Mingze Gao

Curated Reading List - 2012

Journal of Finance

  1. A Lintner Model of Payout and Managerial Rents, 2012, Bart M. Lambrecht; Stewart C. Myers
  2. A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices, 2012, Shane A. Corwin; Paul Schultz
  3. Agency Problems in Public Firms: Evidence from Corporate Jets in Leveraged Buyouts, 2012, Jesse Edgerton
  4. Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities, 2012, Jie (Jack) He; Jun (Qj) Qian; Philip E. Strahan
  5. Are Banks Still Special When There Is a Secondary Market for Loans?, 2012, Amar Gande; Anthony Saunders
  6. Are Overconfident CEOs Better Innovators?, 2012, David Hirshleifer; Angie Low; Siew Hong Teoh
  7. Are Stocks Really Less Volatile in the Long Run?, 2012, Ľuboš Pástor; Robert F. Stambaugh
  8. Asset Fire Sales and Purchases and the International Transmission of Funding Shocks, 2012, Chotibhak Jotikasthira; Christian Lundblad; Tarun Ramadorai
  9. Banking Globalization and Monetary Transmission, 2012, Nicola Cetorelli; Linda S. Goldberg
  10. CEO Compensation and Board Structure Revisited, 2012, Katherine Guthrie; Jan Sokolowsky; Kam‐Ming Wan
  11. Carry Trades and Global Foreign Exchange Volatility, 2012, Lukas Menkhoff; Lucio Sarno; Maik Schmeling; Andreas Schrimpf
  12. Corporate Governance and Capital Structure Dynamics, 2012, Erwan Morellec; Boris Nikolov; Norman Schürhoff
  13. Decoding Inside Information, 2012, Lauren Cohen; Christopher Malloy; Lukasz Pomorski
  14. Determinants of Cross‐Border Mergers and Acquisitions, 2012, Isil Erel; Rose C. Liao; Michael S. Weisbach
  15. Did Subjectivity Play a Role in CDO Credit Ratings?, 2012, John M. Griffin; Dragon Yongjun Tang
  16. Does Reputation Limit Opportunistic Behavior in the VC Industry? Evidence from Litigation against VCs, 2012, Vladimir Atanasov; Vladimir Ivanov; Kate Litvak
  17. Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value, 2012, Alexander W. Butler; Umit G. Gurun
  18. Dynamic Agency and the q Theory of Investment, 2012, Peter M. Demarzo; Michael J. Fishman; Zhiguo He; Neng Wang
  19. Dynamic CEO Compensation, 2012, Alex Edmans; Xavier Gabaix; Tomasz Sadzik; Yuliy Sannikov
  20. Early Exercise of Put Options on Stocks, 2012, Kathryn Barraclough; Robert E. Whaley
  21. External Networking and Internal Firm Governance, 2012, Cesare Fracassi; Geoffrey Tate
  22. Family‐Controlled Firms and Informed Trading: Evidence from Short Sales, 2012, Ronald C. Anderson; David M. Reeb; Wanli Zhao
  23. Financial Expertise as an Arms Race, 2012, Vincent Glode; Richard C. Green; Richard Lowery
  24. Financial Flexibility, Bank Capital Flows, and Asset Prices, 2012, Christine A. Parlour; Richard Stanton; Johan Walden
  25. Hedge Funds and Chapter 11, 2012, Wei Jiang; Kai Li; Wei Wang
  26. Incomplete-Market Equilibria Solved Recursively on an Event Tree, 2012, Bernard Dumas; Andrew Lyasoff
  27. Individual Investor Trading and Return Patterns around Earnings Announcements, 2012, Ron Kaniel; Shuming Liu; Gideon Saar; Sheridan Titman
  28. Information Disclosure and Corporate Governance, 2012, Benjamin E. Hermalin; Michael S. Weisbach
  29. Investment, Idiosyncratic Risk, and Ownership, 2012, Vasia Panousi; Dimitris Papanikolaou
  30. Minutes of the Annual Membership Meeting, January 7, 2012, 2012, David H. Pyle
  31. Mutual Fund Tax Clienteles, 2012, Clemens Sialm; Laura Starks
  32. Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs, 2012, Mozaffar Khan; Leonid Kogan; George Serafeim
  33. On the Life Cycle Dynamics of Venture-Capital- and Non-Venture-Capital-Financed Firms, 2012, Manju Puri; Rebecca Zarutskie
  34. On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations, 2012, Pierre Collin-Dufresne; Robert S. Goldstein; Fan Yang
  35. Political Uncertainty and Corporate Investment Cycles, 2012, Brandon Julio; Youngsuk Yook
  36. Presidential Address: The Corporation in Finance, 2012, Raghuram G. Rajan
  37. Private Equity Performance and Liquidity Risk, 2012, Francesco Franzoni; Eric Nowak; Ludovic Phalippou
  38. Real Options, Volatility, and Stock Returns, 2012, Gustavo Grullon; Evgeny Lyandres; Alexei Zhdanov
  39. Regulatory Arbitrage and International Bank Flows, 2012, Joel F. Houston; Chen Lin; Yue Ma
  40. Report of the Editor of the Journal of Finance for the Year 2011, 2012, Campbell R. Harvey
  41. Rollover Risk and Credit Risk, 2012, Zhiguo He; Wei Xiong
  42. Selective Publicity and Stock Prices, 2012, David H. Solomon
  43. Share Issuance and Factor Timing, 2012, Robin Greenwood; Samuel G. Hanson
  44. Strategic Default and Equity Risk Across Countries, 2012, Giovanni Favara; Enrique Schroth; Philip Valta
  45. Technological Growth and Asset Pricing, 2012, Nicolae Gârleanu; Stavros Panageas; Jianfeng Yu
  46. The Case for Intervening in Bankers’ Pay, 2012, John Thanassoulis
  47. The Credit Ratings Game, 2012, Patrick Bolton; Xavier Freixas; Joel Shapiro
  48. The International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market, 2012, Philipp Schnabl
  49. The Power of Voice: Managerial Affective States and Future Firm Performance, 2012, William J. Mayew; Mohan Venkatachalam
  50. The Real Effects of Financial Markets: The Impact of Prices on Takeovers, 2012, Alex Edmans; Itay Goldstein; Wei Jiang
  51. The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium, 2012, Tarun Ramadorai
  52. The Supply-Side Determinants of Loan Contract Strictness, 2012, Justin Murfin
  53. The Value of Investment Banking Relationships: Evidence from the Collapse of Lehman Brothers, 2012, Chitru S. Fernando; Anthony D. May; William L. Megginson
  54. The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value, 2012, Vicente Cuñat; Mireia Gine; Maria Guadalupe
  55. This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis, 2012, Rüdiger Fahlenbrach; Robert Prilmeier; René M. Stulz
  56. Threshold Events and Identification: A Study of Cash Shortfalls, 2012, Tor‐Erik Bakke; Toni M. Whited
  57. Tiebreaker: Certification and Multiple Credit Ratings, 2012, Dion Bongaerts; K. J. Martijn Cremers; William N. Goetzmann
  58. Uncertainty about Government Policy and Stock Prices, 2012, Lubos Pástor; Pietro Veronesi
  59. When It Pays to Pay Your Investment Banker: New Evidence on the Role of Financial Advisors in M&As, 2012, Andrey Golubov; Dimitris Petmezas; Nickolaos G. Travlos
  60. Which CEO Characteristics and Abilities Matter?, 2012, Steven N. Kaplan; Mark M. Klebanov; Morten Sorensen
  61. Why Are U.S. Stocks More Volatile?, 2012, Söhnke M. Bartram; Gregory Brown; René M. Stulz
  62. Why Does the Law Matter? Investor Protection and Its Effects on Investment, Finance, and Growth, 2012, R. David Mclean; Tianyu Zhang; Mengxin Zhao

Journal of Financial Economics

  1. (Interstate) Banking and (interstate) trade: Does real integration follow financial integration?, 2012, Tomasz Michalski; Evren Ors
  2. A darker side to decentralized banks: Market power and credit rationing in SME lending, 2012, Rodrigo Canales; Ramana Nanda
  3. A unified model of entrepreneurship dynamics, 2012, Chong Wang; Neng Wang; Jinqiang Yang
  4. A unique view of hedge fund derivatives usage: Safeguard or speculation?, 2012, George O. Aragon; J. Spencer Martin
  5. Adverse selection in mortgage securitization, 2012, Sumit Agarwal; Yan Chang; Abdullah Yavas
  6. Arbitrage crashes and the speed of capital, 2012, Mark Mitchell; Todd Pulvino
  7. Are banks happy when managers go long? The information content of managers’ vested option holdings for loan pricing, 2012, Cristian L. Dezső; David Gaddis Ross
  8. Asset commonality, debt maturity and systemic risk, 2012, Franklin Allen; Ana Babus; Elena Carletti
  9. Bank valuation and accounting discretion during a financial crisis, 2012, Harry Huizinga; Luc Laeven
  10. Bankruptcy spillover effects on strategic alliance partners, 2012, Audra L. Boone; Vladimir I. Ivanov
  11. Bargaining power and industry dependence in mergers, 2012, Kenneth R. Ahern
  12. Behavioral consistency in corporate finance: CEO personal and corporate leverage, 2012, Henrik Cronqvist; Anil K. Makhija; Scott E. Yonker
  13. Board connections and M&A transactions, 2012, Ye Cai; Merih Sevilir
  14. CAPM for estimating the cost of equity capital: Interpreting the empirical evidence, 2012, Zhi Da; Re-Jin Guo; Ravi Jagannathan
  15. Cash flows and leverage adjustments, 2012, Michael Faulkender; Mark J. Flannery; Kristine Watson Hankins; Jason M. Smith
  16. Cash holdings, risk, and expected returns, 2012, Berardino Palazzo
  17. Chasing noise, 2012, Brock Mendel; Andrei Shleifer
  18. Competition and the cost of debt, 2012, Philip Valta
  19. Complicated firms, 2012, Lauren Cohen; Dong Lou
  20. Corporate bond liquidity before and after the onset of the subprime crisis, 2012, Jens Dick-Nielsen; Peter Feldhütter; David Lando
  21. Corporate ownership structure and bank loan syndicate structure, 2012, Chen Lin; Yue Ma; Paul Malatesta; Yuhai Xuan
  22. Counterparty credit risk and the credit default swap market, 2012, Navneet Arora; Priyank Gandhi; Francis A. Longstaff
  23. Currency momentum strategies, 2012, Lukas Menkhoff; Lucio Sarno; Maik Schmeling; Andreas Schrimpf
  24. Delegated trading and the speed of adjustment in security prices, 2012, Roger M. Edelen; Gregory B. Kadlec
  25. Did securitization affect the cost of corporate debt?, 2012, Taylor D. Nadauld; Michael S. Weisbach
  26. Difference in interim performance and risk taking with short-sale constraints, 2012, Suleyman Basak; Dmitry Makarov
  27. Disclosure and agency conflict: Evidence from mutual fund commission bundling, 2012, Roger M. Edelen; Richard B. Evans; Gregory B. Kadlec
  28. Displacement risk and asset returns, 2012, Nicolae Gârleanu; Leonid Kogan; Stavros Panageas
  29. Do arbitrageurs amplify economic shocks?, 2012, Tal Fishman; Harrison Hong; Jeffrey D. Kubik
  30. Do controlling shareholders' expropriation incentives imply a link between corporate governance and firm value? Theory and evidence, 2012, Kee-Hong Bae; Jae-Seung Baek; Jun-Koo Kang; Wei-Lin Liu
  31. Do foreigners facilitate information transmission in emerging markets?, 2012, Kee-Hong Bae; Arzu Ozoguz; Hongping Tan; Tony S. Wirjanto
  32. Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban, 2012, Bruce D. Grundy; Bryan Lim; Patrick Verwijmeren
  33. Does it matter who pays for bond ratings? Historical evidence, 2012, John (Xuefeng) Jiang; Mary Harris Stanford; Yuan Xie
  34. Doing battle with short sellers: The conflicted role of blockholders in bear raids, 2012, Naveen Khanna; Richmond D. Mathews
  35. Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options, 2012, Peter Christoffersen; Kris Jacobs; Chayawat Ornthanalai
  36. Econometric measures of connectedness and systemic risk in the finance and insurance sectors, 2012, Monica Billio; Mila Getmansky; Andrew W. Lo; Loriana Pelizzon
  37. Endogeneity and the dynamics of internal corporate governance, 2012, James S. Linck; Jeffry M. Netter; M. Babajide Wintoki
  38. Endogenous liquidity in credit derivatives, 2012, Jiaping Qiu; Fan Yu
  39. Endogenous technological progress and the cross-section of stock returns, 2012, Xiaoji Lin
  40. Entrepreneurial finance, credit cards, and race, 2012, Aaron K. Chatterji; Robert C. Seamans
  41. Entrepreneurial risk, investment, and innovation, 2012, Andrea Caggese
  42. Executive stock options, differential risk-taking incentives, and firm value, 2012, Christopher S. Armstrong; Rahul Vashishtha
  43. Expropriation risk and technology, 2012, Marcus M. Opp
  44. Financial constraints and share repurchases, 2012, Sheng-Syan Chen; Yanzhi Wang
  45. Friends with money, 2012, Joseph Engelberg; Pengjie Gao; Christopher A. Parsons
  46. Geographic dispersion and stock returns, 2012, Diego García; Øyvind Norli
  47. Global, local, and contagious investor sentiment, 2012, Malcolm Baker; Jeffrey Wurgler; Yu Yuan
  48. Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy, 2012, George O. Aragon; Philip E. Strahan
  49. Hedging labor income risk, 2012, Sebastien Betermier; Thomas Jansson; Christine Parlour; Johan Walden
  50. How (not) to pay for advice: A framework for consumer financial protection, 2012, Roman Inderst; Marco Ottaviani
  51. How are shorts informed?, 2012, Joseph E. Engelberg; Adam V. Reed; Matthew C. Ringgenberg
  52. How much of the diversification discount can be explained by poor corporate governance?, 2012, Daniel Hoechle; Markus Schmid; Ingo Walter; David Yermack
  53. IQ, trading behavior, and performance, 2012, Mark Grinblatt; Matti Keloharju; Juhani T. Linnainmaa
  54. Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises, 2012, Nils Friewald; Rainer Jankowitsch; Marti G. Subrahmanyam
  55. Incentives to innovate and financial crises, 2012, Anjan V. Thakor
  56. Individual political contributions and firm performance, 2012, Alexei V. Ovtchinnikov; Eva Pantaleoni
  57. Industry contagion in loan spreads, 2012, Michael G. Hertzel; Micah S. Officer
  58. Information effect of entry into credit ratings market: The case of insurers' ratings, 2012, Neil A. Doherty; Anastasia V. Kartasheva; Richard D. Phillips
  59. Institutional determinants of capital structure adjustment speeds, 2012, Mark J. Flannery; Özde Öztekin
  60. Internal corporate governance, CEO turnover, and earnings management, 2012, Sonali Hazarika; Jonathan M. Karpoff; Rajarishi Nahata
  61. Investment-cash flow sensitivity cannot be a good measure of financial constraints: Evidence from the time series, 2012, Huafeng (Jason) Chen; Shaojun (Jenny) Chen
  62. Investor attention, psychological anchors, and stock return predictability, 2012, Jun Li; Jianfeng Yu
  63. Is momentum really momentum?, 2012, Robert Novy-Marx
  64. Limited arbitrage between equity and credit markets, 2012, Nikunj Kapadia; Xiaoling Pu
  65. Litigation risk, strategic disclosure and the underpricing of initial public offerings, 2012, Kathleen Weiss Hanley; Gerard Hoberg
  66. Local investors, price discovery, and market efficiency, 2012, Sophie Shive
  67. Longevity risk, retirement savings, and financial innovation, 2012, João F. Cocco; Francisco J. Gomes
  68. Market fragility and international market crashes, 2012, Dave Berger; Kuntara Pukthuanthong
  69. Measuring investor sentiment with mutual fund flows, 2012, Azi Ben-Rephael; Shmuel Kandel; Avi Wohl
  70. Multifactor models and their consistency with the ICAPM, 2012, Paulo Maio; Pedro Santa-Clara
  71. Neglected risks, financial innovation, and financial fragility, 2012, Nicola Gennaioli; Andrei Shleifer; Robert Vishny
  72. Optimal capital structure, bargaining, and the supplier market structure, 2012, Yongqiang Chu
  73. Optimal clearing arrangements for financial trades, 2012, Thorsten Koeppl; Cyril Monnet; Ted Temzelides
  74. Optimal securitization with moral hazard, 2012, Barney Hartman-Glaser; Tomasz Piskorski; Alexei Tchistyi
  75. Payout yield, risk, and mispricing: A Bayesian analysis, 2012, Jay Shanken; Ane Tamayo
  76. Peer performance and stock market entry, 2012, Markku Kaustia; Samuli Knüpfer
  77. Pinning in the S&P 500 futures, 2012, Benjamin Golez; Jens Carsten Jackwerth
  78. Political geography and stock returns: The value and risk implications of proximity to political power, 2012, Chansog (Francis) Kim; Christos Pantzalis; Jung Chul Park
  79. Predicting fraud by investment managers, 2012, Stephen G. Dimmock; William C. Gerken
  80. Predictive regressions with time-varying coefficients, 2012, Thomas Dangl; Michael Halling
  81. Pricing of commercial real estate securities during the 2007–2009 financial crisis, 2012, Joost Driessen; Otto Van Hemert
  82. Profitability and capital structure: Evidence from import penetration, 2012, Jin Xu
  83. Properties of foreign exchange risk premiums, 2012, Lucio Sarno; Paul Schneider; Christian Wagner
  84. Public market staging: The timing of capital infusions in newly public firms, 2012, Michael G. Hertzel; Mark R. Huson; Robert Parrino
  85. Realization utility, 2012, Nicholas Barberis; Wei Xiong
  86. Red and blue investing: Values and finance, 2012, Harrison Hong; Leonard Kostovetsky
  87. Reputation penalties for poor monitoring of executive pay: Evidence from option backdating, 2012, Yonca Ertimur; Fabrizio Ferri; David A. Maber
  88. Risk and the cross section of stock returns, 2012, Radu Burlacu; Patrice Fontaine; Sonia Jimenez-Garcès; Mark S. Seasholes
  89. Securitization without adverse selection: The case of CLOs, 2012, Efraim Benmelech; Jennifer Dlugosz; Victoria Ivashina
  90. Securitized banking and the run on repo, 2012, Gary Gorton; Andrew Metrick
  91. Seeking safety: The relation between CEO inside debt holdings and the riskiness of firm investment and financial policies, 2012, Cory A. Cassell; Shawn X. Huang; Juan Manuel Sanchez; Michael D. Stuart
  92. Sell-order liquidity and the cross-section of expected stock returns, 2012, Michael J. Brennan; Tarun Chordia; Avanidhar Subrahmanyam; Qing Tong
  93. Size, value, and momentum in international stock returns, 2012, Eugene F. Fama; Kenneth R. French
  94. Stock option vesting conditions, CEO turnover, and myopic investment, 2012, Volker Laux
  95. Stock options and managerial incentives for risk taking: Evidence from FAS 123R, 2012, Rachel M. Hayes; Michael Lemmon; Mingming Qiu
  96. Stock returns after major price shocks: The impact of information, 2012, Pavel G. Savor
  97. Structural models and endogeneity in corporate finance: The link between managerial ownership and corporate performance, 2012, Jeffrey L. Coles; Michael L. Lemmon; J. Felix Meschke
  98. Systematic risk and the cross section of hedge fund returns, 2012, Turan G. Bali; Stephen J. Brown; Mustafa Onur Caglayan
  99. Technical trading revisited: False discoveries, persistence tests, and transaction costs, 2012, Pierre Bajgrowicz; Olivier Scaillet
  100. Testing conditional factor models, 2012, Andrew Ang; Dennis Kristensen
  101. The cost and timing of financial distress, 2012, Redouane Elkamhi; Jan Ericsson; Christopher A. Parsons
  102. The credit crisis around the globe: Why did some banks perform better?, 2012, Andrea Beltratti; René M. Stulz
  103. The effect of board structure on firm value: A multiple identification strategies approach using Korean data, 2012, Bernard Black; Woochan Kim
  104. The effect of reference point prices on mergers and acquisitions, 2012, Malcolm Baker; Xin Pan; Jeffrey Wurgler
  105. The flight home effect: Evidence from the syndicated loan market during financial crises, 2012, Mariassunta Giannetti; Luc Laeven
  106. The high volume return premium: Cross-country evidence, 2012, Ron Kaniel; Arzu Ozoguz; Laura Starks
  107. The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors, 2012, Paul Schultz
  108. The option to stock volume ratio and future returns, 2012, Travis L. Johnson; Eric C. So
  109. The politics of government investment, 2012, Ran Duchin; Denis Sosyura
  110. The role of institutional investors in propagating the crisis of 2007–2008, 2012, Alberto Manconi; Massimo Massa; Ayako Yasuda
  111. The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle, 2012, Viral Acharya; Hassan Naqvi
  112. The short of it: Investor sentiment and anomalies, 2012, Robert F. Stambaugh; Jianfeng Yu; Yu Yuan
  113. The sources of value destruction in acquisitions by entrenched managers, 2012, Jarrad Harford; Mark Humphery-Jenner; Ronan Powell
  114. The term structure of inflation expectations, 2012, Mikhail Chernov; Philippe Mueller
  115. Time series momentum, 2012, Tobias J. Moskowitz; Yao Hua Ooi; Lasse Heje Pedersen
  116. Tournament incentives, firm risk, and corporate policies, 2012, Omesh Kini; Ryan Williams
  117. Trust and delegation, 2012, Stephen Brown; William Goetzmann; Bing Liang; Christopher Schwarz
  118. U.S. stock market crash risk, 1926–2010, 2012, David S. Bates
  119. Understanding commonality in liquidity around the world, 2012, Mathijs A. Van Dijk; G. Andrew Karolyi; Kuan-Hui Lee
  120. Variance bounds on the permanent and transitory components of stochastic discount factors, 2012, Gurdip Bakshi; Fousseni Chabi-Yo
  121. Vertical integration to avoid contracting with potential competitors: Evidence from bankers' banks, 2012, James A. Brickley; James S. Linck; Clifford W. Smith
  122. What does futures market interest tell us about the macroeconomy and asset prices?, 2012, Harrison Hong; Motohiro Yogo
  123. When do high stock returns trigger equity issues?, 2012, Aydoğan Altı; Johan Sulaeman
  124. ‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables, 2012, Bradley S. Paye

Review of Financial Studies

  1. A Flow-Based Explanation for Return Predictability, 2012, Dong Lou
  2. A Market-Based Study of the Cost of Default, 2012, Sergei A. Davydenko; Ilya A. Strebulaev; Xiaofei Zhao
  3. A Reexamination of Tunneling and Business Groups: New Data and New Methods, 2012, Prithwiraj Choudhury; Jordan Siegel
  4. Ability or Finances as Constraints on Entrepreneurship? Evidence from Survival Rates in a Natural Experiment, 2012, Steffen Andersen; Kasper Meisner Nielsen
  5. Agency Problems and Endogenous Investment Fluctuations, 2012, Giovanni Favara
  6. Are Corporate Default Probabilities Consistent with the Static Trade-off Theory?, 2012, Armen Hovakimian; Ayla Kayhan; Sheridan Titman
  7. Are Investors Really Reluctant to Realize Their Losses? Trading Responses to Past Returns and the Disposition Effect, 2012, Itzhak Ben-David; David Hirshleifer
  8. Assessing TARP, 2012, Dinara Bayazitova; Anil Shivdasani
  9. Asset Pricing and the Credit Market, 2012, Francis A. Longstaff; Jiang Wang
  10. Asymmetric Information, Portfolio Managers, and Home Bias, 2012, Wioletta Dziuda; Jordi Mondria
  11. Bank Bailouts and Moral Hazard: Evidence from Germany, 2012, Lammertjan Dam; Michael Koetter
  12. Bond Liquidity Premia, 2012, Jean-Sébastien Fontaine; René Garcia
  13. Can Rare Events Explain the Equity Premium Puzzle?, 2012, Anisha Ghosh; Christian Julliard
  14. Cash Holdings and Credit Risk, 2012, Viral Acharya; Sergei A. Davydenko; Ilya A. Strebulaev
  15. Commodity Liquidity Measurement and Transaction Costs, 2012, Ben R. Marshall; Nhut H. Nguyen; Nuttawat Visaltanachoti
  16. Convertibles and Hedge Funds as Distributors of Equity Exposure, 2012, Stephen J. Brown; Bruce D. Grundy; Craig M. Lewis; Patrick Verwijmeren
  17. Corporate Dividend Policies: Lessons from Private Firms, 2012, Roni Michaely; Michael R. Roberts
  18. Corporate Governance Objectives of Labor Union Shareholders: Evidence from Proxy Voting, 2012, Ashwini K. Agrawal
  19. Corporate Liquidity and Capital Structure, 2012, Ronald W. Anderson; Andrew Carverhill
  20. Creditor Control Rights, Corporate Governance, and Firm Value, 2012, Greg Nini; David C. Smith; Amir Sufi
  21. Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis, 2012, Thierry Foucault; Laurent Frésard
  22. Debt Financing and Financial Flexibility Evidence from Proactive Leverage Increases, 2012, David J. Denis; Stephen B. Mckeon
  23. Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its Applications, 2012, Xing Jin; Allen X. Zhang
  24. Do Country-level Investor Protections Affect Security-level Contract Design? Evidence from Foreign Bond Covenants, 2012, Darius P. Miller; Natalia Reisel
  25. Do Investors Buy What They Know? Product Market Choices and Investment Decisions, 2012, Matti Keloharju; Samuli Knüpfer; Juhani Linnainmaa
  26. Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability, 2012, Andrew J. Patton; Michela Verardo
  27. Does Idiosyncratic Volatility Proxy for Risk Exposure?, 2012, Zhanhui Chen; Ralitsa Petkova
  28. Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?, 2012, Linda Allen; Turan G. Bali; Yi Tang
  29. Dynamic Compensation Contracts with Private Savings, 2012, Zhiguo He
  30. Dynamic Debt Runs, 2012, Zhiguo He; Wei Xiong
  31. Dynamic Hedging in Incomplete Markets: A Simple Solution, 2012, Suleyman Basak; Georgy Chabakauri
  32. Educational Networks, Mutual Fund Voting Patterns, and CEO Compensation, 2012, Alexander W. Butler; Umit G. Gurun
  33. Evaporating Liquidity, 2012, Stefan Nagel
  34. Examining the Dark Side of Financial Markets: Do Institutions Trade on Information from Investment Bank Connections?, 2012, John M. Griffin; Tao Shu; Selim Topaloglu
  35. Executive Compensation and the Role for Corporate Governance Regulation, 2012, David L. Dicks
  36. Fiduciary Duties and Equity-debtholder Conflicts, 2012, Bo Becker; Per Strömberg
  37. Financial Leverage, Corporate Investment, and Stock Returns, 2012, Ali K. Ozdagli
  38. Financing Constraints and the Cost of Capital: Evidence from the Funding of Corporate Pension Plans, 2012, John L. Campbell; Dan S. Dhaliwal; William C. Schwartz
  39. Finding a Good Price in Opaque Over-the-Counter Markets, 2012, Haoxiang Zhu
  40. Fiscal Policies and Asset Prices, 2012, M. Max Croce; Howard Kung; Thien T. Nguyen; Lukas Schmid
  41. Flow Toxicity and Liquidity in a High-frequency World, 2012, David Easley; Maureen O'Hara; Marcos M. López De Prado
  42. Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings, 2012, Russ Wermers; Tong Yao; Jane Zhao
  43. Generalized Transform Analysis of Affine Processes and Applications in Finance, 2012, Hui Chen; Scott Joslin
  44. Hedge Fund Stock Trading in the Financial Crisis of 2007--2009, 2012, Itzhak Ben-David; Francesco Franzoni; Rabih Moussawi
  45. How Do Retirees Value Life Annuities? Evidence from Public Employees, 2012, John Chalmers; Jonathan Reuter
  46. How Important is Having Skin in the Game? Originator-Sponsor Affiliation and Losses on Mortgage-backed Securities, 2012, Cem Demiroglu; Christopher James
  47. Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach, 2012, Joseph D. Piotroski; Eric C. So
  48. Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps, 2012, Joseph Haubrich; George Pennacchi; Peter Ritchken
  49. Institutional Investors and Mutual Fund Governance: Evidence from Retail--Institutional Fund Twins, 2012, Richard B. Evans; Rüdiger Fahlenbrach
  50. Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act, 2012, Michael Faulkender; Mitchell Petersen
  51. Is Unbiased Financial Advice to Retail Investors Sufficient? Answers from a Large Field Study, 2012, Utpal Bhattacharya; Andreas Hackethal; Simon Kaesler; Benjamin Loos; Steffen Meyer
  52. Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach, 2012, Peter Christoffersen; Vihang Errunza; Kris Jacobs; Hugues Langlois
  53. Journalists and the Stock Market, 2012, Casey Dougal; Joseph Engelberg; Diego García; Christopher A. Parsons
  54. Jumps and Information Flow in Financial Markets, 2012, Suzanne S. Lee
  55. Lack of Anonymity and the Inference from Order Flow, 2012, Juhani T. Linnainmaa; Gideon Saar
  56. Lender Screening and the Role of Securitization: Evidence from Prime and Subprime Mortgage Markets, 2012, Benjamin J. Keys; Amit Seru; Vikrant Vig
  57. Level 3 Assets: Booking Profits and Concealing Losses, 2012, Konstantin Milbradt
  58. Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition, 2012, Dimitri Vayanos; Jiang Wang
  59. Loan Prospecting, 2012, Florian Heider; Roman Inderst
  60. Macroeconomic Conditions and Capital Raising, 2012, Isil Erel; Brandon Julio; Woojin Kim; Michael S. Weisbach
  61. Managerial Attributes and Executive Compensation, 2012, John R. Graham; Si Li; Jiaping Qiu
  62. Measuring Equity Risk with Option-implied Correlations, 2012, Adrian Buss; Grigory Vilkov
  63. Mutual Fund Tournaments: The Sorting Bias and New Evidence, 2012, Christopher G. Schwarz
  64. No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice, 2012, Veronika K. Pool; Noah Stoffman; Scott E. Yonker
  65. Optimal Corporate Governance and Compensation in a Dynamic World, 2012, Thomas H. Noe; Michael J. Rebello
  66. Optimal Priority Structure, Capital Structure, and Investment, 2012, Dirk Hackbarth; David C. Mauer
  67. Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective, 2012, Daniel L. Thornton; Giorgio Valente
  68. Overvalued Equity and Financing Decisions, 2012, Ming Dong; David Hirshleifer; Siew Hong Teoh
  69. Pay for Performance from Future Fund Flows: The Case of Private Equity, 2012, Ji-Woong Chung; Berk A. Sensoy; Léa Stern; Michael S. Weisbach
  70. Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs, 2012, Amber Anand; Paul Irvine; Andy Puckett; Kumar Venkataraman
  71. Precarious Politics and Return Volatility, 2012, Maria Boutchkova; Hitesh Doshi; Art Durnev; Alexander Molchanov
  72. Rare Disasters and Risk Sharing with Heterogeneous Beliefs, 2012, Hui Chen; Scott Joslin; Ngoc-Khanh Tran
  73. Realized Skewness, 2012, Anthony Neuberger
  74. Reviewing Less--Progressing More, 2012, Matthew Spiegel
  75. Securitization, Transparency, and Liquidity, 2012, Marco Pagano; Paolo Volpin
  76. Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns, 2012, Rui Albuquerque
  77. Snow and Leverage, 2012, Xavier Giroud; Holger M. Mueller; Alex Stomper; Arne Westerkamp
  78. Strategic Ownership Structure and the Cost of Debt, 2012, Hadiye Aslan; Praveen Kumar
  79. Suspicious Patterns in Hedge Fund Returns and the Risk of Fraud, 2012, Nicolas P. B. Bollen; Veronika K. Pool
  80. Takeover Bidding with Signaling Incentives, 2012, Tingjun Liu
  81. Takeovers and Divergence of Investor Opinion, 2012, Sris Chatterjee; Kose John; An Yan
  82. Testing Asymmetric-Information Asset Pricing Models, 2012, Bryan Kelly; Alexander Ljungqvist
  83. The Hazards of Debt: Rollover Freezes, Incentives, and Bailouts, 2012, Ing-Haw Cheng; Konstantin Milbradt
  84. The Inventory Growth Spread, 2012, Frederico Belo; Xiaoji Lin
  85. The Life Cycle of Family Ownership: International Evidence, 2012, Julian Franks; Colin Mayer; Paolo Volpin; Hannes F. Wagner
  86. The Real Consequences of Market Segmentation, 2012, Sergey Chernenko; Adi Sunderam
  87. The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance, 2012, Zheng Sun; Ashley Wang; Lu Zheng
  88. The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures, 2012, Peter Feldhütter
  89. The Sensitivity of Corporate Cash Holdings to Corporate Governance, 2012, Qi Chen; Xiao Chen; Katherine Schipper; Yongxin Xu; Jian Xue
  90. Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake, 2012, George O. Aragon; Vikram Nanda
  91. Trade Credit Contracts, 2012, Leora Klapper; Luc Laeven; Raghuram Rajan
  92. Trading Fees and Efficiency in Limit Order Markets, 2012, Jean-Edouard Colliard; Thierry Foucault
  93. Treating Measurement Error in Tobin's q, 2012, Timothy Erickson; Toni M. Whited
  94. Trust and Credit: The Role of Appearance in Peer-to-peer Lending, 2012, Jefferson Duarte; Stephan Siegel; Lance Young
  95. Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan Market, 2012, Miguel A. Ferreira; Pedro Matos
  96. Why Does Financial Strength Forecast Stock Returns? Evidence from Subsequent Demand by Institutional Investors, 2012, Nicole Y. Choi; Richard W. Sias