Review of Financial Studies
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Publication Venue For
- Transparency and talent allocation in money management. 33:3889-3924. 2020
- On the Rise of FinTechs: Credit Scoring Using Digital Footprints. 33:2845-2897. 2020
- Financing entrepreneurial production: Security design with flexible information acquisition. 32:819-863. 2019
- The evolution of corporate cash. 31:4288-4344. 2018
- Managerial short-termism, turnover policy, and the dynamics of incentives. 31:3409-3451. 2018
- Short-rate expectations and unexpected returns in treasury bonds. 31:3265-3306. 2018
- Tax rates and corporate decision-making. 30:3128-3175. 2017
- The economic effects of public financing: Evidence from municipal bond ratings recalibration. 30:3223-3268. 2017
- Bank ratings and lending supply: Evidence from sovereign downgrades. 29:1709-1746. 2016
- Loan originations and defaults in the mortgage crisis: The role of the middle class. 29:1635-1670. 2016
- Expected Returns in Treasury Bonds. 28:2859-2901. 2015
- The capital structure decisions of new firms. 27:153-179. 2014
- Libertarian paternalism, information production, and financial decision making. 26:2204-2228. 2013
- Using option prices to infer overpayments and synergies in m&a transactions. 26:695-722. 2013
- A long-run risks explanation of predictability puzzles in bond and currency markets. 26:1-33. 2013
- The sensitivity of corporate cash holdings to corporate governance. 25:3610-3644. 2012
- Does beta move with news? Firm-specific information flows and learning about profitability. 25:2789-2839. 2012
- Managerial attributes and executive compensation. 25:144-186. 2012
- What does equity sector orderflow tell us about the economy?. 24:3688-3730. 2011
- Learning and asset-price jumps. 24:2738-2780. 2011
- Do peso problems explain the returns to the carry trade?. 24:853-891. 2011
- Liquidity management and corporate investment during a financial crisis. 24:1944-1979. 2011
- The idiosyncratic volatility puzzle: Time trend or speculative episodes. 23:863-899. 2010
- Expected stock returns and variance risk premia. 22:4463-4492. 2009
- Parametric portfolio policies: Exploiting characteristics in the cross-section of equity returns. 22:3411-3447. 2009
- Leasing, ability to repossess, and debt capacity. 22:1621-1657. 2009
- Cointegration and consumption risks in asset returns. 22:1343-1375. 2009
- Flight-to-quality or flight-to-liquidity? Evidence from the euro-area bond market. 22:925-957. 2009
- Are "market neutral" hedge funds really market neutral?. 22:2295-2330. 2009
- On loan sales, loan contracting, and lending relationships. 22:2635-2672. 2009
- Building relationships early: Banks in venture capital. 21:513-541. 2008
- Endogenous events and long-run returns. 21:855-888. 2008
- Strategic alliances and the boundaries of the firm. 21:649-681. 2008
- Price informativeness and investment sensitivity to stock price. 20:619-650. 2007
- Analysts' weighting of private and public information. 19:319-355. 2006
- Fund families as delegated monitors of money managers. 18:1139-1169. 2005
- A simulation approach to dynamic portfolio choice with an application to learning about return predictability. 18:831-873. 2005
- Taxes and Corporate Finance: A Review. 16:1075-1129. 2003
- Taxes and Corporate Finance: A Review. 16:1075-1129. 2003
- The Role of Lockups in Initial Public Offerings. 16:1-29. 2003
- The Role of Trading Halts in Monitoring a Specialist Market. 16:263-300. 2003
- The Role of Trading Halts in Monitoring a Specialist Market. 16:263-300. 2003
- Competing Theories of Financial Anomalies. 15:575-606. 2002
- Learning to be overconfident. 14:1-27. 2001
- The risk in hedge fund strategies: Theory and evidence from trend followers. 14:313-341. 2001
- The interaction between product market and financing strategy: The role of venture capital. 13:959-984. 2000
- Trade disclosure regulation in markets with negotiated trades. 12:873-900. 1999
- An exploration of the forward premium puzzle in currency markets. 10:369-403. 1997
- Bank underwriting of debt securities: Modern evidence. 10:1175-1202. 1997
- Empirical characteristics of dynamic trading strategies: The case of hedge funds. 10:275-302. 1997
- THE RISK AND PREDICTABILITY OF INTERNATIONAL EQUITY RETURNS. 6:527-566. 1993
- The Effect of Public Information and Competition on Trading Volume and Price Volatility. 6:23-56. 1993
- Stock Prices and Volume. 5:199-242. 1992
- A Theory of Negotiated Equity Financing. 1:265-288. 1988