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30 result(s) found matching your criteria: Showing page 1 of 3

The TIPS—Treasury Bond Puzzle*

Forthcoming Articles

Author(s): Matthias Fleckenstein, Francis A. Longstaff, Hanno Lustig

ABSTRACT We show that the price of a Treasury bond and an inflation‐swapped TIPS issue exactly replicating the cash flows of the...

The Journal of Finance - Accepted Articles

Corporate Innovations and Mergers and Acquisitions

Forthcoming Articles

Author(s): JAN BENA, KAI LI

ABSTRACT Using a large and unique patent‐merger data set over the period 1984 to 2006, we show that companies with large patent...

The Journal of Finance - Accepted Articles

Duration of Executive Compensation

Forthcoming Articles

Author(s): RADHAKRISHNAN GOPALAN, TODD MILBOURN, FENGHUA SONG, ANJAN V. THAKOR

Abstract Extensive discussions on the inefficiencies of “short‐termism” in executive compensation notwithstanding, little is...

The Journal of Finance - Accepted Articles

The Recovery Theorem

Forthcoming Articles

Author(s): STEVE ROSS

ABSTRACT We can only estimate the distribution of stock returns, but from option prices we observe the distribution of state...

The Journal of Finance - Accepted Articles

Taxes and Corporate Policies: Evidence From a Quasi Natural Experiment

Forthcoming Articles

Author(s): CRAIG DOIDGE, ALEXANDER DYCK

ABSTRACT We document important interactions between tax incentives and corporate policies using a “quasi natural experiment”...

The Journal of Finance - Accepted Articles

Volatility, the Macroeconomy, and Asset Prices

Forthcoming Articles

Author(s): RAVI BANSAL, DANA KIKU, IVAN SHALIASTOVICH, AMIR YARON

ABSTRACT How important are volatility fluctuations for asset prices and the macroeconomy? We find that an increase in...

The Journal of Finance - Accepted Articles

Taking the Long Way Home: U.S. Tax Evasion and Offshore Investments in U.S. Equity and Debt Markets

Forthcoming Articles

Author(s): MICHELLE HANLON, EDWARD L. MAYDEW, JACOB R. THORNOCK

ABSTRACT We empirically investigate one form of illegal investor‐level tax evasion and its effect on foreign portfolio...

The Journal of Finance - Accepted Articles

Size Anomalies in U.S. Bank Stock Returns

Forthcoming Articles

Author(s): PRIYANK GANDHI, HANNO LUSTIG

ABSTRACT The largest commercial bank stocks, ranked by total size of the balance sheet, have significantly lower risk‐adjusted...

The Journal of Finance - Accepted Articles

The Cross‐Section of Credit Risk Premia and Equity Returns

Forthcoming Articles

Author(s): NILS FRIEWALD, CHRISTIAN WAGNER, JOSEF ZECHNER

Abstract We explore the link between a firm's stock returns and credit risk using a simple insight from structural models...

The Journal of Finance - Accepted Articles

On the Design of Contingent Capital with a Market Trigger

Forthcoming Articles

Author(s): Suresh Sundaresan, Zhenyu Wang

ABSTRACT Contingent capital (CC), which aims to internalize the costs of too‐big‐to‐fail in the capital structure of large...

The Journal of Finance - Accepted Articles

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