2010

Journal of Finance

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

Journal of Financial Economics

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

Review of Financial Studies

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

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