Critical Finance Review

2012 - 2022

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Volume 7, issue 2, 2018

Closed-End Fund IPOs: Sold, Not Bought pp. 201-240

Diana Shao and Jay Ritter

Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us? pp. 273-329

John Adams, Darren Hayunga and Sattar Mansi

Conditional Benchmarks and Predictors of Mutual Fund Performance pp. 331-372

Scott Cederburg, O’Doherty, Michael S., N. E. Savin and Ashish Tiwari

Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response pp. 373-377

Harrison Hong and Wenxi Jiang

Volume 7, issue 1, 2017

The Changing Nature of Institutional Stock Investing pp. 1-41

Marshall E. Blume and Donald B. Keim

Catering Through Nominal Share Prices Revisited pp. 43-75

M. Fabricio Perez and Andriy Shkilko

Why Do Firms Go Public Through Debt Instead of Equity? pp. 85-110

Denys Glushkov, Ajay Khorana, Raghavendra Rau and Jingxuan Zhang

Obesity and Household Financial Distress pp. 133-178

Katherine Guthrie and Jan Sokolowsky

Corporate Sport Sponsorship and Stock Returns: Evidence from the NFL pp. 179-209

Assaf Eisdorfer and Elizabeth Kohl

Volume 6, issue 2, 2017

The Carry Trade: Risks and Drawdowns pp. 211-262

Kent Daniel, Robert Hodrick and Zhongjin Lu

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds pp. 263-301

John Campbell, Adi Sunderam and Luis Viceira

When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance pp. 303-356

Anna von Reibnitz

An Improved Version of the Volume-Synchronized Probability of Informed Trading pp. 357-376

Wen-Chyan Ke and Hsiou-Wei William Lin

An Improved Version of the Volume-Synchronized Probability of Informed Trading: A Comment pp. 377-379

David Easley, Marcos Lopez de Prado and Maureen O'Hara

Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006) pp. 381-393

Nicola Borri and Giuseppe Ragusa

Volume 6, issue 1, 2017

Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes pp. 77-132

Christoph Schneider and Oliver Spalt

Volume 5, issue 2, 2016

Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors pp. 177-206

Thomas Davidoff

Shock-Based Causal Inference in Corporate Finance and Accounting Research pp. 207-304

Vladimir Atanasov and Bernard Black

Cumulative Prospect Theory, Aggregation, and Pricing pp. 305-350

Jonathan E. Ingersoll

Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds pp. 351-398

Blake Phillips, Kantura Pukthuanthong and Raghavendra Rau

How Should Firms Hedge Market Risk? pp. 399-415

Bhagwan Chowdhry and Eduardo Schwartz

No More Weekend Effect pp. 417-424

Russell P. Robins and Geoffrey Peter Smith

Volume 5, issue 1, 2016

Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration pp. 1-40

Clifford G. Holderness

Law and Ownership Reexamined pp. 41-83

Clifford G. Holderness

Uncertainty and Valuations pp. 85-128

Martijn Cremers and Hongjun Yan

Uncertainty and Valuations: A Comment pp. 129-134

Lubos Pastor and Pietro Veronesi

Market Reactions to Tangible and Intangible Information Revisited pp. 135-163

Joseph Gerakos and Juhani T. Linnainmaa

Another Look at Market Responses to Tangible and Intangible Information pp. 165-175

Kent Daniel and Sheridan Titman

Volume 4, issue 1, 2015

The Cross-section of Expected Stock Returns pp. 1-44

Jonathan Lewellen

Seasonal Variation in Treasury Returns pp. 45-115

Mark J. Kamstra, Lisa Kramer and Maurice Levi

A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate pp. 117-138

Jason T. Greene and David Rakowski

(Im)Possible Frontiers: A Comment pp. 139-148

Moshe Levy and Richard Roll

Always Possible Frontiers pp. 149-155

Ingersoll, Jr., Jonathan E.

Reply to “(Im)Possible Frontiers: A Comment†pp. 157-171

Thomas J. Brennan and Andrew Lo

Volume 3, issue 1, 2014

Bank Deregulation and Racial Inequality in America pp. 1-48

Ross Levine, Yona Rubinstein and Alexey Levkov

Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives? pp. 49-83

Gavin S. Smith and Peter Swan

Institutional Investors and Executive Compensation Redux: A Comment on "Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives" pp. 85-97

Jay C. Hartzell and Laura T. Starks

Incentive Contracts are not Rigged by Powerful CEOs pp. 99-152

Kam-Ming Wan

Compensation Rigging by Powerful CEOs: A Reply and Cross-Sectional Evidence pp. 153-190

Adair Morse, Vikram Nanda and Amit Seru

Volume 2, issue 1, 2013

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation pp. 1-48

Martijn Cremers, Antti Petajisto and Eric Zitzewitz

The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares pp. 049-099

Charles Calomiris, Stanley D. Longhofer and William Miles

Wealth Effects Revisited 1975-2012 pp. 101-128

Karl Case, John Quigley and Robert Shiller

A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond pp. 131-172

Ivo Welch

Dynamic Corporate Finance is Useful: A Comment on Welch (2013) pp. 173-191

Ilya A. Strebulaev and Toni Whited

Model Before Measurement pp. 193-215

Christopher A. Hennessy

Volume 1, issue 1, 2012

Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis pp. 3-58

Heitor Almeida, Murillo Campello, Bruno Laranjeira and Scott Weisbenner

Capital Structure Choices pp. 59-101

Eugene F. Fama and Kenneth R. French

Testing Factor-Model Explanations of Market Anomalies pp. 103-139

Kent Daniel and Sheridan Titman

The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment pp. 141-182

Jason Beeler and John Campbell

An Empirical Evaluation of the Long-Run Risks Model for Asset Prices pp. 183-221

Ravi Bansal, Dana Kiku and Amir Yaron