2012
Journal of Finance¶
- A Lintner Model of Payout and Managerial Rents, 2012, Bart M. Lambrecht; Stewart C. Myers
- A Simple Way to Estimate BidâAsk Spreads from Daily High and Low Prices, 2012, Shane A. Corwin; Paul Schultz
- Agency Problems in Public Firms: Evidence from Corporate Jets in Leveraged Buyouts, 2012, Jesse Edgerton
- Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities, 2012, Jie (Jack) He; Jun (Qj) Qian; Philip E. Strahan
- Are Banks Still Special When There Is a Secondary Market for Loans?, 2012, Amar Gande; Anthony Saunders
- Are Overconfident CEOs Better Innovators?, 2012, David Hirshleifer; Angie Low; Siew Hong Teoh
- Are Stocks Really Less Volatile in the Long Run?, 2012, ÄœuboĆĄ PĂĄstor; Robert F. Stambaugh
- Asset Fire Sales and Purchases and the International Transmission of Funding Shocks, 2012, Chotibhak Jotikasthira; Christian Lundblad; Tarun Ramadorai
- Banking Globalization and Monetary Transmission, 2012, Nicola Cetorelli; Linda S. Goldberg
- CEO Compensation and Board Structure Revisited, 2012, Katherine Guthrie; Jan Sokolowsky; KamâMing Wan
- Carry Trades and Global Foreign Exchange Volatility, 2012, Lukas Menkhoff; Lucio Sarno; Maik Schmeling; Andreas Schrimpf
- Corporate Governance and Capital Structure Dynamics, 2012, Erwan Morellec; Boris Nikolov; Norman SchĂŒrhoff
- Decoding Inside Information, 2012, Lauren Cohen; Christopher Malloy; Lukasz Pomorski
- Determinants of CrossâBorder Mergers and Acquisitions, 2012, Isil Erel; Rose C. Liao; Michael S. Weisbach
- Did Subjectivity Play a Role in CDO Credit Ratings?, 2012, John M. Griffin; Dragon Yongjun Tang
- Does Reputation Limit Opportunistic Behavior in the VC Industry? Evidence from Litigation against VCs, 2012, Vladimir Atanasov; Vladimir Ivanov; Kate Litvak
- Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value, 2012, Alexander W. Butler; Umit G. Gurun
- Dynamic Agency and the q Theory of Investment, 2012, Peter M. Demarzo; Michael J. Fishman; Zhiguo He; Neng Wang
- Dynamic CEO Compensation, 2012, Alex Edmans; Xavier Gabaix; Tomasz Sadzik; Yuliy Sannikov
- Early Exercise of Put Options on Stocks, 2012, Kathryn Barraclough; Robert E. Whaley
- External Networking and Internal Firm Governance, 2012, Cesare Fracassi; Geoffrey Tate
- FamilyâControlled Firms and Informed Trading: Evidence from Short Sales, 2012, Ronald C. Anderson; David M. Reeb; Wanli Zhao
- Financial Expertise as an Arms Race, 2012, Vincent Glode; Richard C. Green; Richard Lowery
- Financial Flexibility, Bank Capital Flows, and Asset Prices, 2012, Christine A. Parlour; Richard Stanton; Johan Walden
- Hedge Funds and Chapter 11, 2012, Wei Jiang; Kai Li; Wei Wang
- Incomplete-Market Equilibria Solved Recursively on an Event Tree, 2012, Bernard Dumas; Andrew Lyasoff
- Individual Investor Trading and Return Patterns around Earnings Announcements, 2012, Ron Kaniel; Shuming Liu; Gideon Saar; Sheridan Titman
- Information Disclosure and Corporate Governance, 2012, Benjamin E. Hermalin; Michael S. Weisbach
- Investment, Idiosyncratic Risk, and Ownership, 2012, Vasia Panousi; Dimitris Papanikolaou
- Minutes of the Annual Membership Meeting, January 7, 2012, 2012, David H. Pyle
- Mutual Fund Tax Clienteles, 2012, Clemens Sialm; Laura Starks
- Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs, 2012, Mozaffar Khan; Leonid Kogan; George Serafeim
- On the Life Cycle Dynamics of Venture-Capital- and Non-Venture-Capital-Financed Firms, 2012, Manju Puri; Rebecca Zarutskie
- On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations, 2012, Pierre Collin-Dufresne; Robert S. Goldstein; Fan Yang
- Political Uncertainty and Corporate Investment Cycles, 2012, Brandon Julio; Youngsuk Yook
- Presidential Address: The Corporation in Finance, 2012, Raghuram G. Rajan
- Private Equity Performance and Liquidity Risk, 2012, Francesco Franzoni; Eric Nowak; Ludovic Phalippou
- Real Options, Volatility, and Stock Returns, 2012, Gustavo Grullon; Evgeny Lyandres; Alexei Zhdanov
- Regulatory Arbitrage and International Bank Flows, 2012, Joel F. Houston; Chen Lin; Yue Ma
- Report of the Editor of the Journal of Finance for the Year 2011, 2012, Campbell R. Harvey
- Rollover Risk and Credit Risk, 2012, Zhiguo He; Wei Xiong
- Selective Publicity and Stock Prices, 2012, David H. Solomon
- Share Issuance and Factor Timing, 2012, Robin Greenwood; Samuel G. Hanson
- Strategic Default and Equity Risk Across Countries, 2012, Giovanni Favara; Enrique Schroth; Philip Valta
- Technological Growth and Asset Pricing, 2012, Nicolae GĂąrleanu; Stavros Panageas; Jianfeng Yu
- The Case for Intervening in Bankersâ Pay, 2012, John Thanassoulis
- The Credit Ratings Game, 2012, Patrick Bolton; Xavier Freixas; Joel Shapiro
- The International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market, 2012, Philipp Schnabl
- The Power of Voice: Managerial Affective States and Future Firm Performance, 2012, William J. Mayew; Mohan Venkatachalam
- The Real Effects of Financial Markets: The Impact of Prices on Takeovers, 2012, Alex Edmans; Itay Goldstein; Wei Jiang
- The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium, 2012, Tarun Ramadorai
- The Supply-Side Determinants of Loan Contract Strictness, 2012, Justin Murfin
- The Value of Investment Banking Relationships: Evidence from the Collapse of Lehman Brothers, 2012, Chitru S. Fernando; Anthony D. May; William L. Megginson
- The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value, 2012, Vicente Cuñat; Mireia Gine; Maria Guadalupe
- This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis, 2012, RĂŒdiger Fahlenbrach; Robert Prilmeier; RenĂ© M. Stulz
- Threshold Events and Identification: A Study of Cash Shortfalls, 2012, TorâErik Bakke; Toni M. Whited
- Tiebreaker: Certification and Multiple Credit Ratings, 2012, Dion Bongaerts; K. J. Martijn Cremers; William N. Goetzmann
- Uncertainty about Government Policy and Stock Prices, 2012, Lubos PĂĄstor; Pietro Veronesi
- When It Pays to Pay Your Investment Banker: New Evidence on the Role of Financial Advisors in M&As, 2012, Andrey Golubov; Dimitris Petmezas; Nickolaos G. Travlos
- Which CEO Characteristics and Abilities Matter?, 2012, Steven N. Kaplan; Mark M. Klebanov; Morten Sorensen
- Why Are U.S. Stocks More Volatile?, 2012, Söhnke M. Bartram; Gregory Brown; René M. Stulz
- Why Does the Law Matter? Investor Protection and Its Effects on Investment, Finance, and Growth, 2012, R. David Mclean; Tianyu Zhang; Mengxin Zhao
Journal of Financial Economics¶
- (Interstate) Banking and (interstate) trade: Does real integration follow financial integration?, 2012, Tomasz Michalski; Evren Ors
- A darker side to decentralized banks: Market power and credit rationing in SME lending, 2012, Rodrigo Canales; Ramana Nanda
- A unified model of entrepreneurship dynamics, 2012, Chong Wang; Neng Wang; Jinqiang Yang
- A unique view of hedge fund derivatives usage: Safeguard or speculation?, 2012, George O. Aragon; J. Spencer Martin
- Adverse selection in mortgage securitization, 2012, Sumit Agarwal; Yan Chang; Abdullah Yavas
- Arbitrage crashes and the speed of capital, 2012, Mark Mitchell; Todd Pulvino
- Are banks happy when managers go long? The information content of managersâ vested option holdings for loan pricing, 2012, Cristian L. DezsĆ; David Gaddis Ross
- Asset commonality, debt maturity and systemic risk, 2012, Franklin Allen; Ana Babus; Elena Carletti
- Bank valuation and accounting discretion during a financial crisis, 2012, Harry Huizinga; Luc Laeven
- Bankruptcy spillover effects on strategic alliance partners, 2012, Audra L. Boone; Vladimir I. Ivanov
- Bargaining power and industry dependence in mergers, 2012, Kenneth R. Ahern
- Behavioral consistency in corporate finance: CEO personal and corporate leverage, 2012, Henrik Cronqvist; Anil K. Makhija; Scott E. Yonker
- Board connections and M&A transactions, 2012, Ye Cai; Merih Sevilir
- CAPM for estimating the cost of equity capital: Interpreting the empirical evidence, 2012, Zhi Da; Re-Jin Guo; Ravi Jagannathan
- Cash flows and leverage adjustments, 2012, Michael Faulkender; Mark J. Flannery; Kristine Watson Hankins; Jason M. Smith
- Cash holdings, risk, and expected returns, 2012, Berardino Palazzo
- Chasing noise, 2012, Brock Mendel; Andrei Shleifer
- Competition and the cost of debt, 2012, Philip Valta
- Complicated firms, 2012, Lauren Cohen; Dong Lou
- Corporate bond liquidity before and after the onset of the subprime crisis, 2012, Jens Dick-Nielsen; Peter FeldhĂŒtter; David Lando
- Corporate ownership structure and bank loan syndicate structure, 2012, Chen Lin; Yue Ma; Paul Malatesta; Yuhai Xuan
- Counterparty credit risk and the credit default swap market, 2012, Navneet Arora; Priyank Gandhi; Francis A. Longstaff
- Currency momentum strategies, 2012, Lukas Menkhoff; Lucio Sarno; Maik Schmeling; Andreas Schrimpf
- Delegated trading and the speed of adjustment in security prices, 2012, Roger M. Edelen; Gregory B. Kadlec
- Did securitization affect the cost of corporate debt?, 2012, Taylor D. Nadauld; Michael S. Weisbach
- Difference in interim performance and risk taking with short-sale constraints, 2012, Suleyman Basak; Dmitry Makarov
- Disclosure and agency conflict: Evidence from mutual fund commission bundling, 2012, Roger M. Edelen; Richard B. Evans; Gregory B. Kadlec
- Displacement risk and asset returns, 2012, Nicolae GĂąrleanu; Leonid Kogan; Stavros Panageas
- Do arbitrageurs amplify economic shocks?, 2012, Tal Fishman; Harrison Hong; Jeffrey D. Kubik
- Do controlling shareholders' expropriation incentives imply a link between corporate governance and firm value? Theory and evidence, 2012, Kee-Hong Bae; Jae-Seung Baek; Jun-Koo Kang; Wei-Lin Liu
- Do foreigners facilitate information transmission in emerging markets?, 2012, Kee-Hong Bae; Arzu Ozoguz; Hongping Tan; Tony S. Wirjanto
- Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban, 2012, Bruce D. Grundy; Bryan Lim; Patrick Verwijmeren
- Does it matter who pays for bond ratings? Historical evidence, 2012, John (Xuefeng) Jiang; Mary Harris Stanford; Yuan Xie
- Doing battle with short sellers: The conflicted role of blockholders in bear raids, 2012, Naveen Khanna; Richmond D. Mathews
- Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options, 2012, Peter Christoffersen; Kris Jacobs; Chayawat Ornthanalai
- Econometric measures of connectedness and systemic risk in the finance and insurance sectors, 2012, Monica Billio; Mila Getmansky; Andrew W. Lo; Loriana Pelizzon
- Endogeneity and the dynamics of internal corporate governance, 2012, James S. Linck; Jeffry M. Netter; M. Babajide Wintoki
- Endogenous liquidity in credit derivatives, 2012, Jiaping Qiu; Fan Yu
- Endogenous technological progress and the cross-section of stock returns, 2012, Xiaoji Lin
- Entrepreneurial finance, credit cards, and race, 2012, Aaron K. Chatterji; Robert C. Seamans
- Entrepreneurial risk, investment, and innovation, 2012, Andrea Caggese
- Executive stock options, differential risk-taking incentives, and firm value, 2012, Christopher S. Armstrong; Rahul Vashishtha
- Expropriation risk and technology, 2012, Marcus M. Opp
- Financial constraints and share repurchases, 2012, Sheng-Syan Chen; Yanzhi Wang
- Friends with money, 2012, Joseph Engelberg; Pengjie Gao; Christopher A. Parsons
- Geographic dispersion and stock returns, 2012, Diego GarcĂa; Ăyvind Norli
- Global, local, and contagious investor sentiment, 2012, Malcolm Baker; Jeffrey Wurgler; Yu Yuan
- Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy, 2012, George O. Aragon; Philip E. Strahan
- Hedging labor income risk, 2012, Sebastien Betermier; Thomas Jansson; Christine Parlour; Johan Walden
- How (not) to pay for advice: A framework for consumer financial protection, 2012, Roman Inderst; Marco Ottaviani
- How are shorts informed?, 2012, Joseph E. Engelberg; Adam V. Reed; Matthew C. Ringgenberg
- How much of the diversification discount can be explained by poor corporate governance?, 2012, Daniel Hoechle; Markus Schmid; Ingo Walter; David Yermack
- IQ, trading behavior, and performance, 2012, Mark Grinblatt; Matti Keloharju; Juhani T. Linnainmaa
- Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises, 2012, Nils Friewald; Rainer Jankowitsch; Marti G. Subrahmanyam
- Incentives to innovate and financial crises, 2012, Anjan V. Thakor
- Individual political contributions and firm performance, 2012, Alexei V. Ovtchinnikov; Eva Pantaleoni
- Industry contagion in loan spreads, 2012, Michael G. Hertzel; Micah S. Officer
- Information effect of entry into credit ratings market: The case of insurers' ratings, 2012, Neil A. Doherty; Anastasia V. Kartasheva; Richard D. Phillips
- Institutional determinants of capital structure adjustment speeds, 2012, Mark J. Flannery; Ăzde Ăztekin
- Internal corporate governance, CEO turnover, and earnings management, 2012, Sonali Hazarika; Jonathan M. Karpoff; Rajarishi Nahata
- Investment-cash flow sensitivity cannot be a good measure of financial constraints: Evidence from the time series, 2012, Huafeng (Jason) Chen; Shaojun (Jenny) Chen
- Investor attention, psychological anchors, and stock return predictability, 2012, Jun Li; Jianfeng Yu
- Is momentum really momentum?, 2012, Robert Novy-Marx
- Limited arbitrage between equity and credit markets, 2012, Nikunj Kapadia; Xiaoling Pu
- Litigation risk, strategic disclosure and the underpricing of initial public offerings, 2012, Kathleen Weiss Hanley; Gerard Hoberg
- Local investors, price discovery, and market efficiency, 2012, Sophie Shive
- Longevity risk, retirement savings, and financial innovation, 2012, JoĂŁo F. Cocco; Francisco J. Gomes
- Market fragility and international market crashes, 2012, Dave Berger; Kuntara Pukthuanthong
- Measuring investor sentiment with mutual fund flows, 2012, Azi Ben-Rephael; Shmuel Kandel; Avi Wohl
- Multifactor models and their consistency with the ICAPM, 2012, Paulo Maio; Pedro Santa-Clara
- Neglected risks, financial innovation, and financial fragility, 2012, Nicola Gennaioli; Andrei Shleifer; Robert Vishny
- Optimal capital structure, bargaining, and the supplier market structure, 2012, Yongqiang Chu
- Optimal clearing arrangements for financial trades, 2012, Thorsten Koeppl; Cyril Monnet; Ted Temzelides
- Optimal securitization with moral hazard, 2012, Barney Hartman-Glaser; Tomasz Piskorski; Alexei Tchistyi
- Payout yield, risk, and mispricing: A Bayesian analysis, 2012, Jay Shanken; Ane Tamayo
- Peer performance and stock market entry, 2012, Markku Kaustia; Samuli KnĂŒpfer
- Pinning in the S&P 500 futures, 2012, Benjamin Golez; Jens Carsten Jackwerth
- Political geography and stock returns: The value and risk implications of proximity to political power, 2012, Chansog (Francis) Kim; Christos Pantzalis; Jung Chul Park
- Predicting fraud by investment managers, 2012, Stephen G. Dimmock; William C. Gerken
- Predictive regressions with time-varying coefficients, 2012, Thomas Dangl; Michael Halling
- Pricing of commercial real estate securities during the 2007â2009 financial crisis, 2012, Joost Driessen; Otto Van Hemert
- Profitability and capital structure: Evidence from import penetration, 2012, Jin Xu
- Properties of foreign exchange risk premiums, 2012, Lucio Sarno; Paul Schneider; Christian Wagner
- Public market staging: The timing of capital infusions in newly public firms, 2012, Michael G. Hertzel; Mark R. Huson; Robert Parrino
- Realization utility, 2012, Nicholas Barberis; Wei Xiong
- Red and blue investing: Values and finance, 2012, Harrison Hong; Leonard Kostovetsky
- Reputation penalties for poor monitoring of executive pay: Evidence from option backdating, 2012, Yonca Ertimur; Fabrizio Ferri; David A. Maber
- Risk and the cross section of stock returns, 2012, Radu Burlacu; Patrice Fontaine; Sonia Jimenez-GarcĂšs; Mark S. Seasholes
- Securitization without adverse selection: The case of CLOs, 2012, Efraim Benmelech; Jennifer Dlugosz; Victoria Ivashina
- Securitized banking and the run on repo, 2012, Gary Gorton; Andrew Metrick
- Seeking safety: The relation between CEO inside debt holdings and the riskiness of firm investment and financial policies, 2012, Cory A. Cassell; Shawn X. Huang; Juan Manuel Sanchez; Michael D. Stuart
- Sell-order liquidity and the cross-section of expected stock returns, 2012, Michael J. Brennan; Tarun Chordia; Avanidhar Subrahmanyam; Qing Tong
- Size, value, and momentum in international stock returns, 2012, Eugene F. Fama; Kenneth R. French
- Stock option vesting conditions, CEO turnover, and myopic investment, 2012, Volker Laux
- Stock options and managerial incentives for risk taking: Evidence from FAS 123R, 2012, Rachel M. Hayes; Michael Lemmon; Mingming Qiu
- Stock returns after major price shocks: The impact of information, 2012, Pavel G. Savor
- Structural models and endogeneity in corporate finance: The link between managerial ownership and corporate performance, 2012, Jeffrey L. Coles; Michael L. Lemmon; J. Felix Meschke
- Systematic risk and the cross section of hedge fund returns, 2012, Turan G. Bali; Stephen J. Brown; Mustafa Onur Caglayan
- Technical trading revisited: False discoveries, persistence tests, and transaction costs, 2012, Pierre Bajgrowicz; Olivier Scaillet
- Testing conditional factor models, 2012, Andrew Ang; Dennis Kristensen
- The cost and timing of financial distress, 2012, Redouane Elkamhi; Jan Ericsson; Christopher A. Parsons
- The credit crisis around the globe: Why did some banks perform better?, 2012, Andrea Beltratti; René M. Stulz
- The effect of board structure on firm value: A multiple identification strategies approach using Korean data, 2012, Bernard Black; Woochan Kim
- The effect of reference point prices on mergers and acquisitions, 2012, Malcolm Baker; Xin Pan; Jeffrey Wurgler
- The flight home effect: Evidence from the syndicated loan market during financial crises, 2012, Mariassunta Giannetti; Luc Laeven
- The high volume return premium: Cross-country evidence, 2012, Ron Kaniel; Arzu Ozoguz; Laura Starks
- The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors, 2012, Paul Schultz
- The option to stock volume ratio and future returns, 2012, Travis L. Johnson; Eric C. So
- The politics of government investment, 2012, Ran Duchin; Denis Sosyura
- The role of institutional investors in propagating the crisis of 2007â2008, 2012, Alberto Manconi; Massimo Massa; Ayako Yasuda
- The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle, 2012, Viral Acharya; Hassan Naqvi
- The short of it: Investor sentiment and anomalies, 2012, Robert F. Stambaugh; Jianfeng Yu; Yu Yuan
- The sources of value destruction in acquisitions by entrenched managers, 2012, Jarrad Harford; Mark Humphery-Jenner; Ronan Powell
- The term structure of inflation expectations, 2012, Mikhail Chernov; Philippe Mueller
- Time series momentum, 2012, Tobias J. Moskowitz; Yao Hua Ooi; Lasse Heje Pedersen
- Tournament incentives, firm risk, and corporate policies, 2012, Omesh Kini; Ryan Williams
- Trust and delegation, 2012, Stephen Brown; William Goetzmann; Bing Liang; Christopher Schwarz
- U.S. stock market crash risk, 1926â2010, 2012, David S. Bates
- Understanding commonality in liquidity around the world, 2012, Mathijs A. Van Dijk; G. Andrew Karolyi; Kuan-Hui Lee
- Variance bounds on the permanent and transitory components of stochastic discount factors, 2012, Gurdip Bakshi; Fousseni Chabi-Yo
- Vertical integration to avoid contracting with potential competitors: Evidence from bankers' banks, 2012, James A. Brickley; James S. Linck; Clifford W. Smith
- What does futures market interest tell us about the macroeconomy and asset prices?, 2012, Harrison Hong; Motohiro Yogo
- When do high stock returns trigger equity issues?, 2012, AydoÄan Altı; Johan Sulaeman
- âDĂ©jĂ volâ: Predictive regressions for aggregate stock market volatility using macroeconomic variables, 2012, Bradley S. Paye
Review of Financial Studies¶
- A Flow-Based Explanation for Return Predictability, 2012, Dong Lou
- A Market-Based Study of the Cost of Default, 2012, Sergei A. Davydenko; Ilya A. Strebulaev; Xiaofei Zhao
- A Reexamination of Tunneling and Business Groups: New Data and New Methods, 2012, Prithwiraj Choudhury; Jordan Siegel
- Ability or Finances as Constraints on Entrepreneurship? Evidence from Survival Rates in a Natural Experiment, 2012, Steffen Andersen; Kasper Meisner Nielsen
- Agency Problems and Endogenous Investment Fluctuations, 2012, Giovanni Favara
- Are Corporate Default Probabilities Consistent with the Static Trade-off Theory?, 2012, Armen Hovakimian; Ayla Kayhan; Sheridan Titman
- Are Investors Really Reluctant to Realize Their Losses? Trading Responses to Past Returns and the Disposition Effect, 2012, Itzhak Ben-David; David Hirshleifer
- Assessing TARP, 2012, Dinara Bayazitova; Anil Shivdasani
- Asset Pricing and the Credit Market, 2012, Francis A. Longstaff; Jiang Wang
- Asymmetric Information, Portfolio Managers, and Home Bias, 2012, Wioletta Dziuda; Jordi Mondria
- Bank Bailouts and Moral Hazard: Evidence from Germany, 2012, Lammertjan Dam; Michael Koetter
- Bond Liquidity Premia, 2012, Jean-Sébastien Fontaine; René Garcia
- Can Rare Events Explain the Equity Premium Puzzle?, 2012, Anisha Ghosh; Christian Julliard
- Cash Holdings and Credit Risk, 2012, Viral Acharya; Sergei A. Davydenko; Ilya A. Strebulaev
- Commodity Liquidity Measurement and Transaction Costs, 2012, Ben R. Marshall; Nhut H. Nguyen; Nuttawat Visaltanachoti
- Convertibles and Hedge Funds as Distributors of Equity Exposure, 2012, Stephen J. Brown; Bruce D. Grundy; Craig M. Lewis; Patrick Verwijmeren
- Corporate Dividend Policies: Lessons from Private Firms, 2012, Roni Michaely; Michael R. Roberts
- Corporate Governance Objectives of Labor Union Shareholders: Evidence from Proxy Voting, 2012, Ashwini K. Agrawal
- Corporate Liquidity and Capital Structure, 2012, Ronald W. Anderson; Andrew Carverhill
- Creditor Control Rights, Corporate Governance, and Firm Value, 2012, Greg Nini; David C. Smith; Amir Sufi
- Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis, 2012, Thierry Foucault; Laurent Frésard
- Debt Financing and Financial Flexibility Evidence from Proactive Leverage Increases, 2012, David J. Denis; Stephen B. Mckeon
- Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its Applications, 2012, Xing Jin; Allen X. Zhang
- Do Country-level Investor Protections Affect Security-level Contract Design? Evidence from Foreign Bond Covenants, 2012, Darius P. Miller; Natalia Reisel
- Do Investors Buy What They Know? Product Market Choices and Investment Decisions, 2012, Matti Keloharju; Samuli KnĂŒpfer; Juhani Linnainmaa
- Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability, 2012, Andrew J. Patton; Michela Verardo
- Does Idiosyncratic Volatility Proxy for Risk Exposure?, 2012, Zhanhui Chen; Ralitsa Petkova
- Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?, 2012, Linda Allen; Turan G. Bali; Yi Tang
- Dynamic Compensation Contracts with Private Savings, 2012, Zhiguo He
- Dynamic Debt Runs, 2012, Zhiguo He; Wei Xiong
- Dynamic Hedging in Incomplete Markets: A Simple Solution, 2012, Suleyman Basak; Georgy Chabakauri
- Educational Networks, Mutual Fund Voting Patterns, and CEO Compensation, 2012, Alexander W. Butler; Umit G. Gurun
- Evaporating Liquidity, 2012, Stefan Nagel
- Examining the Dark Side of Financial Markets: Do Institutions Trade on Information from Investment Bank Connections?, 2012, John M. Griffin; Tao Shu; Selim Topaloglu
- Executive Compensation and the Role for Corporate Governance Regulation, 2012, David L. Dicks
- Fiduciary Duties and Equity-debtholder Conflicts, 2012, Bo Becker; Per Strömberg
- Financial Leverage, Corporate Investment, and Stock Returns, 2012, Ali K. Ozdagli
- Financing Constraints and the Cost of Capital: Evidence from the Funding of Corporate Pension Plans, 2012, John L. Campbell; Dan S. Dhaliwal; William C. Schwartz
- Finding a Good Price in Opaque Over-the-Counter Markets, 2012, Haoxiang Zhu
- Fiscal Policies and Asset Prices, 2012, M. Max Croce; Howard Kung; Thien T. Nguyen; Lukas Schmid
- Flow Toxicity and Liquidity in a High-frequency World, 2012, David Easley; Maureen O'Hara; Marcos M. LĂłpez De Prado
- Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings, 2012, Russ Wermers; Tong Yao; Jane Zhao
- Generalized Transform Analysis of Affine Processes and Applications in Finance, 2012, Hui Chen; Scott Joslin
- Hedge Fund Stock Trading in the Financial Crisis of 2007--2009, 2012, Itzhak Ben-David; Francesco Franzoni; Rabih Moussawi
- How Do Retirees Value Life Annuities? Evidence from Public Employees, 2012, John Chalmers; Jonathan Reuter
- How Important is Having Skin in the Game? Originator-Sponsor Affiliation and Losses on Mortgage-backed Securities, 2012, Cem Demiroglu; Christopher James
- Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach, 2012, Joseph D. Piotroski; Eric C. So
- Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps, 2012, Joseph Haubrich; George Pennacchi; Peter Ritchken
- Institutional Investors and Mutual Fund Governance: Evidence from Retail--Institutional Fund Twins, 2012, Richard B. Evans; RĂŒdiger Fahlenbrach
- Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act, 2012, Michael Faulkender; Mitchell Petersen
- Is Unbiased Financial Advice to Retail Investors Sufficient? Answers from a Large Field Study, 2012, Utpal Bhattacharya; Andreas Hackethal; Simon Kaesler; Benjamin Loos; Steffen Meyer
- Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach, 2012, Peter Christoffersen; Vihang Errunza; Kris Jacobs; Hugues Langlois
- Journalists and the Stock Market, 2012, Casey Dougal; Joseph Engelberg; Diego GarcĂa; Christopher A. Parsons
- Jumps and Information Flow in Financial Markets, 2012, Suzanne S. Lee
- Lack of Anonymity and the Inference from Order Flow, 2012, Juhani T. Linnainmaa; Gideon Saar
- Lender Screening and the Role of Securitization: Evidence from Prime and Subprime Mortgage Markets, 2012, Benjamin J. Keys; Amit Seru; Vikrant Vig
- Level 3 Assets: Booking Profits and Concealing Losses, 2012, Konstantin Milbradt
- Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition, 2012, Dimitri Vayanos; Jiang Wang
- Loan Prospecting, 2012, Florian Heider; Roman Inderst
- Macroeconomic Conditions and Capital Raising, 2012, Isil Erel; Brandon Julio; Woojin Kim; Michael S. Weisbach
- Managerial Attributes and Executive Compensation, 2012, John R. Graham; Si Li; Jiaping Qiu
- Measuring Equity Risk with Option-implied Correlations, 2012, Adrian Buss; Grigory Vilkov
- Mutual Fund Tournaments: The Sorting Bias and New Evidence, 2012, Christopher G. Schwarz
- No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice, 2012, Veronika K. Pool; Noah Stoffman; Scott E. Yonker
- Optimal Corporate Governance and Compensation in a Dynamic World, 2012, Thomas H. Noe; Michael J. Rebello
- Optimal Priority Structure, Capital Structure, and Investment, 2012, Dirk Hackbarth; David C. Mauer
- Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective, 2012, Daniel L. Thornton; Giorgio Valente
- Overvalued Equity and Financing Decisions, 2012, Ming Dong; David Hirshleifer; Siew Hong Teoh
- Pay for Performance from Future Fund Flows: The Case of Private Equity, 2012, Ji-Woong Chung; Berk A. Sensoy; Léa Stern; Michael S. Weisbach
- Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs, 2012, Amber Anand; Paul Irvine; Andy Puckett; Kumar Venkataraman
- Precarious Politics and Return Volatility, 2012, Maria Boutchkova; Hitesh Doshi; Art Durnev; Alexander Molchanov
- Rare Disasters and Risk Sharing with Heterogeneous Beliefs, 2012, Hui Chen; Scott Joslin; Ngoc-Khanh Tran
- Realized Skewness, 2012, Anthony Neuberger
- Reviewing Less--Progressing More, 2012, Matthew Spiegel
- Securitization, Transparency, and Liquidity, 2012, Marco Pagano; Paolo Volpin
- Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns, 2012, Rui Albuquerque
- Snow and Leverage, 2012, Xavier Giroud; Holger M. Mueller; Alex Stomper; Arne Westerkamp
- Strategic Ownership Structure and the Cost of Debt, 2012, Hadiye Aslan; Praveen Kumar
- Suspicious Patterns in Hedge Fund Returns and the Risk of Fraud, 2012, Nicolas P. B. Bollen; Veronika K. Pool
- Takeover Bidding with Signaling Incentives, 2012, Tingjun Liu
- Takeovers and Divergence of Investor Opinion, 2012, Sris Chatterjee; Kose John; An Yan
- Testing Asymmetric-Information Asset Pricing Models, 2012, Bryan Kelly; Alexander Ljungqvist
- The Hazards of Debt: Rollover Freezes, Incentives, and Bailouts, 2012, Ing-Haw Cheng; Konstantin Milbradt
- The Inventory Growth Spread, 2012, Frederico Belo; Xiaoji Lin
- The Life Cycle of Family Ownership: International Evidence, 2012, Julian Franks; Colin Mayer; Paolo Volpin; Hannes F. Wagner
- The Real Consequences of Market Segmentation, 2012, Sergey Chernenko; Adi Sunderam
- The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance, 2012, Zheng Sun; Ashley Wang; Lu Zheng
- The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures, 2012, Peter FeldhĂŒtter
- The Sensitivity of Corporate Cash Holdings to Corporate Governance, 2012, Qi Chen; Xiao Chen; Katherine Schipper; Yongxin Xu; Jian Xue
- Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake, 2012, George O. Aragon; Vikram Nanda
- Trade Credit Contracts, 2012, Leora Klapper; Luc Laeven; Raghuram Rajan
- Trading Fees and Efficiency in Limit Order Markets, 2012, Jean-Edouard Colliard; Thierry Foucault
- Treating Measurement Error in Tobin's q, 2012, Timothy Erickson; Toni M. Whited
- Trust and Credit: The Role of Appearance in Peer-to-peer Lending, 2012, Jefferson Duarte; Stephan Siegel; Lance Young
- Universal Banks and Corporate Control: Evidence from the Global Syndicated Loan Market, 2012, Miguel A. Ferreira; Pedro Matos
- Why Does Financial Strength Forecast Stock Returns? Evidence from Subsequent Demand by Institutional Investors, 2012, Nicole Y. Choi; Richard W. Sias