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Content
2023, Volume 36, Issue 2
- 409-449 The Value of Differing Points of View: Evidence from Financial Analysts’ Geographic Diversity
[Geographic diffusion of accounting information, analyst behavior, and return predictability]
by William C Gerken & Marcus O Painter & Itay Goldstein - 450-500 Echo Chambers
[Is all that talk just noise? The information content of internet stock message boards]
by J Anthony Cookson & Joseph E Engelberg & William Mullins & Itay Goldstein - 501-533 Recommendations with Feedback
[Platforms, power, and promotion: Evidence from Spotify playlists]
by Ganesh Iyer & Gustavo Manso & Itay Goldstein - 534-570 Financial Market Ethics
[History, expectations, and leadership in the evolution of social norms]
by David Easley & Maureen O’Hara & Itay Goldstein - 571-614 Simultaneous Multilateral Search
[Forced selling of fallen angels]
by Sergei Glebkin & Bart Zhou Yueshen & Ji Shen & Itay Goldstein - 615-677 OTC Intermediaries
[Systemic risk and stability in financial networks]
by Andrea L Eisfeldt & Bernard Herskovic & Sriram Rajan & Emil Siriwardane & Ralph Koijen - 678-732 From Market Making to Matchmaking: Does Bank Regulation Harm Market Liquidity?
[Market liquidity after the financial crisis]
by Gideon Saar & Jian Sun & Ron Yang & Haoxiang Zhu & Itay Goldstein - 733-774 The Effects of Capital Requirements on Good and Bad Risk-Taking
[Government guarantees and financial stability]
by N Aaron Pancost & Roberto Robatto & Itay Goldstein - 775-813 Trade Credit and the Transmission of Unconventional Monetary Policy
[Who benefits from the corporate QE? A regression discontinuity design approach]
by Manuel Adelino & Miguel A Ferreira & Mariassunta Giannetti & Pedro Pires - 814-858 Counterparty Risk: Implications for Network Linkages and Asset Prices
[Network centrality and the cross section of stock returns]
by Fotis Grigoris & Yunzhi Hu & Gill Segal & Ralph Koijen
2022, Volume 35, Issue 12
- 5275-5286 New Perspectives on Insurance
[The value of ignoring risk: Competition between better informed insurers]
by Ralph S J Koijen & Motohiro Yogo - 5287-5333 Trust and Insurance Contracts
[Regulation and distrust]
by Nicola Gennaioli & Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer - 5334-5386 Conflicting Interests and the Effect of Fiduciary Duty: Evidence from Variable Annuities
[Deregulators must follow the law, so regulators will too]
by Mark Egan & Shan Ge & Johnny Tang - 5387-5437 Can Risk Be Shared across Investor Cohorts? Evidence from a Popular Savings Product
[Les chiffres du marché français de la banque et de l’assurance]
by Johan Hombert & Victor Lyonnet - 5438-5482 Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Removing Capital Requirements for an Asset Class
[The Risk-Adjusted Cost of Financial Distress]
by Bo Becker & Marcus M Opp & Farzad Saidi - 5483-5534 Insurers as Asset Managers and Systemic Risk
[Measuring systemic risk]
by Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner - 5535-5595 Unemployment Insurance as a Subsidy to Risky Firms
[Anticipated unemployment, temporary layoffs, and compensating wage differentials]
by Bernardus Van Doornik & Dimas Fazio & David Schoenherr & Janis Skrastins
2022, Volume 35, Issue 11
- 4859-4901 The Rise of Finance Companies and FinTech Lenders in Small Business Lending
[Securitization without risk transfer]
by Manasa Gopal & Philipp Schnabl - 4902-4947 Why Do Firms Borrow Directly from Nonbanks?
[Inconsistent regulators: Evidence from banking]
by Sergey Chernenko & Isil Erel & Robert Prilmeier - 4948-4984 Small Bank Lending in the Era of Fintech and Shadow Banks: A Sideshow?
[Securitization without risk transfer]
by Taylor A Begley & Kandarp Srinivasan - 4985-5024 When FinTech Competes for Payment Flows
[Benefits of relationship banking: Evidence from consumer credit markets]
by Christine A Parlour & Uday Rajan & Haoxiang Zhu - 5025-5056 The Good, the Bad, and the Missed Boom
[Financial fragility, liquidity, and asset prices]
by Enrico Perotti & Magdalena Rola-Janicka - 5057-5093 Macroeconomic Attention and Announcement Risk Premia
[Optimal inattention to the stock market]
by Adlai Fisher & Charles Martineau & Jinfei Sheng - 5094-5126 Decision Weights for Experimental Asset Prices Based on Visual Salience
[Biasing simple choices by manipulating relative visual attention]
by Devdeepta Bose & Henning Cordes & Sven Nolte & Judith Christiane Schneider & Colin Farrell Camerer - 5127-5184 Risk Price Variation: The Missing Half of Empirical Asset Pricing
[Financial intermediaries and the cross-section of asset returns]
by Andrew J Patton & Brian M Weller - 5185-5227 Covered Interest Parity Arbitrage
[Arbitrage in the foreign exchange market: Turning on the microscope]
by Dagfinn Rime & Andreas Schrimpf & Olav Syrstad - 5228-5274 Global Portfolio Rebalancing and Exchange Rates
[Risk appetite and exchange rates]
by Nelson Camanho & Harald Hau & Hélène Rey
2022, Volume 35, Issue 10
- 4425-4473 Credit Ratings and Market Information
[Rumor has it: Sensationalism in financial media]
by Alessio Piccolo & Joel Shapiro - 4474-4517 Acquiring Innovation under Information Frictions
[Radical and incremental innovation: The roles of firms, managers, and innovators]
by Murat Alp Celik & Xu Tian & Wenyu Wang - 4518-4560 Can Environmental Policy Encourage Technical Change? Emissions Taxes and R&D Investment in Polluting Firms
[The environment and directed technical change]
by James R Brown & Gustav Martinsson & Christian Thomann - 4561-4586 Zombies at Large? Corporate Debt Overhang and the Macroeconomy
[A new database of financial reforms]
by Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M Taylor - 4587-4629 Sovereign Risk, Currency Risk, and Corporate Balance Sheets
[Foreign currency borrowing of corporations as carry trades: Evidence from india]
by Wenxin Du & Jesse Schreger - 4630-4673 Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
[Liquidity Risk of Corporate Bond Returns: Conditional Approach]
by Zhiguo He & Paymon Khorrami & Zhaogang Song - 4674-4711 Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity
[An index of Treasury market liquidity]
by Yiming Ma & Kairong Xiao & Yao Zeng - 4712-4755 Order Flows and Financial Investor Impacts in Commodity Futures Markets
[Limits to arbitrage and hedging: Evidence from commodity markets]
by Mark J Ready & Robert C Ready - 4756-4801 The Market Risk Premium for Unsecured Consumer Credit Risk
[Securitization without risk transfer]
by Matthias Fleckenstein & Francis A Longstaff - 4802-4857 Consuming Dividends
[Dynamic spending responses to wealth shocks: Evidence from quasi-lotteries on the stock market]
by Konstantin Bräuer & Andreas Hackethal & Tobin Hanspal
2022, Volume 35, Issue 9
- 3973-4015 Does Career Risk Deter Potential Entrepreneurs?
[House prices, collateral, and self-employment]
by Joshua D Gottlieb & Richard R Townsend & Ting Xu - 4016-4054 Countercyclical Labor Income Risk and Portfolio Choices over the Life Cycle
[How do household portfolio shares vary with age?]
by Sylvain Catherine - 4055-4104 An Analytic Framework for Interpreting Investment Regressions in the Presence of Financial Constraints
[Optimal investment under uncertainty]
by Andrew B Abel & Stavros Panageas - 4105-4151 Group-Managed Real Options
[Social mobility and stability of democracy: Reevaluating de Tocqueville]
by Lorenzo Garlappi & Ron Giammarino & Ali Lazrak - 4152-4200 Can Corporate Debt Foster Innovation and Growth?
[Innovation, reallocation and growth]
by Thomas Geelen & Jakub Hajda & Erwan Morellec - 4201-4248 The Geography of Value Creation
[Speed 2.0: Evaluating access to universal digital highways]
by Casey Dougal & Christopher A Parsons & Sheridan Titman - 4249-4299 Product Life Cycles in Corporate Finance
[How q and cash flow affect investment without frictions: An analytic explanation]
by Gerard Hoberg & Vojislav Maksimovic - 4300-4340 Competition Links and Stock Returns
[Shared analyst coverage: Unifying momentum spillover effects]
by Assaf Eisdorfer & Kenneth Froot & Gideon Ozik & Ronnie Sadka - 4341-4386 What Moves Stock Prices? The Roles of News, Noise, and Information
[A theory of intraday patterns: Volume and price variability]
by Jonathan Brogaard & Thanh Huong Nguyen & Talis J Putnins & Eliza Wu - 4387-4422 Beyond Home Bias: International Portfolio Holdings and Information Heterogeneity
[A noisy rational expectations equilibrium for multi-asset securities markets]
by Filippo De Marco & Marco Macchiavelli & Rosen Valchev
2022, Volume 35, Issue 8
- 3525-3573 Housing Consumption and Investment: Evidence from Shared Equity Mortgages
[The anatomy of the transmission of macroprudential policies]
by Matteo Benetton & Philippe Bracke & João F Cocco & Nicola Garbarinoifo - 3574-3616 The Real Effects of Secondary Market Trading Structure: Evidence from the Mortgage Market
[How do mortgage refinances affect debt, default, and spending? Evidence from HARP]
by Yesol Huh & You Suk Kim - 3617-3665 Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters
[‘Changes in us family finances from 2007 to 2010: Evidence from the survey of consumer finances’]
by Amine Ouazad & Matthew E Kahn - 3666-3709 Going Underwater? Flood Risk Belief Heterogeneity and Coastal Home Price Dynamics
[Bubbles and crashes]
by Laura A Bakkensen & Lint Barrage - 3710-3741 Subjective Bond Returns and Belief Aggregation
[Persistence in forecasting performance and conditional combination strategies]
by Andrea Buraschi & Ilaria Piatti & Paul Whelan - 3742-3776 Public Debt, Consumption Growth, and the Slope of the Term Structure
[Downward wage rigidity and business cycle asymmetries]
by Thien T Nguyen - 3777-3822 The Return Expectations of Public Pension Funds
[From the horse’s mouth: Economic conditions and investor expectations of risk and return]
by Aleksandar Andonov & Joshua D Rauh - 3823-3866 Do Investment-Based Models Explain Equity Returns? Evidence from Euler Equations
[Forthcoming. Decomposing firm value]
by Stefanos Delikouras & Robert F Dittmar - 3867-3921 The Oligopoly Lucas Tree
[Political sentiment and predictable returns]
by Winston Wei Dou & Yan Ji & Wei Wu - 3922-3973 Understanding Cash Flow Risk
[A unified model of investment under uncertainty]
by Sebastian Gryglewicz & Loriano Mancini & Erwan Morellec & Enrique Schroth & Philip Valta
2022, Volume 35, Issue 7
- 3101-3138 Where Has All the Data Gone?
[A noisy rational expectations equilibrium for multi-asset securities markets]
by Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran - 3139-3174 Markets versus Mechanisms
[Security design with investor private information]
by Raphael Boleslavsky & Christopher A Hennessy & David L Kelly - 3175-3230 The Equilibrium Consequences of Indexing
[A noisy rational expectations equilibrium for multi-asset securities markets]
by Philip Bond & Diego García - 3231-3271 Crowded Trades and Tail Risk
[Risks and portfolio decisions involving hedge funds]
by Gregory W Brown & Philip Howard & Christian T Lundblad - 3272-3302 Comomentum: Inferring Arbitrage Activity from Return Correlations
[Bubbles and crashes]
by Dong Lou & Christopher Polk - 3303-3336 The Momentum Gap and Return Predictability
[One brief shining moment(um): Past momentum performance and momentum reversals]
by Simon Huang - 3337-3372 How Global Is Your Mutual Fund? International Diversification from Multinationals
[Information costs and home bias: An analysis of US holdings of foreign equities]
by Irem Demirci & Miguel A Ferreira & Pedro Matos & Clemens Sialm - 3373-3417 Corporate ESG Profiles and Banking Relationships
[Competition and the structure of vertical relationships in capital markets]
by Joel F Houston & Hongyu Shan - 3418-3466 The Relationship Dilemma: Why Do Banks Differ in the Pace at Which They Adopt New Technology?
[Banking the unbanked: Measuring the success of JDY]
by Prachi Mishra & Nagpurnanand Prabhala & Raghuram G Rajan - 3467-3524 Short-Termism Spillovers from the Financial Industry
[The network origins of aggregate fluctuations]
by Andrew Bird & Aytekin Ertan & Stephen A Karolyi & Thomas G Ruchti
2022, Volume 35, Issue 6
- 2667-2704 The Use and Misuse of Patent Data: Issues for Finance and Beyond
[Do hostile takeovers stifle innovation? Evidence from antitakeover legislation and corporate patenting]
by Josh Lerner & Amit Seru - 2705-2742 Quick or Broad Patents? Evidence from U.S. Startups
[The patent troll: Benign middleman or stick-up artist?]
by Deepak Hegde & Alexander Ljungqvist & Manav Raj - 2743-2789 Social Proximity to Capital: Implications for Investors and Firms
[Innovation and institutional ownership]
by Theresa Kuchler & Yan Li & Lin Peng & Johannes Stroebel & Dexin Zhou - 2790-2838 Ratings-Driven Demand and Systematic Price Fluctuations
[Abnormal returns to a fundamental analysis strategy]
by Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song - 2839-2878 The Party Structure of Mutual Funds
[What Matters in Corporate Governance]
by Ryan Bubb & Emiliano M Catan - 2879-2927 The Life Cycle Effects of Corporate Takeover Defenses
[Understanding the relationship between founder–CEOs and firm performance]
by William C Johnson & Jonathan M Karpoff & Sangho Yi - 2928-2980 Outraged by Compensation: Implications for Public Pension Performance
[Pension fund asset allocation and liability discount rates]
by Alexander Dyck & Paulo Manoel & Adair Morse - 2981-3020 A Fistful of Dollars: Financial Incentives, Peer Information, and Retirement Savings
[Financial literacy and retirement preparation in the Netherlands]
by Rob Bauer & Inka Eberhardt & Paul Smeets - 3021-3059 Consumption Imputation Errors in Administrative Data
[Consistency between household-level consumption data from registers and surveys]
by Scott R Baker & Lorenz Kueng & Steffen Meyer & Michaela Pagel - 3060-3099 Capital Spillover, House Prices, and Consumer Spending: Quasi-Experimental Evidence from House Purchase Restrictions
[House prices, collateral, and self-employment]
by Yinglu Deng & Li Liao & Jiaheng Yu & Yu Zhang
2022, Volume 35, Issue 5
- 2101-2143 The Cross-Section of Bank Value
[Should banks be diversified? Evidence from individual bank loan portfolios]
by Mark Egan & Stefan Lewellen & Adi Sunderam - 2144-2189 Intermediaries and Asset Prices: International Evidence since 1870
[Financial intermediaries and the cross-section of asset returns]
by Matthew Baron & Tyler Muir - 2190-2245 Asset Pricing with Fading Memory
[Internal rationality, imperfect market knowledge and asset prices]
by Stefan Nagel & Zhengyang Xu - 2246-2307 A Model of Two Days: Discrete News and Asset Prices
[Risk preferences and the macroeconomic announcement premium]
by Jessica A Wachter & Yicheng Zhu - 2308-2344 Monetary Policy Risk: Rules versus Discretion
[Risk premia and term premia in general equilibrium]
by David K Backus & Mikhail Chernov & Stanley E Zin & Irina Zviadadze - 2345-2385 Volatility Risk Pass-Through
[The dynamics of risk-sensitive allocations]
by Riccardo Colacito & Mariano M Croce & Yang Liu & Ivan Shaliastovich - 2386-2427 Foreign Exchange Volume
[Beauty contests and iterated expectations in asset markets]
by Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno - 2428-2463 Can Shorts Predict Returns? A Global Perspective
[The role of institutional investors in voting: Evidence from the securities lending market]
by Ekkehart Boehmer & Zsuzsa R Huszár & Yanchu Wang & Xiaoyan Zhang & Xinran Zhang - 2464-2524 Credit Default Swaps around the World
[A Pyrrhic victory? Bank bailouts and sovereign credit risk]
by Söhnke M Bartram & Jennifer Conrad & Jongsub Lee & Marti G Subrahmanyam - 2525-2569 A Theory of Liquidity Spillover between Bond and CDS Markets
[An interview with Vanguard’s Sam Priyadarshi. MarketVoice, FIA]
by Batchimeg Sambalaibat - 2570-2624 Exchange Competition, Entry, and Welfare
[Optimal inattention to the stock market with information costs and transactions costs]
by Giovanni Cespa & Xavier Vives - 2625-2666 Dark Pool Trading and Information Acquisition
[Tests of analysts’ overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior]
by Jonathan Brogaard & Jing Pan
2022, Volume 35, Issue 4
- 1597-1642 Managing Households’ Expectations with Unconventional Policies
[The age of reason: Financial decisions over the life cycle and implications for regulation]
by Francesco D’Acunto & Daniel Hoang & Michael Weber - 1643-1681 Biased by Choice: How Financial Constraints Can Reduce Financial Mistakes
[Made poorer by choice: Worker outcomes in social security vs. private retirement accounts]
by Rawley Z Heimer & Alex Imas - 1682-1722 Extrapolative Bubbles and Trading Volume
[Wealth redistribution in bubbles and crashes]
by Jingchi Liao & Cameron Peng & Ning Zhu - 1723-1774 What Do Mutual Fund Investors Really Care About?
[Systematic mistakes in the mortgage market and lack of financial sophistication]
by Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song - 1775-1812 Distortions and Efficiency in Production Economies with Heterogeneous Beliefs
[What do we learn from Schumpetarian growth theory]
by Christian Heyerdahl-Larsen & Johan Walden - 1813-1867 When Shareholders Disagree: Trading after Shareholder Meetings
[Fragility of asymptotic agreement under Bayesian learning]
by Sophia Zhengzi Li & Ernst Maug & Miriam Schwartz-Ziv - 1868-1896 Activism and Takeovers
[The ’Wall Street Walk’ and shareholder activism: Exit as a form of voice]
by Mike Burkart & Samuel Lee - 1897-1932 Creditor Control of Corporate Acquisitions
[Creditor rights and corporate risk-taking]
by David A Becher & Thomas P Griffin & Greg Nini - 1933-1982 Director Appointments: It Is Who You Know
[Director skill sets]
by Jay CaiThe Le & Tu Nguyen & Ralph Walkling - 1983-2018 Political Determinants of Competition in the Mobile Telecommunication Industry
[Regulation and investment]
by Mara Faccio & Luigi Zingales - 2019-2066 Opioid Crisis Effects on Municipal Finance
[Origins of the opioid crisis and its enduring impacts]
by Kimberly Cornaggia & John Hund & Giang Nguyen & Zihan Ye - 2067-2099 Socially Responsible Investing in Good and Bad Times
[Luxury goods and the equity premium]
by Ravi Bansal & Di (Andrew) Wu & Amir Yaron
2022, Volume 35, Issue 3
- 1105-1140 Consumers as Financiers: Consumer Surplus, Crowdfunding, and Initial Coin Offerings
[Persuasion in relationship finance]
by Jeongmin Lee & Christine A Parlour - 1141-1182 Contractual Restrictions and Debt Traps
[Microcredit impacts: Evidence from a randomized microcredit program placement experiment by Compartamos Banco]
by Ernest Liu & Benjamin N Roth - 1183-1221 Persistent Blessings of Luck: Theory and an Application to Venture Capital
[Wall Street occupations]
by Lin William Cong & Yizhou Xiao - 1222-1278 Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios
[Inferring reporting-related biases in hedge fund databases from hedge fund equity holdings]
by Pedro Barroso & Konark Saxena - 1279-1309 Efficiency of Dynamic Portfolio Choices: An Experiment
[Hedge fund performance 1990–2000: Do the “money machines” really add value?]
by Jacopo Magnani & Jean Paul Rabanal & Olga A Rud & Yabin Wang - 1310-1347 Conditional Dynamics and the Multihorizon Risk-Return Trade-Off
[New and old characteristic-sorted portfolios: Implications for asset pricing]
by Mikhail Chernov & Lars A Lochstoer & Stig R H Lundeby - 1348-1393 Stock Return Extrapolation, Option Prices, and Variance Risk Premium
[Stock price booms and expected capital gains]
by Adem Atmaz - 1394-1442 Option Return Predictability
[Financial intermediaries and the cross-section of asset returns]
by Xintong (Eunice) Zhan & Bing Han & Jie Cao & Qing Tong - 1443-1479 Disagreement in the Equity Options Market and Stock Returns
[The joint cross section of stocks and options]
by Benjamin Golez & Ruslan Goyenko - 1480-1526 Short-term Momentum
[Illiquidity and stock returns: Cross-section and time-series effects]
by Mamdouh Medhat & Maik Schmeling - 1527-1552 Fiscal Cyclicality and Currency Risk Premia
[Money, interest rates, and exchange rates with endogenously segmented markets]
by Zhengyang Jiang - 1553-1595 Inflating Away the Public Debt? An Empirical Assessment
[Crisis and commitment: Inflation credibility and the vulnerability to sovereign debt crises]
by Jens Hilscher & Alon Raviv & Ricardo Reis
2022, Volume 35, Issue 2
- 527-575 Methodological Variation in Empirical Corporate Finance
[Identifying and treating outliers in finance]
by Todd Mitton - 576-635 Financial Constraints and Corporate Environmental Policies
[The limits of limited liability: Evidence from industrial pollution]
by Qiping Xu & Taehyun Kim - 636-679 Missing Novelty in Drug Development
[Market size in innovation: Theory and evidence from the pharmaceutical industry]
by Joshua Krieger & Danielle Li & Dimitris Papanikolaou - 680-719 Credit Supply and Housing Speculation
[Bubbles and crashes]
by Atif Mian & Amir Sufi - 720-770 Selection, Leverage, and Default in the Mortgage Market
[Liquidity constraints and imperfect information in subprime lending]
by Arpit Gupta & Christopher Hansman - 771-813 Moral Hazard during the Housing Boom: Evidence from Private Mortgage Insurance
[On the financial regulation of insurance companies]
by Neil Bhutta & Benjamin J Keys - 814-865 Too Much Skin-in-the-Game? The Effect of Mortgage Market Concentration on Credit and House Prices
[The effect of large investors on asset quality evidence from subprime mortgage securities]
by Deeksha Gupta - 866-907 Decentralizing Money: Bitcoin Prices and Blockchain Security
[Blockchain economics]
by Emiliano S Pagnotta - 908-961 Dynamics of Research and Strategic Trading
[Uncovering hedge fund skill from the portfolio holdings they hide]
by Snehal Banerjee & Bradyn Breon-Drish - 962-1008 Asset Price Dynamics with Limited Attention
[Inaction and adjustment: Consequences for households and firms]
by Terrence Hendershott & Albert J Menkveld & Rémy Praz & Mark Seasholes - 1009-1063 Private Information, Securities Lending, and Asset Prices
[Do heterogeneous beliefs matter for asset pricing?]
by Mahdi Nezafat & Mark Schroder - 1064-1103 The State Price Density Implied by Crude Oil Futures and Option Prices
[Limits to arbitrage and hedging: evidence from commodity markets]
by Peter Christoffersen & Kris Jacobs & Xuhui (Nick) Pan
2022, Volume 35, Issue 1
- 1-50 Swing Pricing and Fragility in Open-End Mutual Funds
[Does motivation matter when assessing trade performance? An analysis of mutual funds]
by Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim - 51-90 The Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum
[Liquidity and leverage]
by Caitlin D Dannhauser & Saeid Hoseinzade - 91-131 Do Index Funds Monitor?
[Large shareholder activism, risk sharing, and financial market equilibrium]
by Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew C Ringgenberg - 132-167 Peer Effects in Corporate Governance Practices: Evidence from Universal Demand Laws
[Director skill sets]
by Pouyan Foroughi & Alan J Marcus & Vinh Nguyen & Hassan Tehranian - 168-206 How Should Performance Signals Affect Contracts?
[On the optimality of resetting executive stock options]
by Pierre Chaigneau & Alex Edmans & Daniel Gottlieb - 207-253 Competing for Talent: Firms, Managers, and Social Networks
[High wage workers and high wage firms]
by Isaac Hacamo & Kristoph Kleiner - 254-298 Buy-Side Competition and Momentum Profits
[Illiquidity and stock returns: Cross-section and time-series effects]
by Gerard Hoberg & Nitin Kumar & Nagpurnanand Prabhala - 299-342 Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting
[The risk-adjusted cost of financial distress]
by Erik Stafford - 343-393 Reconsidering Returns
[De facto political power and institutional persistence]
by Samuel M Hartzmark & David H Solomon - 394-437 Can Cross-Border Funding Frictions Explain Financial Integration Reversals?
[Financial intermediaries and the cross section of stock returns]
by Amir Akbari & Francesca Carrieri & Aytek Malkhozov - 438-481 Cross-Border Bank Flows and Monetary Policy
[Capital flows to emerging market economies: A brave new world?]
by Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate - 482-525 Regressive Mortgage Credit Redistribution in the Post-Crisis Era
[Loan originations and defaults in the mortgage crisis: The role of the middle class]
by Francesco D’Acunto & Alberto G Rossi
2021, Volume 34, Issue 12
- 5581-5628 Investors’ Attention to Corporate Governance
[The “Wall Street Walk” and shareholder activism: Exit as a form of voice]
by Peter Iliev & Jonathan Kalodimos & Michelle Lowry - 5629-5675 The Costs and Benefits of Shareholder Democracy: Gadflies and Low-Cost Activism
[How close are shareholder votes?]
by Nickolay Gantchev & Mariassunta Giannetti - 5676-5722 Shareholder Perks and Firm Value
[Matching on the Estimated Propensity Score]
by Jonathan M Karpoff & Robert Schonlau & Katsushi Suzuki - 5723-5755 The Whack-a-Mole Game: Tobin Taxes and Trading Frenzy
[Range-based estimation of stochastic volatility models]
by Jinghan Cai & Jibao He & Wenxi Jiang & Wei Xiong - 5756-5795 What If Dividends Were Tax-Exempt? Evidence from a Natural Experiment
[Financial constraints, asset tangibility, and corporate investment]
by Dušan Isakov & Christophe Pérignon & Jean-Philippe Weisskopf - 5796-5840 Debt Maturity and the Dynamics of Leverage
[Rollover risk and market freezes]
by Thomas Dangl & Josef Zechner - 5841-5885 Portfolio Liquidity and Security Design with Private Information
[Strategic liquidity supply and security design]
by Peter M DeMarzo & David M Frankel & Yu Jin - 5886-5932 Monitoring in Originate-to-Distribute Lending: Reputation versus Skin in the Game
[Extremal equilibria of oligopolistic supergames]
by Andrew Winton & Vijay Yerramilli - 5933-5976 The Price of Law: The Case of the Eurozone Collective Action Clauses
[Unbundling institutions]
by Elena Carletti & Paolo Colla & Mitu Gulati & Steven Ongena - 5977-6031 Information Choice, Uncertainty, and Expected Returns
[A noisy rational expectations equilibrium for multi-asset securities markets]
by Charles Cao & David Gempesaw & Timothy T Simin - 6032-6086 Term Structure of Risk in Expected Returns
[Stock returns and volatility: Pricing the short-run and long-run components of market risk]
by Irina Zviadadze - 6087-6125 Firm Characteristics and Empirical Factor Models: A Model Mining Experiment
[Beta matrix and common factors in stock returns]
by Mary Tian
2021, Volume 34, Issue 11
- 5135-5148 COVID-19 and Its Impact on Financial Markets and the Real Economy
[A model of endogenous risk intolerance and LSAPs: Asset prices and aggregate demand in a “COVID-19” shock]
by Itay Goldstein & Ralph S J Koijen & Holger M Mueller - 5149-5187 The Macroeconomics of Epidemics
[Economic activity and the spread of viral diseases: Evidence from high frequency data]
by Martin S Eichenbaum & Sergio Rebelo & Mathias Trabandt - 5188-5223 Optimal Mitigation Policies in a Pandemic: Social Distancing and Working from Home
[A simple planning problem for covid-19 lockdown]
by Callum Jones & Thomas Philippon & Venky Venkateswaran - 5224-5265 Implications of Stochastic Transmission Rates for Managing Pandemic Risks
[Comparison of deterministic and stochastic SIS and SIR models in discrete time]
by Harrison Hong & Neng Wang & Jinqiang Yang - 5266-5308 Business Restrictions and COVID-19 Fatalities
[The immediate effect of COVID-19 policies on social distancing behavior in the United States]
by Matthew Spiegel & Heather Tookes - 5309-5351 When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response
[Funding value adjustments]
by Valentin Haddad & Alan Moreira & Tyler Muir - 5352-5401 Corporate Bond Liquidity during the COVID-19 Crisis
[The day coronavirus nearly broke the financial markets]
by Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga - 5402-5437 Liquidity Restrictions, Runs, and Central Bank Interventions: Evidence from Money Market Funds
[Dealer financial conditions and lender-of-last-resort facilities]
by Lei Li & Yi Li & Marco Macchiavelli & Xing (Alex) Zhou - 5438-5473 How Did Depositors Respond to COVID-19?
[A crisis of banks as liquidity providers]
by Ross Levine & Chen Lin & Mingzhu Tai & Wensi Xie - 5474-5521 How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis
[The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]
by Rüdiger Fahlenbrach & Kevin Rageth & René M Stulz - 5522-5580 A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock
[Financial intermediaries and the cross-section of asset returns]
by Ricardo J Caballero & Alp Simsek
2021, Volume 34, Issue 10
- 4565-4618 Fintech Borrowers: Lax Screening or Cream-Skimming?
by Marco Di Maggio & Vincent Yao - 4619-4662 Home Equity and Labor Income: The Role of Constrained Mobility
by Radhakrishnan Gopalan & Barton H Hamilton & Ankit Kalda & David Sovich & Holger Mueller - 4663-4700 Skilled Labor Mobility and Firm Value: Evidence from Green Card Allocations
by Mo Shen & David Denis - 4701-4744 CEO Noncompete Agreements, Job Risk, and Compensation
by Omesh Kini & Ryan Williams & Sirui Yin & David Denis - 4745-4784 Incentivizing Financial Regulators
by Joseph Kalmenovitz - 4785-4831 Information Dispersion across Employees and Stock Returns
by Ashwini Agrawal & Isaac Hacamo & Zhongchen Hu & Wei Jiang - 4832-4875 Private Equity Buyouts and Workplace Safety
by Jonathan Cohn & Nicole Nestoriak & Malcolm Wardlaw & Wei Jiang - 4876-4925 International Trade and the Propagation of Merger Waves
by Muhammad Farooq Ahmad & Eric de Bodt & Jarrad Harford & David Denis - 4926-4998 Financing Corporate Growth
by Murray Z Frank & Ali Sanati & Holger Mueller - 4999-5035 Bank Concentration and Product Market Competition
by Farzad Saidi & Daniel Streitz - 5036-5076 Bank Lending in the Knowledge Economy
by Giovanni Dell’Ariccia & Dalida Kadyrzhanova & Camelia Minoiu & Lev Ratnovski - 5077-5134 Capital Flows, Real Estate, and Local Cycles:Evidence from German Cities, Banks, and Firms
by Peter Bednarek & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci
2021, Volume 34, Issue 9
- 4045-4089 The Economics of the Fed Put
by Anna Cieslak & Annette Vissing-Jorgensen - 4090-4131 Kicking the Can Down the Road: Government Interventions in the European Banking Sector
by Viral V Acharya & Lea Borchert & Maximilian Jager & Sascha Steffen - 4132-4176 Bank Cleanups, Capitalization, and Lending: Evidence from India
by Yakshup Chopra & Krishnamurthy Subramanian & Prasanna L Tantri - 4177-4215 Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging
by Abbassi Puriya & Falk Bräuning - 4216-4268 How is Liquidity Priced in Global Markets?
by Ines Chaieb & Vihang Errunza & Hugues Langlois & Andrew Karolyi - 4269-4322 Funding Constraints and Informational Efficiency
by Sergei Glebkin & Naveen Gondhi & John Chi-Fong Kuong - 4323-4372 Learning about the Neighborhood
by Zhenyu Gao & Michael Sockin & Wei Xiong - 4373-4411 Does Collateral Value Affect Asset Prices? Evidence from a Natural Experiment in Texas
by Albert Alex Zevelev - 4412-4449 How Much Information Is Incorporated into Financial Asset Prices? Experimental Evidence
by Lionel Page & Christoph Siemroth - 4450-4485 Experience Does Not Eliminate Bubbles: Experimental Evidence
by Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen - 4486-4523 User Interface and Firsthand Experience in Retail Investing
by Li Liao & Zhengwei Wang & Jia Xiang & Hongjun Yan & Jun Yang & LaurenCohen - 4524-4563 Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field
by Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg
2021, Volume 34, Issue 8
- 3497-3526 Real and Private-Value Assets
[Gendered prices]
by William N Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh - 3527-3571 Climate Change and Long-Run Discount Rates: Evidence from Real Estate
[Abrupt climate change]
by Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh - 3572-3607 The Rate of Return on Real Estate: Long-Run Micro-Level Evidence
[Inflation protection from homeownership: Long-run evidence, 1814–2008]
by David Chambers & Christophe Spaenjers & Eva Steiner & Stijn Van Nieuwerburgh - 3608-3646 The Total Return and Risk to Residential Real Estate
[House prices and fundamentals: 355 years of evidence]
by Piet Eichholtz & Matthijs Korevaar & Thies Lindenthal & Ronan Tallec & Stijn Van Nieuwerburgh - 3647-3694 Asset-Level Risk and Return in Real Estate Investments
[New evidence on home prices from Freddie Mac repeat sales]
by Jacob S Sagi & Stijn Van Nieuwerburgh - 3695-3741 Idiosyncratic Risk in Housing Markets
[Credit supply and house prices: Evidence from mortgage market segmentation]
by Marco Giacoletti & Stijn Van Nieuwerburgh - 3742-3788 The Effects of a Targeted Financial Constraint on the Housing Market
[Lending implications of U.S. bank stress tests: Costs or benefits?]
by Lu Han & Chandler Lutz & Benjamin Sand & Derek Stacey & Stijn Van Nieuwerburgh - 3789-3839 Gendered Prices
[Can culture affect prices? A cross-cultural study of shopping and retail prices]
by Renée B Adams & Roman Kräussl & Marco Navone & Patrick Verwijmeren & Stijn Van Nieuwerburgh - 3840-3879 When a Master Dies: Speculation and Asset Float
[Optimal financial crises]
by Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh - 3880-3934 Institutional Investors and Infrastructure Investing
[Pension fund asset allocation and liability discount rates]
by Aleksandar Andonov & Roman Kräussl & Joshua Rauh & Stijn Van Nieuwerburgh - 3935-3975 Personal Wealth, Self-Employment, and Business Ownership
[House prices, collateral, and self-employment]
by Aymeric Bellon & J Anthony Cookson & Erik P Gilje & Rawley Z Heimer & Stijn Van Nieuwerburgh - 3976-4043 Get Real! Individuals Prefer More Sustainable Investments
[Explaining the discrepancy between intentions and actions: The case of hypothetical gap in contingent valuation]
by Rob Bauer & Tobias Ruof & Paul Smeets & Stijn Van Nieuwerburgh
2021, Volume 34, Issue 7
- 3213-3225 Big Data in Finance
[Institutional order handling and broker-affiliated trading venues]
by Itay Goldstein & Chester S Spatt & Mao Ye - 3226-3264 Selecting Directors Using Machine Learning
[The role of boards of directors in corporate governance: A conceptual framework and survey]
by Isil Erel & Léa H Stern & Chenhao Tan & Michael S Weisbach - 3265-3315 Measuring Corporate Culture Using Machine Learning
[Machine learning methods that economists should know about]
by Kai Li & Feng Mai & Rui Shen & Xinyan Yan