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Content
2025, Volume 165, Issue C
- S0304405X24001983 Self-Declared benchmarks and fund manager intent: “Cheating” or competing?
by Chen, Huaizhi & Evans, Richard & Sun, Yang
- S0304405X24002113 Fed information effects: Evidence from the equity term structure
by Golez, Benjamin & Matthies, Ben
- S0304405X24002137 Q: Risk, rents, or growth?
by Corhay, Alexandre & Kung, Howard & Schmid, Lukas
- S0304405X24002149 ESG: A panacea for market power?
by Bond, Philip & Levit, Doron
- S0304405X25000017 Yield drifts when issuance comes before macro news
by Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny
- S0304405X25000029 The volatility puzzle of the beta anomaly
by Barroso, Pedro & Detzel, Andrew & Maio, Paulo
- S0304405X25000030 Asymmetric information, disagreement, and the valuation of debt and equity
by Banerjee, Snehal & Breon-Drish, Bradyn & Smith, Kevin
- S0304405X25000042 Optimal illiquidity
by Beshears, John & Choi, James J. & Clayton, Christopher & Harris, Christopher & Laibson, David & Madrian, Brigitte C.
2025, Volume 164, Issue C
- S0304405X24001958 The impact of impact investing
by Berk, Jonathan B. & van Binsbergen, Jules H.
- S0304405X24001971 Strategic insider trading and its consequences for outsiders: Evidence from the eighteenth century
by Cosemans, Mathijs & Frehen, Rik
- S0304405X24002071 Four facts about ESG beliefs and investor portfolios
by Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao
- S0304405X24002083 Regulating inattention in fee-based financial advice
by Edelen, Roger M. & Fong, Kingsley Y.L. & Han, Jingyi
- S0304405X24002095 Extracting extrapolative beliefs from market prices: An augmented present-value approach
by Cassella, Stefano & Chen, Te-Feng & Gulen, Huseyin & Liu, Yan
- S0304405X24002101 Biodiversity finance
by Flammer, Caroline & Giroux, Thomas & Heal, Geoffrey M.
- S0304405X24002125 The SOFR discount
by Klingler, Sven & Syrstad, Olav
- S0304405X24002150 JAQ of all trades: Job mismatch, firm productivity and managerial quality
by Coraggio, Luca & Pagano, Marco & Scognamiglio, Annalisa & Tåg, Joacim
- S0304405X2400196X Household mobility and mortgage rate lock
by Liebersohn, Jack & Rothstein, Jesse
2025, Volume 163, Issue C
- S0304405X24001764 Robustness and dynamic sentiment
by Maenhout, Pascal J. & Vedolin, Andrea & Xing, Hao
- S0304405X24001776 Sustainable finance versus environmental policy: Does greenwashing justify a taxonomy for sustainable investments?
by Inderst, Roman & Opp, Marcus M.
- S0304405X24001788 The moral preferences of investors: Experimental evidence
by Bonnefon, Jean-François & Landier, Augustin & Sastry, Parinitha & Thesmar, David
- S0304405X24001806 Information technology and lender competition
by Vives, Xavier & Ye, Zhiqiang
- S0304405X24001818 Credit supply and house prices: Evidence from mortgage market segmentation
by Adelino, Manuel & Schoar, Antoinette & Severino, Felipe
- S0304405X24001892 From employee to entrepreneur: The role of unemployment risk
by Hou, Ai Jun & Jonsson, Sara & Li, Xiaoyang & Ouyang, Qinglin
- S0304405X24001909 Information sharing in financial markets
by Goldstein, Itay & Xiong, Yan & Yang, Liyan
- S0304405X24001910 Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 1933
by Jaremski, Matthew & Richardson, Gary & Vossmeyer, Angela
- S0304405X24001922 Arbitrage-based recovery
by Horvath, Ferenc
- S0304405X24001934 Aspirational utility and investment behavior
by Aristidou, Andreas & Giga, Aleksandar & Lee, Suk & Zapatero, Fernando
- S0304405X24001946 CEO turnover and director reputation
by von Meyerinck, Felix & Romer, Jonas & Schmid, Markus
- S0304405X2400179X Gig labor: Trading safety nets for steering wheels
by Fos, Vyacheslav & Hamdi, Naser & Kalda, Ankit & Nickerson, Jordan
2024, Volume 162, Issue C
- S0304405X24001508 Do personal taxes affect investment decisions and stock returns?
by Kontoghiorghes, Alexander P.
- S0304405X24001533 Specialization and performance in private equity: Evidence from the hotel industry
by Spaenjers, Christophe & Steiner, Eva
- S0304405X24001569 Conditional risk
by Gormsen, Niels Joachim & Jensen, Christian Skov
- S0304405X24001570 Bank heterogeneity and financial stability
by Goldstein, Itay & Kopytov, Alexandr & Shen, Lin & Xiang, Haotian
- S0304405X24001673 Pricing of sustainability-linked bonds
by Feldhütter, Peter & Halskov, Kristoffer & Krebbers, Arthur
- S0304405X24001685 Estimating and testing investment-based asset pricing models
by Belo, Frederico & Deng, Yao & Salomao, Juliana
- S0304405X24001697 Direct lenders in the U.S. middle market
by Davydiuk, Tetiana & Marchuk, Tatyana & Rosen, Samuel
- S0304405X24001703 Competition, Product differentiation and Crises: Evidence from 18 million securitized loans
by Haslag, Peter & Srinivasan, Kandarp & Thakor, Anjan V.
- S0304405X24001715 Broken promises, competition, and capital allocation in the mutual fund industry
by Abis, Simona & Lines, Anton
- S0304405X24001727 Comparing factor models with price-impact costs
by Li, Sicong & DeMiguel, Victor & Martín-Utrera, Alberto
- S0304405X24001740 Token-based platform governance
by Abadi, Joseph & Brunnermeier, Markus
- S0304405X24001752 Macroeconomic perceptions, financial constraints, and anomalies
by He, Wei & Su, Zhiwei & Yu, Jianfeng
2024, Volume 161, Issue C
- S0304405X24001387 Uncertainty about what is in the price
by Peress, Joël & Schmidt, Daniel
- S0304405X24001399 Efficient estimation of bid–ask spreads from open, high, low, and close prices
by Ardia, David & Guidotti, Emanuele & Kroencke, Tim A.
- S0304405X24001491 Modeling volatility in dynamic term structure models
by Doshi, Hitesh & Jacobs, Kris & Liu, Rui
- S0304405X24001521 Systemic bank runs without aggregate risk: How a misallocation of liquidity may trigger a solvency crisis
by Altermatt, Lukas & van Buggenum, Hugo & Voellmy, Lukas
- S0304405X24001545 Monetary policy and fragility in corporate bond mutual funds
by Kuong, John Chi-Fong & O’Donovan, James & Zhang, Jinyuan
- S0304405X24001557 The risk and return of equity and credit index options
by Doshi, Hitesh & Ericsson, Jan & Fournier, Mathieu & Seo, Sang Byung
- S0304405X2400151X The risk and return of impact investing funds
by Jeffers, Jessica & Lyu, Tianshu & Posenau, Kelly
2024, Volume 160, Issue C
- S0304405X24001247 Block trade contracting
by Baldauf, Markus & Frei, Christoph & Mollner, Joshua
- S0304405X24001259 Inflation and Disintermediation
by Agarwal, Isha & Baron, Matthew
- S0304405X24001338 From Man vs. Machine to Man + Machine: The art and AI of stock analyses
by Cao, Sean & Jiang, Wei & Wang, Junbo & Yang, Baozhong
- S0304405X24001351 The cross-border effects of bank capital regulation
by Bahaj, Saleem & Malherbe, Frederic
- S0304405X24001363 Disclosing and cooling-off: An analysis of insider trading rules
by Deng, Jun & Pan, Huifeng & Yan, Hongjun & Yang, Liyan
- S0304405X24001375 The credit supply channel of monetary policy tightening and its distributional impacts
by Bosshardt, Joshua & Di Maggio, Marco & Kakhbod, Ali & Kermani, Amir
- S0304405X2400134X Racial disparities in the Paycheck Protection Program
by Chernenko, Sergey & Scharfstein, David
2024, Volume 159, Issue C
- S0304405X24000977 Concealed carry
by Andrews, Spencer & Colacito, Riccardo & Croce, Mariano M. & Gavazzoni, Federico
- S0304405X24000989 Financial market concentration and misallocation
by Neuhann, Daniel & Sockin, Michael
- S0304405X24001077 The short-termism trap: Catering to informed investors with limited horizons
by Dow, James & Han, Jungsuk & Sangiorgi, Francesco
- S0304405X24001090 Importance of transaction costs for asset allocation in foreign exchange markets
by Filippou, Ilias & Maurer, Thomas A. & Pezzo, Luca & Taylor, Mark P.
- S0304405X24001107 The reserve supply channel of unconventional monetary policy
by Diamond, William & Jiang, Zhengyang & Ma, Yiming
- S0304405X24001211 Borrow now, pay even later: A quantitative analysis of student debt payment plans
by Boutros, Michael & Clara, Nuno & Gomes, Francisco
- S0304405X24001223 Monetary tightening and U.S. bank fragility in 2023: Mark-to-market losses and uninsured depositor runs?
by Jiang, Erica Xuewei & Matvos, Gregor & Piskorski, Tomasz & Seru, Amit
- S0304405X24001235 High-frequency trading in the stock market and the costs of options market making
by Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit
- S0304405X2400117X The effects of policy interventions to limit illegal money lending
by Leong, Kaiwen & Li, Huailu & Pavanini, Nicola & Walsh, Christoph
- S0304405X2400120X Are cryptos different? Evidence from retail trading
by Kogan, Shimon & Makarov, Igor & Niessner, Marina & Schoar, Antoinette
2024, Volume 158, Issue C
- S0304405X24000941 The death of a regulator: Strict supervision, bank lending, and business activity
by Granja, João & Leuz, Christian
- S0304405X24000953 Discrimination in the payments chain
by Costello, Anna M. & Minnis, Michael & Rabinovich, Irina
- S0304405X24000965 Intermediation frictions in debt relief: Evidence from CARES Act forbearance
by Kim, You Suk & Lee, Donghoon & Scharlemann, Tess & Vickery, James
- S0304405X24000990 Refinancing cross-subsidies in the mortgage market
by Fisher, Jack & Gavazza, Alessandro & Liu, Lu & Ramadorai, Tarun & Tripathy, Jagdish
- S0304405X24001089 How do Treasury dealers manage their positions?
by Fleming, Michael & Nguyen, Giang & Rosenberg, Joshua
- S0304405X2400093X The social signal
by Cookson, J. Anthony & Lu, Runjing & Mullins, William & Niessner, Marina
2024, Volume 157, Issue C
- S0304405X24000734 When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion
by Arteaga-Garavito, Maria Jose & Croce, Mariano M. & Farroni, Paolo & Wolfskeil, Isabella
- S0304405X24000746 Debtor income manipulation in consumer credit contracts
by Mikhed, Vyacheslav & Raina, Sahil & Scholnick, Barry & Zhang, Man
- S0304405X24000783 Financial constraints, cash flow timing patterns, and asset prices
by Hu, Weiping & Li, Kai & Zhang, Xiao
- S0304405X24000795 Intermediary-based equity term structure
by Li, Kai & Xu, Chenjie
- S0304405X24000801 Regulatory arbitrage or random errors? Implications of race prediction algorithms in fair lending analysis
by Greenwald, Daniel L. & Howell, Sabrina T. & Li, Cangyuan & Yimfor, Emmanuel
- S0304405X24000813 Crowdsourcing peer information to change spending behavior
by D’Acunto, Francesco & Rossi, Alberto G. & Weber, Michael
- S0304405X24000825 When failure is an option: Fragile liquidity in over-the-counter markets
by Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman
- S0304405X24000837 The passive ownership share is double what you think it is
by Chinco, Alex & Sammon, Marco
- S0304405X24000916 Real effects of supplying safe private money
by Xu, Chenzi & Yang, He
- S0304405X24000928 The diversification and welfare effects of robo-advising
by Rossi, Alberto G. & Utkus, Stephen
- S0304405X2400059X Tiny trades, big questions: Fractional shares
by Bartlett, Robert P. & McCrary, Justin & O'Hara, Maureen
- S0304405X2400076X Associative memory, beliefs and market interactions
by Enke, Benjamin & Schwerter, Frederik & Zimmermann, Florian
2024, Volume 156, Issue C
- S0304405X24000576 Consumption smoothing or consumption binging? The effects of government-led consumer credit expansion in Brazil
by Garber, Gabriel & Mian, Atif & Ponticelli, Jacopo & Sufi, Amir
- S0304405X24000588 Shattered housing
by Happel, Jonas & Karabulut, Yigitcan & Schäfer, Larissa & Tüzel, Şelale
- S0304405X24000618 Measuring macroeconomic tail risk
by Marfè, Roberto & Pénasse, Julien
- S0304405X24000722 Ambiguity and private investors’ behavior after forced fund liquidations
by Meyer, Steffen & Uhr, Charline
- S0304405X24000758 Gradual information diffusion across commonly owned firms
by Ying, Jie
- S0304405X24000771 Financial inclusion, economic development, and inequality: Evidence from Brazil
by Fonseca, Julia & Matray, Adrien
- S0304405X2400062X Portfolio pumping in mutual fund families
by Wang, Pingle
2024, Volume 155, Issue C
- S0304405X24000357 Production complementarity and information transmission across industries
by Lee, Charles M.C. & Shi, Terrence Tianshuo & Sun, Stephen Teng & Zhang, Ran
- S0304405X24000369 The governance of director compensation
by Fang, Lily & Huang, Sterling
- S0304405X24000382 Missing values handling for machine learning portfolios
by Chen, Andrew Y. & McCoy, Jack
- S0304405X24000394 Political polarization in financial news
by Goldman, Eitan & Gupta, Nandini & Israelsen, Ryan
- S0304405X24000400 The effect of female leadership on contracting from Capitol Hill to Main Street
by Brogaard, Jonathan & Gerasimova, Nataliya & Rohrer, Maximilian
- S0304405X24000412 Price ceilings, market structure, and payout policies
by Li, Xiongshi & Ye, Mao & Zheng, Miles
- S0304405X24000424 Aggregate lapsation risk
by Koijen, Ralph S.J. & Lee, Hae Kang & Van Nieuwerburgh, Stijn
- S0304405X24000527 Robo advisors and access to wealth management
by Reher, Michael & Sokolinski, Stanislav
- S0304405X24000539 Trade credit and the stability of supply chains
by Ersahin, Nuri & Giannetti, Mariassunta & Huang, Ruidi
- S0304405X24000540 Sustainability or performance? Ratings and fund managers’ incentives
by Gantchev, Nickolay & Giannetti, Mariassunta & Li, Rachel
- S0304405X24000552 The timing of voluntary delisting
by Azevedo, Alcino & Colak, Gonul & El Kalak, Izidin & Tunaru, Radu
- S0304405X24000564 The pricing of U.S. Treasury floating rate notes
by Hartley, Jonathan S. & Jermann, Urban J.
- S0304405X24000606 In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models
by Kan, Raymond & Wang, Xiaolu & Zheng, Xinghua
2024, Volume 154, Issue C
- S0304405X24000151 RegTech: Technology-driven compliance and its effects on profitability, operations, and market structure
by Charoenwong, Ben & Kowaleski, Zachary T. & Kwan, Alan & Sutherland, Andrew G.
- S0304405X24000163 Human capital risk and portfolio choices: Evidence from university admission discontinuities
by d'Astous, Philippe & Shore, Stephen H.
- S0304405X24000175 Causal effects of closing businesses in a pandemic
by Barrot, Jean-Noël & Bonelli, Maxime & Grassi, Basile & Sauvagnat, Julien
- S0304405X24000199 Asset life, leverage, and debt maturity matching
by Geelen, Thomas & Hajda, Jakub & Morellec, Erwan & Winegar, Adam
- S0304405X24000205 How does competition affect retail banking? Quasi-experimental evidence from bank mergers
by Liebersohn, Jack
- S0304405X24000217 Motivating collusion
by Ha, Sangeun & Ma, Fangyuan & Žaldokas, Alminas
- S0304405X24000291 Investment when new capital is hard to find
by Darmouni, Olivier & Sutherland, Andrew
- S0304405X24000308 Siphoned apart: A portfolio perspective on order flow segmentation
by Baldauf, Markus & Mollner, Joshua & Yueshen, Bart Zhou
- S0304405X24000321 J'Accuse! Antisemitism and financial markets in the time of the Dreyfus Affair
by Do, Quoc-Anh & Galbiati, Roberto & Marx, Benjamin & Ortiz Serrano, Miguel A.
- S0304405X24000333 The proxy advisory industry: Influencing and being influenced
by Shu, Chong
- S0304405X24000345 Limited attention to detail in financial markets: Evidence from reduced-form and structural estimation
by Cronqvist, Henrik & Ladika, Tomislav & Pazaj, Elisa & Sautner, Zacharias
- S0304405X24000370 Demand-and-supply imbalance risk and long-term swap spreads
by Hanson, Samuel G. & Malkhozov, Aytek & Venter, Gyuri
- S0304405X2400028X Is it alpha or beta? Decomposing hedge fund returns when models are misspecified
by Ardia, David & Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier
- S0304405X2400031X Persistent and transitory components of firm characteristics: Implications for asset pricing
by Baba-Yara, Fahiz & Boons, Martijn & Tamoni, Andrea
2024, Volume 153, Issue C
- S0304405X23002143 Disagreement, information quality and asset prices
by Xiouros, Costas & Zapatero, Fernando
- S0304405X23002155 Regulatory costs of being public: Evidence from bunching estimation
by Ewens, Michael & Xiao, Kairong & Xu, Ting
- S0304405X23002167 Personality differences and investment decision-making
by Jiang, Zhengyang & Peng, Cameron & Yan, Hongjun
- S0304405X23002179 Collateral eligibility of corporate debt in the Eurosystem
by Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G.
- S0304405X24000011 Evergreening
by Faria-e-Castro, Miguel & Paul, Pascal & Sánchez, Juan M.
- S0304405X24000023 Capital budgeting, uncertainty, and misallocation
by Charoenwong, Ben & Kimura, Yosuke & Kwan, Alan & Tan, Eugene
- S0304405X24000096 Delayed creative destruction: How uncertainty shapes corporate assets
by Campello, Murillo & Kankanhalli, Gaurav & Kim, Hyunseob
- S0304405X24000102 Harnessing the overconfidence of the crowd: A theory of SPACs
by Banerjee, Snehal & Szydlowski, Martin
- S0304405X24000138 Fearing the Fed: How wall street reads main street
by Elenev, Vadim & Law, Tzuo-Hann & Song, Dongho & Yaron, Amir
- S0304405X24000187 Corporate responses to stock price fragility
by Friberg, Richard & Goldstein, Itay & Hankins, Kristine W.
- S0304405X2400014X Charting by machines
by Murray, Scott & Xia, Yusen & Xiao, Houping
2024, Volume 152, Issue C
- S0304405X23001976 Delayed crises and slow recoveries
by Liu, Xuewen & Wang, Pengfei & Yang, Zhongchao
- S0304405X23002003 Stress tests and model monoculture
by Rhee, Keeyoung & Dogra, Keshav
- S0304405X23002015 Why did shareholder liability disappear?
by Bogle, David A. & Campbell, Gareth & Coyle, Christopher & Turner, John D.
- S0304405X23002027 Disagreement about public information quality and informational price efficiency
by Huang, Chong & Lunawat, Radhika & Wang, Qiguang
- S0304405X23002039 Quantifying the impact of red tape on investment: A survey data approach
by Pellegrino, Bruno & Zheng, Geoffery
- S0304405X23002131 Independent regulators and financial stability evidence from gubernatorial election campaigns in the Progressive Era
by Angel, Marco Del & Richardson, Gary
- S0304405X2300199X Learning about the consumption risk exposure of firms
by Kim, Yongjin & Kuehn, Lars-Alexander & Li, Kai
2024, Volume 151, Issue C
- S0304405X23001782 Monetary policy transmission in segmented markets
by Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee
- S0304405X23001861 The use of asset growth in empirical asset pricing models
by Cooper, Michael & Gulen, Huseyin & Ion, Mihai
- S0304405X23001873 Liquidity regulation and banks: Theory and evidence
by Sundaresan, Suresh & Xiao, Kairong
- S0304405X23001988 Financial returns to household inventory management
by Baker, Scott R. & Johnson, Stephanie & Kueng, Lorenz
- S0304405X2300185X Artificial intelligence, firm growth, and product innovation
by Babina, Tania & Fedyk, Anastassia & He, Alex & Hodson, James
2023, Volume 150, Issue 3
- S0304405X23001575 Partisanship in loan pricing
by Dagostino, Ramona & Gao, Janet & Ma, Pengfei
- S0304405X23001587 CEO compensation: Evidence from the field
by Edmans, Alex & Gosling, Tom & Jenter, Dirk
- S0304405X23001599 Sorting out the effect of credit supply
by Chang, Briana & Gomez, Matthieu & Hong, Harrison
- S0304405X23001617 Retraction notice to “Common risk factors in the cross-section of corporate bond returns” [Journal of Financial Economics 131 (3) (2019) 619-642]
by Bai, Jennie & Bali, Turan G. & Wen, Quan
- S0304405X23001629 Intermediary balance sheets and the treasury yield curve
by Du, Wenxin & Hébert, Benjamin & Li, Wenhao
- S0304405X23001630 The jump leverage risk premium
by Bollerslev, Tim & Todorov, Viktor
- S0304405X23001642 Return predictability with endogenous growth
by Bandi, Federico M. & Bretscher, Lorenzo & Tamoni, Andrea
- S0304405X23001769 Treasury option returns and models with unspanned risks
by Bakshi, Gurdip & Crosby, John & Gao, Xiaohui & Hansen, Jorge W.
- S0304405X23001770 Machine learning and fund characteristics help to select mutual funds with positive alpha
by DeMiguel, Victor & Gil-Bazo, Javier & Nogales, Francisco J. & Santos, André A.P.
2023, Volume 150, Issue 2
- S0304405X23001393 Priced risk in corporate bonds
by Dickerson, Alexander & Mueller, Philippe & Robotti, Cesare
- S0304405X23001411 When large traders create noise
by Glebkin, Sergei & Kuong, John Chi-Fong
- S0304405X23001423 Competition and selection in credit markets
by Yannelis, Constantine & Zhang, Anthony Lee
- S0304405X23001435 International trade and the risk in bilateral exchange rates
by Hassan, Ramin & Loualiche, Erik & Pecora, Alexandre R. & Ward, Colin
- S0304405X23001447 Disaster resilience and asset prices
by Pagano, Marco & Wagner, Christian & Zechner, Josef
- S0304405X23001459 Dynamics of subjective risk premia
by Nagel, Stefan & Xu, Zhengyang
- S0304405X23001551 Do the rich gamble in the stock market? Low risk anomalies and wealthy households
by Bali, Turan G. & Gunaydin, A. Doruk & Jansson, Thomas & Karabulut, Yigitcan
- S0304405X23001563 Cross-stock momentum and factor momentum
by Yan, Jingda & Yu, Jialin
- S0304405X23001605 The labor effects of judicial bias in bankruptcy
by Araujo, Aloisio & Ferreira, Rafael & Lagaras, Spyridon & Moraes, Flavio & Ponticelli, Jacopo & Tsoutsoura, Margarita
- S0304405X2300140X Self-imposed liquidity constraints via voluntary debt repayment
by Vihriälä, Erkki
2023, Volume 150, Issue 1
- 1-45 Temperature shocks and industry earnings news
by Addoum, Jawad M. & Ng, David T. & Ortiz-Bobea, Ariel
- 46-67 Cleansing by tight credit: Rational cycles and endogenous lending standards
by Farboodi, Maryam & Kondor, Péter
- 68-93 Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications
by Huh, Yesol & Kim, You Suk
- 94-138 Machine-learning the skill of mutual fund managers
by Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn
- 139-165 Active trading and (poor) performance: The social transmission channel
by Escobar, Laura & Pedraza, Alvaro
- 166-184 The short- and long-run effects of remote work on U.S. housing markets
by Howard, Greg & Liebersohn, Jack & Ozimek, Adam
2023, Volume 149, Issue 3
- 349-377 Systematic default and return predictability in the stock and bond markets
by Bao, Jack & Hou, Kewei & Zhang, Shaojun
- 378-406 Momentum turning points
by Goulding, Christian L. & Harvey, Campbell R. & Mazzoleni, Michele G.
- 407-433 Index providers: Whales behind the scenes of ETFs
by An, Yu & Benetton, Matteo & Song, Yang
- 434-450 The limits of multi-dealer platforms
by Wang, Chaojun
- 451-472 Creditor rights, collateral reuse, and credit supply
by Lewis, Brittany Almquist
- 473-496 A credit-based theory of the currency risk premium
by Della Corte, Pasquale & Jeanneret, Alexandre & Patelli, Ella D.S.
- 497-535 Debt dynamics and credit risk
by Feldhütter, Peter & Schaefer, Stephen
- 536-556 Collateral competition: Evidence from central counterparties
by Grothe, Magdalena & Pancost, N. Aaron & Tompaidis, Stathis
- 557-577 Deputizing financial institutions to fight elder abuse
by Carlin, Bruce & Umar, Tarik & Yi, Hanyi
- 578-609 Fire sale risk and expected stock returns
by Aragon, George O. & Kim, Min S.
2023, Volume 149, Issue 2
- 115-141 Implicit guarantees and the rise of shadow banking: The case of trust products
by Allen, Franklin & Gu, Xian & Li, C. Wei & Qian, Jun “QJ” & Qian, Yiming
- 142-160 Can the changes in fundamentals explain the attenuation of anomalies?
by Choy, Siu Kai & Lewis, Craig & Tan, Yongxian
- 161-178 Angel investment and first impressions
by Huang, Xing & Ivković, Zoran & Jiang, John Xuefeng & Wang, Isabel Yanyan
- 179-217 Economic uncertainty and investor attention
by Andrei, Daniel & Friedman, Henry & Ozel, N. Bugra
- 218-234 Financing the litigation arms race
by Antill, Samuel & Grenadier, Steven R.
- 235-259 Market power in wholesale funding: A structural perspective from the triparty repo market
by Huber, Amy Wang
- 260-295 Loan guarantees, bank underwriting policies and financial stability
by Carletti, Elena & Leonello, Agnese & Marquez, Robert
- 296-322 Firm-bank linkages and optimal policies after a rare disaster
by Segura, Anatoli & Villacorta, Alonso
- 323-348 The Big Three and board gender diversity: The effectiveness of shareholder voice
by Gormley, Todd A. & Gupta, Vishal K. & Matsa, David A. & Mortal, Sandra C. & Yang, Lukai
2023, Volume 149, Issue 1
- 1-26 When and how are rule 10b5-1 plans used for insider stock sales?
by Fich, Eliezer M. & Parrino, Robert & Tran, Anh L.
- 27-51 Micro uncertainty and asset prices
by Herskovic, Bernard & Kind, Thilo & Kung, Howard
- 52-72 What matters in a characteristic?
by Langlois, Hugues
- 73-91 Product market competition with crypto tokens and smart contracts
by Chod, Jiri & Lyandres, Evgeny
- 92-113 When can the market identify old news?
by Fedyk, Anastassia & Hodson, James
2023, Volume 148, Issue 3
- 175-200 Heterogeneous liquidity providers and night-minus-day return predictability
by Lu, Zhongjin & Malliaris, Steven & Qin, Zhongling
- 201-219 Insurance and portfolio decisions: Two sides of the same coin?
by Armantier, Olivier & Foncel, Jérôme & Treich, Nicolas
- 220-244 Asset holders’ consumption risk and tests of conditional CCAPM
by Elkamhi, Redouane & Jo, Chanik
- 245-272 Why is dollar debt Cheaper? Evidence from Peru
by Gutierrez, Bryan & Ivashina, Victoria & Salomao, Juliana
- 273-296 Reaching for yield and the housing market: Evidence from 18th-century Amsterdam
by Korevaar, Matthijs
2023, Volume 148, Issue 2
2023, Volume 148, Issue 1
Printed from https://ideas.repec.org/s/eee/jfinec.html
