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Review of Financial Studies
Volume 1 - 25
Edited by Maureen O'Hara
from Oxford University Press for Society for Financial Studies EDIRC .
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Volume 25, issue 5 , 2012
Reviewing Less--Progressing More pp. 1331-1338 Matthew Spiegel Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition pp. 1339-1365 Dimitri Vayanos and Jiang Wang Testing Asymmetric-Information Asset Pricing Models pp. 1366-1413 Bryan Kelly and Alexander Ljungqvist Lack of Anonymity and the Inference from Order Flow pp. 1414-1456 Juhani T. Linnainmaa and Gideon Saar Flow Toxicity and Liquidity in a High-frequency World pp. 1457-1493 David Easley , Marcos M. López de Prado and Maureen O'Hara Dynamic Compensation Contracts with Private Savings pp. 1494-1549 Zhiguo He Why Does Financial Strength Forecast Stock Returns? Evidence from Subsequent Demand by Institutional Investors pp. 1550-1587 Nicole Y. Choi and Richard W. Sias Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps pp. 1588-1629 Joseph Haubrich , George Pennacchi and Peter Ritchken Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns pp. 1630-1673 Rui Albuquerque Volume 25, issue 4 , 2012
Is Unbiased Financial Advice to Retail Investors Sufficient? Answers from a Large Field Study pp. 975-1032 Utpal Bhattacharya , Andreas Hackethal , Simon Kaesler , Benjamin Loos and Steffen Meyer Financial Leverage, Corporate Investment, and Stock Returns pp. 1033-1069 Ali K. Ozdagli The Hazards of Debt: Rollover Freezes, Incentives, and Bailouts pp. 1070-1110 Ing-Haw Cheng and Konstantin Milbradt Precarious Politics and Return Volatility pp. 1111-1154 Maria Boutchkova , Hitesh Doshi , Art Durnev and Alexander Molchanov The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures pp. 1155-1206 Peter Feldhütter Bond Liquidity Premia pp. 1207-1254 Jean-Sébastien Fontaine and René Garcia Finding a Good Price in Opaque Over-the-Counter Markets pp. 1255-1285 Haoxiang Zhu Treating Measurement Error in Tobin's q pp. 1286-1329 Timothy Erickson and Toni M. Whited Volume 25, issue 3 , 2012
Journalists and the Stock Market pp. 639-679 Casey Dougal , Joseph Engelberg , Diego García and Christopher A. Parsons Snow and Leverage pp. 680-710 Xavier Giroud , Holger M. Mueller , Alex Stomper and Arne Westerkamp Corporate Dividend Policies: Lessons from Private Firms pp. 711-746 Roni Michaely and Michael R. Roberts Optimal Priority Structure, Capital Structure, and Investment pp. 747-796 Dirk Hackbarth and David C. Mauer Corporate Liquidity and Capital Structure pp. 797-837 Ronald W. Anderson and Andrew Carverhill Trade Credit Contracts pp. 838-867 Leora F. Klapper , Luc Laeven and Raghuram Rajan Financing Constraints and the Cost of Capital: Evidence from the Funding of Corporate Pension Plans pp. 868-912 John L. Campbell , Dan S. Dhaliwal and William C. Schwartz Mutual Fund Tournaments: The Sorting Bias and New Evidence pp. 913-936 Christopher G. Schwarz Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake pp. 937-974 George O. Aragon and Vikram Nanda Volume 25, issue 2 , 2012
Are Corporate Default Probabilities Consistent with the Static Trade-off Theory? pp. 315-340 Armen Hovakimian , Ayla Kayhan and Sheridan Titman Macroeconomic Conditions and Capital Raising pp. 341-376 Isil Erel , Brandon Julio , Woojin Kim and Michael Steven Weisbach Assessing TARP pp. 377-407 Dinara Bayazitova and Anil Shivdasani Do Country-level Investor Protections Affect Security-level Contract Design? Evidence from Foreign Bond Covenants pp. 408-438 Darius P. Miller and Natalia Reisel Jumps and Information Flow in Financial Markets pp. 439-479 Suzanne S. Lee Optimal Corporate Governance and Compensation in a Dynamic World pp. 480-521 Thomas H. Noe and Michael J. Rebello Takeover Bidding with Signaling Incentives pp. 522-556 Tingjun Liu Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs pp. 557-598 Amber Anand , Paul Irvine , Andy Puckett and Kumar Venkataraman Commodity Liquidity Measurement and Transaction Costs pp. 599-638 Ben R. Marshall , Nhut H. Nguyen and Nuttawat Visaltanachoti Volume 25, issue 1 , 2012
Hedge Fund Stock Trading in the Financial Crisis of 2007--2009 pp. 1-54 Itzhak Ben-David , Francesco Franzoni and Rabih Moussawi Level 3 Assets: Booking Profits and Concealing Losses pp. 55-95 Konstantin Milbradt The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance pp. 96-143 Zheng Sun , Ashley Wang and Lu Zheng Managerial Attributes and Executive Compensation pp. 144-186 John R. Graham , Si Li and Jiaping Qiu Corporate Governance Objectives of Labor Union Shareholders: Evidence from Proxy Voting pp. 187-226 Ashwini K. Agrawal Takeovers and Divergence of Investor Opinion pp. 227-277 Sris Chatterjee , Kose John and An Yan The Inventory Growth Spread pp. 278-313 Frederico Belo and Xiaoji Lin Volume 24, issue 12
What Segments Equity Markets? pp. 3841-3890 Geert Bekaert , Campbell R. Harvey , Christian T. Lundblad and Stephan Siegel Global versus Local Asset Pricing: A New Test of Market Integration pp. 3891-3940 Harald Hau How Important Is the Financial Media in Global Markets? pp. 3941-3992 John M. Griffin , Nicholas H. Hirschey and Patrick J. Kelly Real Options Signaling Games with Applications to Corporate Finance pp. 3993-4036 Steven R. Grenadier and Andrey Malenko How Does Venture Capital Financing Improve Efficiency in Private Firms? A Look Beneath the Surface pp. 4037-4090 Thomas J Chemmanur , Karthik Krishnan and Debarshi K. Nandy The Costs of Being Private: Evidence from the Loan Market pp. 4091-4122 Anthony Saunders and Sascha Steffen Bond Ladders and Optimal Portfolios pp. 4123-4166 Kenneth L. Judd , Felix Kubler and Karl Schmedders Volume 24, issue 11
Self-fulfilling Credit Market Freezes pp. 3519-3555 Lucian A. Bebchuk and Itay Goldstein Family Business Groups around the World: Financing Advantages, Control Motivations, and Organizational Choices pp. 3556-3600 Ronald Masulis , Peter Kien Pham and Jason Zein Large Shareholder Diversification and Corporate Risk-Taking pp. 3601-3641 Mara Faccio , Maria-Teresa Marchica and Roberto Mura Conglomerates and Industry Distress pp. 3642-3687 Radhakrishnan Gopalan and Kangzhen Xie What Does Equity Sector Orderflow Tell Us About the Economy? pp. 3688-3730 Alessandro Beber , Michael W. Brandt and Kenneth A. Kavajecz Common Risk Factors in Currency Markets pp. 3731-3777 Hanno Lustig , Nikolai Roussanov and Adrien Verdelhan A Model of Portfolio Delegation and Strategic Trading pp. 3778-3812 Albert S. Kyle , Hui Ou-Yang and Bin Wei Investor Reactions to CEOs' Inside Debt Incentives pp. 3813-3840 Chenyang Wei and David Yermack Volume 24, issue 10 , 2011
Determinants of Dividend Smoothing: Empirical Evidence pp. 3197-3249 Mark T. Leary and Roni Michaely The Bear's Lair: Index Credit Default Swaps and the Subprime Mortgage Crisis pp. 3250-3280 Richard Stanton and Nancy Wallace Do Hedge Funds Manage Their Reported Returns? pp. 3281-3320 Vikas Agarwal , Naveen D. Daniel and Narayan Y. Naik The Economics of Super Managers pp. 3321-3368 Nina Baranchuk , Glenn MacDonald and Jun Yang A Theory of Debt Market Illiquidity and Leverage Cyclicality pp. 3369-3400 Christopher A. Hennessy and Josef Zechner Optimal Property Rights in Financial Contracting pp. 3401-3433 Kenneth Ayotte and Patrick Bolton Managerial Autonomy, Allocation of Control Rights, and Optimal Capital Structure pp. 3434-3485 Arnoud W. A. Boot and Anjan V. Thakor Former CEO Directors: Lingering CEOs or Valuable Resources? pp. 3486-3518 Rüdiger Fahlenbrach , Bernadette A. Minton and Carrie H. Pan Volume 24, issue 9 , 2011
Tractability in Incentive Contracting pp. 2865-2894 Alex Edmans and Xavier Gabaix Information in (and not in) the Term Structure pp. 2895-2934 Greg Duffee Dividend Policies in an Unregulated Market: The London Stock Exchange, 1895--1905 pp. 2935-2973 Fabio Braggion and Lyndon Moore Financial Constraints, R&D Investment, and Stock Returns pp. 2974-3007 Dongmei Li The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds? pp. 3008-3024 Prachi Deuskar Learning from Prices and the Dispersion in Beliefs pp. 3025-3068 Snehal Banerjee Information Sales and Strategic Trading pp. 3069-3104 Diego García and Francesco Sangiorgi Can VCs Time the Market? An Analysis of Exit Choice for Venture-backed Firms pp. 3105-3138 Eric Ball , Hsin Hui Chiu and Richard L. Smith Recourse and Residential Mortgage Default: Evidence from US States1 pp. 3139-3186 Andra C. Ghent and Marianna Kudlyak Erratum pp. 3187-3195 Joel Peress Volume 24, issue 8 , 2011
What Factors Drive Global Stock Returns? pp. 2527-2574 Kewei Hou , G. Andrew Karolyi and Bong-Chan Kho Risk Shifting and Mutual Fund Performance pp. 2575-2616 Jennifer Huang , Clemens Sialm and Hanjiang Zhang Credit Default Swaps and the Empty Creditor Problem pp. 2617-2655 Patrick Bolton and Martin Oehmke Bank Liquidity, Interbank Markets, and Monetary Policy pp. 2656-2692 Xavier Freixas , Antoine Martin and David R. Skeie Does Government Ownership Affect the Cost of Debt? Evidence from Privatization pp. 2693-2737 Ginka Borisova and William L. Megginson Learning and Asset-price Jumps pp. 2738-2780 Ravi Bansal and Ivan Shaliastovich Growing Out of Trouble? Corporate Responses to Liability Risk pp. 2781-2821 Todd A. Gormley and David A. Matsa The Effect of Risk on the CEO Market pp. 2822-2863 Alex Edmans and Xavier Gabaix Volume 24, issue 7 , 2011
Mergers, Spinoffs, and Employee Incentives pp. 2207-2241 Paolo Fulghieri and Merih Sevilir Anticipation, Acquisitions, and Bidder Returns: Industry Shocks and the Transfer of Information across Rivals pp. 2242-2285 Jie Cai , Moon H. Song and Ralph A. Walkling Do Investment Banks Matter for M&A Returns? pp. 2286-2315 Jack Bao and Alex Edmans Implications of Data Screens on Merger and Acquisition Analysis: A Large Sample Study of Mergers and Acquisitions from 1992 to 2009 pp. 2316-2357 Jeffry Netter , Mike Stegemoller and M. Babajide Wintoki Corporate Governance Propagation through Overlapping Directors pp. 2358-2394 Christa H.S. Bouwman Governance Through Trading and Intervention: A Theory of Multiple Blockholders pp. 2395-2428 Alex Edmans and Gustavo Manso Short Arbitrage, Return Asymmetry, and the Accrual Anomaly pp. 2429-2461 David Hirshleifer , Siew Hong Teoh and Jeff Jiewei Yu The Private Equity Advantage: Leveraged Buyout Firms and Relationship Banking pp. 2462-2498 Victoria Ivashina and Anna Kovner Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China pp. 2499-2525 Kai Li , Tan Wang , Yan-Leung Cheung and Ping Jiang Volume 24, issue 6 , 2011
The Academic Analysis of the 2008 Financial Crisis: Round 1 pp. 1773-1781 Matthew Spiegel The Influence of the Home Owners' Loan Corporation on Housing Markets During the 1930s pp. 1782-1813 Price Vanmeter Fishback , Alfonso Flores-Lagunes , William Clinton Horrace , Shawn Kantor and Jaret Treber Securitization and Mortgage Renegotiation: Evidence from the Great Depression pp. 1814-1847 Andra C. Ghent Understanding the Subprime Mortgage Crisis pp. 1848-1880 Yuliya Demyanyk and Otto Van Hemert Originate-to-distribute Model and the Subprime Mortgage Crisis pp. 1881-1915 Amiyatosh Purnanandam Bank Corporate Loan Pricing Following the Subprime Crisis pp. 1916-1943 João A. C. Santos Liquidity Management and Corporate Investment During a Financial Crisis pp. 1944-1979 Murillo Campello , Erasmo Giambona , John R. Graham and Campbell R. Harvey Margin-based Asset Pricing and Deviations from the Law of One Price pp. 1980-2022 Nicolae Gârleanu and Lasse Heje Pedersen The Composition Matters: Capital Inflows and Liquidity Crunch During a Global Economic Crisis pp. 2023-2052 Hui Tong and Shang-Jin Wei Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis pp. 2053-2083 Celso Brunetti , Mario di Filippo and Jeffrey H. Harris Competition, Risk-shifting, and Public Bail-out Policies pp. 2084-2120 Reint Eberhard Gropp , Hendrik Hakenes and Isabel Schnabel Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards pp. 2121-2165 Angela Maddaloni Crisis Resolution and Bank Liquidity pp. 2166-2205 Viral V. Acharya , Hyun Song Shin and Tanju Yorulmazer Volume 24, issue 5 , 2011
Stochastic House Appreciation and Optimal Mortgage Lending pp. 1407-1446 Tomasz Piskorski and Alexei Tchistyi Informed and Uninformed Investment in Housing: The Downside of Diversification pp. 1447-1480 Elena Loutskina and Philip E. Strahan All the News That's Fit to Reprint: Do Investors React to Stale Information? pp. 1481-1512 Paul C. Tetlock Do Behavioral Biases Adversely Affect the Macro-economy? pp. 1513-1559 George M. Korniotis and Alok Kumar Do Investors Learn from Experience? Evidence from Frequent IPO Investors pp. 1560-1589 Yao-Min Chiang , David Hirshleifer , Yiming Qian and Ann Sherman Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility pp. 1590-1629 Yufeng Han and David Lesmond Why Do (Some) Households Trade So Much? pp. 1630-1666 Juhani T. Linnainmaa Participation Constraints in the Stock Market: Evidence from Unexpected Inheritance Due to Sudden Death pp. 1667-1697 Steffen Andersen and Kasper Meisner Nielsen Hedge Funds: Pricing Controls and the Smoothing of Self-reported Returns pp. 1698-1734 Gavin Cassar and Joseph Gerakos The Impact of Hedge Fund Activism on the Target Firm's Existing Bondholders pp. 1735-1771 April Klein and Emanuel Zur Volume 24, issue 4
The Value of Bank Capital and the Structure of the Banking Industry pp. 971-982 Franklin Allen , Paolo Fulghieri and Hamid Mehran Credit Market Competition and Capital Regulation pp. 983-1018 Franklin Allen , Elena Carletti and Robert Marquez Bank Capital and Value in the Cross-Section pp. 1019-1067 Hamid Mehran The Effect of Bank Mergers on Loan Prices: Evidence from the United States pp. 1068-1101 Isil Erel Staying, Dropping, or Switching: The Impacts of Bank Mergers on Small Firms pp. 1102-1140 Hans Degryse , Nancy Masschelein and Janet Mitchell Lending Relationships and Loan Contract Terms pp. 1141-1203 Sreedhar T. Bharath , Sandeep Dahiya , Anthony Saunders and Anand Srinivasan The Impact of a Strong Bank-Firm Relationship on the Borrowing Firm pp. 1204-1260 Nishant Dass and Massimo Massa What You Sell Is What You Lend? Explaining Trade Credit Contracts pp. 1261-1298 Mariassunta Giannetti , Mike Burkart and Tore Ellingsen Asset-Backed Securities: Costs and Benefits of "Bankruptcy Remoteness" pp. 1299-1335 Kenneth Ayotte and Stav Gaon Interbank Contagion at Work: Evidence from a Natural Experiment pp. 1337-1377 Rajkamal Iyer and Jose-Luis Peydro Too Many to Fail? Evidence of Regulatory Forbearance When the Banking Sector Is Weak pp. 1378-1405 Brown, Craig O'Neil and I. Serdar Dinç Volume 24, issue 3 , 2011
Revisiting Asset Pricing Puzzles in an Exchange Economy pp. 629-674 Christine A. Parlour , Richard Stanton and Johan Walden Impatient Trading, Liquidity Provision, and Stock Selection by Mutual Funds pp. 675-720 Zhi Da , Pengjie Gao and Ravi Jagannathan Market Liquidity and Flow-driven Risk pp. 721-753 Prachi Deuskar and Timothy C. Johnson Obfuscation, Learning, and the Evolution of Investor Sophistication pp. 754-785 Bruce Ian Carlin and Gustavo Manso Inheriting Losers pp. 786-820 Li Jin and Anna Scherbina Price Efficiency and Short Selling pp. 821-852 Pedro A. C. Saffi and Kari Sigurdsson Do Peso Problems Explain the Returns to the Carry Trade? pp. 853-891 Craig Burnside , Martin Eichenbaum , Isaac Kleshchelski and Sergio Rebelo The Price Impact of Institutional Herding pp. 892-925 Amil Dasgupta , Andrea Prat and Michela Verardo A New Perspective on Gaussian Dynamic Term Structure Models pp. 926-970 Scott Joslin , Kenneth J. Singleton and Haoxiang Zhu Volume 24, issue 2 , 2011
When Do Banks Listen to Their Analysts? Evidence from Mergers and Acquisitions pp. 321-357 David Haushalter and Michelle Lowry Internal Capital Markets and Corporate Politics in a Banking Group pp. 358-401 K. J. Martijn Cremers , Rocco Huang and Zacharias Sautner Are U.S. CEOs Paid More Than U.K. CEOs? Inferences from Risk-adjusted Pay pp. 402-438 Martin J. Conyon , John E. Core and Wayne R. Guay Pay for Performance? CEO Compensation and Acquirer Returns in BHCs pp. 439-472 Kristina Minnick , Haluk Unal and Liu Yang A Simple Robust Link Between American Puts and Credit Protection pp. 473-505 Peter Carr and Liuren Wu Fuzzy Math, Disclosure Regulation, and Market Outcomes: Evidence from Truth-in-Lending Reform pp. 506-534 Victor Stango and Jonathan Zinman Shareholder Activism and CEO Pay pp. 535-592 Yonca Ertimur , Fabrizio Ferri and Volkan Muslu When Are Analyst Recommendation Changes Influential? pp. 593-627 Roger K. Loh and René M. Stulz Volume 24, issue 1 , 2011
What's Vol Got to Do with It pp. 1-45 Itamar Drechsler and Amir Yaron News--Good or Bad--and Its Impact on Volatility Predictions over Multiple Horizons pp. 46-81 Xilong Chen and Eric Ghysels Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices pp. 82-122 Marco Antonio Bonomo , René Garcia , Nour Meddahi and Roméo Tédongap Do the Best Hedge Funds Hedge? pp. 123-168 Sheridan Titman and Cristian Tiu Relative Wealth Concerns and Complementarities in Information Acquisition pp. 169-207 Diego García and Günter Strobl Expectations, Bond Yields, and Monetary Policy pp. 208-247 Albert Lee Chun Collateral Values by Asset Class: Evidence from Primary Securities Dealers pp. 248-278 Leonardo Bartolini , Spence Hilton , Suresh Sundaresan and Christopher Tonetti How Deep Is the Annuity Market Participation Puzzle? pp. 279-319 Joachim Inkmann , Paula Lopes and Alexander Michaelides
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