Mingze Gao

Curated Reading List - 2010


Journal of Finance

  1. A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks, 2010, Steven R. Grenadier; Andrey Malenko
  2. A Gap‐Filling Theory of Corporate Debt Maturity Choice, 2010, Robin Greenwood; Samuel Hanson; Jeremy C. Stein
  3. A Habit‐Based Explanation of the Exchange Rate Risk Premium, 2010, Adrien Verdelhan
  4. Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States, 2010, Thorsten Beck; Ross Levine; Alexey Levkov
  5. Capital Structure as a Strategic Variable: Evidence from Collective Bargaining, 2010, David A. Matsa
  6. Cash Holdings and Corporate Diversification, 2010, Ran Duchin
  7. Collateral Spread and Financial Development, 2010, José M. Liberti; Atif R. Mian
  8. Collateral, Risk Management, and the Distribution of Debt Capacity, 2010, Adriano A. Rampini; S. Viswanathan
  9. Corporate Fraud and Business Conditions: Evidence from IPOs, 2010, Tracy Yue Wang; Andrew Winton; Xiaoyun Yu
  10. Corporate Political Contributions and Stock Returns, 2010, Michael J. Cooper; Huseyin Gulen; Alexei V. Ovtchinnikov
  11. Correlation Risk and Optimal Portfolio Choice, 2010, Andrea Buraschi; Paolo Porchia; Fabio Trojani
  12. Disagreement and Learning: Dynamic Patterns of Trade, 2010, Snehal Banerjee; Ilan Kremer
  13. Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status, 2010, Nikolai Roussanov
  14. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models, 2010, Torben G. Andersen; Luca Benzoni
  15. Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation, 2010, Ravi Jagannathan; Alexey Malakhov; Dmitry Novikov
  16. Do Limit Orders Alter Inferences about Investor Performance and Behavior?, 2010, Juhani T. Linnainmaa
  17. Does Credit Competition Affect Small‐Firm Finance?, 2010, Tara Rice; Philip E. Strahan
  18. Executive Compensation and the Maturity Structure of Corporate Debt, 2010, Paul Brockman; Xiumin Martin; Emre Unlu
  19. Exploring the Nature of “Trader Intuition”, 2010, Peter Bossaerts; Antoine J. Bruguier; Steven R. Quartz
  20. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas, 2010, Laurent Barras; Olivier Scaillet; Russ Wermers
  21. Financial Strength and Product Market Behavior: The Real Effects of Corporate Cash Holdings, 2010, Laurent Fresard
  22. Financial Structure, Acquisition Opportunities, and Firm Locations, 2010, Andres Almazan; Adolfo De Motta; Sheridan Titman; Vahap Uysal
  23. Generalized Disappointment Aversion and Asset Prices, 2010, Bryan R. Routledge; Stanley E. Zin
  24. Genetic Variation in Financial Decision‐Making, 2010, David Cesarini; Magnus Johannesson; Paul Lichtenstein; Örjan Sandewall; Björn Wallace
  25. Global Currency Hedging, 2010, John Y. Campbell; Karine Serfaty‐De Medeiros; Luis M. Viceira
  26. Hedge Fund Contagion and Liquidity Shocks, 2010, Nicole M. Boyson; Christof W. Stahel; René M. Stulz
  27. Human Capital, Bankruptcy, and Capital Structure, 2010, Jonathan B. Berk; Richard Stanton; Josef Zechner
  28. Individual Investors and Local Bias, 2010, Mark S. Seasholes; Ning Zhu
  29. Individualism and Momentum around the World, 2010, Andy C.W. Chui; Sheridan Titman; K.C. John Wei
  30. Information Quality and Long‐Run Risk: Asset Pricing Implications, 2010, Hengjie Ai
  31. Information and Incentives Inside the Firm: Evidence from Loan Officer Rotation, 2010, Andrew Hertzberg; Jose Maria Liberti; Daniel Paravisini
  32. Intraday Patterns in the Cross‐section of Stock Returns, 2010, Steven L. Heston; Robert A. Korajczyk; Ronnie Sadka
  33. Leverage Choice and Credit Spreads when Managers Risk Shift, 2010, Murray Carlson; Ali Lazrak
  34. Levered Returns, 2010, Joao F. Gomes; Lukas Schmid
  35. Luck versus Skill in the Cross‐Section of Mutual Fund Returns, 2010, Eugene F. Fama; Kenneth R. French
  36. Lucky CEOs and Lucky Directors, 2010, Lucian A. Bebchuk; Yaniv Grinstein; Urs Peyer
  37. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure, 2010, Hui Chen
  38. Managerial Legacies, Entrenchment, and Strategic Inertia, 2010, Catherine Casamatta; Alexander Guembel
  39. Market Segmentation and Cross‐predictability of Returns, 2010, Lior Menzly; Oguzhan Ozbas
  40. Microstructure and Ambiguity, 2010, David Easley; Maureen O'Hara
  41. Mutual Fund Incubation, 2010, Richard B. Evans
  42. Networking as a Barrier to Entry and the Competitive Supply of Venture Capital, 2010, Yael V. Hochberg; Alexander Ljungqvist; Yang Lu
  43. Performance and Persistence in Institutional Investment Management, 2010, Jeffrey A. Busse; Amit Goyal; Sunil Wahal
  44. Personal Bankruptcy and Credit Market Competition, 2010, Astrid A. Dick; Andreas Lehnert
  45. Predictive Regressions: A Present‐Value Approach, 2010, Jules H. Van Binsbergen; Ralph S. J. Koijen
  46. Presidential Address: Asset Price Dynamics with Slow‐Moving Capital, 2010, Darrell Duffie
  47. Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?, 2010, Richard C. Green; Dan Li; Norman Schürhoff
  48. Product Market Competition, Insider Trading, and Stock Market Efficiency, 2010, Joel Peress
  49. Real and Financial Industry Booms and Busts, 2010, Gerard Hoberg; Gordon Phillips
  50. Report of the Editor of The Journal of Finance for the Year 2009, 2010, Campbell R. Harvey
  51. Risk and the Corporate Structure of Banks, 2010, Giovanni Dell'Ariccia; Robert Marquez
  52. Sell‐Side School Ties, 2010, Lauren Cohen; Andrea Frazzini; Christopher Malloy
  53. Short Sellers and Financial Misconduct, 2010, Jonathan M. Karpoff; Xiaoxia Lou
  54. Stapled Finance, 2010, Paul Povel; Rajdeep Singh
  55. Sticks or Carrots? Optimal CEO Compensation when Managers Are Loss Averse, 2010, Ingolf Dittmann; Ernst Maug; Oliver Spalt
  56. Stock Market Declines and Liquidity, 2010, Allaudeen Hameed; Wenjin Kang; S. Viswanathan
  57. Taxes on Tax‐Exempt Bonds, 2010, Andrew Ang; Vineer Bhansali; Yuhang Xing
  58. The Cost of Debt, 2010, Jules H. Van Binsbergen; John R. Graham; Jie Yang
  59. The Effect of SOX Section 404: Costs, Earnings Quality, and Stock Prices, 2010, Peter Iliev
  60. The Impact of Deregulation and Financial Innovation on Consumers: The Case of the Mortgage Market, 2010, Kristopher S. Gerardi; Harvey S. Rosen; Paul S. Willen
  61. The Interdependent and Intertemporal Nature of Financial Decisions: An Application to Cash Flow Sensitivities, 2010, Vladimir A. Gatchev; Todd Pulvino; Vefa Tarhan
  62. The Net Benefits to Leverage, 2010, Arthur Korteweg
  63. The New Game in Town: Competitive Effects of IPOs, 2010, Hung‐Chia Hsu; Adam V. Reed; Jörg Rocholl
  64. The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century, 2010, Efraim Benmelech; Tobias J. Moskowitz
  65. The Variability of IPO Initial Returns, 2010, Michelle Lowry; Micah S. Officer; G. William Schwert
  66. Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues, 2010, Carole Comerton‐Forde; Terrence Hendershott; Charles M. Jones; Pamela C. Moulton; Mark S. Seasholes
  67. Who Blows the Whistle on Corporate Fraud?, 2010, Alexander Dyck; Adair Morse; Luigi Zingales
  68. Why Are CEOs Rarely Fired? Evidence from Structural Estimation, 2010, Lucian A. Taylor
  69. Why Do Foreign Firms Leave U.S. Equity Markets?, 2010, Craig Doidge; G. Andrew Karolyi; René M. Stulz
  70. “Time for a Change”: Loan Conditions and Bank Behavior when Firms Switch Banks, 2010, Vasso Ioannidou; Steven Ongena

Journal of Financial Economics

  1. A resolution of the distress risk and leverage puzzles in the cross section of stock returns, 2010, Thomas J. George; Chuan-Yang Hwang
  2. A skeptical appraisal of asset pricing tests, 2010, Jonathan Lewellen; Stefan Nagel; Jay Shanken
  3. Activist arbitrage: A study of open-ending attempts of closed-end funds, 2010, Michael Bradley; Alon Brav; Itay Goldstein; Wei Jiang
  4. Are family firms more tax aggressive than non-family firms?, 2010, Shuping Chen; Xia Chen; Qiang Cheng; Terry Shevlin
  5. Asset liquidity and financial contracts: Evidence from aircraft leases, 2010, Alessandro Gavazza
  6. Auction failures and the market for auction rate securities, 2010, John J. Mcconnell; Alessio Saretto
  7. Auctioned IPOs: The US evidence, 2010, François Degeorge; François Derrien; Kent L. Womack
  8. Average correlation and stock market returns, 2010, Joshua M. Pollet; Mungo Wilson
  9. Bailouts, the incentive to manage risk, and financial crises, 2010, Stavros Panageas
  10. Bank activity and funding strategies: The impact on risk and returns, 2010, Asli Demirgüç-Kunt; Harry Huizinga
  11. Bank lending during the financial crisis of 2008, 2010, Victoria Ivashina; David Scharfstein
  12. Board interlocks and the propensity to be targeted in private equity transactions, 2010, Toby E. Stuart; Soojin Yim
  13. CEOs versus CFOs: Incentives and corporate policies, 2010, Sudheer Chava; Amiyatosh Purnanandam
  14. CFOs and CEOs: Who have the most influence on earnings management?, 2010, John (Xuefeng) Jiang; Kathy R. Petroni; Isabel Yanyan Wang
  15. Capital structure decisions: Evidence from deregulated industries, 2010, Alexei V. Ovtchinnikov
  16. Club deals in leveraged buyouts, 2010, Micah S. Officer; Oguzhan Ozbas; Berk A. Sensoy
  17. Comovement, information production, and the business cycle, 2010, Paul Brockman; Ivonne Liebenberg; Maria Schutte
  18. Corporate venture capital and the returns to acquiring portfolio companies, 2010, David Benson; Rosemarie H. Ziedonis
  19. Costly external finance, corporate investment, and the subprime mortgage credit crisis, 2010, Ran Duchin; Oguzhan Ozbas; Berk A. Sensoy
  20. Creditor rights, information sharing, and bank risk taking, 2010, Joel F. Houston; Chen Lin; Ping Lin; Yue Ma
  21. Detecting jumps from Lévy jump diffusion processes, 2010, Jan Hannig; Suzanne S. Lee
  22. Differences in beliefs and currency risk premiums, 2010, Alessandro Beber; Francis Breedon; Andrea Buraschi
  23. Do subjective expectations explain asset pricing puzzles?, 2010, Gurdip Bakshi; Georgios Skoulakis
  24. Does corporate governance matter in competitive industries?, 2010, Xavier Giroud; Holger M. Mueller
  25. Does q-theory with investment frictions explain anomalies in the cross section of returns?, 2010, Dongmei Li; Lu Zhang
  26. Dynamic asset allocation with stochastic income and interest rates, 2010, Claus Munk; Carsten Sørensen
  27. Escape from New York: The market impact of loosening disclosure requirements, 2010, Nuno Fernandes; Ugur Lel; Darius P. Miller
  28. Estimating affine multifactor term structure models using closed-form likelihood expansions, 2010, Yacine Aït-Sahalia; Robert L. Kimmel
  29. Evaluating asset pricing models using the second Hansen-Jagannathan distance, 2010, Haitao Li; Yuewu Xu; Xiaoyan Zhang
  30. Firm values and sovereign wealth fund investments, 2010, Kathryn L. Dewenter; Xi Han; Paul H. Malatesta
  31. First-passage probability, jump models, and intra-horizon risk, 2010, Gurdip Bakshi; George Panayotov
  32. Going public to acquire? The acquisition motive in IPOs, 2010, Ugur Celikyurt; Merih Sevilir; Anil Shivdasani
  33. Habit formation, the cross section of stock returns and the cash-flow risk puzzle, 2010, Tano Santos; Pietro Veronesi
  34. Have the tax benefits of debt been overestimated?, 2010, Jennifer Blouin; John E. Core; Wayne Guay
  35. Heterogeneity and peer effects in mutual fund proxy voting, 2010, Gregor Matvos; Michael Ostrovsky
  36. How does law affect finance? An examination of equity tunneling in Bulgaria, 2010, Vladimir Atanasov; Bernard Black; Conrad Ciccotello; Stanley Gyoshev
  37. Identifying the effects of a lender of last resort on financial markets: Lessons from the founding of the fed, 2010, Asaf Bernstein; Eric Hughson; Marc D. Weidenmier
  38. Informed trading before analyst downgrades: Evidence from short sellers, 2010, Stephen E. Christophe; Michael G. Ferri; Jim Hsieh
  39. Inside the black box: The role and composition of compensation peer groups, 2010, Michael Faulkender; Jun Yang
  40. Institutional investors, intangible information, and the book-to-market effect, 2010, Hao Jiang
  41. Institutional monitoring through shareholder litigation, 2010, C.S. Agnes Cheng; Henry He Huang; Yinghua Li; Gerald Lobo
  42. Inter-temporal variation in the illiquidity premium, 2010, Gerald R. Jensen; Theodore Moorman
  43. Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance, 2010, Todd Gormley; Hong Liu; Guofu Zhou
  44. Liquidity and valuation in an uncertain world, 2010, David Easley; Maureen O'Hara
  45. Liquidity biases in asset pricing tests, 2010, Elena Asparouhova; Hendrik Bessembinder; Ivalina Kalcheva
  46. Liquidity risk and the cross-section of hedge-fund returns, 2010, Ronnie Sadka
  47. Local institutional investors, information asymmetries, and equity returns, 2010, Bok Baik; Jun-Koo Kang; Jin-Mo Kim
  48. Market liquidity, asset prices, and welfare, 2010, Jennifer Huang; Jiang Wang
  49. Measuring the timing ability and performance of bond mutual funds, 2010, Yong Chen; Wayne Ferson; Helen Peters
  50. Mispricing of dual-class shares: Profit opportunities, arbitrage, and trading, 2010, Paul Schultz; Sophie Shive
  51. Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts, 2010, Andrew J. Patton; Allan Timmermann
  52. More insiders, more insider trading: Evidence from private-equity buyouts, 2010, Viral V. Acharya; Timothy C. Johnson
  53. Multi-market trading and arbitrage, 2010, Louis Gagnon; G. Andrew Karolyi
  54. Nature or nurture: What determines investor behavior?, 2010, Amir Barnea; Henrik Cronqvist; Stephan Siegel
  55. Negotiations under the threat of an auction, 2010, Nihat Aktas; Eric De Bodt; Richard Roll
  56. O/S: The relative trading activity in options and stock, 2010, Richard Roll; Eduardo Schwartz; Avanidhar Subrahmanyam
  57. Optimal compensation contracts when managers can hedge, 2010, Huasheng Gao
  58. Optimal exercise of executive stock options and implications for firm cost, 2010, Jennifer N. Carpenter; Richard Stanton; Nancy Wallace
  59. Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China, 2010, Ferdinand A. Gul; Jeong-Bon Kim; Annie A. Qiu
  60. Paulson's gift, 2010, Pietro Veronesi; Luigi Zingales
  61. Payoff complementarities and financial fragility: Evidence from mutual fund outflows, 2010, Qi Chen; Itay Goldstein; Wei Jiang
  62. Performance persistence in entrepreneurship, 2010, Paul Gompers; Anna Kovner; Josh Lerner; David Scharfstein
  63. Political rights and the cost of debt, 2010, Yaxuan Qi; Lukas Roth; John K. Wald
  64. Preferred risk habitat of individual investors, 2010, Daniel Dorn; Gur Huberman
  65. Pricing American options under stochastic volatility and stochastic interest rates, 2010, Alexey Medvedev; Olivier Scaillet
  66. Profiting from government stakes in a command economy: Evidence from Chinese asset sales, 2010, Charles W. Calomiris; Raymond Fisman; Yongxiang Wang
  67. Quantifying private benefits of control from a structural model of block trades, 2010, Rui Albuquerque; Enrique Schroth
  68. Rating the ratings: How good are commercial governance ratings?, 2010, Robert M. Daines; Ian D. Gow; David F. Larcker
  69. Reduced-form valuation of callable corporate bonds: Theory and evidence, 2010, Robert Jarrow; Haitao Li; Sheen Liu; Chunchi Wu
  70. Renegotiation of cash flow rights in the sale of VC-backed firms, 2010, Brian Broughman; Jesse Fried
  71. Resolving the exposure puzzle: The many facets of exchange rate exposure, 2010, Söhnke M. Bartram; Gregory W. Brown; Bernadette A. Minton
  72. Returns of claims on the upside and the viability of U-shaped pricing kernels, 2010, Gurdip Bakshi; Dilip Madan; George Panayotov
  73. Risk and CEO turnover, 2010, Robert Bushman; Zhonglan Dai; Xue Wang
  74. Seasoned equity offerings, market timing, and the corporate lifecycle, 2010, Harry Deangelo; Linda Deangelo; René M. Stulz
  75. Securitization and distressed loan renegotiation: Evidence from the subprime mortgage crisis, 2010, Tomasz Piskorski; Amit Seru; Vikrant Vig
  76. Sentiment and stock prices: The case of aviation disasters, 2010, Guy Kaplanski; Haim Levy
  77. Short selling in initial public offerings, 2010, Amy K. Edwards; Kathleen Weiss Hanley
  78. The 2007-8 financial crisis: Lessons from corporate finance, 2010, Anil K. Kashyap; Luigi Zingales
  79. The Sarbanes-Oxley act and corporate investment: A structural assessment, 2010, Qiang Kang; Qiao Liu; Rong Qi
  80. The effect of state antitakeover laws on the firm's bondholders, 2010, Bill B. Francis; Iftekhar Hasan; Kose John; Maya Waisman
  81. The equity premium implied by production, 2010, Urban J. Jermann
  82. The good news in short interest, 2010, Ekkehart Boehmer; Zsuzsa R. Huszar; Bradford D. Jordan
  83. The market for certification by external parties: Evidence from underwriting and banking relationships, 2010, Tiago Duarte-Silva
  84. The marketing of seasoned equity offerings, 2010, Xiaohui Gao; Jay R. Ritter
  85. The pecking order, debt capacity, and information asymmetry, 2010, Mark T. Leary; Michael R. Roberts
  86. The performance of emerging hedge funds and managers, 2010, Rajesh K. Aggarwal; Philippe Jorion
  87. The real effects of financial constraints: Evidence from a financial crisis, 2010, Murillo Campello; John R. Graham; Campbell R. Harvey
  88. The role of private equity group reputation in LBO financing, 2010, Cem Demiroglu; Christopher M. James
  89. The subprime credit crisis and contagion in financial markets, 2010, Francis A. Longstaff
  90. The value of excess cash and corporate governance: Evidence from US cross-listings, 2010, Laurent Frésard; Carolina Salva
  91. The value of independent directors: Evidence from sudden deaths, 2010, Bang Dang Nguyen; Kasper Meisner Nielsen
  92. The world price of home bias, 2010, Sie Ting Lau; Lilian Ng; Bohui Zhang
  93. Trade credit, collateral liquidation, and borrowing constraints, 2010, Daniela Fabbri; Anna Maria C. Menichini
  94. Tunneling through intercorporate loans: The China experience, 2010, Guohua Jiang; Charles M.C. Lee; Heng Yue
  95. Uncertainty about average profitability and the diversification discount, 2010, John Hund; Donald Monk; Sheri Tice
  96. Unstable banking, 2010, Andrei Shleifer; Robert W. Vishny
  97. What drives corporate liquidity? An international survey of cash holdings and lines of credit, 2010, Karl V. Lins; Henri Servaes; Peter Tufano
  98. When are outside directors effective?, 2010, Ran Duchin; John G. Matsusaka; Oguzhan Ozbas
  99. When should firms share credit with employees? Evidence from anonymously managed mutual funds, 2010, Massimo Massa; Jonathan Reuter; Eric Zitzewitz
  100. Why do firms appoint CEOs as outside directors?, 2010, Rüdiger Fahlenbrach; Angie Low; René M. Stulz
  101. Will the U.S. bank recapitalization succeed? Eight lessons from Japan, 2010, Takeo Hoshi; Anil K Kashyap

Review of Financial Studies

  1. A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns, 2010, David Hirshleifer; Danling Jiang
  2. Acquisition Values and Optimal Financial (In)Flexibility, 2010, Ulrich Hege
  3. Ambiguity in Asset Markets: Theory and Experiment, 2010, Peter Bossaerts; Paolo Ghirardato; Serena Guarnaschelli; William R. Zame
  4. Asset Return Dynamics and Learning, 2010, William A. Branch; George W. Evans
  5. CEO Replacement Under Private Information, 2010, Roman Inderst; Holger M. Mueller
  6. Capital Structure and Debt Structure, 2010, Joshua D. Rauh; Amir Sufi
  7. Control of Corporate Decisions: Shareholders vs. Management, 2010, Milton Harris; Artur Raviv
  8. Convertible Bond Arbitrageurs as Suppliers of Capital, 2010, Darwin Choi; Mila Getmansky; Brian Henderson; Heather Tookes
  9. Corporate Real Estate Holdings and the Cross-Section of Stock Returns, 2010, Selale Tuzel
  10. Credit Line Usage, Checking Account Activity, and Default Risk of Bank Borrowers, 2010, Lars Norden; Martin Weber
  11. Differences in Governance Practices between U.S. and Foreign Firms: Measurement, Causes, and Consequences, 2010, Reena Aggarwal; Isil Erel; René Stulz; Rohan Williamson
  12. Discrete-Time Affine-super-ℚ Term Structure Models with Generalized Market Prices of Risk, 2010, Qiang Dai; Anh Le; Kenneth J. Singleton
  13. Distance and Private Information in Lending, 2010, Sumit Agarwal
  14. Dividend Stickiness and Strategic Pooling, 2010, Ilan Guttman; Ohad Kadan; Eugene Kandel
  15. Do Analysts Herd? An Analysis of Recommendations and Market Reactions, 2010, Narasimhan Jegadeesh; Woojin Kim
  16. Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change, 2010, Harald Hau; Massimo Massa; Joel Peress
  17. Do Envious CEOs Cause Merger Waves?, 2010, Anand M. Goel; Anjan V. Thakor
  18. Do Foreigners Invest Less in Poorly Governed Firms?, 2010, Christian Leuz; Karl V. Lins; Francis E. Warnock
  19. Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets, 2010, John M. Griffin; Patrick J. Kelly; Federico Nardari
  20. Do Regulations Based on Credit Ratings Affect a Firm's Cost of Capital?, 2010, Darren J. Kisgen; Philip E. Strahan
  21. Does Competition Reduce the Risk of Bank Failure?, 2010, David Martinez-Miera; Rafael Repullo
  22. Does Public Financial News Resolve Asymmetric Information?, 2010, Paul C. Tetlock
  23. Dollars Dollars Everywhere, Nor Any Dime to Lend: Credit Limit Constraints on Financial Sector Absorptive Capacity, 2010, Asim Ijaz Khwaja; Atif Mian; Bilal Zia
  24. Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications, 2010, Jérome Detemple; Marcel Rindisbacher
  25. Dynamic Investment and Financing under Personal Taxation, 2010, Erwan Morellec; Norman Schürhoff
  26. Dynamic Mean-Variance Asset Allocation, 2010, Suleyman Basak; Georgy Chabakauri
  27. Endogenous Entry and Partial Adjustment in IPO Auctions: Are Institutional Investors Better Informed?, 2010, Yao-Min Chiang; Yiming Qian; Ann E. Sherman
  28. Entrepreneurial Finance and Nondiversifiable Risk, 2010, Hui Chen; Jianjun Miao; Neng Wang
  29. Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information, 2010, Bruno Biais; Peter Bossaerts; Chester Spatt
  30. Event Study Testing with Cross-sectional Correlation of Abnormal Returns, 2010, James W. Kolari; Seppo Pynnönen
  31. Evidence on the Dark Side of Internal Capital Markets, 2010, Oguzhan Ozbas; David S. Scharfstein
  32. Ex-dividend Arbitrage in Option Markets, 2010, Jia Hao; Avner Kalay; Stewart Mayhew
  33. Excess Comovement in International Equity Markets: Evidence from Cross-border Mergers, 2010, Richard A. Brealey; Ian A. Cooper; Evi Kaplanis
  34. Executive Compensation: A New View from a Long-Term Perspective, 1936--2005, 2010, Carola Frydman; Raven E. Saks
  35. Expanding Credit Access: Using Randomized Supply Decisions to Estimate the Impacts, 2010, Dean Karlan; Jonathan Zinman
  36. Expected Idiosyncratic Skewness, 2010, Brian Boyer; Todd Mitton; Keith Vorkink
  37. Expected Returns and Expected Growth in Rents of Commercial Real Estate, 2010, Alberto Plazzi; Walter Torous; Rossen Valkanov
  38. Extreme Governance: An Analysis of Dual-Class Firms in the United States, 2010, Paul A. Gompers; Joy Ishii; Andrew Metrick
  39. Financial Constraints, Investment, and the Value of Cash Holdings, 2010, David J. Denis; Valeriy Sibilkov
  40. Financial Visibility and the Decision to Go Private, 2010, Hamid Mehran; Stavros Peristiani
  41. Financing under Extreme Risk: Contract Terms and Returns to Private Investments in Public Equity, 2010, Susan Chaplinsky
  42. Formal versus Informal Finance: Evidence from China, 2010, Meghana Ayyagari; Asli Demirgüç-Kunt; Vojislav Maksimovic
  43. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns, 2010, John Y. Campbell; Christopher Polk; Tuomo Vuolteenaho
  44. Heterogeneous Expectations and Bond Markets, 2010, Wei Xiong; Hongjun Yan
  45. Housing Wealth and Consumption Growth: Evidence from a Large Panel of Households, 2010, Jie Gan
  46. How Do Pensions Affect Corporate Capital Structure Decisions?, 2010, Anil Shivdasani; Irina Stefanescu
  47. How Law Affects Lending, 2010, Rainer Haselmann; Katharina Pistor; Vikrant Vig
  48. Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection, 2010, Lionel Martellini; Volker Ziemann
  49. Incentives, Targeting, and Firm Performance: An Analysis of Non-executive Stock Options, 2010, Yael V. Hochberg; Laura Lindsey
  50. Information Immobility and Foreign Portfolio Investment, 2010, Sandro C. Andrade; Vidhi Chhaochharia
  51. Information Linkages and Correlated Trading, 2010, Paolo Colla; Antonio Mele
  52. Information, the Cost of Credit, and Operational Efficiency: An Empirical Study of Microfinance, 2010, Mark J. Garmaise; Gabriel Natividad
  53. Insider Trades and Demand by Institutional and Individual Investors, 2010, Richard W. Sias
  54. Interim News and the Role of Proxy Voting Advice, 2010, Cindy R. Alexander; Mark A. Chen; Duane J. Seppi; Chester S. Spatt
  55. Internal Governance Mechanisms and Operational Performance: Evidence from Index Mutual Funds, 2010, John C. Adams; Sattar A. Mansi; Takeshi Nishikawa
  56. Investment under Uncertainty, Heterogeneous Beliefs, and Agency Conflicts, 2010, Yahel Giat; Steve T. Hackman; Ajay Subramanian
  57. Investor Protection and Interest Group Politics, 2010, Lucian A. Bebchuk; Zvika Neeman
  58. Is Default Risk Negatively Related to Stock Returns?, 2010, Sudheer Chava; Amiyatosh Purnanandam
  59. Judicial Discretion in Corporate Bankruptcy, 2010, Nicola Gennaioli; Stefano Rossi
  60. Learning by Trading, 2010, Amit Seru; Tyler Shumway; Noah Stoffman
  61. Lending Relationships and Information Rents: Do Banks Exploit Their Information Advantages?, 2010, Carola Schenone
  62. Long-Run Risk through Consumption Smoothing, 2010, Georg Kaltenbrunner; Lars A. Lochstoer
  63. Managerial Agency and Bond Covenants, 2010, Sudheer Chava; Praveen Kumar; Arthur Warga
  64. Market-Based Corrective Actions, 2010, Philip Bond; Itay Goldstein; Edward Simpson Prescott
  65. Measurement Errors in Investment Equations, 2010, Heitor Almeida; Murillo Campello; Antonio F. Galvao
  66. New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index, 2010, Charles J. Hadlock; Joshua R. Pierce
  67. On Correlation and Default Clustering in Credit Markets, 2010, Antje Berndt; Peter Ritchken; Zhiqiang Sun
  68. Optimal Mortgage Design, 2010, Tomasz Piskorski; Alexei Tchistyi
  69. Option Valuation with Conditional Heteroskedasticity and Nonnormality, 2010, Peter Christoffersen; Redouane Elkamhi; Bruno Feunou; Kris Jacobs
  70. Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages, 2010, Sheridan Titman; Sergey Tsyplakov
  71. Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy, 2010, David E. Rapach; Jack K. Strauss; Guofu Zhou
  72. Outstanding Debt and the Household Portfolio, 2010, Thomas A. Becker
  73. Pay (Be)for(e) Performance: The Signing Bonus as an Incentive Device, 2010, Edward Dickersin Van Wesep
  74. Performance-Sensitive Debt, 2010, Gustavo Manso; Bruno Strulovici; Alexei Tchistyi
  75. Portfolio Performance and Agency, 2010, Jennifer N. Carpenter; Philip H. Dybvig; Heber K. Farnsworth
  76. Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis, 2010, Gerard Hoberg; Gordon Phillips
  77. Repeated Signaling and Firm Dynamics, 2010, Christopher A. Hennessy; Dmitry Livdan; Bruno Miranda
  78. Return Reversals, Idiosyncratic Risk, and Expected Returns, 2010, Wei Huang; Qianqiu Liu; S. Ghon Rhee; Liang Zhang
  79. Returns to Shareholder Activism: Evidence from a Clinical Study of the Hermes UK Focus Fund, 2010, Marco Becht; Julian Franks; Colin Mayer; Stefano Rossi
  80. Reward for Luck in a Dynamic Agency Model, 2010, Florian Hoffmann; Sebastian Pfeil
  81. Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies, 2010, Arthur Korteweg; Morten Sorensen
  82. SEO Risk Dynamics, 2010, Murray Carlson; Adlai Fisher; Ron Giammarino
  83. Shareholders at the Gate? Institutional Investors and Cross-Border Mergers and Acquisitions, 2010, Miguel A. Ferreira; Massimo Massa; Pedro Matos
  84. Short Selling Around Seasoned Equity Offerings, 2010, Tyler R. Henry; Jennifer L. Koski
  85. Side-by-Side Management of Hedge Funds and Mutual Funds, 2010, Tom Nohel; Z. Jay Wang; Lu Zheng
  86. Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method, 2010, Lorenzo Garlappi; Georgios Skoulakis
  87. Stock Market Liquidity and the Long-run Stock Performance of Debt Issuers, 2010, Alexander W. Butler; Hong Wan
  88. Stock and Option Grants with Performance-based Vesting Provisions, 2010, Carr Bettis; John Bizjak; Jeffrey Coles; Swaminathan Kalpathy
  89. Strategic Flexibility and the Optimality of Pay for Sector Performance, 2010, Radhakrishnan Gopalan; Todd Milbourn; Fenghua Song
  90. Temporary versus Permanent Shocks: Explaining Corporate Financial Policies, 2010, Alexander S. Gorbenko
  91. The "Antidirector Rights Index" Revisited, 2010, Holger Spamann
  92. The "Dominant Bank Effect:" How High Lender Reputation Affects the Information Content and Terms of Bank Loans, 2010, David Gaddis Ross
  93. The Aggregate Dynamics of Capital Structure and Macroeconomic Risk, 2010, Harjoat S. Bhamra; Lars-Alexander Kuehn; Ilya A. Strebulaev
  94. The Design of Corporate Debt Structure and Bankruptcy, 2010, Erik Berglöf; Gérard Roland; Ernst-Ludwig Von Thadden
  95. The Determinants of Stock and Bond Return Comovements, 2010, Lieven Baele
  96. The Economic Consequences of IPO Spinning, 2010, Xiaoding Liu; Jay R. Ritter
  97. The Economics of Private Equity Funds, 2010, Andrew Metrick
  98. The Effects of Marital Status and Children on Savings and Portfolio Choice, 2010, David A. Love
  99. The Effects of Price Risk on Housing Demand: Empirical Evidence from U.S. Markets, 2010, Lu Han
  100. The Evolution of Corporate Ownership after IPO: The Impact of Investor Protection, 2010, C. Fritz Foley; Robin Greenwood
  101. The Going-Public Decision and the Product Market, 2010, Thomas J. Chemmanur; Shan He; Debarshi K. Nandy
  102. The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?, 2010, Michael W. Brandt; Alon Brav; John R. Graham; Alok Kumar
  103. The Information Content of Bank Loan Covenants, 2010, Cem Demiroglu; Christopher M. James
  104. The Information Content of IPO Prospectuses, 2010, Kathleen Weiss Hanley
  105. The Levered Equity Risk Premium and Credit Spreads: A Unified Framework, 2010, Harjoat S. Bhamra; Lars-Alexander Kuehn; Ilya A. Strebulaev
  106. The Market Portfolio May Be Mean/Variance Efficient After All, 2010, Moshe Levy; Richard Roll
  107. The Market Price of Aggregate Risk and the Wealth Distribution, 2010, Yili Chien; Hanno Lustig
  108. The Mispricing Return Premium, 2010, Michael J. Brennan; Ashley W. Wang
  109. The Representative Agent of an Economy with External Habit Formation and Heterogeneous Risk Aversion, 2010, Costas Xiouros; Fernando Zapatero
  110. The Role of Institutional Investors in Initial Public Offerings, 2010, Thomas J. Chemmanur; Gang Hu; Jiekun Huang
  111. The State of Corporate Governance Research, 2010, Lucian A. Bebchuk; Michael S. Weisbach
  112. The Value of Control in Emerging Markets, 2010, Anusha Chari; Paige P. Ouimet; Linda L. Tesar
  113. Variance Risk-Premium Dynamics: The Role of Jumps, 2010, Viktor Todorov
  114. Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices, 2010, Peter Christoffersen; Kris Jacobs; Karim Mimouni
  115. Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes?, 2010, Steven N. Kaplan; Joshua Rauh
  116. What Do Independent Directors Know? Evidence from Their Trading, 2010, Enrichetta Ravina; Paola Sapienza
  117. When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?, 2010, Ralph S. J. Koijen; Theo E. Nijman; Bas J. M. Werker
  118. When Shareholders Are Creditors: Effects of the Simultaneous Holding of Equity and Debt by Non-commercial Banking Institutions, 2010, Wei Jiang; Kai Li; Pei Shao
  119. Which Firms Follow the Market? An Analysis of Corporate Investment Decisions, 2010, Tor-Erik Bakke; Toni M. Whited
  120. Why Do Firms Use Private Equity to Opt Out of Public Markets?, 2010, Sreedhar T. Bharath; Amy K. Dittmar
  121. Why Do Household Portfolio Shares Rise in Wealth?, 2010, Jessica A. Wachter; Motohiro Yogo
  122. Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds, 2010, James J. Choi; David Laibson; Brigitte C. Madrian