Financial Management

2006 - 2021

Continuation of Financial Management.

Current editor(s): William G. Christie

From Financial Management Association International
Contact information at EDIRC.
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Volume 50, issue 1, 2021

Twitter activity, investor attention, and the diffusion of information pp. 3-46

David Rakowski, Sara E. Shirley and Jeffrey R. Stark

Career concerns and peer effects in institutional tournaments: Evidence from ECB reserve currency portfolios pp. 47-73

Benjamin Sahel, Antonio Scalia and Luana Zaccaria

Relevance of the disposition effect on the options market: New evidence pp. 75-106

Mi‐Hsiu Chiang, Hsin‐Yu Chiu and Robin K. Chou

Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals pp. 107-137

Andrew Detzel, Hong Liu, Jack Strauss, Guofu Zhou and Yingzi Zhu

Differential risk premiums and the UIP puzzle pp. 139-167

Rita Biswas, Louis R. Piccotti and Ben Z. Schreiber

Institutional influence on syndicate structure and cross‐border leveraged buyouts pp. 169-202

Chen Liu, Lynnette Purda and Hui Zhu

Informativeness of mutual fund advertisements: Does advertising communicate fund quality to investors? pp. 203-236

Khaled Obaid and Kuntara Pukthuanthong

Economic policy uncertainty and momentum pp. 237-259

Ming Gu, Minxing Sun, Yangru Wu and Weike Xu

Stock pledging and firm risk: Evidence from India pp. 261-280

Yogesh Chauhan, Ajay Kumar Mishra and Ronald W. Spahr

Advertising, investor attention, and stock prices: Evidence from a natural experiment pp. 281-314

Erik J. Mayer

Volume 49, issue 4, 2020

Predicting hedge fund performance when fund returns are skewed pp. 877-896

Andrea J. Heuson, Mark C. Hutchinson and Alok Kumar

Conditional currency hedging pp. 897-923

Melk C. Bucher

Corporate watchdogs pp. 925-947

Marco Navone and Thomas To

Credit supply and capital structure adjustments pp. 949-972

Shofiqur Rahman

Fast and slow cancellations and trader behavior pp. 973-996

Thomas H. McInish, Olena Nikolsko‐Rzhevska, Alex Nikolsko‐Rzhevskyy and Irina Panovska

Performance peer groups in CEO compensation contracts pp. 997-1027

Tor‐Erik Bakke, Hamed Mahmudi and Ashley Newton

Can online annual general meetings increase shareholders’ participation in corporate governance? pp. 1029-1050

Huasheng Gao, Jun Huang and Tianshu Zhang

Avoiding inheritance taxes in family firms pp. 1051-1082

Hojong Shin

Limited attention and portfolio choice: The impact of attention allocation on mutual fund performance pp. 1083-1125

Swasti Gupta‐Mukherjee and Ankur Pareek

Volume 49, issue 3, 2020

Financial literacy and financial resilience: Evidence from around the world pp. 589-614

Leora Klapper and Annamaria Lusardi

Can mispricing explain the value premium? pp. 615-633

Jeffrey F. Jaffe, Jan Jindra, David J. Pedersen and Torben Voetmann

Cash cycle: A cross‐country analysis pp. 635-671

Abu Jalal and Shahriar Khaksari

Glamour among value: P/E ratios and value investor attention pp. 673-706

Jordan Moore

How much should portfolios shrink? pp. 707-740

Chulwoo Han

The dark side of individual blockholder philanthropy pp. 741-767

Thomas D. Shohfi and Roger M. White

Option trading after the opening bell and intraday stock return predictability pp. 769-804

Kelley Bergsma, Andy Fodor, Vijay Singal and Jitendra Tayal

Portfolio manager home‐country culture and mutual fund risk‐taking pp. 805-838

Wei Jiao

Financing seasonal demand pp. 839-870

Douglas (DJ) Fairhurst

Volume 49, issue 2, 2020

Mispriced index option portfolios pp. 297-330

George M. Constantinides, Michal Czerwonko and Stylianos Perrakis

Crowdfunding models: Keep‐It‐All vs. All‐Or‐Nothing pp. 331-360

Douglas Cumming, Gaël Leboeuf and Armin Schwienbacher

Director attention and firm value pp. 361-387

Rex Wang Renjie and Patrick Verwijmeren

Director overconfidence pp. 389-422

Randy Beavers and Shawn Mobbs

A project‐level analysis of value creation in firms pp. 423-446

Jonathan B. Cohn, Umit G. Gurun and Rabih Moussawi

Local religious beliefs and municipal bond market outcomes pp. 447-471

Alex Annan Abakah

Bank capital buffers in a dynamic model pp. 473-502

Jochen Mankart, Alexander Michaelides and Spyros Pagratis

Cybersecurity breaches and cash holdings: Spillover effect pp. 503-519

Priya Garg

The effects of rural–urban migration on corporate innovation: Evidence from a natural experiment in China pp. 521-545

Deqiu Chen, Huasheng Gao, Jiang Luo and Yujing Ma

Within‐syndicate conflicts, loan covenants, and syndicate formation pp. 547-583

Nishant Dass, Vikram Nanda and Qinghai Wang

Volume 49, issue 1, 2020

The investment behavior of buyout funds: Theory and evidence pp. 3-32

Alexander Ljungqvist, Matthew Richardson and Daniel Wolfenzon

Order anticipation around predictable trades pp. 33-67

Mehmet Sağlam

Endogenous debt maturity and rollover risk pp. 69-90

Emanuele Brancati and Marco Macchiavelli

The Benefits of Overvaluation: Evidence from Mergers and Acquisitions pp. 91-133

Evangelos Vagenas‐Nanos

Fund selection, style allocation, and active management abilities: Evidence from funds of hedge funds’ holdings pp. 135-159

Chao Gao, Timothy D. Haight and Chengdong Yin

Foreign market portfolio concentration and performance pp. 161-177

Sturla Fjesme

Vertical integration as an input price hedge: The case of Delta Air Lines and trainer refinery pp. 179-206

Abdullah Mohammed Almansur, William L. Megginson and Leonid V. Pugachev

Price discovery and persistent arbitrage violations in credit markets pp. 207-233

Hai Lin, Kasing Man, Junbo Wang and Chunchi Wu

Corporate Governance and Financial Peer Effects pp. 235-263

Douglas (DJ) Fairhurst and Yoonsoo Nam

Required return on equity when capital structure is dynamic pp. 265-289

Na Dai and Louis R. Piccotti

Volume 48, issue 4, 2019

Foreword pp. 979-979

Christine A. Parlour

The future of fintech pp. 981-1007

Sanjiv R. Das

The roles of alternative data and machine learning in fintech lending: Evidence from the LendingClub consumer platform pp. 1009-1029

Julapa Jagtiani and Catharine Lemieux

Insights from bitcoin trading pp. 1031-1048

Pankaj K. Jain, Thomas McInish and Jonathan L. Miller

Cryptocurrencies: Stylized facts on a new investible instrument pp. 1049-1068

Albert S. Hu, Christine A. Parlour and Uday Rajan

Machine learning and asset allocation pp. 1069-1094

Bryan R. Routledge

Volume 48, issue 3, 2019

Risk‐taking channel of monetary policy pp. 725-738

Tobias Adrian, Arturo Estrella and Hyun Song Shin

Does the Mandatory Bid Rule Add Value to Target Shareholders? pp. 739-771

Sapnoti K. Eswar

Underreaction to Political Information and Price Momentum pp. 773-804

Jawad M. Addoum, Stefanos Delikouras, Da Ke and Alok Kumar

Communication and Comovement: Evidence from Online Stock Forums pp. 805-847

Lei Jiang, Jinyu Liu and Baozhong Yang

Executive Network Centrality and Stock Liquidity pp. 849-871

Jared F. Egginton and William R. McCumber

ETF Competition and Market Quality pp. 873-916

Travis Box, Ryan L. Davis and Kathleen P. Fuller

The real effects of proxy advisors on the firm pp. 917-943

Paul Calluzzo and Evan Dudley

Watch Your Basket ‐ to Determine CEO Compensation pp. 945-971

Neal Galpin, Hae Won (Henny) Jung, Lyndon Moore and Ekaterina Volkova

Volume 48, issue 2, 2019

Identifying and treating outliers in finance pp. 345-384

John Adams, Darren Hayunga, Sattar Mansi, David Reeb and Vincenzo Verardi

Instrumental Variables Analysis and the Role of National Culture in Corporate Finance pp. 385-416

Robert Nash and Ajay Patel

The CDS‐bond basis pp. 417-439

Jennie Bai and Pierre Collin‐Dufresne

Are specialist funds “special”? pp. 441-472

Daniel Fricke

Policy Uncertainty and the Dual Role of Corporate Political Strategies pp. 473-504

Chansog (Francis) Kim, Incheol Kim, Christos Pantzalis and Jung Chul Park

Expected versus Ex Post Profitability in the Cross‐Section of Industry Returns pp. 505-536

Andrew Detzel, Philipp Schaberl and Jack Strauss

What Are Boards For? Evidence from Closely Held Firms in Colombia pp. 537-573

Belén Villalonga, María‐Andrea Trujillo, Alexander Guzmán and Neila Cáceres

Do Business Borrowers Benefit from Bank Bailouts?: The Effects of TARP on Loan Contract Terms pp. 575-639

Allen N. Berger, Tanakorn Makaew and Raluca A. Roman

Do Proprietary Algorithmic Traders Withdraw Liquidity during Market Stress? pp. 641-676

Samarpan Nawn and Ashok Banerjee

Size of Financing Need and the Choice between Asset Sales and Security Issuances pp. 677-718

Chintal A. Desai and Manu Gupta

Volume 48, issue 1, 2019

Does Firing a CEO Pay Off? pp. 3-43

George Alexandridis, John A. Doukas and Christos P. Mavis

When and Why Do Takeovers Lead to Fraud? pp. 45-76

Hee Sub Byun, Woojin Kim, Eun Jung Lee and Kyung Suh Park

Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics pp. 77-115

Kris Boudt and James Thewissen

Will Money Talk? Firm Bribery and Credit Access pp. 117-157

Shusen Qi and Steven Ongena

Allocation to Anchor Investors, Underpricing, and the After‐Market Performance of IPOs pp. 159-186

Rama Seth, S. R. Vishwanatha and Durga Prasad

Short Interest and Lottery Stocks pp. 187-227

Kelley Bergsma and Jitendra Tayal

Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings? pp. 229-256

Iván M. Rodríguez, Krishnan Dandapani and Edward R. Lawrence

Does Noninformative Text Affect Investor Behavior? pp. 257-289

Alyssa G. Anderson and Yelena Larkin

Initial Offer Precision and M&A Outcomes pp. 291-310

Petri Hukkanen and Matti Keloharju

Informed Trading of Mutual Funds: Evidence from Fund‐Underwriter Relationships pp. 311-338

Hyoseok (David) Hwang