2008

Journal of Finance

1. A Search‐Based Theory of the On‐the‐Run Phenomenon, 2008, Dimitri Vayanos; Pierre‐Olivier Weill
2. Agency Conflicts, Investment, and Asset Pricing, 2008, Rui Albuquerue; Neng Wang
3. Ambiguity, Information Quality, and Asset Pricing, 2008, Larry G. Epstein; Martin Schneider
4. An Empirical Analysis of the Pricing of Collateralized Debt Obligations, 2008, Francis A. Longstaff; Arvind Rajan
5. Asset Growth and the Cross‐Section of Stock Returns, 2008, Michael J. Cooper; Huseyin Gulen; Michael J. Schill
6. Attracting Attention: Cheap Managerial Talk and Costly Market Monitoring, 2008, Andres Almazan; Sanjay Banerji; Adolfo De Motta
7. Average Returns, B/M, and Share Issues, 2008, Eugene F. Fama; Kenneth R. French
8. Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure, 2008, Michael L. Lemmon; Michael R. Roberts; Jaime F. Zender
9. Bank Loans, Bonds, and Information Monopolies across the Business Cycle, 2008, João A. C. Santos; Andrew Winton
10. Blurring Firm Boundaries: The Role of Venture Capital in Strategic Alliances, 2008, Laura Lindsey
11. Buyer–Supplier Relationships and the Stakeholder Theory of Capital Structure, 2008, Shantanu Banerjee; Sudipto Dasgupta; Yungsan Kim
12. Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?, 2008, Zhonglan Dai; Edward Maydew; Douglas A. Shackelford; Harold H. Zhang
13. Collective Risk Management in a Flight to Quality Episode, 2008, Ricardo J. Caballero; Arvind Krishnamurthy
14. Competition for Order Flow and Smart Order Routing Systems, 2008, Thierry Foucault; Albert J. Menkveld
15. Competition from Specialized Firms and the Diversification–Performance Linkage, 2008, Manuel Becerra; Juan Santalo
16. Corporate Governance and Risk‐Taking, 2008, Kose John; Lubomir Litov; Bernard Yeung
17. Correlated Trading and Returns, 2008, Daniel Dorn; Gur Huberman; Paul Sengmueller
18. Cross‐Asset Speculation in Stock Markets, 2008, Dan Bernhardt; Bart Taub
19. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads, 2008, Jun Pan; Kenneth J. Singleton
20. Directors' Ownership in the U.S. Mutual Fund Industry, 2008, Qi Chen; Itay Goldstein; Wei Jiang
21. Dissecting Anomalies, 2008, Eugene F. Fama; Kenneth R. French
22. Do Bankruptcy Codes Matter? A Study of Defaults in France, Germany, and the U.K., 2008, Sergei A. Davydenko; Julian R. Franks
23. Do Investors Overweight Personal Experience? Evidence from IPO Subscriptions, 2008, Markku Kaustia; Samuli Knüpfer
24. Downward‐Sloping Demand Curves, the Supply of Shares, and the Collapse of Internet Stock Prices, 2008, Paul Schultz
25. Earnings Management and Firm Performance Following Open‐Market Repurchases, 2008, Guojin Gong; Henock Louis; Amy X. Sun
26. Economic Links and Predictable Returns, 2008, Lauren Cohen; Andrea Frazzini
27. Empirical Evidence of Risk Shifting in Financially Distressed Firms, 2008, Assaf Eisdorfer
28. Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital, 2008, Ľuboš Pástor; Meenakshi Sinha; Bhaskaran Swaminathan
29. Feedback Effects and Asset Prices, 2008, Emre Ozdenoren; Kathy Yuan
30. Fellow of the American Finance Association for 2008, 2008, John C. Cox
31. Foreign Banks in Poor Countries: Theory and Evidence, 2008, Enrica Detragiache; Poonam Gupta; Thierry Tressel
32. Growth versus Margins: Destabilizing Consequences of Giving the Stock Market What It Wants, 2008, Philippe Aghion; Jeremy C. Stein
33. Hedge Fund Activism, Corporate Governance, and Firm Performance, 2008, Alon Brav; Wei Jiang; Frank Partnoy; Randall Thomas
34. Hedge Funds: Performance, Risk, and Capital Formation, 2008, William Fung; David A. Hsieh; Narayan Y. Naik; Tarun Ramadorai
35. Heterogeneous Beliefs, Speculation, and the Equity Premium, 2008, Alexander David
36. How Does Financing Impact Investment? The Role of Debt Covenants, 2008, Sudheer Chava; Michael R. Roberts
37. How Does Size Affect Mutual Fund Behavior?, 2008, Joshua M. Pollet; Mungo Wilson
38. How and When Do Firms Adjust Their Capital Structures toward Targets?, 2008, Soku Byoun
39. IPO Pricing and Share Allocation: The Importance of Being Ignorant, 2008, Céline Gondat‐Larralde; Kevin R. James
40. Identification of Maximal Affine Term Structure Models, 2008, Pierre Collin‐Dufresne; Robert S. Goldstein; Christopher S. Jones
41. In Search of Distress Risk, 2008, John Y. Campbell; Jens Hilscher; Jan Szilagyi
42. Individual Investor Trading and Stock Returns, 2008, Ron Kaniel; Gideon Saar; Sheridan Titman
43. Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount, 2008, Kalok Chan; Albert J. Menkveld; Zhishu Yang
44. Information Sales and Insider Trading with Long‐Lived Information, 2008, Giovanni Cespa
45. Information, Trading, and Product Market Interactions: Cross‐sectional Implications of Informed Trading, 2008, Heather E. Tookes
46. International Cross‐Listing, Firm Performance, and Top Management Turnover: A Test of the Bonding Hypothesis, 2008, Ugur Lel; Darius P. Miller
47. Limited Attention and the Allocation of Effort in Securities Trading, 2008, Shane A. Corwin; Jay F. Coughenour
48. Loan Sales and Relationship Banking, 2008, Christine A. Parlour; Guillaume Plantin
49. Local Bank Financial Constraints and Firm Access to External Finance, 2008, Daniel Paravisini
50. Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration, 2008, Stephen Brown; William Goetzmann; Bing Liang; Christopher Schwarz
51. Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?, 2008, Arnoud W. A. Boot; Radhakrishnan Gopalan; Anjan V. Thakor
52. Market Structure, Internal Capital Markets, and the Boundaries of the Firm, 2008, Richmond D. Mathews; David T. Robinson
53. Marketwide Private Information in Stocks: Forecasting Currency Returns, 2008, Rui Albuquerque; Eva De Francisco; Luis B. Marques
54. More Than Words: Quantifying Language to Measure Firms' Fundamentals, 2008, Sofus Macskassy; Maytal Saar‐Tsechansky; Paul C. Tetlock
55. Neighbors Matter: Causal Community Effects and Stock Market Participation, 2008, Jeffrey R. Brown; Zoran Ivković; Paul A. Smith; Scott Weisbenner
56. Optimal Decentralized Investment Management, 2008, Jules H. Van Binsbergen; Michael W. Brandt; Ralph S. J. Koijen
57. Overconfidence, CEO Selection, and Corporate Governance, 2008, Anand M. Goel; Anjan V. Thakor
58. Presidential Address: The Cost of Active Investing, 2008, Kenneth R. French
59. Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry, 2008, Masahiro Watanabe
60. Report of the Editor of The Journal of Finance for the Year 2007, 2008, Campbell R. Harvey
61. Share Issuance and Cross‐sectional Returns, 2008, Jeffrey Pontiff; Artemiza Woodgate
62. Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk, 2008, Tobias Adrian; Joshua Rosenberg
63. Stock Returns in Mergers and Acquisitions, 2008, Dirk Hackbarth; Erwan Morellec
64. The Corporate Governance Role of the Media: Evidence from Russia, 2008, Alexander Dyck; Natalya Volchkova; Luigi Zingales
65. The Demise of Investment Banking Partnerships: Theory and Evidence, 2008, Alan D. Morrison; William J. Wilhelm
66. The Dog That Did Not Bark: Insider Trading and Crashes, 2008, Jose M. Marin; Jacques P. Olivier
67. The Geography of Block Acquisitions, 2008, Jun‐Koo Kang; Jin‐Mo Kim
68. The Industry Life Cycle, Acquisitions and Investment: Does Firm Organization Matter?, 2008, Vojislav Maksimovic; Gordon Phillips
69. The Long‐Lasting Momentum in Weekly Returns, 2008, Roberto C. Gutierrez; Eric K. Kelley
70. The Making of an Investment Banker: Stock Market Shocks, Career Choice, and Lifetime Income, 2008, Paul Oyer
71. The Market for Mergers and the Boundaries of the Firm, 2008, Matthew Rhodes‐Kropf; David T. Robinson
72. The Politics of Financial Development: Evidence from Trade Liberalization, 2008, Matias Braun; Claudio Raddatz
73. The Price of Immediacy, 2008, George C. Chacko; Jakub W. Jurek; Erik Stafford
74. The Real Determinants of Asset Sales, 2008, Liu Yang
75. The Selection and Termination of Investment Management Firms by Plan Sponsors, 2008, Amit Goyal; Sunil Wahal
76. The Term Structure of Real Rates and Expected Inflation, 2008, Andrew Ang; Geert Bekaert; Min Wei
77. The Value of Financial Flexibility, 2008, Andrea Gamba; Alexander Triantis
78. Trusting the Stock Market, 2008, Luigi Guiso; Paola Sapienza; Luigi Zingales
79. Underreaction to Dividend Reductions and Omissions?, 2008, Yi Liu; Samuel H. Szewczyk; Zaher Zantout
80. Volatility Information Trading in the Option Market, 2008, Sophie X. Ni; Jun Pan; Allen M. Poteshman
81. Which Money Is Smart? Mutual Fund Buys and Sells of Individual and Institutional Investors, 2008, Aneel Keswani; David Stolin
82. Which Shorts Are Informed?, 2008, Ekkehart Boehmer; Charles M. Jones; Xiaoyan Zhang
83. “You Can Enter but You Cannot Leave…”: U.S. Securities Markets and Foreign Firms, 2008, András Marosi; Nadia Massoud

Journal of Financial Economics

1. A theory of the transition to secondary market trading of IPOs, 2008, Zhaohui Chen; William J. Wilhelm Jr.
2. Advisors and asset prices: A model of the origins of bubbles, 2008, Harrison Hong; José Scheinkman; Wei Xiong
3. Analyst coverage and earnings management, 2008, Fang (Frank) Yu
4. Automatic bankruptcy auctions and fire-sales, 2008, B. Espen Eckbo; S. Karin Thorburn
5. Banks and innovation: Microeconometric evidence on Italian firms, 2008, Luigi Benfratello; Fabio Schiantarelli; Alessandro Sembenelli
6. Big business stability and economic growth: Is what's good for General Motors good for America?, 2008, Kathy Fogel; Randall Morck; Bernard Yeung
7. Board classification and managerial entrenchment: Evidence from the market for corporate control, 2008, Thomas W. Bates; David A. Becher; Michael L. Lemmon
8. Board size and the variability of corporate performance, 2008, Shijun Cheng
9. Boards: Does one size fit all, 2008, Jeffrey L. Coles; Naveen D. Daniel; Lalitha Naveen
10. Can hedging tell the full story? Reconciling differences in United States aggregate- and industry-level exchange rate risk premium, 2008, Bill B. Francis; Iftekhar Hasan; Delroy M. Hunter
11. Can real options explain financing behavior?, 2008, Yuri Tserlukevich
12. Capital structure and international debt shifting, 2008, Harry Huizinga; Luc Laeven; Gaetan Nicodeme
13. Capital structure with risky foreign investment, 2008, Mihir A. Desai; C. Fritz Foley; James R. Hines Jr.
14. Corporate asset purchases and sales: Theory and evidence, 2008, Missaka Warusawitharana
15. Corporate governance and firm cash holdings in the US, 2008, Jarrad Harford; Sattar A. Mansi; William F. Maxwell
16. Corporate governance and pay-for-performance: The impact of earnings management, 2008, Marcia Millon Cornett; Alan J. Marcus; Hassan Tehranian
17. Corporate misreporting and bank loan contracting, 2008, John R. Graham; Si Li; Jiaping Qiu
18. Creative destruction and firm-specific performance heterogeneity, 2008, Hyunbae Chun; Jung-Wook Kim; Randall Morck; Bernard Yeung
19. Cross-ownership, returns, and voting in mergers, 2008, Gregor Matvos; Michael Ostrovsky
20. Cycles in the IPO market, 2008, Wei Wang; Chris Yung; Gönül Çolak
21. Darden conference issue: Capital raising in emerging economies, 2008, Campbell R. Harvey; Marc L. Lipson; Francis E. Warnock
22. Debt and managerial rents in a real-options model of the firm, 2008, Bart M. Lambrecht; Stewart C. Myers
23. Decomposing swap spreads, 2008, Peter Feldhütter; David Lando
24. Diversification to mitigate expropriation in the tobacco industry, 2008, Messod D. Beneish; Ivo Ph. Jansen; Melissa F. Lewis; Nathan V. Stuart
25. Dividend policy: Reconciling DD with MM, 2008, John C. Handley
26. Dividends and share repurchases in the European Union, 2008, Henk Von Eije; William L. Megginson
27. Do auctions induce a winner's curse? New evidence from the corporate takeover market, 2008, Audra L. Boone; J. Harold Mulherin
28. Do boards pay attention when institutional investor activists "just vote no"?, 2008, Diane Del Guercio; Laura Seery; Tracie Woidtke
29. Do investors value smooth performance?, 2008, George Allayannis; Brian Rountree; James P. Weston
30. Do local analysts know more? A cross-country study of the performance of local analysts and foreign analysts, 2008, Kee-Hong Bae; René M. Stulz; Hongping Tan
31. Does firm value move too much to be justified by subsequent changes in cash flow, 2008, Borja Larrain; Motohiro Yogo
32. Does international cross-listing improve the information environment, 2008, Nuno Fernandes; Miguel A. Ferreira
33. Does the use of peer groups contribute to higher pay and less efficient compensation?, 2008, John M. Bizjak; Michael L. Lemmon; Lalitha Naveen
34. Dominant shareholders, corporate boards, and corporate value: A cross-country analysis, 2008, Jay Dahya; Orlin Dimitrov; John J. Mcconnell
35. Dumb money: Mutual fund flows and the cross-section of stock returns, 2008, Andrea Frazzini; Owen A. Lamont
36. Entrepreneurial finance: Banks versus venture capital, 2008, Andrew Winton; Vijay Yerramilli
37. Evaluating the real effect of bank branching deregulation: Comparing contiguous counties across US state borders, 2008, Rocco R. Huang
38. Ex-dividend day trading: Who, how, and why?: Evidence from the Finnish market, 2008, Elias Rantapuska
39. Export incentives, financial constraints, and the (mis)allocation of credit: Micro-level evidence from subsidized export loans, 2008, Bilal H. Zia
40. Financial distress and corporate risk management: Theory and evidence, 2008, Amiyatosh Purnanandam
41. Financial expertise of directors, 2008, A. Burak Güner; Ulrike Malmendier; Geoffrey Tate
42. Financing and takeovers, 2008, Erwan Morellec; Alexei Zhdanov
43. Financing patterns around the world: Are small firms different?, 2008, Thorsten Beck; Asli Demirgüç-Kunt; Vojislav Maksimovic
44. Firm-specific information and the efficiency of investment, 2008, Anusha Chari; Peter Blair Henry
45. Firms as buyers of last resort, 2008, Harrison Hong; Jiang Wang; Jialin Yu
46. How and why do small firms manage interest rate risk, 2008, James Vickery
47. How common are common return factors across the NYSE and Nasdaq?, 2008, Amit Goyal; Christophe Pérignon; Christophe Villa
48. How is macro news transmitted to exchange rates?, 2008, Martin D.D. Evans; Richard K. Lyons
49. Incumbents and protectionism: The political economy of foreign entry liberalization, 2008, Anusha Chari; Nandini Gupta
50. Information asymmetry, information dissemination and the effect of regulation FD on the cost of capital, 2008, Jefferson Duarte; Xi Han; Jarrad Harford; Lance Young
51. Information flows within financial conglomerates: Evidence from the banks-mutual funds relation, 2008, Massimo Massa; Zahid Rehman
52. Information, sell-side research, and market making, 2008, Leonardo Madureira; Shane Underwood
53. Inter-firm linkages and the wealth effects of financial distress along the supply chain, 2008, Michael G. Hertzel; Zhi Li; Micah S. Officer; Kimberly J. Rodgers
54. Internationalization and the evolution of corporate valuation, 2008, Juan Carlos Gozzi; Ross Levine; Sergio L. Schmukler
55. Investment frictions and leverage dynamics, 2008, Sergey Tsyplakov
56. Latent liquidity: A new measure of liquidity, with an application to corporate bonds, 2008, George Chacko; Sriketan Mahanti; Gaurav Mallik; Amrut Nashikkar; Marti Subrahmanyam
57. Liquidity and market efficiency, 2008, Tarun Chordia; Richard Roll; Avanidhar Subrahmanyam
58. Managerial incentives, capital reallocation, and the business cycle, 2008, Andrea L. Eisfeldt; Adriano A. Rampini
59. Mixing family with business: A study of Thai business groups and the families behind them, 2008, Marianne Bertrand; Simon Johnson; Krislert Samphantharak; Antoinette Schoar
60. Motivations for public equity offers: An international perspective, 2008, Woojin Kim; Michael S. Weisbach
61. On the importance of retail banking relationships, 2008, Manju Puri; Jörg Rocholl
62. Option valuation with long-run and short-run volatility components, 2008, Peter Christoffersen; Kris Jacobs; Chayawat Ornthanalai; Yintian Wang
63. Political connections and preferential access to finance: The role of campaign contributions, 2008, Stijn Claessens; Erik Feijen; Luc Laeven
64. Pricing the commonality across alternative measures of liquidity, 2008, Robert A. Korajczyk; Ronnie Sadka
65. Reply to: Dividend policy: Reconciling DD with MM, 2008, Harry Deangelo; Linda Deangelo
66. Rights offerings, takeup, renounceability, and underwriting status, 2008, Balasingham Balachandran; Robert Faff; Michael Theobald
67. Seasonality in the cross-section of stock returns, 2008, Steven L. Heston; Ronnie Sadka
68. Second time lucky? Withdrawn IPOs that return to the market, 2008, Craig G. Dunbar; Stephen R. Foerster
69. Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies, 2008, Gurdip Bakshi; Peter Carr; Liuren Wu
70. Stock price informativeness, cross-listings, and investment decisions, 2008, Thierry Foucault; Thomas Gehrig
71. Striking oil: Another puzzle?, 2008, Gerben Driesprong; Ben Jacobsen; Benjamin Maat
72. Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds, 2008, Stephen M. Schaefer; Ilya A. Strebulaev
73. Testing limits to policy reversal: Evidence from Indian privatizations, 2008, Siddhartha G. Dastidar; Raymond Fisman; Tarun Khanna
74. The colors of investors' money: The role of institutional investors around the world, 2008, Miguel A. Ferreira; Pedro Matos
75. The consequences to managers for financial misrepresentation, 2008, Jonathan M. Karpoff; D. Scott Lee; Gerald S. Martin
76. The determinants of board structure, 2008, James S. Linck; Jeffry M. Netter; Tina Yang
77. The divergence of liquidity commonality in the cross-section of stocks, 2008, Avraham Kamara; Xiaoxia Lou; Ronnie Sadka
78. The evolving relation between earnings, dividends, and stock repurchases, 2008, Douglas J. Skinner
79. The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value, 2008, Pasquale Della Corte; Lucio Sarno; Daniel L. Thornton
80. The expected value premium, 2008, Long Chen; Ralitsa Petkova; Lu Zhang
81. The importance of IRS monitoring to debt pricing in private firms, 2008, Omrane Guedhami; Jeffrey Pittman
82. The intertemporal relation between expected returns and risk, 2008, Turan G. Bali
83. The law and economics of self-dealing, 2008, Simeon Djankov; Florencio Lopez-De-Silanes; Rafael La Porta; Andrei Shleifer
84. The only game in town: Stock-price consequences of local bias, 2008, Harrison Hong; Jeffrey D. Kubik; Jeremy C. Stein
85. The power of the pen and executive compensation, 2008, John E. Core; Wayne Guay; David F. Larcker
86. The probability and magnitude of information events, 2008, Elizabeth R. Odders-White; Mark J. Ready
87. The timing of financing decisions: An examination of the correlation in financing waves, 2008, Amy K. Dittmar; Robert F. Dittmar
88. Trading imbalances, predictable reversals, and cross-stock price pressure, 2008, Sandro C. Andrade; Charles Chang; Mark S. Seasholes
89. Ultimate ownership and control in Russia, 2008, Lucy Chernykh
90. Venture capital investment cycles: The impact of public markets, 2008, Paul Gompers; Anna Kovner; Josh Lerner; David Scharfstein
91. Venture capital reputation and investment performance, 2008, Rajarishi Nahata
92. Volume, liquidity, and liquidity risk, 2008, Timothy C. Johnson
93. Voluntary disclosures around share repurchases, 2008, Paul Brockman; Inder K. Khurana; Xiumin Martin
94. Who are the active investors?: Evidence from venture capital, 2008, Laura Bottazzi; Thomas Hellmann; Marco Da Rin
95. Who makes acquisitions? CEO overconfidence and the market's reaction, 2008, Ulrike Malmendier; Geoffrey Tate
96. Why do firms pay dividends? International evidence on the determinants of dividend policy, 2008, David J. Denis; Igor Osobov
97. Why do private acquirers pay so little compared to public acquirers?, 2008, Leonce L. Bargeron; Frederik P. Schlingemann; René M. Stulz; Chad J. Zutter
98. Why firms purchase property insurance, 2008, Daniel Aunon-Nerin; Paul Ehling

Review of Financial Studies

1. A Bayesian Analysis of Return Dynamics with Lévy Jumps, 2008, Haitao Li; Martin T. Wells; Cindy L. Yu
2. A Comprehensive Look at The Empirical Performance of Equity Premium Prediction, 2008, Amit Goyal; Ivo Welch
3. A Dynamic Model for the Forward Curve, 2008, Choong Tze Chua; Dean Foster; Krishna Ramaswamy; Robert Stine
4. A GARCH Option Pricing Model with Filtered Historical Simulation, 2008, Giovanni Barone-Adesi; Robert F. Engle; Loriano Mancini
5. A Note from the Editor, 2008, Matthew Spiegel Spiegel
6. A Theory of Board Control and Size, 2008, Milton Harris; Artur Raviv
7. All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors, 2008, Brad M. Barber; Terrance Odean
8. Analyst Behavior Following IPOs: The 'Bubble Period' Evidence, 2008, Daniel J. Bradley; Bradford D. Jordan; Jay R. Ritter
9. Analytic Pricing of Employee Stock Options, 2008, Jakša Cvitanić; Zvi Wiener; Fernando Zapatero
10. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents, 2008, Francisco Gomes; Alexander Michaelides
11. Average Idiosyncratic Volatility in G7 Countries, 2008, Hui Guo; Robert Savickas
12. Biases in Decomposing Holding-Period Portfolio Returns, 2008, Weimin Liu; Norman Strong
13. Bubbles: Some Perspectives (and Loose Talk) from History, 2008, Maureen O'Hara
14. Building Relationships Early: Banks in Venture Capital, 2008, Thomas Hellmann; Laura Lindsey; Manju Puri
15. Can Growth Options Explain the Trend in Idiosyncratic Risk?, 2008, Charles Cao; Timothy Simin; Jing Zhao
16. Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures, 2008, Viral V. Acharya; Tanju Yorulmazer
17. Choosing to Cofinance: Analysis of Project-Specific Alliances in the Movie Industry, 2008, Darius Palia; S. Abraham Ravid; Natalia Reisel
18. Complex Ownership Structures and Corporate Valuations, 2008, Luc Laeven; Ross Levine
19. Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence, 2008, Fousseni Chabi-Yo
20. Contracts and Exits in Venture Capital Finance, 2008, Douglas Cumming
21. Default Risk, Shareholder Advantage, and Stock Returns, 2008, Lorenzo Garlappi; Tao Shu; Hong Yan
22. Distance Still Matters: Evidence from Municipal Bond Underwriting, 2008, Alexander W. Butler
23. Do Retail Incentives Work in Privatizations?, 2008, Matti Keloharju; Samuli Knüpfer; Sami Torstila
24. Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?, 2008, Robert F. Dittmar
25. Does Capital Account Liberalization Lead to Growth?, 2008, Dennis P. Quinn; A. Maria Toyoda
26. Endogenous Events and Long-Run Returns, 2008, S. Viswanathan; Bin Wei
27. Estimating the Dynamics of Mutual Fund Alphas and Betas, 2008, Harry Mamaysky; Matthew Spiegel; Hong Zhang
28. Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence, 2008, Rodney D. Boehme; Bartley R. Danielsen; Praveen Kumar; Sorin M. Sorescu
29. Excess Comovement of Stock Returns: Evidence from Cross-Sectional Variation in Nikkei 225 Weights, 2008, Robin Greenwood
30. Expected returns, yield spreads, and asset pricing tests, 2008, Murillo Campello; Long Chen; Lu Zhang
31. Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model, 2008, K.J. Martijn Cremers; Joost Driessen; Pascal Maenhout
32. Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Depreciations, 2008, Mihir A. Desai; C. Fritz Foley; Kristin J. Forbes
33. Forecasting Default with the Merton Distance to Default Model, 2008, Sreedhar T. Bharath; Tyler Shumway
34. Forecasting the Equity Premium: Where We Stand Today, 2008, Matthew Spiegel
35. Good IPOs Draw in Bad: Inelastic Banking Capacity and Hot Markets, 2008, Naveen Khanna; Thomas H. Noe; Ramana Sonti
36. Habit Formation, Incomplete Markets, and the Significance of Regional Risk for Expected Returns, 2008, George M. Korniotis
37. How Well Do Institutional Theories Explain Firms' Perceptions of Property Rights?, 2008, Meghana Ayyagari; Asli Demirgüc-Kunt; Vojislav Maksimovic
38. Identifying Term Structure Volatility from the LIBOR-Swap Curve, 2008, Samuel Thompson
39. Inflation Uncertainty, Asset Valuations, and the Credit Spreads Puzzle, 2008, Alexander David
40. Information Quality and Options, 2008, Joel M. Vanden
41. Institutional Portfolio Flows and International Investments, 2008, Kenneth A. Froot; Tarun Ramadorai
42. International asset allocation under regime switching, skew, and kurtosis preferences, 2008, Massimo Guidolin; Allan Timmermann
43. Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation, 2008, Yuhang Xing
44. Intragroup Propping: Evidence from the Stock-Price Effects of Earnings Announcements by Korean Business Groups, 2008, Gil S. Bae; Youngsoon S. Cheon; Jun-Koo Kang
45. Investor Sentiment and Option Prices, 2008, Bing Han
46. Is Nonlinear Drift Implied by the Short End of the Term Structure?, 2008, Hideyuki Takamizawa
47. Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics, 2008, Suzanne S. Lee; Per A. Mykland
48. Learning and Asset Prices Under Ambiguous Information, 2008, Markus Leippold; Fabio Trojani; Paolo Vanini
49. Market Discipline and Internal Governance in the Mutual Fund Industry, 2008, Thomas Dangl; Youchang Wu; Josef Zechner
50. Momentum Profits, Factor Pricing, and Macroeconomic Risk, 2008, Laura Xiaolei Liu; Lu Zhang
51. Money Illusion and Housing Frenzies, 2008, Markus K. Brunnermeier; Christian Julliard
52. Monopoly and Information Advantage in the Residential Mortgage Market, 2008, Jie Gan; Timothy J. Riddiough
53. Mutual Funds and Bubbles: The Surprising Role of Contractual Incentives, 2008, Nishant Dass; Massimo Massa; Rajdeep Patgiri
54. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?, 2008, John Y. Campbell; Samuel B. Thompson
55. Production in Entrepreneurial Firms: The Effects of Financial Constraints on Labor and Capital, 2008, Mark J. Garmaise
56. Reconciling the Return Predictability Evidence, 2008, Martin Lettau; Stijn Van Nieuwerburgh
57. Relative Wealth Concerns and Financial Bubbles, 2008, Peter M. Demarzo; Ron Kaniel; Ilan Kremer
58. Robust Stochastic Discount Factors, 2008, Phelim Boyle; Shui Feng; Weidong Tian; Tan Wang
59. Shareholder Diversification and the Decision to Go Public, 2008, Andriy Bodnaruk; Eugene Kandel; Massimo Massa; Andrei Simonov
60. Small Trades and the Cross-Section of Stock Returns, 2008, Soeren Hvidkjaer
61. State Dependence Can Explain the Risk Aversion Puzzle, 2008, Fousseni Chabi-Yo; René Garcia; Eric Renault
62. Stocks or Options? Moral Hazard, Firm Viability, and the Design of Compensation Contracts, 2008, Ohad Kadan
63. Strategic Alliances and the Boundaries of the Firm, 2008, David T. Robinson
64. Strong-Form Efficiency with Monopolistic Insiders, 2008, Minh Chau; Dimitri Vayanos
65. Taxable and Tax-Deferred Investing: A Tax-Arbitrage Approach, 2008, Jennifer Huang
66. The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications, 2008, Jefferson Duarte
67. The Causes and Consequences of Recent Financial Market Bubbles: An Introduction, 2008, Utpal Bhattacharya
68. The Dating Game: Do Managers Designate Option Grant Dates to Increase their Compensation?, 2008, M. P. Narayanan; H. Nejat Seyhun
69. The Declining Equity Premium: What Role Does Macroeconomic Risk Play?, 2008, Martin Lettau; Sydney C. Ludvigson; Jessica A. Wachter
70. The Dog That Did Not Bark: A Defense of Return Predictability, 2008, John H. Cochrane
71. The Myth of Long-Horizon Predictability, 2008, Jacob Boudoukh; Matthew Richardson; Robert F. Whitelaw
72. The New Issues Puzzle: Testing the Investment-Based Explanation, 2008, Evgeny Lyandres; Le Sun; Lu Zhang
73. The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street, 2008, Hanno Lustig; Stijn Van Nieuwerburgh
74. The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes, 2008, Robert F. Engle; Jose Gonzalo Rangel
75. The Value of Investor Protection: Firm Evidence from Cross-Border Mergers, 2008, Arturo Bris; Christos Cabolis
76. Time-Varying Liquidity Risk and the Cross Section of Stock Returns, 2008, Akiko Watanabe; Masahiro Watanabe
77. Tournaments in Mutual-Fund Families, 2008, Alexander Kempf; Stefan Ruenzi
78. Two Trees, 2008, John H. Cochrane; Francis A. Longstaff; Pedro Santa-Clara
79. Unobserved Actions of Mutual Funds, 2008, Marcin Kacperczyk; Clemens Sialm; Lu Zheng
80. Where Is the Market? Evidence from Cross-Listings in the United States, 2008, Michael Halling; Marco Pagano; Otto Randl; Josef Zechner
81. Who Monitors the Monitor? The Effect of Board Independence on Executive Compensation and Firm Value, 2008, Praveen Kumar
82. Why Leverage Affects Pricing, 2008, Pegaret Pichler; Alex Stomper; Christine Zulehner

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