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Liquidity in a Market for Unique Assets: Specified Pool and To‐Be‐Announced Trading in the Mortgage‐Backed Securities Market

Published Articles

Author(s): PENGJIE GAO, PAUL SCHULTZ, ZHAOGANG SONG

ABSTRACT Agency mortgage‐backed securities (MBS) trade simultaneously in a market for specified pools (SPs) and in the...

The Journal of Finance - Early View Articles

Firm Age, Investment Opportunities, and Job Creation

Published Articles

Author(s): MANUEL ADELINO, SONG MA, DAVID ROBINSON

ABSTRACT New firms are an important source of job creation, but the underlying economic mechanisms for why this is so are not...

The Journal of Finance - Early View Articles

Short‐Term Market Risks Implied by Weekly Options

Published Articles

Author(s): TORBEN G. ANDERSEN, NICOLA FUSARI, VIKTOR TODOROV

ABSTRACT We study short‐maturity (“weekly”) S&P 500 index options, which provide a direct way to analyze volatility and jump...

The Journal of Finance - Early View Articles

Exchange Rates and Monetary Policy Uncertainty

Published Articles

Author(s): PHILIPPE MUELLER, ALIREZA TAHBAZ‐SALEHI, ANDREA VEDOLIN

ABSTRACT We document that a trading strategy that is short the U.S. dollar and long other currencies exhibits significantly...

The Journal of Finance - Early View Articles

Correlated Default and Financial Intermediation

Published Articles

Author(s): GREGORY PHELAN

ABSTRACT Financial intermediation naturally arises when knowing how loan payoffs are correlated is valuable for managing...

The Journal of Finance - Early View Articles

The Effect of Housing on Portfolio Choice

Published Articles

Author(s): RAJ CHETTY, LÁSZLÓ SÁNDOR, ADAM SZEIDL

ABSTRACT We show that characterizing the effects of housing on portfolios requires distinguishing between the effects of home...

The Journal of Finance - Early View Articles

The Flash Crash: High‐Frequency Trading in an Electronic Market

Published Articles

Author(s): ANDREI KIRILENKO, ALBERT S. KYLE, MEHRDAD SAMADI, TUGKAN TUZUN

ABSTRACT We study intraday market intermediation in an electronic market before and during a period of large and temporary...

The Journal of Finance - Early View Articles

Does the Scope of the Sell‐Side Analyst Industry Matter? An Examination of Bias, Accuracy, and Information Content of Analyst Reports

Published Articles

Author(s): KENNETH MERKLEY, RONI MICHAELY, JOSEPH PACELLI

ABSTRACT We examine changes in the scope of the sell‐side analyst industry and whether these changes impact information...

The Journal of Finance - Early View Articles

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