|
NEW! |
A Better Three-Factor Model That Explains More Anomalies |
| |
Long Chen and Lu Zhang |
|
NEW! |
Momentum, Reversal, and Uninformed Traders in Laboratory Markets |
| |
Robert Bloomfield, William B. Tayler, and Flora (Hailan) Zhou |
|
|
Long-Run Stockholder Consumption Risk and Asset Returns |
| |
Christopher J. Malloy, Tobias J. Moskowitz, and Annette Vissing-Jørgensen |
|
|
Implications of Keeping up with the Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence |
| |
Juan-Pedro Gomez, Richard Priestley, and Fernando Zapatero |
|
|
Electing Directors |
| |
Jie Cai, Jacqueline L. Garner, and Ralph A. Walkling |
|
|
Taxes on Tax-Exempt Bonds |
| |
Andrew Ang, Vineer Bhansali, and Yuhang Xing |
|
|
Collateral Spread and Financial Development |
| |
Jose M. Liberti and Atif R. Mian |
|
|
Stock Market Declines and Liquidity |
| |
Allaudeen Hameed, Wenjin Kang and S. Viswanathan |
|
|
Catering Through Nominal Share Prices |
| |
Malcolm Baker, Robin Greenwood, and Jeffrey Wurgler |
|
|
Exponential Growth Bias and Household Finance |
| |
Victor Stango and Jonathan Zinman |
|
|
Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues |
| |
Carole Comerton-Forde, Terrence Hendershott, Charles M. Jones, Pamela C. Moulton |
|
|
A Bayesian’s Bubble |
| |
C. Wei Li and Hui Xue |
|
|
Business Networks, Corporate Governance, and Contracting in the Mutual Fund Industry |
| |
Camelia M. Kuhnen |
|
|
Media Coverage and the Cross-Section of Stock Returns |
| |
Lily Fang and Joel Peress |
|
|
Attracting Flows by Attracting Big Clients |
| |
Lauren Cohen and Breno Schmidt |
|
|
Credit Contagion from Counterparty Risk |
| |
Philippe Jorion and Gaiyan Zhang |
|
|
Product Market Competition, Insider Trading and Stock Market Efficiency |
| |
Joel Peress |
|
|
Role of managerial incentives and discretion in hedge fund performance |
| |
Vikas Agarwal, Naveen D. Daniel, and Narayan Y. Naik |
|
|
Why do U.S. firms hold so much more cash than they used to? |
| |
Thomas W. Bates, Kathleen M. Kahle, and René M. Stulz |
|
|
Why are Buyouts Levered? The Financial Structure of Private Equity Funds |
| |
Ulf Axelson, Per Strömberg, and Michael S. Weisbach |
|
|
International Stock Return Comovements |
| |
Geert Bekaert, Robert J. Hodrick, and Xiaoyan Zhang |
|
|
Making Sense of Cents: An Examination of Firms That Marginally Miss or Beat Analyst Forecasts |
| |
Sanjeev Bhojraj, Paul Hribar, Marc Picconi, and John McInnis |
|
|
The Relation between Price and Performance in the Mutual Fund Industry |
| |
Javier Gil-Bazo and Pablo Ruiz-Verdu |
|
|
Rewriting History |
| |
Alexander Ljungqvist, Christopher Malloy, and Felicia Marston |
|
|
Who Gambles In The Stock Market? |
| |
Alok Kumar |
|
|
Blockholder Trading, Market Efficiency, and Managerial Myopia |
| |
Alex Edmans |
|
|
Driven to Distraction: Extraneous Events and Underreaction to Earnings News |
| |
David Hirshleifer, Sonya Seongyeon Lim, and Siew Hong Teoh |
|
|
Do Hedge Fund Managers Misreport Returns?
Evidence from the Pooled Distribution |
| |
Nicolas P.B. Bollen and Veronika K. Pool |
|
|
First-Order Risk Aversion, Heterogeneity,
and Asset Market Outcomes |
| |
David A. Chapman and Valery Polkovnichenko |
|
|
Control Rights and Capital Structure: An Empirical Investigation |
| |
Michael R. Roberts and Amir Sufi |
|
|
Explicit vs. Implicit Contracts: Evidence from CEO Employment Agreements |
| |
Stuart L. Gillan, Jay C. Hartzell, and Robert Parrino |
|
|
Financially Constrained Stock Returns |
| |
Dmitry Livdan, Horacio Sapriza, and Lu Zhang |
|
|
Predictive Systems: Living with Imperfect Predictors |
| |
Lubos Pastor and Robert F. Stambaugh |
|
|
Frailty Correlated Default |
| |
Darrell Duffie, Andreas Eckner, Guillaume Horel, and Leandro Saita |
|
|
Getting Out Early: An Analysis of Market Making Activity at the Recommending Analyst’s Firm |
| |
Jennifer L. Juergens and Laura Lindsey |
|
|
The Price Is (Almost) Right |
| |
Randolph B. Cohen, Christopher Polk, and Tuomo Vuolteenaho |
|
|
Agency Problems at Dual-Class Companies |
| |
Ronald W. Masulis, Cong Wang, and Fei Xie |
|
|
Analyzing the Tax Benefits from Employee Stock
Options |
| |
Ilona Babenko and Yuri Tserlukevich |
|
|
Target Behavior and Financing: How Conclusive is the Evidence? |
| |
Xin Chang and Sudipto Dasgupta |
|
|
The Corporate Propensity to Save |
| |
Leigh A. Riddick and Toni M. Whited |
