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Journal of Financial and Quantitative Analysis
1966 - 2012
from Cambridge University Press
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Volume 47, issue 04 , 2012
Leverage Expectations and Bond Credit Spreads pp. 689-714 Mark Jeffrey Flannery , Nikolova, Stanislava (Stas) and Özde Öztekin Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open pp. 715-741 Henk Berkman , Paul D. Koch , Laura Tuttle and Ying Jenny Zhang Are CFOs’ Trades More Informative Than CEOs’ Trades? pp. 743-762 Weimin Wang , Yong-Chul Shin and Bill B. Francis Sell-Side Information Production in Financial Markets pp. 763-794 Zhaohui Chen and William J. Wilhelm The Prevalence of the Disposition Effect in Mutual Funds’ Trades pp. 795-820 Gjergji Cici Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate pp. 821-849 Albert J. Menkveld , Asani Sarkar and Michel van der Wel Heterogeneous Beliefs and Risk-Neutral Skewness pp. 851-872 Geoffrey C. Friesen , Yi Zhang and Thomas S. Zorn Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion pp. 873-899 Changling Chen , Alan Guoming Huang and Ranjini Jha Volume 47, issue 03 , 2012
The Desire to Acquire and IPO Long-Run Underperformance pp. 493-510 James C. Brau , Robert B. Couch and Ninon K. Sutton A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds pp. 511-535 Joost Driessen , Tse-Chun Lin and Ludovic Phalippou The Performance of Investment Bank-Affiliated Mutual Funds: Conflicts of Interest or Informational Advantage? pp. 537-565 Hao, (Grace) Qing and Yan, Xuemin (Sterling) Do Pension-Related Business Ties Influence Mutual Fund Proxy Voting? Evidence from Shareholder Proposals on Executive Compensation pp. 567-588 Rasha Ashraf , Narayanan Jayaraman and Harley E. Ryan Equity Mispricing and Leverage Adjustment Costs pp. 589-616 Richard S. Warr , William B. Elliott , Johanna Koëter-Kant and Özde Öztekin Long-Term Effects of a Financial Crisis: Evidence from Cash Holdings of East Asian Firms pp. 617-641 Song, Kyojik (Roy) and Youngjoo Lee The Log-Linear Return Approximation, Bubbles, and Predictability pp. 643-665 Tom Engsted , Thomas Quistgaard Pedersen and Carsten Tanggaard The Value of Active Investing: Can Active Institutional Investors Remove Excess Comovement of Stock Returns? pp. 667-688 Pengfei Ye Volume 47, issue 02 , 2012
Volatility Trading: What Is the Role of the Long-Run Volatility Component? pp. 273-307 Guofu Zhou and Yingzi Zhu Stocks, Bonds, and Long-Run Consumption Risks pp. 309-332 Henrik Hasseltoft Asset Liquidity and Stock Liquidity pp. 333-364 Radhakrishnan Gopalan , Ohad Kadan and Mikhail Pevzner The Dividend Initiation Decision of Newly Public Firms: Some Evidence on Signaling with Dividends pp. 365-396 Jayant R. Kale , Omesh Kini and Janet D. Payne Corporate Governance and Innovation pp. 397-413 O’Connor, Matthew and Matthew Rafferty Clean Sweep: Informed Trading through Intermarket Sweep Orders pp. 415-435 Sugato Chakravarty , Pankaj K. Jain , James Upson and Robert Wood It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification pp. 437-467 Chris Kirby and Barbara Ostdiek Repurchases, Reputation, and Returns pp. 469-491 Alice Adams Bonaimé Volume 47, issue 01 , 2012
Inefficient Labor or Inefficient Capital? Corporate Diversification and Productivity around the World pp. 1-22 Todd Mitton An International Comparison of Capital Structure and Debt Maturity Choices pp. 23-56 Joseph P. H. Fan , Sheridan Titman and Garry Twite Sources of Gains in Corporate Mergers: Refined Tests from a Neglected Industry pp. 57-89 David A. Becher , J. Harold Mulherin and Ralph A. Walkling Survival of Overconfidence in Currency Markets pp. 91-113 Thomas Oberlechner and Carol Osler The Cross Section of Expected Returns with MIDAS Betas pp. 115-135 Mariano Gonzalez , Juan Nave and Gonzalo Rubio Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle pp. 137-158 Henri Nyberg The Performance of Corporate Bond Mutual Funds: Evidence Based on Security-Level Holdings pp. 159-178 Gjergji Cici and Scott Gibson Financial Strength and Product Market Competition: Evidence from Asbestos Litigation pp. 179-211 Charles J. Hadlock and Ramana Sonti Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity pp. 213-239 Balasingham Balachandran , Robert William Faff , Michael Theobald and Tony van Zijl Term Structure Estimation with Survey Data on Interest Rate Forecasts pp. 241-272 Don H. Kim and Athanasios Orphanides Volume 46, issue 06 , 2011
Firm Innovation in Emerging Markets: The Role of Finance, Governance, and Competition pp. 1545-1580 Meghana Ayyagari , Asli Demirguc-Kunt and Vojislav Maksimovic Manager Characteristics and Capital Structure: Theory and Evidence pp. 1581-1627 Sanjai Bhagat , Brian Bolton and Ajay Subramanian New Evidence on the Relation between the Enterprise Multiple and Average Stock Returns pp. 1629-1650 Tim Loughran and Jay W. Wellman On the Scope and Drivers of the Asset Growth Effect pp. 1651-1682 Marc L. Lipson , Sandra Mortal and Michael J. Schill The Determinants of Operational Risk in U.S. Financial Institutions pp. 1683-1725 Anna Chernobai , Philippe Jorion and Fan Yu The Two Sides of Derivatives Usage: Hedging and Speculating with Interest Rate Swaps pp. 1727-1754 Sergey Chernenko and Michael Faulkender IPOs versus Acquisitions and the Valuation Premium Puzzle: A Theory of Exit Choice by Entrepreneurs and Venture Capitalists pp. 1755-1793 Onur Bayar and Thomas J Chemmanur Bank Loans with Chinese Characteristics: Some Evidence on Inside Debt in a State-Controlled Banking System pp. 1795-1830 Warren Bailey , Wei Huang and Zhishu Yang Institutions and Corporate Investment: Evidence from Investment-Implied Return on Capital in China pp. 1831-1863 Qiao Liu and Alan Siu Corporate Lobbying and Fraud Detection pp. 1865-1891 Frank Yu and Xiaoyun Yu An Extended Macro-Finance Model with Financial Factors pp. 1893-1916 Hans Dewachter and Leonardo Iania Do Investors See through Mistakes in Reported Earnings? pp. 1917-1946 Katsiaryna Salavei Bardos , Joseph Golec and John P. Harding Volume 46, issue 05 , 2011
Purchasing IPOs with Commissions pp. 1193-1225 Michael A. Goldstein , Paul Irvine and Andy Puckett Margins and Hedge Fund Contagion pp. 1227-1257 Evan Dudley and Mahendrarajah Nimalendran Where Did All the Dollars Go? The Effect of Cash Flows on Capital and Asset Structure pp. 1259-1294 Sudipto Dasgupta , Thomas H. Noe and Zhen Wang Venture Capital Reputation, Post-IPO Performance, and Corporate Governance pp. 1295-1333 C. N. V. Krishnan , Vladimir . Ivanov , Ronald Masulis and Ajai K. Singh Why Do Firms Form New Banking Relationships? pp. 1335-1365 Radhakrishnan Gopalan , Gregory Udell and Vijay Yerramilli A Theory of Merger-Driven IPOs pp. 1367-1405 Jim Hsieh , Evgeny Lyandres and Alexei Zhdanov Creditor Coordination, Liquidation Timing, and Debt Valuation pp. 1407-1436 Max Bruche Pricing Two Heterogeneous Trees pp. 1437-1462 Nicole Branger , Christian Schlag and Lue Wu Irrational Diversification: An Examination of Individual Portfolio Choice pp. 1463-1491 Guido Baltussen and Gerrit T. Post Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns pp. 1493-1520 Carlo Favero , Arie E. Gozluklu and Andrea Tamoni Dividend Increases and Initiations and Default Risk in Equity Returns pp. 1521-1543 Andreas Charitou , Neophytos Lambertides and Giorgos Theodoulou Volume 46, issue 04 , 2011
Estimating the Effects of Large Shareholders Using a Geographic Instrument pp. 907-942 Bo Becker , Henrik Cronqvist and Rüdiger Fahlenbrach Governance Problems in Closely Held Corporations pp. 943-966 Venky Nagar , Kathy Petroni and Daniel Wolfenzon The Effects of Derivatives on Firm Risk and Value pp. 967-999 Söhnke M. Bartram , Gregory W. Brown and Jennifer Conrad IPO Timing, Buyout Sponsors’ Exit Strategies, and Firm Performance of RLBOs pp. 1001-1024 Jerry X. Cao Why Do Traders Choose to Trade Anonymously? pp. 1025-1049 Carole Comerton-Forde , Talis J. Putnins and Kar Mei Tang Creditor-Focused Corporate Governance: Evidence from Mergers and Acquisitions in Japan pp. 1051-1072 Vikas Mehrotra , Dimitri van Schaik , Jaap Spronk and Onno Steenbeek Derivatives Use and Risk Taking: Evidence from the Hedge Fund Industry pp. 1073-1106 Yong Chen The Time-Varying Systematic Risk of Carry Trade Strategies pp. 1107-1125 Charlotte Christiansen , Angelo Ranaldo and Paul Söderlind Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets pp. 1127-1155 Donghui Li , Quang N. Nguyen , Peter K. Pham and Steven X. Wei Endogenous Labor/Leisure/Investment Choice under Time Constraints pp. 1157-1192 Dong-Hyun Ahn and Sun-Joong Yoon Volume 46, issue 03 , 2011
The Influence of Affect on Beliefs, Preferences, and Financial Decisions pp. 605-626 Camelia Mariana Kuhnen and Brian Knutson Liquidity and Arbitrage in the Market for Credit Risk pp. 627-656 Amrut Nashikkar , Marti G. Subrahmanyam and Sriketan Mahanti Negative Hedging: Performance-Sensitive Debt and CEOs’ Equity Incentives pp. 657-686 Alexei Tchistyi , David Yermack and Hayong Yun Earnings Management Surrounding Seasoned Bond Offerings: Do Managers Mislead Ratings Agencies and the Bond Market? pp. 687-708 Gary L. Caton , Chiraphol N. Chiyachantana , Choong-Tze Chua and Jeremy Goh Liquidity Dynamics and Cross-Autocorrelations pp. 709-736 Tarun Chordia , Asani Sarkar and Avanidhar Subrahmanyam The Global Rise of the Value-Weighted Portfolio pp. 737-756 Utpal Bhattacharya and Neal Galpin Analysts’ Incentives to Produce Industry-Level versus Firm-Specific Information pp. 757-784 Mark H. Liu Renewing Assets with Uncertain Revenues and Operating Costs pp. 785-813 Roger Adkins and Dean Paxson New Methods for Inference in Long-Horizon Regressions pp. 815-839 Erik Hjalmarsson The Role of Commonality between CEO and Divisional Managers in Internal Capital Markets pp. 841-869 José-Miguel Gaspar and Massimo Massa IPO First-Day Return and Ex Ante Equity Premium pp. 871-905 Hui Guo Volume 46, issue 02 , 2011
Shareholders’ Say on Pay: Does It Create Value? pp. 299-339 Jie Cai and Ralph A. Walkling Holdings Data, Security Returns, and the Selection of Superior Mutual Funds pp. 341-367 Edwin J. Elton , Martin J. Gruber and Christopher R. Blake Stale Prices and the Performance Evaluation of Mutual Funds pp. 369-394 Meijun Qian Venture Capital Conflicts of Interest: Evidence from Acquisitions of Venture-Backed Firms pp. 395-430 Ronald Masulis and Rajarishi Nahata VC Funds: Aging Brings Myopia pp. 431-457 Eugene Kandel , Dima Leshchinskii and Harry Yuklea Rare Event Risk and Heterogeneous Beliefs: The Case of Incomplete Markets pp. 459-488 Stephan Dieckmann Lemons or Cherries? Growth Opportunities and Market Temptations in Going Public and Private pp. 489-526 Hadiye Aslan and Praveen Kumar Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market pp. 527-551 George J. Jiang , Ingrid Lo and Adrien Verdelhan The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence pp. 553-584 Sumit Agarwal , Brent W. Ambrose , Hongming Huang and Yildiray Yildirim The Price Pressure of Aggregate Mutual Fund Flows pp. 585-603 Azi Ben-Rephael , Shmuel Kandel and Avi Wohl Volume 46, issue 01 , 2011
Has the Propensity to Pay Out Declined? pp. 1-24 Gustavo Grullon , Bradley Paye , Shane Underwood and James P. Weston Labor Unions, Operating Flexibility, and the Cost of Equity pp. 25-58 Chen, Huafeng (Jason) , Marcin Kacperczyk and Hernán Ortiz-Molina Investing in Talents: Manager Characteristics and Hedge Fund Performances pp. 59-82 Haitao Li , Xiaoyan Zhang and Rui Zhao Value-Maximizing Managers, Value-Increasing Mergers, and Overbidding pp. 83-110 Evrim Akdoğu The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns pp. 111-139 Ruslan Goyenko , Avanidhar Subrahmanyam and Andrey Ukhov Managing Underwriters and the Marketing of Seasoned Equity Offerings pp. 141-170 Rongbing Huang and Donghang Zhang Agency Costs of Free Cash Flow and the Effect of Shareholder Rights on the Implied Cost of Equity Capital pp. 171-207 Kevin C. W. Chen , Zhihong Chen and K. C. John Wei Patterns in the Timing of Corporate Event Waves pp. 209-246 Raghavendra Rau and Aris Stouraitis Corporate Governance and Institutional Ownership pp. 247-273 Kee H. Chung and Hao Zhang Why Are Derivative Warrants More Expensive Than Options? An Empirical Study pp. 275-297 Gang Li and Chu Zhang
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