-892 Credit Market Competition and Liquidity Crises
by Elena Carletti & Agnese Leonello - 893-933 Collective Action and Governance Activism
by Craig Doidge & Alexander Dyck & Hamed Mahmudi & Aazam Virani - 935-959 Political Borders and Bank Lending in Post-Crisis America
by Matthieu Chavaz & Andrew K Rose - 961-991 Social Norms and Household Savings Rates in China
by Yvonne Jie Chen & Zhiwu Chen & Shijun He - 993-1029 Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum
by Stefan Avdjiev & Előd Takáts
2019, Volume 23, Issue 4
- 697-743 Are US Industries Becoming More Concentrated?
by Gustavo Grullon & Yelena Larkin & Roni Michaely - 745-775 Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area
by Marcel Fratzscher & Malte Rieth - 777-799 Asymmetric Volatility Risk: Evidence from Option Markets
by Jens Jackwerth & Grigory Vilkov - 801-830 How Does Learning and Education Help to Overcome the Disposition Effect?
by Tarvo Vaarmets & Kristjan Liivamägi & Tõnn Talpsepp - 831-853 Capital Regulation and Bank Deposits
by Stefan Arping
2019, Volume 23, Issue 3
- 471-511 Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?
by Sudheer Chava & Rohan Ganduri & Chayawat Ornthanalai - 513-556 Renegotiation Frictions and Financial Distress Resolution: Evidence from CDS Spreads
by Murillo Campello & Tomislav Ladika & Rafael Matta - 557-597 Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads
by Krista Schwarz - 599-628 Asset Growth and Stock Market Returns: A Time-Series Analysis
by Quan Wen - 629-658 The Transmission of Bank Liquidity Shocks: Evidence from House Prices
by H Özlem Dursun-de Neef - 659-695 Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt
by Brent W Ambrose & Thomas Emmerling & Henry H Huang & Yildiray Yildirim
2019, Volume 23, Issue 2
- 279-323 Labor and Capital Dynamics under Financing Frictions
by Ryan Michaels & T Beau Page & Toni M Whited - 325-361 Did You See What I Saw? Interpreting Others’ Forecasts When Their Information Is Unknown
by Anthony M Kwasnica & Raisa Velthuis & Jared Williams - 363-395 Economic Links and Cross-Predictability of Stock Returns: Evidence from Characteristic-Based “Styles”
by Sebastian Müller - 397-437 To See Is to Know: Simultaneous Display of Market Data for Retail Investors
by Hedi Benamar - 439-470 Political Uncertainty and Cross-Border Acquisitions
by Chunfang Cao & Xiaoyang Li & Guilin Liu
2019, Volume 23, Issue 1
- 1-35 Which Factors?
by Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang - 37-74 The Personal Wealth Interests of Politicians and Government Intervention in the Economy
by Ahmed Tahoun & Laurence van Lent - 75-116 How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina
by Ulrich Schüwer & Claudia Lambert & Felix Noth - 117-160 The Effects of Horizontal Merger Operating Efficiencies on Rivals, Customers, and Suppliers
by Gennaro Bernile & Evgeny Lyandres - 161-198 Exploring Mispricing in the Term Structure of CDS Spreads
by Robert Jarrow & Haitao Li & Xiaoxia Ye & May Hu - 199-243 Can Socially Responsible Firms Survive Competition? An Analysis of Corporate Employee Matching Grant Schemes
by Ning Gong & Bruce D Grundy - 245-277 Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits
by Dongmin Kong & Chen Lin & Shasha Liu
2018, Volume 22, Issue 6
- 1975-2007 Complex Mortgages
[Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization]
by Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong - 2009-2036 Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading
[Two methods of reducing overconfidence]
by Itzhak Ben-David & Justin Birru & Viktor Prokopenya - 2037-2071 Who Wins When Exchanges Compete?* Evidence from Competition after Euro Conversion
[Equity returns and integration: is Europe changing?]
by Kathryn L Dewenter & Xi Han & Jennifer L Koski - 2073-2108 Regional Inflation, Banking Integration, and Dollarization
[On the unstable relationship between exchange rates and macroeconomic fundamentals]
by Martin Brown & Ralph De Haas & Vladimir Sokolov - 2109-2137 The Credit Card Debt Puzzle and Noncognitive Ability
[Wealth accumulation and the propensity to plan]
by Hwan-sik Choi & Ron A Laschever
2018, Volume 22, Issue 5
- 1631-1665 A Theory of Costly Sequential Bidding
[Strategic jump bidding in English auctions]
by Kent D Daniel & David Hirshleifer - 1667-1704 Indirect Costs of Financial Distress and Bankruptcy Law: Evidence from Trade Credit and Sales
[Bankruptcy codes and innovations]
by Zacharias Sautner & Vladimir Vladimirov - 1705-1736 Are Some Clients More Equal Than Others? An Analysis of Asset Management Companies’ Execution Costs
[An analysis of trade-size clustering and its relation to stealth trading]
by Azi Ben-Rephael & Ryan D Israelsen - 1737-1762 Housing Habits and Their Implications for Life-Cycle Consumption and Investment
[The evolution of homeownership rates in selected OECD countries: demographic and public policy influences]
by Holger Kraft & Claus Munk & Sebastian Wagner - 1763-1805 Leverage, CEO Risk-Taking Incentives, and Bank Failure during the 2007–10 Financial Crisis
[Endogenous matching and the empirical determinants of contract form]
by Patricia Boyallian & Pablo Ruiz-Verdú - 1807-1840 Shareholder Conflicts and Dividends
[A theory of dividends based on tax clienteles]
by Janis Berzins & Øyvind Bøhren & Bogdan Stacescu - 1841-1876 Skewness, Individual Investor Preference, and the Cross-section of Stock Returns
[Illiquidity and stock returns: cross-section and time-series effects]
by Tse-Chun Lin & Xin Liu - 1877-1909 Do FOMC Actions Speak Loudly? Evidence from Corporate Bond Credit Spreads
[Communication and monetary policy]
by Siamak Javadi & Ali Nejadmalayeri & Timothy L Krehbiel - 1911-1947 Fund Flows, Manager Changes, and Performance Persistence
[Does motivation matter when assessing trade performance? An analysis of mutual funds]
by Wolfgang Bessler & David Blake & Peter Lückoff & Ian Tonks - 1949-1973 Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios
[Illiquidity and stock returns: cross-section and time-series effects]
by Andrew Detzel & Jack Strauss
2018, Volume 22, Issue 4
- 1251-1289 Labor Representation in Governance as an Insurance Mechanism
by E Han Kim & Ernst Maug & Christoph Schneider - 1291-1334 Liquidity Flows in Interbank Networks
by Fabio Castiglionesi & Mario Eboli - 1335-1373 Do Exposures to Sagging Real Estate, Subprime, or Conduits Abroad Lead to Contraction and Flight to Quality in Bank Lending at Home?
by Steven Ongena & Günseli Tümer–Alkan & Natalja von Westernhagen - 1375-1411 The Effects of Investment Bank Rankings: Evidence from M&A League Tables
by François Derrien & Olivier Dessaint - 1413-1440 Corporate Bond Trading on a Limit Order Book Exchange
by Menachem Meni Abudy & Avi Wohl - 1441-1467 Common Factors, Information, and Holdings Dispersion
by Patrice Fontaine & Sonia Jimenez-Garcès & Mark S Seasholes - 1469-1514 A Measure of Pure Home Bias
by Ian A Cooper & Piet Sercu & Rosanne Vanpée - 1515-1548 Tournament Incentives and Firm Innovation
by Carl Hsin-han Shen & Hao Zhang - 1549-1579 Variance-of-Variance Risk Premium
by Andreas Kaeck - 1581-1604 Does Competition Affect Truth Telling? An Experiment with Rating Agencies
by Jean Paul Rabanal & Olga A Rud - 1605-1629 Media Coverage and Stock Returns on the London Stock Exchange, 1825–70
by John D Turner & Qing Ye & Clive B Walker