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Outsourcing in the International Mutual Fund Industry: An Equilibrium View

Forthcoming Articles

Author(s): OLEG CHUPRININ, MASSIMO MASSA, DAVID SCHUMACHER

ABSTRACT We study outsourcing relationships among international asset management firms. We find that in companies that manage...

The Journal of Finance - Accepted Articles

Asset Quality Misrepresentation by Financial Intermediaries: Evidence from the RMBS Market

Forthcoming Articles

Author(s): TOMASZ PISKORSKI, AMIT SERU, JAMES WITKIN

ABSTRACT We document that contractual disclosures by intermediaries during the sale of mortgages contained false information...

The Journal of Finance - Accepted Articles

An Information‐Based Theory of Time‐Varying Liquidity

Forthcoming Articles

Author(s): BRENDAN DALEY, BRETT GREEN

ABSTRACT We propose an information‐based theory to explain time variation in liquidity and link it to a variety of patterns in...

The Journal of Finance - Accepted Articles

Who Facilitated Misreporting in Securitized Loans?

Forthcoming Articles

Author(s): JOHN M. GRIFFIN, GONZALO MATURANA

ABSTRACT This paper examines apparent misrepresentation among securitized non‐agency loans using three indicators: unreported...

The Journal of Finance - Accepted Articles

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Forthcoming Articles

Author(s): RALPH S.J. KOIJEN, STIJN VAN NIEUWERBURGH, MOTOHIRO YOGO

ABSTRACT We develop a pair of risk measures, health and mortality delta, for the universe of life and health insurance products....

The Journal of Finance - Accepted Articles

Collateralization, Bank Loan Rates, and Monitoring

Forthcoming Articles

Author(s): GERALDO CERQUEIRO, STEVEN ONGENA, KASPER ROSZBACH

ABSTRACT We show that collateral plays an important role in the design of debt contracts, the provision of credit, and the...

The Journal of Finance - Accepted Articles

Regulatory Arbitrage and Cross‐Border Bank Acquisitions

Forthcoming Articles

Author(s): G. ANDREW KAROLYI, ALVARO G. TABOADA

ABSTRACT We study how differences in bank regulation influence cross‐border bank acquisition flows and share price reactions to...

The Journal of Finance - Accepted Articles

Informational Frictions and Commodity Markets

Forthcoming Articles

Author(s): MICHAEL SOCKIN, WEI XIONG

ABSTRACT This paper develops a model with a tractable log‐linear equilibrium to analyze the effects of informational frictions...

The Journal of Finance - Accepted Articles

Wall Street Occupations

Forthcoming Articles

Author(s): ULF AXELSON, PHILIP BOND

ABSTRACT Many finance jobs entail the risk of large losses, and hard‐to‐monitor effort. We analyze the equilibrium consequences...

The Journal of Finance - Accepted Articles

The Cost of Capital for Alternative Investments

Forthcoming Articles

Author(s): JAKUB W. JUREK, ERIK STAFFORD

ABSTRACT Traditional risk factor models indicate that hedge funds capture pre‐fee alphas of 6% to 10% per annum over the period...

The Journal of Finance - Accepted Articles

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