Supplements

Papers from 2013

Papers from 2012

Papers from 2011

Papers from 2010

Papers from 2009

Paper from the June 2008 issue
Appendix for "A Search-Based Theory of the On-the-Run Phenomenon" (PDF file)
Dimitri Vayanos and Pierre-Olivier Weill

Paper from the February 2007 issue
Data and supplements for "Lower Salaries and No Options? On the Optimal Structure of Executive Pay" (ZIP file)
Ingolf Dittmann and Ernst Maug

Paper from the August 2006 issue
Investor sentiment data used in "Investor Sentiment and the Cross-Section of Stock Returns" (Excel file)
Malcolm Baker and Jeffrey Wurgler

Paper from the August 2004 issue
Sample for "The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation" (Excel file)
Honghui Chen, Gregory Noronha, and Vijay Singal

Paper from the October 2000 issue
The Equity Share in New Issues and Aggregate Stock Returns
Malcolm Baker and Jeffrey Wurgler

Paper from the April 2000 issue
Supplement to Foreign Speculators and Emerging Equity Markets (.htm files)
Geert Bekaert and Campbell R. Harvey

Paper from the October 1999 issue:
Supplement to Optimal Investment, Growth Options and Security Returns
Jonathan Berk, Richard Green, and Vasant Naik

Papers from the December 1998 issue:
Data for "Earnings Management and the Long-Run Market Performance of Initial public Offerings" (.htm files)
Authored by Siew Hong Teoh, Ivo Welch, and T.J. Wong
Dividend Corrections from "Stock Returns, Dividend Yields and Taxes"
Authored by Andy Naranjo, M. Nimalendran, and Mike Ryngaert

Paper from the April 1998 issue:
Data of Block Share Information from "Block Share Purchases and Corporate Performance"
Authored by Jennifer Bethel, Julia Liebeskind, and Tim Opler

Papers from the February 1998 issue:
Appendix for Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
Torben Andersen and Tim Bollerslev
Simulated marginal tax rates from "Debt, Leases, Taxes, and the Endogeneity of Corporate Tax Status"
Authored by John R. Graham, Michael L. Lemmon, and James S. Schallheim.

Papers from the September 1997 issue:
Appendix Tables for Informed Traders, Intervention and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market
Bettina Peiers
Appendicies for Public-Offerings of State-Owned and Privately-Owned Enterprises: An International Comparison
Kathryn L. Dewenter and Paul H. Malatesta

Updates of Papers:
"Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility" - Errata
Torben Andersen, originally published Journal of Finance, 1996, Vol 51, 169-204
"Finance Research Productivity and Influence"
Update of Borokhovich, Bricker, Brunarski, and Simkins (1995)

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