Content
2024, Volume 28, Issue 6
- 1759-1805 Optimal investment and equilibrium pricing under ambiguity
by Michail Anthropelos & Paul Schneider - 1807-1831 Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning
by Yufeng Han & Ai He & David E Rapach & Guofu Zhou - 1833-1879 The power of the people: labor unions and corporate social responsibility
by Amanda Heitz & Youan Wang & Zigan Wang - 1881-1918 Move a little closer? Information sharing and the spatial clustering of bank branches
by Shusen Qi & Ralph De Haas & Steven Ongena & Stefan Straetmans & Tamas Vadasz - 1919-1952 Local IPOs and household stock market participation
by Feng Jiang & Michelle Lowry & Yiming Qian - 1953-1989 Circuit breakers and market runs
by Dion Bongaerts & Sarah D De Luca & Mark Van Achter - 1991-2015 Is news really news? The effects of selective disclosure regulations
by Brent Kitchens & Robert Parham & Chris Yung - 2017-2049 On the valuation skills of corporate bond mutual funds
by Gjergji Cici & Pei (Alex) Zhang - 2051-2082 Debt and taxes: the role of corporate group structure
by Peter Brok - 2083-2118 Cash is king? Understanding financing risk in housing markets
by Lu Han & Seung-Hyun Hong
2024, Volume 28, Issue 5
- 1451-1482 The labor effects of R&D tax incentives: evidence from VC-backed startups
by Jun Chen & Shenje Hshieh - 1483-1511 Do private firms (mis)learn from the stock market?
by Dong Yan - 1513-1536 Contracting when enforcement is weak: evidence from an audit study
by Rajkamal Iyer & Antoinette Schoar - 1537-1573 Strategic borrowing from passive investors
by Darius Palia & Stanislav Sokolinski - 1575-1610 Mutual funds’ strategic voting on environmental and social issues
by Roni Michaely & Guillem Ordonez-Calafi & Silvina Rubio - 1611-1661 Hedge funds and the positive idiosyncratic volatility effect
by Turan G. Bali & Florian Weigert - 1663-1686 Attribute misreporting and appraisal bias
by Michael D Eriksen & Chun Kuang & Wenyu Zhu - 1687-1724 Does express delivery run ahead of stock price?
by Jeffery (Jinfan) Chang & Shijie Yang & Bohui Zhang - 1725-1758 Market accessibility, bond ETFs, and liquidity
by Craig W Holden & Jayoung Nam
2024, Volume 28, Issue 4
- 1151-1186 Do investors care about biodiversity?
by Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F Wagner - 1187-1213 Complementarity of sovereign and corporate debt issuance: mind the gap
by Bruce D Grundy & Sjoerd van Bekkum & Patrick Verwijmeren - 1215-1244 Humans in charge of trading robots: the first experiment
by Elena Asparouhova & Peter Bossaerts & Xiaoqin Cai & Kristian Rotaru & Nitin Yadav & Wenhao Yang - 1245-1273 Initial public offerings and the local economy: evidence of crowding out
by Jess Cornaggia & Matthew Gustaf & Jason Kotter & Kevin Pisciotta - 1275-1310 Do sell-side analysts say “buy” while whispering “sell”?
by David Hirshleifer & Yushui Shi & Weili Wu - 1311-1344 No experience necessary: the peer effects of intended entrepreneurs
by Isaac Hacamo & Kristoph Kleiner - 1345-1381 Building trust takes time: limits to arbitrage for blockchain-based assets
by Nikolaus Hautsch & Christoph Scheu & Stefan Voigt - 1383-1418 Female innovative entrepreneurship and maternity risk
by Fabrizio Core - 1419-1450 Pricing protest: the response of financial markets to social unrest
by Philip Barrett & Mariia Bondar & Sophia Chen & Mali Chivakul & Deniz Igan
2024, Volume 28, Issue 3
- 769-804 Leveraged speculators and asset prices†
by Wenxi Jiang - 805-830 Yield curve momentum
by Markus Sihvonen - 831-863 When passive funds affect prices: evidence from volatility and commodity ETFs
by Karamfil Todorov - 865-896 Common ownership and creative destruction: evidence from US consumers
by Hadiye Aslan - 897-944 Common risk factors in cross-sectional FX options returns
by Xuanchen Zhang & Raymond H Y So & Tarik Driouchi - 945-985 Credit risk, debt overhang, and the life cycle of callable bonds
by Bo Becker & Murillo Campello & Viktor Thell & Dong Yan - 985-1025 External financing, technological changes, and employees
by E Han Kim & Yuan Li & Yao Lu & Xinzheng Shi - 1027-1058 Green links: corporate networks and environmental performance
by Hossein Asgharian & Michał Dzieliński & Zahra Hashemzadeh & Lu Liu - 1059-1104 The saliency of the CEO pay ratio
by Audra Boone & Austin Starkweather & Joshua T White - 1105-1149 Fresh air eases work—the effect of air quality on individual investor activity
by Steffen Meyer & Michaela Pagel
2024, Volume 28, Issue 2
- 389-412 Why momentum concentrates among overvalued stocks?
by Jack Favilukis & Terry Zhang - 413-445 Securities law precedents, legal liability, and financial reporting quality
by Benedikt Franke & Allen H Huang & Reeyarn Z Li & Hui Wang - 447-481 Measuring Climate Transition Risk Spillovers
by Runfeng Yang & Massimiliano Caporin & Juan-Angel Jiménez-Martin - 483-510 ESG shareholder engagement and downside risk
by Andreas G F Hoepner & Ioannis Oikonomou & Zacharias Sautner & Laura T Starks & Xiao Y Zhou - 511-550 Asset Complexity and the Return Gap
by Pengjie Gao & Allen Hu & Peter Kelly & Cameron Peng & Ning Zhu - 551-592 Big broad banks: how does cross-selling affect lending?
by Yingjie Qi - 593-619 Property rights, political connections, and corporate investment
by Meng Miao & Dragon Yongjun Tang & Lixin Colin Xu & Xiao Yan - 621-659 Firm financing through insider stock pledges
by Xiaofei Pan & Meijun Qian - 661-697 The term structure of equity yields—a bottom-up approach
by David Schröder - 699-728 Stock repurchasing bias of mutual funds
by Mengqiao Du & Alexandra Niessen-Ruenzi & Terrance Odean - 729-768 The start matters: time-varying investor demand, hedge fund inceptions, and performance
by Lin Sun & Zheng Sun & Lu Zheng
2024, Volume 28, Issue 1
- 1-44 Do Anomalies Really Predict Market Returns? New Data and New Evidence
by Nusret Cakici & Christian Fieberg & Daniel Metko & Adam Zaremba - 45-74 Low Carbon Mutual Funds
by Marco Ceccarelli & Stefano Ramelli & Alexander F Wagner - 75-106 Are Carbon Emissions Associated with Stock Returns?
by Jitendra Aswani & Aneesh Raghunandan & Shiva Rajgopal - 107-109 Are Carbon Emissions Associated with Stock Returns? Comment
by Patrick Bolton & Marcin Kacperczyk - 111-115 Are Carbon Emissions Associated with Stock Returns?—Reply
by Jitendra Aswani & Aneesh Raghunandan & Shiva Rajgopal - 117-161 Impact of Corporate Subsidies on Borrowing Costs of Local Governments: Evidence from Municipal Bonds
by Sudheer Chava & Baridhi Malakar & Manpreet Singh - 163-201 Asymmetric Information and Corporate Lending: Evidence from SME Bond Markets
by Alessandra Iannamorelli & Stefano Nobili & Antonio Scalia & Luana Zaccaria - 203-233 Regulatory Sandboxes and Fintech Funding: Evidence from the UK
by Giulio Cornelli & Sebastian Doerr & Leonardo Gambacorta & Ouarda Merrouche - 235-270 Optimal Capital Structure and Risk Management Policies of Banks That Use CoCo Futures to Hedge Financial-Sector Risk
by Robert S Goldstein & Fan Yang - 271-310 Do Insiders Hire CEOs with High Managerial Talent?
by Jason D Kotter & Yelena Larkin - 311-351 Inefficient Regulation: Mortgages versus Total Credit
by Artashes Karapetyan & Jens Soerlie Kvaerner & Maximilian Rohrer - 353-388 Do Banks Worry about Attentive Depositors? Evidence from Multiple-Brand Banks
by Matthieu Chavaz & Pablo Slutzky
2023, Volume 27, Issue 6
- 1931-1975 Delegated Learning and Contract Commonality in Asset Management
by Michael Sockin & Mindy Z Xiaolan - 1977-2014 The Variance Risk Premium in Equilibrium Models
by Geert Bekaert & Eric Engstrom & Andrey Ermolov - 2015-2056 Leasing as a Mitigation of Financial Accelerator Effects
by Kai Li & Jun Yu - 2057-2083 Does Socially Responsible Investing Change Firm Behavior?
by Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew C. Ringgenberg - 2085-2123 Director Expertise and Corporate Sustainability
by Peter Iliev & Lukas Roth - 2125-2161 The Term Structure of Short Selling Costs
by Gregory Weitzner - 2163-2203 Large Bets and Stock Market Crashes
by Albert S Kyle & Anna A Obizhaeva - 2205-2232 A Tale of Two Cities: Mainland Chinese Buyers in the Hong Kong Housing Market
by Yi Fan & Maggie Rong & Wayne Xinwei Wan & Zhenping Wang - 2233-2270 Indirect Costs of Financial Distress
by Cláudia Custódio & Miguel A Ferreira & Emilia Garcia-Appendini - 2271-2304 Income, Liquidity, and the Consumption Response to the 2020 Economic Stimulus Payments
by Scott R. Baker & Robert A Farrokhnia & Steffen Meyer & Michaela Pagel & Constantine Yannelis
2023, Volume 27, Issue 5
- 1545-1562 Valuing Data as an Asset
by Laura Veldkamp - 1563-1614 Cross-Border Bank Flows and Systemic Risk
by G Andrew Karolyi & John Sedunov & Alvaro G. Taboada - 1615-1657 A Theory of the Nominal Character of Stock Securities
by Bernard Dumas & Marcel Savioz - 1659-1698 Trading on Talent: Human Capital and Firm Performance
by Anastassia Fedyk & James Hodson - 1699-1741 Escaping Air Pollution: Immigrants, Students, and Spillover Effects on Property Prices Abroad
by Yuk Ying Chang & Sudipto Dasgupta - 1743-1779 Risk-Taking and Asymmetric Learning in Boom and Bust Markets
by Pascal Kieren & Jan Müller-Dethard & Martin Weber - 1781-1821 Capital Regulations and the Management of Credit Commitments during Crisis Times
by Paul Pelzl & María Teresa - 1823-1857 Dual Ownership and Risk-Taking Incentives in Managerial Compensation
by Tao Chen & Li Zhang & Qifei Zhu - 1859-1882 Macroeconomic News and Stock–Bond Comovement
by Gregory R Duffee - 1883-1930 The Strategic Use of Corporate Philanthropy: Evidence from Bank Donations
by Seungho Choi & Raphael Jonghyeon & Simon Xu
2023, Volume 27, Issue 4
- 1155-1182 The Term Structure of Equity Risk Premia: Levered Noise and New Estimates
by Oliver Boguth & Murray Carlson & Adlai Fisher & Mikhail Simutin - 1183-1228 Debt Renegotiations Outside Distress
by Marc Arnold & Ramona Westermann - 1229-1268 Social Media and Financial News Manipulation
by Shimon Kogan & Tobias J Moskowitz & Marina Niessner - 1269-1296 Precious Neighbors: The Value of Co-Locating with the Government
by Jörg R Stahl - 1297-1327 Social Interaction in the Family: Evidence from Investors’ Security Holdings
by Samuli Knüpfer & Elias Rantapuska & Matti Sarvimäki - 1329-1371 Optimal Capital Structure with Stock Market Feedback
by Caio Machado & Ana Elisa Pereira - 1373-1421 Life is Too Short? Bereaved Managers and Investment Decisions
by Clark Liu & Johan Sulaeman & Tao Shu & P Eric Yeung - 1423-1469 Financial Intermediation, Capital Accumulation, and Crisis Recovery
by Hans Gersbach & Jean-Charles Rochet & Martin Scheffel - 1471-1519 Capital Gains Tax, Venture Capital, and Innovation in Start-Ups
by Lora Dimitrova & Sapnoti K Eswar - 1521-1544 The Risk of Implicit Guarantees: Evidence from Shadow Banks in China
by Ji Huang & Zongbo Huang & Xiang Shao
2023, Volume 27, Issue 3
- 765-807 Do IPO Firms Become Myopic?
by Vojislav Maksimovic & Gordon Phillips & Liu Yang - 809-849 Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets
by Charles M C Lee & Yuanyu Qu & Tao Shen - 851-887 Lending Relationships and the Collateral Channel
by Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter - 889-933 The Real Effects of Judicial Enforcement
by Vincenzo Pezone - 935-975 A New Wolf in Town? Pump-and-Dump Manipulation in Cryptocurrency Markets
by Anirudh Dhawan & Tālis J Putniņš - 977-996 Mobile Apps and Financial Decision Making
by Bruce Carlin & Arna Olafsson & Michaela Pagel - 997-1026 Decomposing Long Bond Returns: A Decentralized Theory
by Peter Carr & Liuren Wu - 1027-1076 The Value of Employee Satisfaction in Disastrous Times: Evidence from COVID-19
by Chenyu Shan & Dragon Yongjun Tang - 1077-1118 Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China
by Rui Guo & Dun Jia & Xi Sun - 1119-1154 Expanding Footprints: The Impact of Passenger Transportation on Corporate Locations
by Yatang Lin & Yu Qin & Johan Sulaeman & Jubo Yan & Jialiang Zhang
2023, Volume 27, Issue 2
- 369-398 Data versus Collateral
by Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen - 399-422 Liquidity Risk and Funding Cost
by Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer - 423-467 Bank Stress Testing: Public Interest or Regulatory Capture?
by Thomas Schneider & Philip E Strahan & Jun Yang - 469-493 Currency Carry Trade by Trucks: The Curious Case of China’s Massive Imports from Itself
by Xuepeng Liu & Heiwai Tang & Zhi Wang & Shang-Jin Wei - 495-538 Long-Horizon Stock Returns Are Positively Skewed
by Adam Farago & Erik Hjalmarsson - 539-579 Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market
by Jing-Zhi Huang & Bibo Liu & Zhan Shi - 581-618 A Quarter Century of Mortgage Risk
by Morris A Davis & William D Larson & Stephen D Oliner & Benjamin R Smith - 619-657 On the Economic Significance of Stock Return Predictability
by Scott Cederburg & Travis L Johnson & Michael S O’Doherty - 659-692 Tick Size Wars: The Market Quality Effects of Pricing Grid Competition
by Sean Foley & Tom G Meling & Bernt Arne Ødegaard - 693-738 Private Company Valuations by Mutual Funds
by Vikas Agarwal & Brad Barber & Si Cheng & Allaudeen Hameed & Ayako Yasuda - 739-762 Firms and Local Governments: Relationship Building during Political Turnovers
by Hanming Fang & Zhe Li & Nianhang Xu & Hongjun Yan
2023, Volume 27, Issue 1
- 1-32 Information in Financial Markets and Its Real Effects
by Itay Goldstein - 33-77 Search-Based Peer Groups and Commonality in Liquidity
by Paul Brockman & Dennis Y Chung & Neal M Snow - 79-141 Dissemination, Publication, and Impact of Finance Research: When Novelty Meets Conventionality
by Rui Dai & Lawrence Donohue & Qingyi (Freda) Drechsler & Wei Jiang - 143-188 How Does Human Capital Affect Investing? Evidence from University Endowments
by Matteo Binfarè & Gregory Brown & Robert Harris & Christian Lundblad - 189-222 How Do Options Add Value? Evidence from the Convertible Bond Market
by Inmoo Lee & Rex Wang Renjie & Patrick Verwijmeren - 223-246 Market Timing and Predictability in FX 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
by John Hackney - 289-323 Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns
by Kevin Aretz & Ming-Tsung Lin & Ser-Huang Poon - 325-367 Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium
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