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34 result(s) found matching your criteria: Showing page 1 of 4

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

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

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

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

Do Acquisitions Relieve Target Firms’ Financial Constraints?

Forthcoming Articles

Author(s): ISIL EREL, YEEJIN JANG, MICHAEL S. WEISBACH

ABSTRACT Managers often claim that target firms are financially constrained prior to being acquired and that these constraints...

The Journal of Finance - Accepted Articles

Borrower Misreporting and Loan Performance

Forthcoming Articles

Author(s): MARK J. GARMAISE

ABSTRACT Borrower misreporting is associated with seriously adverse loan outcomes. Significantly more residential mortgage...

The Journal of Finance - Accepted Articles

Corporate Taxes and Securitization

Forthcoming Articles

Author(s): JOONGHO HAN, KWANGWOO PARK, GEORGE PENNACCHI

ABSTRACT Most banks pay corporate income taxes, but securitization vehicles do not. Our model shows that when a bank faces...

The Journal of Finance - Accepted Articles

A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk

Forthcoming Articles

Author(s): VIRAL ACHARYA, ITAMAR DRECHSLER, PHILIPP SCHNABL

ABSTRACT We model a loop between sovereign and bank credit risk. A distressed financial sector induces government bailouts,...

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

Repo Runs: Evidence from The Tri‐Party Repo Market

Forthcoming Articles

Author(s): ADAM COPELAND, ANTOINE MARTIN, MICHAEL WALKER

ABSTRACT The repo market has been viewed as a potential source of financial instability since the 2007 to 2009 financial crisis,...

The Journal of Finance - Accepted Articles

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