Mingze Gao

Curated Reading List - 2016


Journal of Finance

  1. A Model of Financialization of Commodities, 2016, Suleyman Basak; Anna Pavlova
  2. A Tale of Two Runs: Depositor Responses to Bank Solvency Risk, 2016, Rajkamal Iyer; Manju Puri; Nicholas Ryan
  3. Advertising Expensive Mortgages, 2016, Umit G. Gurun; Gregor Matvos; Amit Seru
  4. American Finance Association, 2016, Peter Demarzo
  5. An Information-Based Theory of Time-Varying Liquidity, 2016, Brendan Daley; Brett Green
  6. Asymmetric Information about Collateral Values, 2016, Johannes Stroebel
  7. Behind the Scenes: The Corporate Governance Preferences of Institutional Investors, 2016, Joseph A. Mccahery; Zacharias Sautner; Laura T. Starks
  8. Boarding a Sinking Ship? An Investigation of Job Applications to Distressed Firms, 2016, Jennifer Brown; David A. Matsa
  9. Boom and Gloom, 2016, Renáta Kosová; Praveen Kumar; Paul Povel; Giorgo Sertsios
  10. Can Brokers Have It All? On the Relation between Make-Take Fees and Limit Order Execution Quality, 2016, Robert Battalio; Shane A. Corwin; Robert Jennings
  11. Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market, 2016, Amiyatosh Purnanandam; Daniel Weagley
  12. Capital Investment, Innovative Capacity, and Stock Returns, 2016, Praveen Kumar; Dongmei Li
  13. Collateralization, Bank Loan Rates, and Monitoring, 2016, Geraldo Cerqueiro; Steven Ongena; Kasper Roszbach
  14. Compensating Financial Experts, 2016, Vincent Glode; Richard Lowery
  15. Conglomerate Investment, Skewness, and the CEO Long-Shot Bias, 2016, Christoph Schneider; Oliver Spalt
  16. Corporate Acquisitions, Diversification, and the Firm's Life Cycle, 2016, Asli M. Arikan; René M. Stulz
  17. Corporate Scandals and Household Stock Market Participation, 2016, Mariassunta Giannetti; Tracy Yue Wang
  18. Cream-Skimming in Financial Markets, 2016, Patrick Bolton; Tano Santos; Jose A. Scheinkman
  19. Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market, 2016, Brent W. Ambrose; James Conklin; Jiro Yoshida
  20. Disappearing Call Delay and Dividend-Protected Convertible Bonds, 2016, Bruce D. Grundy; Patrick Verwijmeren
  21. Do Creditor Rights Increase Employment Risk? Evidence from Loan Covenants, 2016, Antonio Falato; Nellie Liang
  22. Do Private Firms Invest Differently than Public Firms? Taking Cues from the Natural Gas Industry, 2016, Erik P. Gilje; Jerome P. Taillard
  23. Does Academic Research Destroy Stock Return Predictability?, 2016, R. David Mclean; Jeffrey Pontiff
  24. Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly, 2016, Scott Cederburg; Michael S. O'Doherty
  25. Earnings Announcements and Systematic Risk, 2016, Pavel Savor; Mungo Wilson
  26. Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk, 2016, Jongsub Lee; Andy Naranjo; Stace Sirmans
  27. Exporting Liquidity: Branch Banking and Financial Integration, 2016, Erik P. Gilje; Elena Loutskina; Philip E. Strahan
  28. Financing Constraints and Workplace Safety, 2016, Jonathan B. Cohn; Malcolm I. Wardlaw
  29. Firing Costs and Capital Structure Decisions, 2016, Matthew Serfling
  30. From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply, 2016, Skander J. Van Den Heuvel; Rodney Ramcharan; Stéphane Verani
  31. Good-Specific Habit Formation and the Cross-Section of Expected Returns, 2016, Jules H. Van Binsbergen
  32. Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice, 2016, Ralph S.J. Koijen; Stijn Nieuwerburgh; Motohiro Yogo
  33. Idiosyncratic Cash Flows and Systematic Risk, 2016, Ilona Babenko; Oliver Boguth; Yuri Tserlukevich
  34. Indirect Incentives of Hedge Fund Managers, 2016, Jongha Lim; Berk A. Sensoy; Michael S. Weisbach
  35. Information Acquisition in Rumor‐Based Bank Runs, 2016, Zhiguo He; Asaf Manela
  36. Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades, 2016, Lukas Menkhoff; Lucio Sarno; Maik Schmeling; Andreas Schrimpf
  37. Information in the Term Structure of Yield Curve Volatility, 2016, Anna Cieslak; Pavol Povala
  38. Infrequent Rebalancing, Return Autocorrelation, and Seasonality, 2016, Vincent Bogousslavsky
  39. It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans, 2016, Veronika K. Pool; Clemens Sialm; Irina Stefanescu
  40. Learning about Consumption Dynamics, 2016, Michael Johannes; Lars A. Lochstoer; Yiqun Mou
  41. Learning about Mutual Fund Managers, 2016, Darwin Choi; Bige Kahraman; Abhiroop Mukherjee
  42. Local Currency Sovereign Risk, 2016, Wenxin Du; Jesse Schreger
  43. Looking for Someone to Blame: Delegation, Cognitive Dissonance, and the Disposition Effect, 2016, Tom Y. Chang; David H. Solomon; Mark M. Westerfield
  44. Misspecified Recovery, 2016, Jaroslav Borovička; Lars Peter Hansen; José A. Scheinkman
  45. Mutual Fund Flows and Cross-Fund Learning within Families, 2016, David P. Brown; Youchang Wu
  46. News Trading and Speed, 2016, Thierry Foucault; Johan Hombert; Ioanid Roşu
  47. On Enhancing Shareholder Control: A (Dodd-) Frank Assessment of Proxy Access, 2016, Jonathan B. Cohn; Stuart L. Gillan; Jay C. Hartzell
  48. Order Flow and Expected Option Returns, 2016, Dmitriy Muravyev
  49. Picking Winners? Investment Consultants’ Recommendations of Fund Managers, 2016, Tim Jenkinson; Howard Jones; Jose Vicente Martinez
  50. Presidential Address: Debt and Money: Financial Constraints and Sovereign Finance, 2016, Patrick Bolton
  51. Procyclical Capital Regulation and Lending, 2016, Markus Behn; Rainer Haselmann; Paul Wachtel
  52. Report of the Editor of the Journal of Finance for the Year 2015, 2016, Kenneth J. Singleton
  53. Return Seasonalities, 2016, Matti Keloharju; Juhani T. Linnainmaa; Peter Nyberg
  54. Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins, 2016, Bruno Biais; Florian Heider; Marie Hoerova
  55. Risk‐Adjusting the Returns to Venture Capital, 2016, Arthur Korteweg; Stefan Nagel
  56. Short Selling and Earnings Management: A Controlled Experiment, 2016, Vivian W. Fang; Allen H. Huang; Jonathan M. Karpoff
  57. Speculative Betas, 2016, Harrison Hong; David A. Sraer
  58. Stock Market Volatility and Learning, 2016, Klaus Adam; Albert Marcet; Juan Pablo Nicolini
  59. The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment, 2016, Peter Koudijs
  60. The Calm before the Storm, 2016, Ferhat Akbas
  61. The Determinants of Long-Term Corporate Debt Issuances, 2016, Dominique C. Badoer; Christopher M. James
  62. The Impact of Venture Capital Monitoring, 2016, Shai Bernstein; Xavier Giroud; Richard R. Townsend
  63. The Labor Market for Directors and Externalities in Corporate Governance, 2016, Doron Levit; Nadya Malenko
  64. The Optimal Size of Hedge Funds: Conflict between Investors and Fund Managers, 2016, Chengdong Yin
  65. The Price of Political Uncertainty: Theory and Evidence from the Option Market, 2016, Bryan Kelly; Ľuboš Pástor; Pietro Veronesi
  66. The Total Cost of Corporate Borrowing in the Loan Market: Don't Ignore the Fees, 2016, Tobias Berg; Anthony Saunders; Sascha Steffen
  67. Ties That Bind: How Business Connections Affect Mutual Fund Activism, 2016, Dragana Cvijanović; Amil Dasgupta; Konstantinos E. Zachariadis
  68. Trade Credit and Industry Dynamics: Evidence from Trucking Firms, 2016, Jean-Noël Barrot
  69. Valuation Risk and Asset Pricing, 2016, Rui Albuquerque; Martin Eichenbaum; Victor Xi Luo; Sergio Rebelo
  70. Who Borrows from the Lender of Last Resort?, 2016, Thomas Drechsel; Itamar Drechsler; David Marques-Ibanez; Philipp Schnabl
  71. Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry, 2016, Eric Ghysels; Alberto Plazzi; Rossen Valkanov
  72. Worrying about the Stock Market: Evidence from Hospital Admissions, 2016, Joseph Engelberg; Christopher A. Parsons
  73. “Lucas” in the Laboratory, 2016, Elena Asparouhova; Peter Bossaerts; Nilanjan Roy; William Zame

Journal of Financial Economics

  1. A trend factor: Any economic gains from using information over investment horizons?, 2016, Yufeng Han; Guofu Zhou; Yingzi Zhu
  2. Accruals, cash flows, and operating profitability in the cross section of stock returns, 2016, Ray Ball; Joseph Gerakos; Juhani T. Linnainmaa; Valeri Nikolaev
  3. Adverse selection, slow-moving capital, and misallocation, 2016, William Fuchs; Brett Green; Dimitris Papanikolaou
  4. Ambiguity aversion and household portfolio choice puzzles: Empirical evidence, 2016, Stephen G. Dimmock; Roy Kouwenberg; Olivia S. Mitchell; Kim Peijnenburg
  5. Analyzing volatility risk and risk premium in option contracts: A new theory, 2016, Peter Carr; Liuren Wu
  6. Anxiety in the face of risk, 2016, Thomas M. Eisenbach; Martin C. Schmalz
  7. Are Friday announcements special? Overcoming selection bias, 2016, Roni Michaely; Amir Rubin; Alexander Vedrashko
  8. Are retail traders compensated for providing liquidity?, 2016, Jean-Noel Barrot; Ron Kaniel; David Sraer
  9. Assessing asset pricing models using revealed preference, 2016, Jonathan B. Berk; Jules H. Van Binsbergen
  10. Asset allocation and monetary policy: Evidence from the eurozone, 2016, Harald Hau; Sandy Lai
  11. Bankruptcy law and bank financing, 2016, Giacomo Rodano; Nicolas Serrano-Velarde; Emanuele Tarantino
  12. Borrower protection and the supply of credit: Evidence from foreclosure laws, 2016, Jihad Dagher; Yangfan Sun
  13. Bridging the gap: the design of bank loan contracts and distance, 2016, Stephan Hollander; Arnt Verriest
  14. CEO overconfidence and financial crisis: Evidence from bank lending and leverage, 2016, Po-Hsin Ho; Chia-Wei Huang; Chih-Yung Lin; Ju-Fang Yen
  15. Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates, 2016, Peter Joos; Joseph D. Piotroski; Suraj Srinivasan
  16. Can analysts pick stocks for the long-run?, 2016, Oya Altınkılıç; Robert S. Hansen; Liyu Ye
  17. Can information be locked up? Informed trading ahead of macro-news announcements, 2016, Gennaro Bernile; Jianfeng Hu; Yuehua Tang
  18. Capital structure effects on the prices of equity call options, 2016, Robert Geske; Avanidhar Subrahmanyam; Yi Zhou
  19. Capitalizing on Capitol Hill: Informed trading by hedge fund managers, 2016, Meng Gao; Jiekun Huang
  20. Clouded judgment: The role of sentiment in credit origination, 2016, Kristle Cortés; Ran Duchin; Denis Sosyura
  21. Comovement revisited, 2016, Honghui Chen; Vijay Singal; Robert F. Whitelaw
  22. Corporate governance and risk management at unprotected banks: National banks in the 1890s, 2016, Charles W. Calomiris; Mark Carlson
  23. Corruption culture and corporate misconduct, 2016, Xiaoding Liu
  24. Cyclicality, performance measurement, and cash flow liquidity in private equity, 2016, David T. Robinson; Berk A. Sensoy
  25. Debt-equity choices, R&D investment and market timing, 2016, Craig M. Lewis; Yongxian Tan
  26. Decision-making approaches and the propensity to default: Evidence and implications, 2016, Jeffrey R. Brown; Anne M. Farrell; Scott J. Weisbenner
  27. Disagreement, speculation, and aggregate investment, 2016, Steven D. Baker; Burton Hollifield; Emilio Osambela
  28. Disaster recovery and the term structure of dividend strips, 2016, Michael Hasler; Roberto Marfè
  29. Discerning information from trade data, 2016, David Easley; Maureen O'Hara; Marcos Lopez De Prado
  30. Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports, 2016, Yee Cheng Loon; Zhaodong (Ken) Zhong
  31. Does rating analyst subjectivity affect corporate debt pricing?, 2016, Cesare Fracassi; Stefan Petry; Geoffrey Tate
  32. Does the geographic expansion of banks reduce risk?, 2016, Martin R. Goetz; Luc Laeven; Ross Levine
  33. Does variance risk have two prices? Evidence from the equity and option markets, 2016, Laurent Barras; Aytek Malkhozov
  34. Double bank runs and liquidity risk management, 2016, Filippo Ippolito; José-Luis Peydró; Andrea Polo; Enrico Sette
  35. Dual ownership, returns, and voting in mergers, 2016, Andriy Bodnaruk; Marco Rossi
  36. Early option exercise: Never say never, 2016, Mads Vestergaard Jensen; Lasse Heje Pedersen
  37. Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme, 2016, Fabian Eser; Bernd Schwaab
  38. Executive overconfidence and compensation structure, 2016, Mark Humphery-Jenner; Ling Lei Lisic; Vikram Nanda; Sabatino Dino Silveri
  39. Failure to refinance, 2016, Benjamin J. Keys; Devin G. Pope; Jaren C. Pope
  40. Fragility in money market funds: Sponsor support and regulation, 2016, Cecilia Parlatore
  41. Gambling preference and individual equity option returns, 2016, Suk-Joon Byun; Da-Hea Kim
  42. Golden hellos: Signing bonuses for new top executives, 2016, Jin Xu; Jun Yang
  43. Have financial markets become more informative?, 2016, Jennie Bai; Thomas Philippon; Alexi Savov
  44. Have we solved the idiosyncratic volatility puzzle?, 2016, Kewei Hou; Roger K. Loh
  45. Heuristic portfolio trading rules with capital gain taxes, 2016, Marcel Fischer; Michael F. Gallmeyer
  46. How costly is corporate bankruptcy for the CEO?, 2016, B. Espen Eckbo; Karin S. Thorburn; Wei Wang
  47. How do CEOs see their roles? Management philosophies and styles in family and non-family firms, 2016, William Mullins; Antoinette Schoar
  48. Indexing and active fund management: International evidence, 2016, Martijn Cremers; Miguel A. Ferreira; Pedro Matos; Laura Starks
  49. Information tradeoffs in dynamic financial markets, 2016, Efstathios Avdis
  50. Institutional investors and stock return anomalies, 2016, Roger M. Edelen; Ozgur S. Ince; Gregory B. Kadlec
  51. Investment and the weighted average cost of capital, 2016, Murray Z. Frank; Tao Shen
  52. Leverage dynamics over the business cycle, 2016, Michael Halling; Jin Yu; Josef Zechner
  53. Limited attention, marital events and hedge funds, 2016, Yan Lu; Sugata Ray; Melvyn Teo
  54. Liquidity, resiliency and market quality around predictable trades: Theory and evidence, 2016, Hendrik Bessembinder; Allen Carrion; Laura Tuttle; Kumar Venkataraman
  55. Loans on sale: Credit market seasonality, borrower need, and lender rents, 2016, Justin Murfin; Mitchell Petersen
  56. Local financial capacity and asset values: Evidence from bank failures, 2016, Raghuram Rajan; Rodney Ramcharan
  57. Market conditions, fragility, and the economics of market making, 2016, Amber Anand; Kumar Venkataraman
  58. Market maturity and mispricing, 2016, Heiko Jacobs
  59. Momentum crashes, 2016, Kent Daniel; Tobias J. Moskowitz
  60. Mortgage companies and regulatory arbitrage, 2016, Yuliya Demyanyk; Elena Loutskina
  61. Nominal price illusion, 2016, Justin Birru; Baolian Wang
  62. On secondary buyouts, 2016, Francois Degeorge; Jens Martin; Ludovic Phalippou
  63. Optimal inside debt compensation and the value of equity and debt, 2016, T. Colin Campbell; Neal Galpin; Shane A. Johnson
  64. Passive investors, not passive owners, 2016, Ian R. Appel; Todd A. Gormley; Donald B. Keim
  65. Patient capital outperformance: The investment skill of high active share managers who trade infrequently, 2016, Martijn Cremers; Ankur Pareek
  66. Performance measurement with selectivity, market and volatility timing, 2016, Wayne Ferson; Haitao Mo
  67. Playing it safe? Managerial preferences, risk, and agency conflicts, 2016, Todd A. Gormley; David A. Matsa
  68. Price and volatility co-jumps, 2016, F.M. Bandi; R. Renò
  69. Product market competition, R&D investment, and stock returns, 2016, Lifeng Gu
  70. Quadratic variance swap models, 2016, Damir Filipović; Elise Gourier; Loriano Mancini
  71. Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors, 2016, Juhani T. Linnainmaa; Walter Torous; James Yae
  72. Redacting proprietary information at the initial public offering, 2016, Audra L. Boone; Ioannis V. Floros; Shane A. Johnson
  73. Relative peer quality and firm performance, 2016, Bill Francis; Iftekhar Hasan; Sureshbabu Mani; Pengfei Ye
  74. Rethinking reversals, 2016, Timothy C. Johnson
  75. Revolving doors on Wall Street, 2016, Jess Cornaggia; Kimberly J. Cornaggia; Han Xia
  76. Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns, 2016, Tim Bollerslev; Sophia Zhengzi Li; Viktor Todorov
  77. Say on pay laws, executive compensation, pay slice, and firm valuation around the world, 2016, Ricardo Correa; Ugur Lel
  78. Securities trading by banks and credit supply: Micro-evidence from the crisis, 2016, Puriya Abbassi; Rajkamal Iyer; José-Luis Peydró; Francesc R. Tous
  79. Sentiments, financial markets, and macroeconomic fluctuations, 2016, Jess Benhabib; Xuewen Liu; Pengfei Wang
  80. Shareholder nonparticipation in valuable rights offerings: New findings for an old puzzle, 2016, Clifford G. Holderness; Jeffrey Pontiff
  81. Short interest and aggregate stock returns, 2016, David E. Rapach; Matthew C. Ringgenberg; Guofu Zhou
  82. Short selling meets hedge fund 13F: An anatomy of informed demand, 2016, Yawen Jiao; Massimo Massa; Hong Zhang
  83. Shorting at close range: A tale of two types, 2016, Carole Comerton-Forde; Charles M. Jones; Tālis J. Putniņš
  84. Should we be afraid of the dark? Dark trading and market quality, 2016, Sean Foley; Tālis J. Putniņš
  85. Socially responsible firms, 2016, Allen Ferrell; Hao Liang; Luc Renneboog
  86. Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?, 2016, Loriana Pelizzon; Marti G. Subrahmanyam; Davide Tomio; Jun Uno
  87. Spare tire? Stock markets, banking crises, and economic recoveries, 2016, Ross Levine; Chen Lin; Wensi Xie
  88. State variables, macroeconomic activity, and the cross section of individual stocks, 2016, Martijn Boons
  89. Stock repurchases and liquidity, 2016, Alexander Hillert; Ernst Maug; Stefan Obernberger
  90. Systemic risk and the macroeconomy: An empirical evaluation, 2016, Stefano Giglio; Bryan Kelly; Seth Pruitt
  91. Target revaluation after failed takeover attempts: Cash versus stock, 2016, Ulrike Malmendier; Marcus M. Opp; Farzad Saidi
  92. Taxes and bank capital structure, 2016, Glenn Schepens
  93. Taxes and leverage at multinational corporations, 2016, Michael Faulkender; Jason M. Smith
  94. The causal effect of option pay on corporate risk management, 2016, Tor-Erik Bakke; Chitru S. Fernando; Hamed Mahmudi; Jesus M. Salas
  95. The commitment problem of secured lending, 2016, Daniela Fabbri; Anna Maria C. Menichini
  96. The common factor in idiosyncratic volatility: Quantitative asset pricing implications, 2016, Bernard Herskovic; Bryan Kelly; Hanno Lustig; Stijn Van Nieuwerburgh
  97. The cost of friendship, 2016, Paul A. Gompers; Vladimir Mukharlyamov; Yuhai Xuan
  98. The cross-sectional variation of volatility risk premia, 2016, Ana González-Urteaga; Gonzalo Rubio
  99. The effects of takeover defenses: Evidence from closed-end funds, 2016, Matthew E. Souther
  100. The expected cost of default, 2016, Brent Glover
  101. The expected returns and valuations of private and public firms, 2016, Ilan Cooper; Richard Priestley
  102. The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program, 2016, Nathan Foley-Fisher; Rodney Ramcharan; Edison Yu
  103. The influence of political bias in state pension funds, 2016, Daniel Bradley; Christos Pantzalis; Xiaojing Yuan
  104. The leverage externalities of credit default swaps, 2016, Jay Yin Li; Dragon Yongjun Tang
  105. The ownership and trading of debt claims in Chapter 11 restructurings, 2016, Victoria Ivashina; Benjamin Iverson; David C. Smith
  106. The product market effects of hedge fund activism, 2016, Hadiye Aslan; Praveen Kumar
  107. The real effects of share repurchases, 2016, Heitor Almeida; Vyacheslav Fos; Mathias Kronlund
  108. The value of a good credit reputation: Evidence from credit card renegotiations, 2016, Andres Liberman
  109. The value of connections in turbulent times: Evidence from the United States, 2016, Daron Acemoglu; Simon Johnson; Amir Kermani; James Kwak; Todd Mitton
  110. The value of creditor control in corporate bonds, 2016, Peter Feldhütter; Edith Hotchkiss; Oğuzhan Karakaş
  111. The volatility of a firm's assets and the leverage effect, 2016, Jaewon Choi; Matthew Richardson
  112. Time is money: Rational life cycle inertia and the delegation of investment management, 2016, Hugh Hoikwang Kim; Raimond Maurer; Olivia S. Mitchell
  113. Time-to-produce, inventory, and asset prices, 2016, Zhanhui Chen
  114. US political corruption and firm financial policies, 2016, Jared D. Smith
  115. Under new management: Equity issues and the attribution of past returns, 2016, Malcolm Baker; Yuhai Xuan
  116. Underwriter deal pipeline and the pricing of IPOs, 2016, Kevin K. Boeh; Craig Dunbar
  117. Underwriter networks, investor attention, and initial public offerings, 2016, Emanuele Bajo; Thomas J. Chemmanur; Karen Simonyan; Hassan Tehranian
  118. Using options to measure the full value-effect of an event: Application to Obamacare, 2016, Paul Borochin; Joseph Golec
  119. Volatility risk premia and exchange rate predictability, 2016, Pasquale Della Corte; Tarun Ramadorai; Lucio Sarno
  120. What do private equity firms say they do?, 2016, Paul Gompers; Steven N. Kaplan; Vladimir Mukharlyamov
  121. Who neglects risk? Investor experience and the credit boom, 2016, Sergey Chernenko; Samuel G. Hanson; Adi Sunderam
  122. Why do firms use high discount rates?, 2016, Ravi Jagannathan; David A. Matsa; Iwan Meier; Vefa Tarhan
  123. Why does the option to stock volume ratio predict stock returns?, 2016, Li Ge; Tse-Chun Lin; Neil D. Pearson

Review of Financial Studies

  1. A Taxonomy of Anomalies and Their Trading Costs, 2016, Robert Novy-Marx; Mihail Velikov
  2. Asset Pricing When Traders Sell Extreme Winners and Losers, 2016, Li An
  3. Asset Pricing in the Frequency Domain: Theory and Empirics, 2016, Ian Dew-Becker; Stefano Giglio
  4. Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades, 2016, Manuel Adelino; Miguel A. Ferreira
  5. Borrowing High versus Borrowing Higher: Price Dispersion and Shopping Behavior in the U.S. Credit Card Market, 2016, Victor Stango; Jonathan Zinman
  6. Buying High and Selling Low: Stock Repurchases and Persistent Asymmetric Information, 2016, Philip Bond; Hongda Zhong
  7. CEO Investment Cycles, 2016, Yihui Pan; Tracy Yue Wang; Michael S. Weisbach
  8. Can Changes in the Cost of Carry Explain the Dynamics of Corporate "Cash" Holdings?, 2016, José A. Azar; Jean-François Kagy; Martin C. Schmalz
  9. Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement, 2016, Hans B. Christensen; Luzi Hail; Christian Leuz
  10. Collateral, Taxes, and Leverage, 2016, Shaojin Li; Toni M. Whited; Yufeng Wu
  11. Commodities as Collateral, 2016, Ke Tang; Haoxiang Zhu
  12. Competition and Bank Opacity, 2016, Liangliang Jiang; Ross Levine; Chen Lin
  13. Currency Premia and Global Imbalances, 2016, Pasquale Della Corte; Steven J. Riddiough; Lucio Sarno
  14. Did Dubious Mortgage Origination Practices Distort House Prices?, 2016, John M. Griffin; Gonzalo Maturana
  15. Disclosure Standards and the Sensitivity of Returns to Mood, 2016, Brian J. Bushee; Henry L. Friedman
  16. Dissecting Anomalies with a Five-Factor Model, 2016, Eugene F. Fama; Kenneth R. French
  17. Dividends as Reference Points: A Behavioral Signaling Approach, 2016, Malcolm Baker; Brock Mendel; Jeffrey Wurgler
  18. Do Debt Contract Enforcement Costs Affect Financing and Asset Structure?, 2016, Radhakrishnan Gopalan; Abhiroop Mukherjee; Manpreet Singh
  19. Do Firms Engage in Risk-Shifting? Empirical Evidence, 2016, Erik P. Gilje
  20. Do Institutional Investors Demand Public Disclosure?, 2016, Andrew Bird; Stephen A. Karolyi
  21. Do Measures of Financial Constraints Measure Financial Constraints?, 2016, Joan Farre-Mensa; Alexander Ljungqvist
  22. Do U.S. Firms Hold More Cash than Foreign Firms Do?, 2016, Lee Pinkowitz; René M. Stulz; Rohan Williamson
  23. Does Credit Crunch Investment Down? New Evidence on the Real Effects of the Bank-Lending Channel, 2016, Federico Cingano; Francesco Manaresi; Enrico Sette
  24. Does Mandatory Shareholder Voting Prevent Bad Acquisitions?, 2016, Marco Becht; Andrea Polo; Stefano Rossi
  25. Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective, 2016, Arthur Korteweg; Roman Kräussl; Patrick Verwijmeren
  26. Does the Market Understand Rating Shopping? Predicting MBS Losses with Initial Yields, 2016, Jie (Jack) He; Jun (Q. J.) Qian; Philip E. Strahan
  27. Durable Goods, Inflation Risk, and Equilibrium Asset Prices, 2016, Bjørn Eraker; Ivan Shaliastovich; Wenyu Wang
  28. Dynamic Debt Maturity, 2016, Zhiguo He; Konstantin Milbradt
  29. Editor's Choice Commonality in Liquidity: A Demand-Side Explanation, 2016, Andrew Koch; Stefan Ruenzi; Laura Starks
  30. Editor's Choice Financial Attention, 2016, George Loewenstein; Duane J. Seppi; Nachum Sicherman; Stephen P. Utkus
  31. Editor's Choice Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class, 2016, Manuel Adelino; Antoinette Schoar; Felipe Severino
  32. Editor's Choice Policy Uncertainty and Corporate Investment, 2016, Huseyin Gulen; Mihai Ion
  33. Editor's Choice Rare Booms and Disasters in a Multisector Endowment Economy, 2016, Jerry Tsai; Jessica A. Wachter
  34. Editor's Choice The Effect of Institutional Ownership on Payout Policy: Evidence from Index Thresholds, 2016, Alan D. Crane; Sébastien Michenaud; James P. Weston
  35. Editor's Choice The Importance of Trust for Investment: Evidence from Venture Capital, 2016, Laura Bottazzi; Thomas Hellmann; Marco Da Rin
  36. Editor's Choice Who Facilitated Misreporting in Securitized Loans?, 2016, John M. Griffin; Gonzalo Maturana
  37. Editor's Choice … and the Cross-Section of Expected Returns, 2016, Campbell R. Harvey; Yan Liu; Heqing Zhu
  38. Enlarging the Contracting Space: Collateral Menus, Access to Credit, and Economic Activity, 2016, Murillo Campello; Mauricio Larrain
  39. Equity Market Misvaluation, Financing, and Investment, 2016, Missaka Warusawitharana; Toni M. Whited
  40. Estimating Security Betas Using Prior Information Based on Firm Fundamentals, 2016, Rob Bauer; Mathijs Cosemans; Rik Frehen; Peter C. Schotman
  41. Executive Compensation Incentives Contingent on Long-Term Accounting Performance, 2016, Zhi Li; Lingling Wang
  42. Experimentation and the Returns to Entrepreneurship, 2016, Gustavo Manso
  43. Financial Education and the Debt Behavior of the Young, 2016, Meta Brown; John Grigsby; Wilbert Van Der Klaauw; Jaya Wen; Basit Zafar
  44. Financing from Family and Friends, 2016, Samuel Lee; Petra Persson
  45. Horizon Effects in Average Returns: The Role of Slow Information Diffusion, 2016, Oliver Boguth; Murray Carlson; Adlai Fisher; Mikhail Simutin
  46. How Constraining Are Limits to Arbitrage?, 2016, Alexander Ljungqvist; Wenlan Qian
  47. How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios, 2016, Andreas Hubener; Raimond Maurer; Olivia S. Mitchell
  48. Industry Window Dressing, 2016, Huaizhi Chen; Lauren Cohen; Dong Lou
  49. Information Spillovers, Gains from Trade, and Interventions in Frozen Markets, 2016, Braz Camargo; Kyungmin Kim; Benjamin Lester
  50. Insolvency Resolution and the Missing High-Yield Bond Markets, 2016, Bo Becker; Jens Josephson
  51. Interbank Market Freezes and Creditor Runs, 2016, Xuewen Liu
  52. Looking in the Rearview Mirror: The Effect of Managers' Professional Experience on Corporate Financial Policy, 2016, Amy Dittmar; Ran Duchin
  53. Loss-Averse Preferences, Performance, and Career Success of Institutional Investors, 2016, Andriy Bodnaruk; Andrei Simonov
  54. Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds, 2016, Russ Wermers; Youchang Wu; Josef Zechner
  55. Measuring Liquidity in Bond Markets, 2016, Raphael Schestag; Philipp Schuster; Marliese Uhrig-Homburg
  56. Misinformed Speculators and Mispricing in the Housing Market, 2016, Alex Chinco; Christopher Mayer
  57. Mortgage Risk and the Yield Curve, 2016, Aytek Malkhozov; Philippe Mueller; Andrea Vedolin; Gyuri Venter
  58. Neural Evidence of Regret and Its Implications for Investor Behavior, 2016, Colin Camerer; Cary Frydman
  59. Out-of-the-Money CEOs: Private Control Premium and Option Exercises, 2016, Vyacheslav Fos; Wei Jiang
  60. Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets, 2016, Melissa Porras Prado; Pedro A. C. Saffi; Jason Sturgess
  61. Peer Pressure: Social Interaction and the Disposition Effect, 2016, Rawley Z. Heimer
  62. Political Sentiment and Predictable Returns, 2016, Jawad M. Addoum; Alok Kumar
  63. Posturing and Holdup in Innovation, 2016, Naveen Khanna; Richmond D. Mathews
  64. Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?, 2016, Ji-Woong Chung; Byoung Uk Kang
  65. Private Equity and Workers’ Career Paths: The Role of Technological Change, 2016, Ashwini Agrawal; Prasanna Tambe
  66. Production Flexibility, Product Markets, and Capital Structure Decisions, 2016, Sebastian J. Reinartz; Thomas Schmid
  67. Prospect Theory and Stock Returns: An Empirical Test, 2016, Nicholas Barberis; Abhiroop Mukherjee; Baolian Wang
  68. Relationship and Transaction Lending in a Crisis, 2016, Patrick Bolton; Xavier Freixas; Leonardo Gambacorta; Paolo Emilio Mistrulli
  69. Reputation Concerns of Independent Directors: Evidence from Individual Director Voting, 2016, Wei Jiang; Hualin Wan; Shan Zhao
  70. Revealing Shorts An Examination of Large Short Position Disclosures, 2016, Charles M. Jones; Adam V. Reed; William Waller
  71. Revisiting Mutual Fund Portfolio Disclosure, 2016, Mark E. Potter; Christopher G. Schwarz
  72. Robust Bayesian Portfolio Choices, 2016, Evan W. Anderson; Ai-Ru (Meg) Cheng
  73. Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets, 2016, Nils Friewald; Christopher A. Hennessy; Rainer Jankowitsch
  74. Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent, 2016, Viral Acharya; Marco Pagano; Paolo Volpin
  75. Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory, 2016, Riccardo Colacito; Eric Ghysels; Jinghan Meng; Wasin Siwasarit
  76. The Corporate Value of (Corrupt) Lobbying, 2016, Alexander Borisov; Eitan Goldman; Nandini Gupta
  77. The Cross-Section of Expected Returns: Where We Stand Today, 2016, G. Andrew Karolyi
  78. The Dynamics of Crises and the Equity Premium, 2016, Nicole Branger; Holger Kraft; Christoph Meinerding
  79. The Effect of Negative Equity on Mortgage Default: Evidence From HAMP’s Principal Reduction Alternative, 2016, Therese C. Scharlemann; Stephen H. Shore
  80. The Euro Interbank Repo Market, 2016, Loriano Mancini; Angelo Ranaldo; Jan Wrampelmeyer
  81. The Fetal Origins Hypothesis in Finance: Prenatal Environment, the Gender Gap, and Investor Behavior, 2016, Henrik Cronqvist; Alessandro Previtero; Stephan Siegel; Roderick E. White
  82. The Human Capital That Matters: Expected Returns and High-Income Households, 2016, Sean D. Campbell; Stefanos Delikouras; Danling Jiang; George M. Korniotis
  83. The Operational Consequences of Private Equity Buyouts: Evidence from the Restaurant Industry, 2016, Shai Bernstein; Albert Sheen
  84. The Real Effects of Uncertainty on Merger Activity, 2016, Vineet Bhagwat; Robert Dam; Jarrad Harford
  85. The Role of Proxy Advisory Firms: Evidence from a Regression-Discontinuity Design, 2016, Nadya Malenko; Yao Shen
  86. The Shadow Cost of Bank Capital Requirements, 2016, Roni Kisin; Asaf Manela
  87. Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles, 2016, Jack Favilukis; Xiaoji Lin
  88. Which Factors Matter to Investors? Evidence from Mutual Fund Flows, 2016, Brad M. Barber; Xing Huang; Terrance Odean
  89. Who Should Pay for Credit Ratings and How?, 2016, Anil K. Kashyap; Natalia Kovrijnykh
  90. Whom Do You Trust?: Investor-Advisor Relationships and Mutual Fund Flows, 2016, Leonard Kostovetsky
  91. Why Don't All Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust-Preferred Securities, 2016, Nicole M. Boyson; Rüdiger Fahlenbrach; René M. Stulz