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Content
2017, Volume 30, Issue 4
- 1053-1094 Toxic Arbitrage
by Thierry Foucault & Roman Kozhan & Wing Wah Tham - 1095-1150 Size Discovery
by Darrell Duffie & Haoxiang Zhu - 1151-1187 The Dynamics of Market Efficiency
by Dominik M. Rösch & Avanidhar Subrahmanyam & Mathijs A. van Dijk - 1188-1228 Need for Speed? Exchange Latency and Liquidity
by Albert J. Menkveld & Marius A. Zoican - 1229-1269 An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
by Dion Bongaerts & Frank de Jong & Joost Driessen - 1270-1315 Mispricing Factors
by Robert F. Stambaugh & Yu Yuan - 1316-1338 Which Alpha?
by Francisco Barillas & Jay Shanken - 1339-1381 Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach
by Nathaniel Light & Denys Maslov & Oleg Rytchkov - 1382-1423 Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach
by Xuemin (Sterling) Yan & Lingling Zheng
2017, Volume 30, Issue 3
- 703-749 Global Dollar Credit and Carry Trades: A Firm-Level Analysis
by Valentina Bruno & Hyun Song Shin - 750-800 Differences of Opinion and International Equity Markets
by Bernard Dumas & Karen K. Lewis & Emilio Osambela - 801-834 Retail Short Selling and Stock Prices
by Eric K. Kelley & Paul C. Tetlock - 835-865 Pre-market Trading and IPO Pricing
by Chun Chang & Yao-Min Chiang & Yiming Qian & Jay R. Ritter - 866-899 Individual Investor Activity and Performance
by Magnus Dahlquist & José Vicente Martinez & Paul Söderlind - 900-947 Inflation Bets on the Long Bond
by Harrison Hong & David Sraer & Jialin Yu - 948-987 Mind the Gap: The Difference between U.S. and European Loan Rates
by Tobias Berg & Anthony Saunders & Sascha Steffen & Daniel Streitz - 988-1018 Bank Capital and Dividend Externalities
by Viral V. Acharya & Hanh T. Le & Hyun Song Shin - 1019-1051 Law and Finance Matter: Lessons from Externally Imposed Courts
by James R. Brown & J. Anthony Cookson & Rawley Z. Heimer
2017, Volume 30, Issue 2
- 416-441 Currency Value
by Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf - 442-504 What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
by Anisha Ghosh & Christian Julliard & Alex P. Taylor - 505-535 Asset Pricing When ‘This Time Is Different’
by Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer - 539-587 Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
by Michael Katz & Hanno Lustig & Lars Nielsen - 631-666 How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator
by Ian Dew-Becker
2017, Volume 30, Issue 1
- 2-47 Measuring Systemic Risk
by Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson - 48-79 SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
by Christian Brownlees & Robert F. Engle - 80-119 The Anatomy of the CDS Market
by Martin Oehmke & Adam Zawadowski - 120-161 Design of Financial Securities: Empirical Evidence from Private-Label RMBS Deals
by Taylor A. Begley & Amiyatosh Purnanandam - 211-244 Does Junior Inherit? Refinancing and the Blocking Power of Second Mortgages
by Philip Bond & Ronel Elul & Sharon Garyn-Tal & David K. Musto - 245-280 The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment
by Hyunseob Kim & Howard Kung - 281-323 Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns
by Tom Y. Chang & Samuel M. Hartzmark & David H. Solomon & Eugene F. Soltes - 324-362 Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices
by Pascal Busch & Stefan Obernberger
2016, Volume 29, Issue 12
- 3211-3244 Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets
by Melissa Porras Prado & Pedro A. C. Saffi & Jason Sturgess - 3245-3277 Do Institutional Investors Demand Public Disclosure?
by Andrew Bird & Stephen A. Karolyi - 3278-3320 Revealing Shorts An Examination of Large Short Position Disclosures
by Charles M. Jones & Adam V. Reed & William Waller - 3321-3353 Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?
by Ji-Woong Chung & Byoung Uk Kang - 3354-3393 Industry Window Dressing
by Huaizhi Chen & Lauren Cohen & Dong Lou - 3394-3427 The Role of Proxy Advisory Firms: Evidence from a Regression-Discontinuity Design
by Nadya Malenko & Yao Shen - 3428-3470 Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds
by Youchang Wu & Russ Wermers & Josef Zechner - 3471-3518 Political Sentiment and Predictable Returns
by Jawad M. Addoum & Alok Kumar - 3519-3544 Revisiting Mutual Fund Portfolio Disclosure
by Christopher G. Schwarz & Mark E. Potter
2016, Volume 29, Issue 11
- 2885-2924 Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement
by Hans B. Christensen & Luzi Hail & Christian Leuz - 2925-2954 Do Firms Engage in Risk-Shifting? Empirical Evidence
by Erik P. Gilje - 2955-2999 CEO Investment Cycles
by Yihui Pan & Tracy Yue Wang & Michael S. Weisbach - 3000-3034 The Real Effects of Uncertainty on Merger Activity
by Vineet Bhagwat & Robert Dam & Jarrad Harford - 3035-3067 Does Mandatory Shareholder Voting Prevent Bad Acquisitions?
by Marco Becht & Andrea Polo & Stefano Rossi - 3068-3107 Prospect Theory and Stock Returns: An Empirical Test
by Nicholas Barberis & Abhiroop Mukherjee & Baolian Wang - 3108-3139 Neural Evidence of Regret and Its Implications for Investor Behavior
by Cary Frydman & Colin Camerer - 3140-3176 Loss-Averse Preferences, Performance, and Career Success of Institutional Investors
by Andriy Bodnaruk & Andrei Simonov - 3177-3209 Peer Pressure: Social Interaction and the Disposition Effect
by Rawley Z. Heimer
2016, Volume 29, Issue 10
- 2565-2599 Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent
by Viral Acharya & Marco Pagano & Paolo Volpin - 2600-2642 Which Factors Matter to Investors? Evidence from Mutual Fund Flows
by Brad M. Barber & Xing Huang & Terrance Odean - 2643-2676 Relationship and Transaction Lending in a Crisis
by Patrick Bolton & Xavier Freixas & Leonardo Gambacorta & Paolo Emilio Mistrulli - 2677-2736 Dynamic Debt Maturity
by Zhiguo He & Konstantin Milbradt - 2737-2773 Does Credit Crunch Investment Down? New Evidence on the Real Effects of the Bank-Lending Channel
by Federico Cingano & Francesco Manaresi & Enrico Sette - 2774-2813 Do Debt Contract Enforcement Costs Affect Financing and Asset Structure?
by Radhakrishnan Gopalan & Abhiroop Mukherjee & Manpreet Singh - 2814-2849 Insolvency Resolution and the Missing High-Yield Bond Markets
by Bo Becker & Jens Josephson - 2850-2883 The Effect of Negative Equity on Mortgage Default: Evidence From HAMP’s Principal Reduction Alternative
by Therese C. Scharlemann & Stephen H. Shore
2016, Volume 29, Issue 9
- 2283-2318 Editor's Choice The Importance of Trust for Investment: Evidence from Venture Capital
by Laura Bottazzi & Marco Da Rin & Thomas Hellmann - 2319-2340 Experimentation and the Returns to Entrepreneurship
by Gustavo Manso - 2341-2386 Financing from Family and Friends
by Samuel Lee & Petra Persson - 2387-2418 The Operational Consequences of Private Equity Buyouts: Evidence from the Restaurant Industry
by Shai Bernstein & Albert Sheen - 2419-2454 Posturing and Holdup in Innovation
by Naveen Khanna & Richmond D. Mathews - 2455-2489 Private Equity and Workers’ Career Paths: The Role of Technological Change
by Ashwini Agrawal & Prasanna Tambe - 2490-2522 Financial Education and the Debt Behavior of the Young
by Meta Brown & John Grigsby & Wilbert van der Klaauw & Jaya Wen & Basit Zafar - 2523-2563 The Human Capital That Matters: Expected Returns and High-Income Households
by Sean D. Campbell & Stefanos Delikouras & Danling Jiang & George M. Korniotis
2016, Volume 29, Issue 8
- 1943-1974 Editor's Choice Commonality in Liquidity: A Demand-Side Explanation
by Andrew Koch & Stefan Ruenzi & Laura Starks - 1975-2028 How Constraining Are Limits to Arbitrage?
by Alexander Ljungqvist & Wenlan Qian - 2029-2068 Asset Pricing in the Frequency Domain: Theory and Empirics
by Ian Dew-Becker & Stefano Giglio - 2069-2109 Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory
by Riccardo Colacito & Eric Ghysels & Jinghan Meng & Wasin Siwasarit - 2110-2160 Commodities as Collateral
by Ke Tang & Haoxiang Zhu - 2161-2193 Currency Premia and Global Imbalances
by Pasquale Della Corte & Steven J. Riddiough & Lucio Sarno - 2194-2240 Can Changes in the Cost of Carry Explain the Dynamics of Corporate "Cash" Holdings?
by José A. Azar & Jean-François Kagy & Martin C. Schmalz - 2241-2281 Horizon Effects in Average Returns: The Role of Slow Information Diffusion
by Oliver Boguth & Murray Carlson & Adlai Fisher & Mikhail Simutin
2016, Volume 29, Issue 7
- 1635-1670 Editor's Choice Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class
by Manuel Adelino & Antoinette Schoar & Felipe Severino - 1671-1708 Did Dubious Mortgage Origination Practices Distort House Prices?
by John M. Griffin & Gonzalo Maturana - 1709-1746 Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades
by Manuel Adelino & Miguel A. Ferreira - 1747-1779 The Euro Interbank Repo Market
by Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer - 1780-1820 The Shadow Cost of Bank Capital Requirements
by Roni Kisin & Asaf Manela - 1821-1859 Why Don't All Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust-Preferred Securities
by Nicole M. Boyson & Rüdiger Fahlenbrach & René M. Stulz - 1860-1910 Interbank Market Freezes and Creditor Runs
by Xuewen Liu - 1911-1942 Competition and Bank Opacity
by Liangliang Jiang & Ross Levine & Chen Lin
2016, Volume 29, Issue 6
- 1377-1408 Editor's Choice The Effect of Institutional Ownership on Payout Policy: Evidence from Index Thresholds
by Alan D. Crane & Sébastien Michenaud & James P. Weston - 1409-1452 Buying High and Selling Low: Stock Repurchases and Persistent Asymmetric Information
by Philip Bond & Hongda Zhong - 1453-1500 Collateral, Taxes, and Leverage
by Shaojin Li & Toni M. Whited & Yufeng Wu - 1501-1548 Production Flexibility, Product Markets, and Capital Structure Decisions
by Sebastian J. Reinartz & Thomas Schmid - 1549-1585 Out-of-the-Money CEOs: Private Control Premium and Option Exercises
by Vyacheslav Fos & Wei Jiang - 1586-1633 Executive Compensation Incentives Contingent on Long-Term Accounting Performance
by Zhi Li & Lingling Wang
2016, Volume 29, Issue 5
- 1113-1169 Editor's Choice Rare Booms and Disasters in a Multisector Endowment Economy
by Jerry Tsai & Jessica A. Wachter - 1170-1219 Measuring Liquidity in Bond Markets
by Raphael Schestag & Philipp Schuster & Marliese Uhrig-Homburg - 1220-1253 Mortgage Risk and the Yield Curve
by Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter - 1254-1290 Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets
by Nils Friewald & Christopher A. Hennessy & Rainer Jankowitsch - 1291-1329 Information Spillovers, Gains from Trade, and Interventions in Frozen Markets
by Braz Camargo & Kyungmin Kim & Benjamin Lester - 1330-1375 Robust Bayesian Portfolio Choices
by Evan W. Anderson & Ai-Ru (Meg) Cheng
2016, Volume 29, Issue 4
- 863-897 Editor's Choice Financial Attention
by Nachum Sicherman & George Loewenstein & Duane J. Seppi & Stephen P. Utkus - 898-936 Whom Do You Trust?: Investor-Advisor Relationships and Mutual Fund Flows
by Leonard Kostovetsky - 937-978 How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios
by Andreas Hubener & Raimond Maurer & Olivia S. Mitchell - 979-1006 Borrowing High versus Borrowing Higher: Price Dispersion and Shopping Behavior in the U.S. Credit Card Market
by Victor Stango & Jonathan Zinman - 1007-1038 Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective
by Arthur Korteweg & Roman Kräussl & Patrick Verwijmeren - 1039-1071 The Corporate Value of (Corrupt) Lobbying
by Alexander Borisov & Eitan Goldman & Nandini Gupta - 1072-1112 Estimating Security Betas Using Prior Information Based on Firm Fundamentals
by Mathijs Cosemans & Rik Frehen & Peter C. Schotman & Rob Bauer
2016, Volume 29, Issue 3
- 523-564 Editor's Choice Policy Uncertainty and Corporate Investment
by Huseyin Gulen & Mihai Ion - 565-602 Looking in the Rearview Mirror: The Effect of Managers' Professional Experience on Corporate Financial Policy
by Amy Dittmar & Ran Duchin - 603-654 Equity Market Misvaluation, Financing, and Investment
by Missaka Warusawitharana & Toni M. Whited - 655-696 Reputation Concerns of Independent Directors: Evidence from Individual Director Voting
by Wei Jiang & Hualin Wan & Shan Zhao - 697-738 Dividends as Reference Points: A Behavioral Signaling Approach
by Malcolm Baker & Brock Mendel & Jeffrey Wurgler - 739-786 The Fetal Origins Hypothesis in Finance: Prenatal Environment, the Gender Gap, and Investor Behavior
by Henrik Cronqvist & Alessandro Previtero & Stephan Siegel & Roderick E. White - 787-822 Disclosure Standards and the Sensitivity of Returns to Mood
by Brian J. Bushee & Henry L. Friedman - 823-861 Asset Pricing When Traders Sell Extreme Winners and Losers
by Li An
2016, Volume 29, Issue 2
- 271-308 Do Measures of Financial Constraints Measure Financial Constraints?
by Joan Farre-Mensa & Alexander Ljungqvist - 309-348 Do U.S. Firms Hold More Cash than Foreign Firms Do?
by Lee Pinkowitz & René M. Stulz & Rohan Williamson - 349-383 Enlarging the Contracting Space: Collateral Menus, Access to Credit, and Economic Activity
by Murillo Campello & Mauricio Larrain - 384-419 Editor's Choice Who Facilitated Misreporting in Securitized Loans?
by John M. Griffin & Gonzalo Maturana - 420-456 Who Should Pay for Credit Ratings and How?
by Anil K. Kashyap & Natalia Kovrijnykh - 457-485 Does the Market Understand Rating Shopping? Predicting MBS Losses with Initial Yields
by Jie (Jack) He & Jun (Q. J.) Qian & Philip E. Strahan - 486-522 Misinformed Speculators and Mispricing in the Housing Market
by Alex Chinco & Christopher Mayer
2016, Volume 29, Issue 1
- 2-4 The Cross-Section of Expected Returns: Where We Stand Today
by G. Andrew Karolyi - 5-68 Editor's Choice … and the Cross-Section of Expected Returns
by Campbell R. Harvey & Yan Liu & Heqing Zhu - 69-103 Dissecting Anomalies with a Five-Factor Model
by Eugene F. Fama & Kenneth R. French - 104-147 A Taxonomy of Anomalies and Their Trading Costs
by Robert Novy-Marx & Mihail Velikov - 148-192 Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles
by Jack Favilukis & Xiaoji Lin - 193-231 Durable Goods, Inflation Risk, and Equilibrium Asset Prices
by Bjørn Eraker & Ivan Shaliastovich & Wenyu Wang - 232-270 The Dynamics of Crises and the Equity Premium
by Nicole Branger & Holger Kraft & Christoph Meinerding
2015, Volume 28, Issue 12
- 3225-3268 Editor's Choice Active Ownership
by Elroy Dimson & Oğuzhan Karakaş & Xi Li - 3269-3302 Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices
by Narasimhan Jegadeesh & Roman Kräussl & Joshua M. Pollet - 3303-3337 Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets
by Martin Oehmke & Adam Zawadowski - 3338-3366 CEO Assessment and the Structure of Newly Formed Boards
by David J. Denis & Diane K. Denis & Mark D. Walker - 3367-3406 Playing the Devil's Advocate: The Causal Effect of Risk Management on Loan Quality
by Tobias Berg - 3407-3443 Trading Fast and Slow: Colocation and Liquidity
by Jonathan Brogaard & Björn Hagströmer & Lars Nordén & Ryan Riordan
2015, Volume 28, Issue 11
- 2993-3035 Editor's Choice The Sovereign Wealth Fund Discount: Evidence from Public Equity Investments
by Bernardo Bortolotti & Veljko Fotak & William L. Megginson - 3036-3072 How Important Are Foreign Ownership Linkages for International Stock Returns?
by Söhnke M. Bartram & John M. Griffin & Tae-Hoon Lim & David T. Ng - 3073-3108 Understanding FX Liquidity
by Nina Karnaukh & Angelo Ranaldo & Paul Söderlind - 3109-3152 Thinking Outside the Borders: Investors' Underreaction to Foreign Operations Information
by Xing Huang - 3153-3187 Information, Analysts, and Stock Return Comovement
by Allaudeen Hameed & Randall Morck & Jianfeng Shen & Bernard Yeung - 3188-3223 Valuing Changes in Political Networks: Evidence from Campaign Contributions to Close Congressional Elections
by Pat Akey
2015, Volume 28, Issue 10
- 2723-2769 Editor's Choice The Real Effects of Hedge Fund Activism: Productivity, Asset Allocation, and Labor Outcomes
by Alon Brav & Wei Jiang & Hyunseob Kim - 2770-2811 Board Structure and Monitoring: New Evidence from CEO Turnovers
by Lixiong Guo & Ronald W. Masulis - 2812-2858 Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley Act
by Suman Banerjee & Mark Humphery-Jenner & Vikram Nanda - 2859-2901 Expected Returns in Treasury Bonds
by Anna Cieslak & Pavol Povala - 2902-2945 Exploring Return Dynamics via Corridor Implied Volatility
by Torben G. Andersen & Oleg Bondarenko & Maria T. Gonzalez-Perez - 2946-2992 Dynamic Thin Markets
by Marzena Rostek & Marek Weretka
2015, Volume 28, Issue 9
- 2463-2501 Editor's Choice Financing Constraints and the Amplification of Aggregate Downturns
by Daniel Carvalho - 2502-2533 Capital Structure, Investment, and Fire Sales
by Douglas Gale & Piero Gottardi - 2534-2574 A Theory of Income Smoothing When Insiders Know More Than Outsiders
by Viral V. Acharya & Bart M. Lambrecht - 2575-2607 Valuation, Adverse Selection, and Market Collapses
by Michael J. Fishman & Jonathan A. Parker - 2608-2642 On Bounding Credit-Event Risk Premia
by Jennie Bai & Pierre Collin-Dufresne & Robert S. Goldstein & Jean Helwege - 2643-2686 Why Are University Endowments Large and Risky?
by Thomas Gilbert & Christopher Hrdlicka - 2687-2721 Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax
by Min Dai & Hong Liu & Chen Yang & Yifei Zhong
2015, Volume 28, Issue 8
- 2167-2202 Editor's Choice Shareholder Voting and Corporate Governance Around the World
by Peter Iliev & Karl V. Lins & Darius P. Miller & Lukas Roth - 2203-2249 The Bright Side of Corporate Diversification: Evidence from Internal Labor Markets
by Geoffrey Tate & Liu Yang - 2250-2280 Territorial Tax System Reform and Corporate Financial Policies
by Matteo P. Arena & George W. Kutner - 2281-2321 What's in a Name? Mutual Fund Flows When Managers Have Foreign-Sounding Names
by Alok Kumar & Alexandra Niessen-Ruenzi & Oliver G. Spalt - 2322-2363 Information Management in Banking Crises
by Joel Shapiro & David Skeie - 2364-2398 Can "High Costs" Justify Weak Demand for the Home Equity Conversion Mortgage?
by Thomas Davidoff - 2399-2428 House Prices, Home Equity Borrowing, and Entrepreneurship
by Stefano Corradin & Alexander Popov - 2429-2461 Testing for Information Asymmetries in Real Estate Markets
by Pablo Kurlat & Johannes Stroebel
2015, Volume 28, Issue 7
- 1849-1873 Editor's Choice Confusion of Confusions: A Test of the Disposition Effect and Momentum
by Justin Birru - 1874-1913 Learning About Unstable, Publicly Unobservable Payoffs
by Elise Payzan-LeNestour & Peter Bossaerts - 1914-1959 Differences of Opinion, Endogenous Liquidity, and Asset Prices
by Emilio Osambela - 1960-2008 Modeling Credit Contagion via the Updating of Fragile Beliefs
by Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein & Jean Helwege - 2009-2049 Home away from Home: Geography of Information and Local Investors
by Gennaro Bernile & Alok Kumar & Johan Sulaeman - 2050-2093 Rumor Has It: Sensationalism in Financial Media
by Kenneth R. Ahern & Denis Sosyura - 2094-2127 Competition for Order Flow with Fast and Slow Traders
by Vincent van Kervel - 2128-2166 Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments
by Xiaohui Gao & Tse-Chun Lin
2015, Volume 28, Issue 6
- 1555-1587 Editor's Choice Capital Account Opening and Wage Inequality
by Mauricio Larrain - 1588-1622 Does Takeover Activity Cause Managerial Discipline? Evidence from International M&A Laws
by Ugur Lel & Darius P. Miller - 1623-1666 Learning About CEO Ability and Stock Return Volatility
by Yihui Pan & Tracy Yue Wang & Michael S. Weisbach - 1667-1700 When Less Is More: The Benefits of Limits on Executive Pay
by Peter Cebon & Benjamin E. Hermalin - 1701-1736 The Invisible Hand of Short Selling: Does Short Selling Discipline Earnings Management?
by Massimo Massa & Bohui Zhang & Hong Zhang - 1737-1767 The Real Effects of Short-Selling Constraints
by Gustavo Grullon & Sébastien Michenaud & James P. Weston - 1768-1809 Does Financing Spur Small Business Productivity? Evidence from a Natural Experiment
by Karthik Krishnan & Debarshi K. Nandy & Manju Puri - 1810-1847 Financial Distress, Stock Returns, and the 1978 Bankruptcy Reform Act
by Dirk Hackbarth & Rainer Haselmann & David Schoenherr
2015, Volume 28, Issue 5
- 1285-1311 Editor's Choice New Evidence on the Financialization of Commodity Markets
by Brian J. Henderson & Neil D. Pearson & Li Wang - 1312-1352 Redefining Financial Constraints: A Text-Based Analysis
by Gerard Hoberg & Vojislav Maksimovic - 1353-1380 Dynamics of Innovation and Risk
by Bruno Biais & Jean-Charles Rochet & Paul Woolley - 1381-1427 The Informational Role of Stock and Bond Volume
by Kerry Back & Kevin Crotty - 1428-1461 Modeling Covariance Risk in Merton's ICAPM
by Alberto G. Rossi & Allan Timmermann - 1462-1505 Monotonicity of the Stochastic Discount Factor and Expected Option Returns
by Ranadeb Chaudhuri & Mark Schroder - 1506-1553 Robust Econometric Inference for Stock Return Predictability
by Alexandros Kostakis & Tassos Magdalinos & Michalis P. Stamatogiannis
2015, Volume 28, Issue 4
- 939-977 Money Creation and the Shadow Banking System
by Adi Sunderam - 978-1023 Editor's Choice Human Capital as an Asset Class Implications from a General Equilibrium Model
by Miguel Palacios - 1024-1059 The Worst, the Best, Ignoring All the Rest: The Rank Effect and Trading Behavior
by Samuel M. Hartzmark - 1060-1102 The Costs of Closing Failed Banks: A Structural Estimation of Regulatory Incentives
by Ari Kang & Richard Lowery & Malcolm Wardlaw - 1103-1152 The Geography of Funding Markets and Limits to Arbitrage
by Andrea Buraschi & Murat Menguturk & Emrah Sener - 1153-1198 Traders vs. Relationship Managers: Reputational Conflicts in Full-Service Investment Banks
by Zhaohui Chen & Alan D. Morrison & William J. Wilhelm - 1199-1241 Predictable Corporate Distributions and Stock Returns
by Hendrik Bessembinder & Feng Zhang - 1242-1283 Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock
by Mingyi Hung & Xi Li & Shiheng Wang
2015, Volume 28, Issue 3
- 637-649 Editor's Choice Editorial: Cosmetic Surgery in the Academic Review Process
by David Hirshleifer - 650-705 Editor's Choice Digesting Anomalies: An Investment Approach
by Kewei Hou & Chen Xue & Lu Zhang - 706-742 Investor Information, Long-Run Risk, and the Term Structure of Equity
by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson - 743-790 Dynamic Hedging and Extreme Asset Co-movements
by Redouane Elkamhi & Denitsa Stefanova - 791-837 Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
by Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou - 838-875 Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering
by Wei-Yu Kuo & Tse-Chun Lin & Jing Zhao - 876-912 Self-Exciting Jumps, Learning, and Asset Pricing Implications
by Andras Fulop & Junye Li & Jun Yu - 913-936 Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust
by John Cotter & Stuart Gabriel & Richard Roll
2015, Volume 28, Issue 2
- 297-341 Editor's Choice Strategic Investment and Industry Risk Dynamics
by M. Cecilia Bustamante - 342-390 Corporate Investment and Stock Market Listing: A Puzzle?
by John Asker & Joan Farre-Mensa & Alexander Ljungqvist - 391-445 Capital Supply Uncertainty, Cash Holdings, and Investment
by Julien Hugonnier & Semyon Malamud & Erwan Morellec - 446-485 Are Mutual Funds Active Voters?
by Peter Iliev & Michelle Lowry