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Content
2023, Volume 36, Issue 5
- 1737-1787 Do Investors Care about Impact?
by Florian Heeb & Julian F Kölbel & Falko Paetzold & Stefan Zeisberger - 1788-1836 Why Do Boards Exist? Governance Design in the Absence of Corporate Law
by Mike Burkart & Salvatore Miglietta & Charlotte Ostergaard - 1837-1888 Disloyal Managers and Shareholders’ Wealth
by Eliezer M FichLe & Jarrad Harford & Anh L Tran - 1889-1929 Do Cash Windfalls Affect Wages? Evidence from R&D Grants to Small Firms
by Sabrina T Howell & J David Brown - 1930-1969 Product Innovation and Credit Market Disruptions
by João Granja & Sara Moreira - 1970-2003 Intellectual Property Rights and Debt Financing
by Paula Suh - 2004-2045 Rating Agency Fees: Pay to Play in Public Finance?
by Jess Cornaggia & Kimberly J Cornaggia & Ryan Israelsen - 2046-2090 Macroprudential Policy with Liquidity Panics
by Daniel Garcia-Macia & Alonso Villacorta - 2091-2130 The Demand for Money, Near-Money, and Treasury Bonds
by Arvind Krishnamurthy & Wenhao Li - 2131-2173 Illiquidity and Higher Cumulants
by Sergei Glebkin & Semyon Malamud & Alberto Teguia
2023, Volume 36, Issue 4
- 1319-1363 Advising the Management: A Theory of Shareholder Engagement
by Ali Kakhbod & Uliana Loginova & Andrey Malenko & Nadya Malenko - 1364-1407 Corporate Capture of Blockchain Governance
by Daniel Ferreira & Jin Li & Radoslawa Nikolowa - 1408-1463 A Quantitative Model of Dynamic Moral Hazard
by Hengjie Ai & Dana Kiku & Rui Li & Stijn Van - 1464-1507 Are Intermediary Constraints Priced?
by Wenxin Du & Benjamin Hébert & Amy Wang Huber & Stefano Giglio - 1508-1547 Roads and Loans
by Sumit Agarwal & Abhiroop Mukherjee & S Lakshmi & Francesca Cornelli - 1548-1584 Estimating General Equilibrium Spillovers of Large-Scale Shocks
by Kilian Huber & Holger Mueller - 1585-1620 Credit Building or Credit Crumbling? A Credit Builder Loan’s Effects on Consumer Behavior and Market Efficiency in the United States
by Jeremy Burke & Julian Jamison & Dean Karlan & Kata Mihaly & Jonathan Zinman & Tarun Ramadorai - 1621-1666 The Incidence of Student Loan Subsidies: Evidence from the PLUS Program
by Mahyar Kargar & William Mann - 1667-1702 Tuition, Debt, and Human Capital
by Rajashri Chakrabarti & Vyacheslav Fos & Andres Liberman & Constantine Yannelis & Tarun Ramadorai - 1703-1736 The Disutility of Stock Market Losses: Evidence From Domestic Violence
by Tse-Chun Lin & Vesa Pursiainen & Lauren Cohen
2023, Volume 36, Issue 3
- 859-903 Benchmarking Intensity
by Anna Pavlova & Taisiya Sikorskaya & Ralph Koijen - 904-944 Risking or Derisking: How Management Fees Affect Hedge Fund Risk-Taking Choices
by Chengdong Yin & Xiaoyan Zhang & Wei Jiang - 945-986 Nowcasting Net Asset Values: The Case of Private Equity
by Gregory W & Eric Ghysels & Oleg R Gredil & Stijn Van - 987-1042 Competition for Attention in the ETF Space
by Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi & Ralph Koijen - 1043-1093 Exchange-Traded Funds and Real Investment
by Constantinos & Frank Weikai & Xuewen Liu & Avanidhar Subrahmanyam & Chengzhu Sun - 1094-1147 The Effect of Stock Liquidity on the Firm’s Investment and Production
by Yakov Amihud & Shai Levi - 1148-1191 Information versus Investment
by Stephen J & Toni M & Anastasia A - 1192-1252 High Inflation: Low Default Risk and Low Equity Valuations
by Harjoat S & Christian Dorion & Alexandre Jeanneret & Michael Weber & Stijn Van - 1253-1288 Horizon Bias and the Term Structure of Equity Returns
by Stefano Cassella & Benjamin Golez & Huseyin Gulen & Peter Kelly & Stefano Giglio - 1289-1318 A Model-Free Term Structure of U.S. Dividend Premiums
by Maxim Ulrich & Stephan Florig & Ralph Seehuber & Ralph Koijen
2023, Volume 36, Issue 2
- 409-449 The Value of Differing Points of View: Evidence from Financial Analysts’ Geographic Diversity
by William C Gerken & Marcus O Painter - 450-500 Echo Chambers
by J Anthony Cookson & Joseph E Engelberg & William Mullins - 501-533 Recommendations with Feedback
by Ganesh Iyer & Gustavo Manso - 534-570 Financial Market Ethics
by David Easley & Maureen O’Hara - 571-614 Simultaneous Multilateral Search
by Sergei Glebkin & Bart Zhou Yueshen & Ji Shen - 615-677 OTC Intermediaries
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?
by Gideon Saar & Jian Sun & Ron Yang & Haoxiang Zhu - 733-774 The Effects of Capital Requirements on Good and Bad Risk-Taking
by N Aaron Pancost & Roberto Robatto - 775-813 Trade Credit and the Transmission of Unconventional Monetary Policy
by Manuel Adelino & Miguel A Ferreira & Mariassunta Giannetti & Pedro Pires - 814-858 Counterparty Risk: Implications for Network Linkages and Asset Prices
by Fotis Grigoris & Yunzhi Hu & Gill Segal & Ralph Koijen
2023, Volume 36, Issue 1
- 1-41 Racial Disparities in the Auto Loan Market
by Alexander W Butler & Erik J Mayer & James P Weston - 42-69 What Determines Consumer Financial Distress? Place- and Person-Based Factors
by Benjamin J & Neale Mahoney & Hanbin Yang & Tarun Ramadorai - 70-121 Do Wall Street Landlords Undermine Renters’ Welfare?
by Umit G Gurun & Jiabin Wu & Steven Chong & Serena Wenjing & Tarun Ramadorai - 122-154 Making the House a Home: The Stimulative Effect of Home Purchases on Consumption and Investment
by Efraim Benmelech & Adam Guren & Brian T Melzer & Stijn Van - 155-193 It Takes Two to Borrow: The Effects of the Equal Credit Opportunity Act on Housing, Credit, and Labor Market Decisions of Married Couples
by Alina Kristin & Tarun Ramadorai - 194-234 The Distribution of Nonwage Benefits: Maternity Benefits and Gender Diversity
by Tim Liu & Christos A & Paige Ouimet & Elena Simintzi - 235-280 Bank Bonus Pay as a Risk Sharing Contract
by Matthias Efing & Harald Hau & Patrick Kampkötter & Jean-Charles Rochet - 281-316 Import Penetration and Executive Compensation
by Erik Lie & Keyang (Daniel) Yang & Wei Jiang - 317-350 Do Temporary Demand Shocks Have Long-Term Effects for Startups?
by Hans K Hvide & Tom G Meling & Tarun Ramadorai - 351-407 Cybersecurity Risk
by Chris Florackis & Christodoulos Louca & Roni Michaely & Michael Weber
2022, Volume 35, Issue 12
- 5275-5286 New Perspectives on Insurance
by Ralph S J Koijen & Motohiro Yogo - 5287-5333 Trust and Insurance Contracts
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
by Mark Egan & Shan Ge & Johnny Tang - 5387-5437 Can Risk Be Shared across Investor Cohorts? Evidence from a Popular Savings Product
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
by Bo Becker & Marcus M Opp & Farzad Saidi - 5483-5534 Insurers as Asset Managers and Systemic Risk
by Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner - 5535-5595 Unemployment Insurance as a Subsidy to Risky Firms
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
by Manasa Gopal & Philipp Schnabl - 4902-4947 Why Do Firms Borrow Directly from Nonbanks?
by Sergey Chernenko & Isil Erel & Robert Prilmeier - 4948-4984 Small Bank Lending in the Era of Fintech and Shadow Banks: A Sideshow?
by Taylor A Begley & Kandarp Srinivasan - 4985-5024 When FinTech Competes for Payment Flows
by Christine A Parlour & Uday Rajan & Haoxiang Zhu - 5025-5056 The Good, the Bad, and the Missed Boom
by Enrico Perotti & Magdalena Rola-Janicka - 5057-5093 Macroeconomic Attention and Announcement Risk Premia
by Adlai Fisher & Charles Martineau & Jinfei Sheng - 5094-5126 Decision Weights for Experimental Asset Prices Based on Visual Salience
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
by Andrew J Patton & Brian M Weller - 5185-5227 Covered Interest Parity Arbitrage
by Dagfinn Rime & Andreas Schrimpf & Olav Syrstad - 5228-5274 Global Portfolio Rebalancing and Exchange Rates
by Nelson Camanho & Harald Hau & Hélène Rey
2022, Volume 35, Issue 10
- 4425-4473 Credit Ratings and Market Information
by Alessio Piccolo & Joel Shapiro - 4474-4517 Acquiring Innovation under Information Frictions
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
by James R Brown & Gustav Martinsson & Christian Thomann - 4561-4586 Zombies at Large? Corporate Debt Overhang and the Macroeconomy
by Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M Taylor - 4587-4629 Sovereign Risk, Currency Risk, and Corporate Balance Sheets
by Wenxin Du & Jesse Schreger - 4630-4673 Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
by Zhiguo He & Paymon Khorrami & Zhaogang Song - 4674-4711 Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity
by Yiming Ma & Kairong Xiao & Yao Zeng - 4712-4755 Order Flows and Financial Investor Impacts in Commodity Futures Markets
by Mark J Ready & Robert C Ready - 4756-4801 The Market Risk Premium for Unsecured Consumer Credit Risk
by Matthias Fleckenstein & Francis A Longstaff - 4802-4857 Consuming Dividends
by Konstantin Bräuer & Andreas Hackethal & Tobin Hanspal
2022, Volume 35, Issue 9
- 3973-4015 Does Career Risk Deter Potential Entrepreneurs?
by Joshua D Gottlieb & Richard R Townsend & Ting Xu - 4016-4054 Countercyclical Labor Income Risk and Portfolio Choices over the Life Cycle
by Sylvain Catherine - 4055-4104 An Analytic Framework for Interpreting Investment Regressions in the Presence of Financial Constraints
by Andrew B Abel & Stavros Panageas - 4105-4151 Group-Managed Real Options
by Lorenzo Garlappi & Ron Giammarino & Ali Lazrak - 4152-4200 Can Corporate Debt Foster Innovation and Growth?
by Thomas Geelen & Jakub Hajda & Erwan Morellec - 4201-4248 The Geography of Value Creation
by Casey Dougal & Christopher A Parsons & Sheridan Titman - 4249-4299 Product Life Cycles in Corporate Finance
by Gerard Hoberg & Vojislav Maksimovic - 4300-4340 Competition Links and Stock Returns
by Assaf Eisdorfer & Kenneth Froot & Gideon Ozik & Ronnie Sadka - 4341-4386 What Moves Stock Prices? The Roles of News, Noise, and Information
by Jonathan Brogaard & Thanh Huong Nguyen & Talis J Putnins & Eliza Wu - 4387-4422 Beyond Home Bias: International Portfolio Holdings and Information Heterogeneity
by Filippo De Marco & Marco Macchiavelli & Rosen Valchev
2022, Volume 35, Issue 8
- 3525-3573 Housing Consumption and Investment: Evidence from Shared Equity Mortgages
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
by Yesol Huh & You Suk Kim - 3617-3665 Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters
by Amine Ouazad & Matthew E Kahn - 3666-3709 Going Underwater? Flood Risk Belief Heterogeneity and Coastal Home Price Dynamics
by Laura A Bakkensen & Lint Barrage - 3710-3741 Subjective Bond Returns and Belief Aggregation
by Andrea Buraschi & Ilaria Piatti & Paul Whelan - 3742-3776 Public Debt, Consumption Growth, and the Slope of the Term Structure
by Thien T Nguyen - 3777-3822 The Return Expectations of Public Pension Funds
by Aleksandar Andonov & Joshua D Rauh - 3823-3866 Do Investment-Based Models Explain Equity Returns? Evidence from Euler Equations
by Stefanos Delikouras & Robert F Dittmar - 3867-3921 The Oligopoly Lucas Tree
by Winston Wei Dou & Yan Ji & Wei Wu - 3922-3973 Understanding Cash Flow Risk
by Sebastian Gryglewicz & Loriano Mancini & Erwan Morellec & Enrique Schroth & Philip Valta
2022, Volume 35, Issue 7
- 3101-3138 Where Has All the Data Gone?
by Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran - 3139-3174 Markets versus Mechanisms
by Raphael Boleslavsky & Christopher A Hennessy & David L Kelly - 3175-3230 The Equilibrium Consequences of Indexing
by Philip Bond & Diego García - 3231-3271 Crowded Trades and Tail Risk
by Gregory W Brown & Philip Howard & Christian T Lundblad - 3272-3302 Comomentum: Inferring Arbitrage Activity from Return Correlations
by Dong Lou & Christopher Polk - 3303-3336 The Momentum Gap and Return Predictability
by Simon Huang - 3337-3372 How Global Is Your Mutual Fund? International Diversification from Multinationals
by Irem Demirci & Miguel A Ferreira & Pedro Matos & Clemens Sialm - 3373-3417 Corporate ESG Profiles and Banking Relationships
by Joel F Houston & Hongyu Shan - 3418-3466 The Relationship Dilemma: Why Do Banks Differ in the Pace at Which They Adopt New Technology?
by Prachi Mishra & Nagpurnanand Prabhala & Raghuram G Rajan - 3467-3524 Short-Termism Spillovers from the Financial Industry
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
by Josh Lerner & Amit Seru - 2705-2742 Quick or Broad Patents? Evidence from U.S. Startups
by Deepak Hegde & Alexander Ljungqvist & Manav Raj - 2743-2789 Social Proximity to Capital: Implications for Investors and Firms
by Theresa Kuchler & Yan Li & Lin Peng & Johannes Stroebel & Dexin Zhou - 2790-2838 Ratings-Driven Demand and Systematic Price Fluctuations
by Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song - 2839-2878 The Party Structure of Mutual Funds
by Ryan Bubb & Emiliano M Catan - 2879-2927 The Life Cycle Effects of Corporate Takeover Defenses
by William C Johnson & Jonathan M Karpoff & Sangho Yi - 2928-2980 Outraged by Compensation: Implications for Public Pension Performance
by Alexander Dyck & Paulo Manoel & Adair Morse - 2981-3020 A Fistful of Dollars: Financial Incentives, Peer Information, and Retirement Savings
by Rob Bauer & Inka Eberhardt & Paul Smeets - 3021-3059 Consumption Imputation Errors in Administrative Data
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
by Yinglu Deng & Li Liao & Jiaheng Yu & Yu Zhang
2022, Volume 35, Issue 5
- 2101-2143 The Cross-Section of Bank Value
by Mark Egan & Stefan Lewellen & Adi Sunderam - 2144-2189 Intermediaries and Asset Prices: International Evidence since 1870
by Matthew Baron & Tyler Muir - 2190-2245 Asset Pricing with Fading Memory
by Stefan Nagel & Zhengyang Xu - 2246-2307 A Model of Two Days: Discrete News and Asset Prices
by Jessica A Wachter & Yicheng Zhu - 2308-2344 Monetary Policy Risk: Rules versus Discretion
by David K Backus & Mikhail Chernov & Stanley E Zin & Irina Zviadadze - 2345-2385 Volatility Risk Pass-Through
by Riccardo Colacito & Mariano M Croce & Yang Liu & Ivan Shaliastovich - 2386-2427 Foreign Exchange Volume
by Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno - 2428-2463 Can Shorts Predict Returns? A Global Perspective
by Ekkehart Boehmer & Zsuzsa R Huszár & Yanchu Wang & Xiaoyan Zhang & Xinran Zhang - 2464-2524 Credit Default Swaps around the World
by Söhnke M Bartram & Jennifer Conrad & Jongsub Lee & Marti G Subrahmanyam - 2525-2569 A Theory of Liquidity Spillover between Bond and CDS Markets
by Batchimeg Sambalaibat - 2570-2624 Exchange Competition, Entry, and Welfare
by Giovanni Cespa & Xavier Vives - 2625-2666 Dark Pool Trading and Information Acquisition
by Jonathan Brogaard & Jing Pan
2022, Volume 35, Issue 4
- 1597-1642 Managing Households’ Expectations with Unconventional Policies
by Francesco D’Acunto & Daniel Hoang & Michael Weber - 1643-1681 Biased by Choice: How Financial Constraints Can Reduce Financial Mistakes
by Rawley Z Heimer & Alex Imas - 1682-1722 Extrapolative Bubbles and Trading Volume
by Jingchi Liao & Cameron Peng & Ning Zhu - 1723-1774 What Do Mutual Fund Investors Really Care About?
by Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song - 1775-1812 Distortions and Efficiency in Production Economies with Heterogeneous Beliefs
by Christian Heyerdahl-Larsen & Johan Walden - 1813-1867 When Shareholders Disagree: Trading after Shareholder Meetings
by Sophia Zhengzi Li & Ernst Maug & Miriam Schwartz-Ziv - 1868-1896 Activism and Takeovers
by Mike Burkart & Samuel Lee - 1897-1932 Creditor Control of Corporate Acquisitions
by David A Becher & Thomas P Griffin & Greg Nini - 1933-1982 Director Appointments: It Is Who You Know
by Jay CaiThe Le & Tu Nguyen & Ralph Walkling - 1983-2018 Political Determinants of Competition in the Mobile Telecommunication Industry
by Mara Faccio & Luigi Zingales - 2019-2066 Opioid Crisis Effects on Municipal Finance
by Kimberly Cornaggia & John Hund & Giang Nguyen & Zihan Ye - 2067-2099 Socially Responsible Investing in Good and Bad Times
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
by Jeongmin Lee & Christine A Parlour - 1141-1182 Contractual Restrictions and Debt Traps
by Ernest Liu & Benjamin N Roth - 1183-1221 Persistent Blessings of Luck: Theory and an Application to Venture Capital
by Lin William Cong & Yizhou Xiao - 1222-1278 Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios
by Pedro Barroso & Konark Saxena - 1279-1309 Efficiency of Dynamic Portfolio Choices: An Experiment
by Jacopo Magnani & Jean Paul Rabanal & Olga A Rud & Yabin Wang - 1310-1347 Conditional Dynamics and the Multihorizon Risk-Return Trade-Off
by Mikhail Chernov & Lars A Lochstoer & Stig R H Lundeby - 1348-1393 Stock Return Extrapolation, Option Prices, and Variance Risk Premium
by Adem Atmaz - 1394-1442 Option Return Predictability
by Xintong (Eunice) Zhan & Bing Han & Jie Cao & Qing Tong - 1443-1479 Disagreement in the Equity Options Market and Stock Returns
by Benjamin Golez & Ruslan Goyenko - 1480-1526 Short-term Momentum
by Mamdouh Medhat & Maik Schmeling - 1527-1552 Fiscal Cyclicality and Currency Risk Premia
by Zhengyang Jiang - 1553-1595 Inflating Away the Public Debt? An Empirical Assessment
by Jens Hilscher & Alon Raviv & Ricardo Reis
2022, Volume 35, Issue 2
- 527-575 Methodological Variation in Empirical Corporate Finance
by Todd Mitton - 576-635 Financial Constraints and Corporate Environmental Policies
by Qiping Xu & Taehyun Kim - 636-679 Missing Novelty in Drug Development
by Joshua Krieger & Danielle Li & Dimitris Papanikolaou - 680-719 Credit Supply and Housing Speculation
by Atif Mian & Amir Sufi - 720-770 Selection, Leverage, and Default in the Mortgage Market
by Arpit Gupta & Christopher Hansman - 771-813 Moral Hazard during the Housing Boom: Evidence from Private Mortgage Insurance
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
by Deeksha Gupta - 866-907 Decentralizing Money: Bitcoin Prices and Blockchain Security
by Emiliano S Pagnotta - 908-961 Dynamics of Research and Strategic Trading
by Snehal Banerjee & Bradyn Breon-Drish - 962-1008 Asset Price Dynamics with Limited Attention
by Terrence Hendershott & Albert J Menkveld & Rémy Praz & Mark Seasholes - 1009-1063 Private Information, Securities Lending, and Asset Prices
by Mahdi Nezafat & Mark Schroder - 1064-1103 The State Price Density Implied by Crude Oil Futures and Option Prices
by Peter Christoffersen & Kris Jacobs & Xuhui (Nick) Pan
2022, Volume 35, Issue 1
- 1-50 Swing Pricing and Fragility in Open-End 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
by Caitlin D Dannhauser & Saeid Hoseinzade - 91-131 Do Index Funds Monitor?
by Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew C Ringgenberg - 132-167 Peer Effects in Corporate Governance Practices: Evidence from Universal Demand Laws
by Pouyan Foroughi & Alan J Marcus & Vinh Nguyen & Hassan Tehranian - 168-206 How Should Performance Signals Affect Contracts?
by Pierre Chaigneau & Alex Edmans & Daniel Gottlieb - 207-253 Competing for Talent: Firms, Managers, and Social Networks
by Isaac Hacamo & Kristoph Kleiner - 254-298 Buy-Side Competition and Momentum Profits
by Gerard Hoberg & Nitin Kumar & Nagpurnanand Prabhala - 299-342 Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting
by Erik Stafford - 343-393 Reconsidering Returns
by Samuel M Hartzmark & David H Solomon - 394-437 Can Cross-Border Funding Frictions Explain Financial Integration Reversals?
by Amir Akbari & Francesca Carrieri & Aytek Malkhozov - 438-481 Cross-Border Bank Flows and Monetary Policy
by Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate - 482-525 Regressive Mortgage Credit Redistribution in the Post-Crisis Era
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