Archive of Internet Appendices
This page contains internet appendices for articles that were sent to the publisher before July 1, 2021.
Brennan, Michael J., Chordia, Tarun, and Subrahmanyam, A.
Alternative factor
specifications, security characteristics, and the cross-section of expected
stock returns: Erratum
Volume 49, Issue 3, September 1998, page 345-373
Appendix to: A multivariate model of strategic asset allocation
Volume 67, Issue 1, January 2003, page 41-80
Henderson, Brian J. and Pearson, Neil D.
Appendix to: The dark side of financial
innovation: A case study of the pricing of a retail financial product
Volume 100, Issue 2, May 2011, page 227-247
Liu,
Xiaoding, and Ritter, Jay
Appendix to: Local underwriter oligopolies
and IPO underpricing
Volume 102, Issue 3, December 2011, page 579-601
Da,
Zhi, Guo, Re-Jin, and Jagannathan, Ravi
Appendix to: CAPM for estimating the
cost of equity capital: Interpreting the empirical evidence
Volume 103, Issue 1, January 2012, page 204-220
Hong,
Harrison, Kubik, Jeffrey D., and Fishman, Tal
Appendix to: Do arbitrageurs
amplify economic shocks?
Volume 103, Issue 3, March 2012, page 454-470
Hazarika,
Sonali , Karpoff, Jonathan M., and Nahata, Rajarishi
Appendix to: Internal
corporate governance, CEO turnover, and earnings management
Volume 104, Issue 1, April 2012, page 44-69
Stambaugh,
Robert F., Yu, Jianfeng, and Yuan, Yu
Appendix to: The short of it:
Investor sentiment and anomalies
Volume 104, Issue 2, May 2012, page 288-302
Karolyi,
G. Andrew, Lee, Kuan-Hui, and van Dijk, Mathijs A.
Understanding
commonality in liquidity around the world
Volume 105, Issue 1, July 2012, page 82-112
Dimmock,
Stephen G. and Gerken, William C.
Appendix to: Predicting fraud by
investment managers
Volume 105, Issue 1, July 2012, page 153-173
Hayes,
Rachel, Lemmon, Michael, and Qiu, Mingming
Appendix to: Stock options and
managerial incentives for risk- taking: Evidence from FAS 123R
Volume 105, Issue 1, July 2012, Pages 174-190
Sarno,
Lucio, Schneider, Paul, and Wagner, Christian
Appendix to: Properties of
foreign exchange risk premiums
Volume 105, Issue 2, August 2012, page 279-310
Chernov,
Mikhail and Mueller, Philippe
Appendix to: The term structure of
inflation expectations
Volume 106, Issue 2, November 2012, Pages 367-394
Christoffersen,
Peter, Jacobs, Kris, and Ornthanalai, Chayawat
Appendix to:
Dynamic jump intensities and risk premiums: Evidence from S&P500
returns and options
Volume 106, Issue 3, December 2012, page 447-472
Bajgrowicz,
Pierre, and Scaillet, Olivier
Appendix to: Technical trading
revisited: False discoveries, persistence tests, and transaction costs
Volume 106, Issue 3, December 2012, page 473-491
Paye,
Bradley S.
Appendix to: Deja vol: Predictive regressions
for aggregate stock market volatility using macroeconomic variables
Volume 106, Issue 3, December 2012, page 527-546
Maio,
Paulo and Santa-Clara, Pedro
Appendix to: Multifactor models and their
consistency with the ICAPM
Volume 106, Issue 3, December 2012, page 586-613
Huizinga,
Harry and Laeven, Luc
Appendix to: Bank valuation and accounting
discretion during a financial crisis
Volume 106, Issue 3, December 2012, page 614-634
Menkhoff,
Lukas, Sarno, Lucio, Schmeling, Maik, and Schrimpf, Andreas
Appendix to:
Currency momentum strategies
Volume 106, Issue 3, December 2012, page 660-684
Becker,
Bo, Jacob, Marcus, and Jacob, Martin
Appendix to: Payout taxes and the
allocation of investment
Volume 107, Issue 1, January 2013, page 1-24
Muravyev,
Dmitriy, Pearson, Neil D., and Broussard, John Paul
Appendix to: Is there
price discovery in equity options?
Volume 107, Issue 2, February 2013, page 259-283
Favilukis,
Jack
Appendix to: Inequality, Stock Market
Participation, and the Equity Premium
Volume 107, Issue 3, March 2013, page 740-759
Opp,
Christian C., Opp, Marcus, and Harris, Milton
Appendix to: Rating agencies in the
face of regulation
Volume 108, Issue 1, April 2013, page 46-61
Bar-Isaac,
Heski, and Shapiro, Joel
Appendix to: Ratings quality over
the business cycle
Volume 108, Issue 1, April 2013, page 62-78
Blocher,
Jesse, Reed, Adam V., and Van Wesep, Edward D.
Appendix to: Connecting two
markets: An equilibrium framework for shorts, longs, and stock loans
Volume 108, Issue 2, May 2013, page 302-322
Bebchuk,
Lucian A., Cohen, Alma, and Wang, Charles C. Y.
Appendix to: Learning and the
disappearing association between governance and returns
Volume 108, Issue 2, May 2013, page 409-433
Banegas,
Ayeleni, and Gillen,Ben
Appendix to: The cross-section of
conditional mutual fund performance in European stock markets
Volume 108, Issue 3, June 2013, page 699-726
Dyreng,
Scott D., Lindsey, Bradley P., and Thornock , Jacob R.
Appendix to: Exploring the
role Delaware plays as a domestic tax haven
Volume 108, Issue 3, June 2013, page 751-772
Bena,
Jan, and Ortiz-Molina, Hernan
Appendix to: Pyramidal ownership
and the creation of new firms
Volume 108, Issue 3, June 2013, page 798-821
Boutin,
Xavier, Cestone, Giacinta, Fumagalli, Chiara, Pica, Giovanni, and
Serrano-Velarde, Nicolas
Appendix
to: The deep-pocket effect of internal capital markets
Volume 109, Issue 1, July 2013, page 122-145
Bekaert,
Geert, Harvey, Campbell R., Lundblad, Christian T., and Siegel, Stephan
Appendix to: The European Union, the Euro,
and equity market integration
Volume 109, Issue 3, September 2013, page 583-603
Roche,
Herve, and Tompaidis, Stathis, and Yang, Chunyu
Appendix to: Why does junior put
all his eggs in one basket? A potential rational explanation for holding concentrated
portfolios
Volume 109, Issue 3, September 2013, page 775-796
Harford,
Jarrad and Schonlau, Robert
Appendix to: Does the director labor
market offer ex post settling-up for CEOs? The case of acquisitions
Volume 110, Issue 1, October 2013, page 18-36
Cohen,
Lauren, Diether, Karl, and Malloy, Christopher
Appendix to: Legislating
stock prices
Volume 110, Issue 3, December 2013, page 574-595
Frazzini,
Andrea, and Pedersen, Lasse Heje
Appendix to: Betting against
beta
Volume 111, Issue 1, January 2014, page 1-25
Giesecke,
Kay, Longstaff, Francis A., Schaefer, Stephen, and Strebulaev, Ilya
Appendix
to: Macroeconomic effects of corporate default crises: A long-term
perspective
Volume 111, Issue 2, February 2014, page 297-310
Anantharaman,
Divya, and Lee, Yong Gyu
Appendix to: Managerial
risk-taking incentives and corporate pension policy
Volume 111, Issue 2, February 2014, page 328-351
Roussanov,
Nikolai
Appendix to: Composition of wealth,
conditioning information, and the cross-section of stock returns
Volume 111, Issue 2, February 2014, page 352-380
Lustig,
Hanno, Roussanov, Nikolai, and Verdelhan, Adrien
Appendix to: Countercyclical currency risk
premia
Volume 111, Issue 3, March 2014, page 527-553
Osili,
Una Okonkwo, and Paulson, Anna
Appendix to: Crises and confidence:
Systemic banking crises and depositor behavior
Volume 111, Issue 3, March 2014, page 646-660
Hunter,
David, Kandel, Eugene, Kandel, Shmuel, and Wermers, Russ
Appendix to: Mutual
fund performance evaluation with active peer benchmarks
Volume 112, Issue 1, April 2014, page 1-29
Ornthanalai,
Chayawat
Appendix to: Levy jump risk: Evidence
from options and returns
Volume 112, Issue 1, April 2014, page 69-90
Savov,
Alexi
Appendix to: The price of skill:
Performance evaluation by households
Volume 112, Issue 2, May 2014, page 213-231
Lee,
Jongsub, Lee, Kwang J., and Nagarajan, Nandu J.
Appendix to: Birds of a
feather: Value implications of political alignment between top management
and directors
Volume 112, Issue 2, May 2014, page 232-250
Ouimet,
Paige, and Zarutskie, Rebecca
Appendix to: Who works for
startups? The relation between firm age, employee age, and growth
Volume 112, Issue 3, June 2014, page 386-407
Hasan,
Iftekhar, Hoi, Chun-Keung, Wu, Qiang, and Zhang, Hao
Appendix to: Beauty is in the
eye of the beholder: The effect of corporate tax avoidance on the cost of
bank loan
Volume 113, Issue 1, July 2014, page 109-130
Previtero,
Alessandro
Appendix to: Stock market returns and
annuitization
Volume 113, Issue 2, August 2014, page 202-214
Hanson,
Samuel G.
Appendix to: Mortgage convexity
Volume 113, Issue 2, August 2014, page 270-299
Bali,
Turan G., Brown, Stephen J., and Caglayan, Mustafa O.
Appendix to: Macroeconomic
risk and hedge fund returns
Volume 114, Issue 1, October 2014, page 1-19
Johnson,
Timothy C., and Lee, Jaehoon
Appendix to: On the systematic
volatility of unpriced earnings
Volume 114, Issue 1, 2014, page 84-104
Lettau,
Martin, Maggiori, Matteo, and Weber, Michael
Appendix to: Conditional
risk premia in currency markets and other asset classes
Volume 114, Issue 2, November 2014, page 197-225
Adelino,
Manuel, and Dinc, I. Serdar
Appendix to: Corporate distress and
lobbying: Evidence from the Stimulus Act
Volume 114, Issue 2, November 2014, page 256-272
Hendershott,
Terrence, and Menkveld, Albert J.
Appendix to: Price pressures
Volume 114, Issue 3, December 2014, page 405-423
Chen,
Ding, Harkonen, Hannu J., and Newton, David P.
Appendix to: Advancing the
universality of quadrature methods to any underlying process for option
pricing
Volume 114, Issue 3, December 2014, page 600-612
Jotikasthira,
Chotibhak, Le, Anh, and Lundblad, Christian
Appendix to: Why do term
structures in different currencies comove?
Volume 115, Issue 1, January 2015, page 58-83
Krueger,
Philipp
Appendix to: Corporate goodness and
shareholder wealth
Volume 115, Issue 2, February 2015, page 304-329
Dimitrov,
Valentin, Palia, Darius, and Tang, Leo
Appendix to: Impact of the
Dodd-Frank Act on credit ratings
Volume 115, Issue 3, March 2015, page 505-520
Lepetit,
Laetitia, Tarazi, Amine, and Zedek, Nadia
Appendix to: Excess control
rights, bank capital structure adjustments and lending
Volume 115, Issue 3, March 2015, page 574-591
Albuquerque,
Rui, Ramadorai, Tarun, and Watugala, Sumudu W.
Appendix to: Trade
credit and cross-country predictable firm returns
Volume 115, Issue 3, March 2015, page 592-613
Hellmann,
Thomas, and Thiele, Veikko
Appendix to: Friends or foes? The
interrelationship between angel and venture capital markets
Volume 115, Issue 3, March 2015, page 639-653
Dang,
Tung Lam, Moshirian, Fariborz, and Zhang, Bohui
Appendix to: Commonality in
news around the world
Volume 116, Issue 1, April 2015, page 82-110
Golubov,
Andrey, Yawson, Alfred, and Zhang, Huizhong
Appendix to: Extraordinary
acquirers
Volume 116, Issue 2, May 2015, page 314-330
Offenberg,
David, and Pirinsky, Christo
Appendix to: How do acquirers
choose between mergers and tender offers?
Volume 116, Issue 2, May 2015, page 331-348
Michaelides,
Alexander, Milidonis, Andreas, Nishiotis, George, and Papakyriakou,
Panayiotis
Appendix
to: The adverse effects of systematic leakage ahead of official sovereign
debt rating announcements
Volume 116, Issue 3, June 2015, page 526-547
Dagher,
Jihad, and Kazimov, Kazim
Appendix to: Banks' liability structure
and mortgage lending during the financial crisis
Volume 116, Issue 3, June 2015, page 565-582
Tate,
Geoffrey, and Yang, Liu
Appendix to: Female leadership and
gender equity: Evidence from plant closure
Volume 117, Issue 1, July 2015, page 77-97
Braguinsky,
Serguey, and Mityakov, Sergey
Appendix to: Foreign corporations
and the culture of transparency: Evidence from Russian administrative data
Volume 117, Issue 1, July 2015, page 139-164
Ahern,
Kenneth R., Daminelli, Daniele, and Fracassi, Cesare
Appendix to: Lost in translation? The
effect of cultural values on mergers around the world
Volume 117, Issue 1, July 2015, page 165-189
Amihud,
Yakov, Hameed, Allaudeen, Kang, Wenjin, and Zhang, Huiping
Appendix to: The
illiquidity premium: International evidence
Volume 117, Issue 2, August 2015, page 350-368
Schmidt,
Breno
Appendix to: Costs and benefits of "friendly" boards during mergers and acquisitions
Volume 117, Issue 2, August 2015, page 424-447
Hanson,
Samuel G., Shleifer, Andrei, Stein, Jeremy C., and Vishny, Robert W.
Appendix to: Banks
as patient fixed-income investors
Volume 117, Issue 3, September 2015, page 449-469
Berk,
Jonathan B., and van Binsbergen, Jules H.
Appendix to:
Measuring skill in the mutual fund industry
Data Appendix to:
Measuring skill in the mutual fund industry
Volume 118, Issue 1, October 2015, page 1-20
Floyd,
Eric, Li, Nan, and Skinner, Douglas
Appendix to: Payout policy
through the financial crisis: The growth of repurchases and the resilience
of dividends
Volume 118, Issue 2, November 2015, page 299-316
Sen,
Rik, and Tumarkin, Robert
Appendix to: Stocking up: Executive
optimism, option exercise, and share retention
Volume 118, Issue 2, November 2015, page 399-430
Berk,
Jonathan B., and van Binsbergen, Jules H.
Appendix to: Assessing asset
pricing models using revealed preference
Volume 119, Issue 1, January 2016, page 1-23
Mullins,
William, and Schoar, Antoinette
Appendices to: How do CEOs see their roles? Management philosophies
and styles in family and non-family firms
Volume 119, Issue 1, January 2016, page 24-43
Filipovic,
Damir, Gourier, Elise, and Mancini, Loriano
Appendix to: Quadratic variance
swap models
Volume 119, Issue 1, January 2016, page 44-68
Malmendier,
Ulrike, Opp, Marcus M., and Saidi, Farzad
Appendix to: Target
revaluation after failed takeover attempts: Cash versus stock
Volume 119, Issue 1, January 2016, page 92-106
Aslan,
Hadiye, and Kumar, Praveen
Appendix to: The product market
effects of hedge fund activism
Volume 119, Issue 1, January 2016, page 226-248
Ivashina,
Victoria, Iverson, Benjamin, and Smith, David
Appendix to: The ownership
and trading of debt claims in Chapter 11 restructurings
Volume 119, Issue 2, February 2016, page 316-335
Hollander,
Stephan, and Verriest, Arnt
Appendix to: Bridging the gap:
The design of bank loan contracts and distance
Volume 119, Issue 2, February 2016, page 399-419
Giglio,
Stefano, Kelly, Bryan, and Pruitt, Seth
Appendix to: Systemic risk
and the macroeconomy: An empirical evaluation
Volume 119, Issue 3, March 2016, page 457-471
Humphery-Jenner,
Mark, Lisic, Ling Lei, Nanda, Vikram, and Silveri, Sabatino
Appendix to:
Executive overconfidence and compensation structure
Volume 119, Issue 3, March 2016, page 533-558
Dimmock,
Stephen G., Kouwenberg, Roy, Mitchell, Olivia S., and Peijnenburg, Kim
Appendix
to: Ambiguity aversion and household portfolio choice puzzles: Empirical
evidence
Volume 119, Issue 3, March 2016, page 559-577
Fischer,
Marcel, and Gallmeyer, Michael
Appendix to: Heuristic
portfolio trading rules with capital gain taxes
Volume 119, Issue 3, March 2016, page 611-625
Della
Corte, Pasquale, Ramadora, Tarun, and Sarno, Lucio
Appendix to: Volatility
risk premia and exchange rate predictability
Volume 120, Issue 1, April 2016, page 21-40
Boone,
Audra L., Floros, Ioannis V., and Johnson, Shane A.
Appendix to: Redacting
proprietary information at the initial public offering
Volume 120, Issue 1, April 2016, page 102-123
Ho,
Po-Hsin, Huang, Chia-Wei, Lin, Chih-Yung, and Yen, Ju-Fang
Appendix to: CEO overconfidence
and financial crisis: Evidence from bank lending and leverage
Volume 120, Issue 1, April 2016, page 194-209
Cornaggia,
Jess, Cornaggia, Kimberly J., and Xia, Han
Appendix to: Revolving
doors on Wall Street
Volume 120, Issue 2, May 2016, page 400-419
Jagannathan,
Ravi, Matsa, David A., Meierand, Iwan, and Tarhan, Vefa
Appendix to:
Why do firms use high discount rates?
Volume 120, Issue 3, June 2016, page 445-463
Fracassi,
Cesare, Petry, Stefan, and Tate, Geoffrey
Appendix to: Does rating
subjectivity affect corporate debt pricing
Volume 120, Issue 3, June 2016, page 514-538
Cremers,
Martijn, Ferreira, Miguel A., Matos, Pedro, and Starks, Laura
Appendix to:
Indexing and active fund management: International evidence
Volume 120, Issue 3, June 2016, page 539-560
Ge,
Li, Lin, Tse-Chun, and Pearson, Neil D.
Appendix to: Why does the option
to stock volume ratio predict stock returns?
Volume 120, Issue 3, June 2016, page 601-622
Liberman,
Andres
Appendix to: The value of a good credit
reputation: Evidence from credit card renegotiations
Volume 120, Issue 3, June 2016, page 644-660
Rapach,
David E., Ringgenberg, Matthew C., and Zhou, Guofu
Appendix to: Short
interest and aggregate stock returns
Volume 121, Issue 1, July 2016, page 46-65
Barras,
Laurent, and Malkhozov, Aytek
Appendix to: Does variance risk
have two prices? Evidence from the equity and option markets
Volume 121, Issue 1, July 2016, page 79-92
Dagher,
Jihad, and Sun, Yangfan
Appendix to: Borrower protection and
the supply of credit: Evidence from foreclosure laws
Volume 121, Issue 1, July 2016, page 195-209
Geske,
Robert, Subrahmanyam, Avanidhar, and Zhou, Yi
Appendix to: Capital
structure effects on the prices of equity call options
Volume 121, Issue 2, August 2016, page 231-253
Choi,
Jaewon, and Richardson, Matthew
Appendix to: The volatility of a
firm's assets and the leverage effect
Volume 121, Issue 2, August 2016, page 254-277
Jensen,
Mads Vestergaard, and Pedersen, Lasse Heje
Appendix to: Early option
exercise: Never say never
Volume 121, Issue 2, August 2016, page 278-299
Bernile,
Gennaro, Hu, Jianfeng, and Tang, Yuehua
Appendix to: Can information be
locked up? Informed trading ahead of macro-news announcements
Volume 121, Issue 3, September 2016, page 496-520
Abbassi,
Puriya, Iyer, Rajkamal, Peydr, Jos-Luis, and Tous, Francesc R.
Appendix to: Securities
trading by banks and credit supply: Micro-evidence from the crisis
Volume 121, Issue 3, September 2016, page 569-594
Pelizzon,
Loriana, Subrahmanyam, Marti G., Tomio, Davide, Uno, Jun
Appendix to:
Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?
Volume 122, Issue 1, October 2016, page 86-115
Jacobs,
Heiko
Appendix to: Market maturity and
mispricing
Volume 122, Issue 2, November 2016, page 270-287
Cremers,
Martijn, and Pareek, Ankur
Appendix to: Patient capital
outperformance: The investment skill of high active share managers who
trade infrequently
Volume 122, Issue 2, November 2016, page 288-306
Liu,
Xiaoding
Appendix to: Corruption culture and corporate
misconduct
Volume 122, Issue 2, November 2016, page 307-327
Han,
Yufeng, Zhou, Guofu, and Zhu, Yingzi
Appendix to: A trend factor: Any
economic gains from using information over investment horizons?
Volume 122, Issue 2, November 2016, page 352-375
Appendix to: Playing it safe? Managerial preferences, risk, and agency conflicts
Volume 122, Issue 3, December 2016, page 4331-455 Correa, Ricardo and Lel, Ugur
Appendix to: Say on pay laws, executive compensation, pay slice, and firm valuation around the world
Volume 122, Issue 3, December 2016, page 500-520
Avdis,
Efstathios
Appendix to: Information tradeoffs in
dynamic financial markets
Volume 122, Issue 3, December 2016, page 568-584
Shue,
Kelly, and Townsend, Richard
Appendix to: Growth through
rigidity: An explanation for the rise in CEO pay
Volume 123, Issue 1, January 2017, page 1-21
Di
Maggio, Marco, and Kacperczyk, Marcin
Appendix to: The unintended
consequences of the zero lower bound policy
Volume 123, Issue 1, January 2017, page 59-80
Braun,
Reiner, Jenkinson, Tim, and Stoff, Ingo
Appendix to: How persistent
is private equity performance? Evidence from deal-level data
Volume 123, Issue 2, February 2017, page 273-291
Appendix to: Leverage and strategic preemption: Lessons from entry plans and incumbent investments
Volume 123, Issue 2, February 2017, page 292-312 Wang, Huijun, Yan, Jinghua, and Yu, Jianfeng
Appendix to: Reference-dependent preferences and the risk-return trade-off
Volume 123, Issue 2, February 2017, page 395-414 Prilmeier, Robert
Appendix to: Why do loans contain covenants? Evidence from lending relationships
Volume 123, Issue 3, March 2017, page 558-579 Bekaert, Geert, Hoyem, Kenton, Hu, Wei-Yin, and Ravina, Enrichetta
Appendix to: Who is internationally diversified? Evidence from the 401(k) plans of 296 firms
Volume 124, Issue 1, April 2017, page 86-112
Mukherjee,
Abhiroop, Singh, Manpreet, and Zaldokas, Alminas
Appendix to: Do
corporate taxes hinder innovation?
Volume 124, Issue 1, April 2017, page 195-221
Buti,
Sabrina, Rindi, Barbara, and Werner, Ingrid M.
Appendix to: Dark pool trading
strategies, market quality and welfare
Volume 124, Issue 2, May 2017, page 244-265
Appendix to: The value of trading relationships in turbulent times
Volume 124, Issue 2, May 2017, page 266-284 Lee, Charles M.C., and So, Eric C.
Appendix to: Uncovering expected returns: Information in analyst coverage proxies
Volume 124, Issue 2, May 2017, page 331-348
Subrahmanyam, Marti G., Tang, Dragon Yongjun, and Wang, Sarah Qian
Appendix to: Credit
default swaps, exacting creditors and corporate liquidity management
Volume 124, Issue 2, May 2017, page 395-414
Appendix to: CEO talent, CEO compensation, and product market competition
Volume 125, Issue 1, July 2017, page 48-71 Dyreng, Scott D., Hanlon, Michelle, Maydew, Edward L., and Thornock, Jacob R.
Appendix to: Changes in corporate effective tax rates over the past 25 years
Volume 124, Issue 3, June 2017, page 441-463 Cain, Matthew D., McKeon, Stephen B., and Solomon, Steven Davidoff
Appendix to: Do takeover laws matter? Evidence from five decades of hostile takeovers
Volume 124, Issue 3, June 2017, page 464-485
Brogaard,
Jonathan, Li, Dan, and Xia, Ying
Appendix to: Stock liquidity and
default risk
Volume 124, Issue 3, June 2017, page 486-502
Appendix to: The effects of removing barriers to equity issuance
Volume 124, Issue 3, June 2017, page 580-598 Blanco, Ivan and Wehrheim, David
Appendix to: The bright side of financial derivatives: Options trading and firm innovation
Volume 125, Issue 1, July 2017, page 99-119 Cortes, Kristle Romero and Strahan, Philip E.
Appendix to: Tracing out capital flows: How financially integrated banks respond to natural disasters
Volume 125, Issue 1, July 2017, page 182-199 Hoberg, Gerard and Moon, S. Katie
Appendix to: Offshore activities and financial vs operational hedging
Volume 125, Issue 2, August 2017, page 217-244 Hartman-Glaser, Barney
Appendix to: Reputation and signaling in asset sales
Volume 125, Issue 2, August 2017, page 245-265 Hugonnier, Julien and Morellec, Erwan
Appendix to: Bank capital, liquid reserves, and insolvency risk
Volume 125, Issue 2, August 2017, page 266-285 Brown, David C. and Davies, Shaun William
Appendix to: Moral hazard in active asset management
Volume 125, Issue 2, August 2017, page 311-325 Dittmar, Robert F., and Lundblad, Christian T.
Appendix to: Firm characteristics, consumption risk, and firm-level risk exposures
Volume 125, Issue 2, August 2017, page 326-343 Agarwal, Vikas, Arisoy, Y. Eser, and Naik, Narayan Y.
Appendix to: Volatility of aggregate volatility and hedge fund returns
Volume 125, Issue 3, September 2017, page 491-510 Avdis, Efstathios and Wachter, Jessica A.
Appendix to: Maximum likelihood estimation of the equity premium
Volume 125, Issue 3, September 2017, page 589-609 Dessaint, Olivier, and Matray, Adrien
Appendix to: Do managers overreact to salient risks? Evidence from hurricane strikes
Volume 126, Issue 1, October 2017, page 97-121 Bena, Jan, Ferreira, Miguel A., Matos, Pedro, and Pires, Pedro
Appendix to: Are foreign investors locusts? The long-term effects of foreign institutional ownership
Volume 126, Issue 1, October 2017, page 122-146 Borochin, Paul, and Yang, Jie
Appendix to: The effects of institutional investor objectives on firm valuation and governance
Volume 126, Issue 1, October 2017, page 171-199 Dimopoulos, Theodosios and Sacchetto, Stefano
Appendix to: Merger activity in industry equilibrium
Volume 126, Issue 1, October 2017, page 200-226 Mueller, Philippe, Stathopoulos, Andreas, and Vedolin, Andrea
Appendix to: International correlation risk
Volume 126, Issue 2, November 2017, page 270-299 Cremers, K. J. Martijn, Litov, Lubomir P., and Sepe, Simone M.
Appendix to: Staggered boards and long-term firm value, revisited
Volume 126, Issue 2, November 2017, page 422-444
Bali,
Turan G., Brown, Stephen J., and Tang, Yi
Appendix to: Is economic uncertainty priced in the cross-section of stock returns?
Volume 126, Issue 3, December 2017, page 471-489
Appendix to: Offshore schemes and tax evasion: The role of banks
Volume 126, Issue 3, December 2017, page 516-542
Levit, Doron
Appendix to: Advising shareholders in takeovers
Volume 126, Issue 3, December 2017, page 614-634
Appendix to: Tax uncertainty and retirement savings diversification
Volume 126, Issue 3, December 2017, page 689-712 Matvos, Gregor, Seru, Amit, and Silva, Rui C.
Appendix to: Financial market frictions and diversification
Volume 127, Issue 1, January 2018, page 21-50
Beck, Thorsten, Degryse, Hans, De Haas, Ralph, and van Horen, Neeltje
Appendix to: When arm's length is too far: Relationship banking over the credit cycle
Volume 127, Issue 1, January 2018, page 174-196
Parise, Gianpaolo
Appendix to: Threat of entry and debt maturity: Evidence from airlines
Volume 127, Issue 1, February 2018, page 226-247
Golez, Benjamin, and Koudijs, Peter
Appendix to: Four centuries of return predictability
Volume 127, Issue 1, February 2018, page 248-263
Appendix to: Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers' Estimate System
Volume 127, Issue 1, February 2018, page 366-388
Cline, Brandon N., Walkling, Ralph A., and Yore, Adam S.
Appendix to: The consequences of managerial indiscretions: Sex, lies, and firm value
Volume 127, Issue 1, February 2018, page 389-415
Agarwal, Vikas, Green, T. Clifton, and Ren, Honglin
Appendix to: Alpha or beta in the eye of the beholder: What drives hedge fund flows?
Volume 127, Issue 3, March 2018, page 417-434
Appendix to: Disagreement about inflation and the yield curve
Volume 127, Issue 3, March 2018, page 459-484
Gilbert, Thomas, Hrdlicka, Christopher, and Kamara, Avraham
Appendix to: The structure of information release and the factor structure of returns
Volume 127, Issue 3, March 2018, page 546-566
Bernile, Gennaro, Bhagwat, Vineet, and Yonker, Scott
Appendix to: Board diversity, firm risk, and corporate policies
Volume 127, Issue 3, March 2018, page 588-612
Appendix to: Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options markets
Volume 128, Issue 1, April 2018, page 38-65 Neuhann, Daniel, and Saidi, Farzad
Appendix to: Do universal banks finance riskier but more productive firms?
Volume 128, Issue 1, April 2018, page 66-85 Campbell, John Y., Giglio, Stefano, Polk, Christopher, and Turley, Robert
Appendix to: An intertemporal CAPM with stochastic volatility
Volume 128, Issue 2, May 2018, page 207-233 Brogaard, Jonathan, Carrion, Allen, Moyaert, Thibaut, Riordan, Ryan, Shkilko, Andriy, and Sokolov, Konstantin
Appendix to: High frequency trading and extreme price movements
Volume 128, Issue 2, May 2018, page 253-265 Klasa, Sandy, Ortiz-Molina, Hernan, Serfling, Matthew A., and Srinivasan, Shweta
Appendix to: Protection of trade secrets and capital structure decisions
Volume 128, Issue 2, May 2018, page 266-286
Wang, Wenyu
Appendix to: Bid anticipation, information revelation, and merger gains
Volume 128, Issue 2, May 2018, page 320-343
Joslin, Scott, and Konchitchki, Yaniv
Appendix to: Interest rate volatility, the yield curve, and the macroeconomy
Volume 128, Issue 2, May 2018, page 344-362
Appendix to: CEO attributes, compensation, and firm value: Evidence from a structural estimation
Volume 128, Issue 2, May 2018, page 378-401 Guiso, Luigi, Sapienza, Paola, and Zingales, Luigi
Appendix to: Time varying risk aversion
Volume 128, Issue 3, June 2018, page 403-421 Kolasinski, Adam C., and Yang, Nan
Appendix to: Managerial myopia and the mortgage meltdown
Volume 128, Issue 3, June 2018, page 466-485 Berrada, Tony, Detemple, Jerome, and Rindisbacher, Marcel
Appendix to: Asset pricing with beliefs-dependent risk aversion and learning
Volume 128, Issue 3, June 2018, page 504-534 Del Guercio, Diane, Genc, Egemen, and Tran, Hai
Appendix to: Playing favorites: Conflicts of interest in mutual fund management
Volume 128, Issue 3, June 2018, page 535-557
Davies, Shaun William, and Van Wesep, Edward D.
Appendix to: The unintended consequences of divestment
Volume 128, Issue 3, June 2018, page 558-575
Cookson, J. Anthony
Appendix to: When saving is gambling
Volume 129, Issue 1, July 2018, page 24-45
D'Acunto, Francesco, Liu, Ryan, Pflueger, Carolin, and Weber, Michael
Appendix to: Flexible prices and leverage
Volume 129, Issue 1, July 2018, page 46-68
Appendix to: Downside risks and the cross-section of asset returns
Volume 129, Issue 1, July 2018, page 69-86
La Spada, Gabriele
Appendix to: Competition, reach for yield, and money market funds
Volume 129, Issue 1, July 2018, page 87-110
Lee, Kyeong Hun, Mauer, David C., and Xu, Emma Qianying
Appendix to: Human capital relatedness and mergers and acquisitions
Volume 129, Issue 1, July 2018, page 111-135
Appendix to: How does the stock market absorb shocks?
Volume 129, Issue 1, July 2018, page 136-153
Azizpour, S., Giesecke, K., and Schwenkler, G.
Appendix to: Exploring the sources of default clustering
Volume 129, Issue 1, July 2018, page 154-183
Appendix to: The effects of media slant on firm behavior
Volume 129, Issue 1, July 2018, page 184-202 Harris, Robert S., Jenkinson, Tim, Kaplan, Steven N., and Stucke, Ruediger
Appendix to: Financial intermediation in private equity: How well do funds of funds perform?
Volume 129, Issue 2, August 2018, page 287-305
Malamud, Semyon and Vilkov, Grigory
Appendix to: Non-myopic betas
Volume 129, Issue 2, August 2018, page 357-381
Landoni, Mattia
Appendix to: Tax distortions and bond issue pricing
Volume 129, Issue 2, August 2018, page 382-393
Gao, Lei, Han, Yufeng, Li, Sophia Zhengzi, and Zhou, Guofu
Appendix to: Market intraday momentum
Volume 129, Issue 2, August 2018, page 394-414
Appendix to: Equity issuances and agency costs: The telling story of shareholder approval around the world
Volume 129, Issue 3, September 2018, page 415-439 Asness, Cliff, Frazzini, Andrea, Israel, Ronen, Moskowitz, Tobias, and Pedersen, Lasse H.
Appendix to: Size matters, if you control your junk
Volume 129, Issue 3, September 2018, page 479-509 Gornall, Will, and Strebulaev, Ilya A.
Appendix to: Financing as supply chain: The capital structure of banks and borrowers
Volume 129, Issue 3, September 2018, page 510-530 Bonaime, Alice, Gulen, Huseyin, and Ion, Mihai
Appendix to: Does policy uncertainty affect mergers and acquisitions?
Volume 129, Issue 3, September 2018, page 531-558
Phalippou, Ludovic, Rauch, Christian, and Umber, Marc
Appendix to: Private equity portfolio company fees
Volume 129, Issue 3, September 2018, page 559-585
Kruger, Samuel
Appendix to: The effect of mortgage securitization on foreclosure and modification
Volume 129, Issue 3, September 2018, page 586-607
Appendix to: Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity
Volume 130, Issue 1, October 2018, page 48-73
Hochberg, Yael V., Serrano, Carlos J., and Ziedonis, Rosemarie H.
Appendix to: Patent Collateral, investor commitment, and the market for venture lending
Volume 130, Issue 1, October 2018, page 74-94
Appendix to: Day of the week and the cross-section of returns
Volume 130, Issue 1, October 2018, page 182-214 Bargeron, Leonce, Denis, David, and Lehn, Kenneth
Appendix to: Financing investment spikes in the years surrounding World War I
Volume 130, Issue 2, November 2018, page 215-236
Brav, Alon, Jiang, Wei, Ma, Song, and Tian, Xuan
Appendix to: How does hedge fund activism reshape corporate innovation?
Volume 130, Issue 2, November 2018, page 237-264
Lee, Li, Di, Taylor, Lucian A., and Wang, Wenyu
Appendix to: Inefficiencies and externalities from opportunistic acquirers
Volume 130, Issue 2, November 2018, page 265-290
Chaigneau, Pierre, Edmans, Alex, and Gottlieb, Daniel
Appendix to: Does improved information improve incentives?
Volume 130, Issue 2, November 2018, page 291-307
Appendix to: Regulating dark trading: Order flow segmentation and market quality
Volume 130, Issue 2, November 2018, page 347-366 Dugast, Jerome, and Foucault, Thierry
Appendix to: Data abundance and asset price informativeness
Volume 130, Issue 2, November 2018, page 367-391 Adams, Renee, Keloharju, Matti, and Kn�pfer, Samuli
Appendix to: Are CEOs born leaders? Lessons from traits of a million individuals
Volume 130, Issue 2, November 2018, page 392-408 Wagner, Alexander F., Zeckhauser, Richard J., and Ziegler, Alexandre
Appendix to: Company stock price reactions to the 2016 election shock: Trump, taxes, and trade
Volume 130, Issue 2, November 2018, page 428-451
Badarinza, Cristian, and Ramadorai, Tarun
Appendix to: Home away from home? Foreign demand and London house prices
Volume 130, Issue 3, December 2018, page 532-555
Lee, Jongsub, Naranjo, Andy, and Velioglu, Guner
Appendix to: When do CDS spreads lead? Rating events, private
entities, and firm-specific information flows
Volume 130, Issue 3, December 2018, page 556-578
Deng, Yongheng, Liu, Xin, and Wei, Shang-Jin
Appendix to: One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?
Volume 130, Issue 3, December 2018, page 663-692
Sun, Lin and Teo, Melvyn
Appendix to: Public hedge funds
Volume 131, Issue 1, January 2019, page 44-60
Gorbenko, Alexander S.
Appendix to: How do valuations impact outcomes of asset sales with heterogeneous bidders?
Volume 131, Issue 1, January 2019, page 88-117
Appendix to: Good disclosure, bad disclosure
Volume 131, Issue 1, January 2019, page 118-138 Cai, Fang, Han, Song, Li, Dan and Li, Yi
Appendix to: Institutional herding and its price impact: Evidence from the corporate bond market
Volume 131, Issue 1, January 2019, page 139-167 Bai, Jennie, Goldstein, Robert, and Yang, Fan
Appendix to: The leverage effect and the basket-index put spread
Volume 131, Issue 1, January 2019, page 186-205
Harford, Jarrad, Stanfield, Jared, and Zhang, Feng
Appendix to: Are target shareholders systematically exploited in management buyouts and freezeouts?
Volume 131, Issue 1, January 2019, page 206-231
Parlatore, Cecilia
Appendix to: Collateralizing liquidity
Volume 131, Issue 2, February 2019, page 299-322
Appendix to: Inferring latent social networks from stock holdings
Volume 131, Issue 2, February 2019, page 323-344 Chod, Jiri, Lyandres, Evgeny, and Yang, S. Alex
Appendix to: Trade credit and supplier competition
Volume 131, Issue 2, February 2019, page 484-505
Moreira, Alan, and Muir, Tyler
Appendix to: Should long-term investors time volatility?
Volume 131, Issue 3, March 2019, page 507-527
Keys, Benjamin J., and Wang, Jialan
Appendix to: Minimum payments and debt paydown in consumer credit cards
Volume 131, Issue 3, March 2019, page 528-548
Phelan, Gregory, and Toda, Alexis Akira
Appendix to: Securitized markets, international capital flows, and global welfare
Volume 131, Issue 3, March 2019, page 571-592
Appendix to: Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Volume 131, Issue 3, March 2019, page 593-618 Bai, Jennie, Bali, Turan G., and Wen, Quan
Appendix to: Common risk factors in the cross-section of corporate bond returns
Volume 131, Issue 3, March 2019, page 619-642
Michaelides, Alexander, Milidonis, Andreas, and Nishiotis, George P.
Appendix to: Private information in currency markets
Volume 131, Issue 3, March 2019, page 643-665
Kapadia, Nishad, and Zekhnini, Morad
Appendix to: Do idiosyncratic jumps matter?
Volume 131, Issue 3, March 2019, page 666-692
Dyck, Alexander, Lins, Karl V., Roth, Lukas, and Wagner, Hannes F.
Appendix to: Do institutional investors drive corporate social responsibility? International evidence
Volume 131, Issue 3, March 2019, page 693-714
Lu, Zhongjin, and Murray, Scott
Appendix to: Bear beta
Volume 131, Issue 3, March 2019, page 736-760
Appendix to: Are lemons sold first? Dynamic signaling in the mortgage market
Volume 132, Issue 1, April 2019, page 1-25
Ben-David, Itzhak, Birru, Justin, and Rossi, Andrea
Appendix to: Industry familiarity and trading: Evidence from the personal portfolios of industry insiders
Volume 132, Issue 1, April 2019, page 49-75
Brown, Gregory W., Gredil, Oleg R., and Kaplan, Steven N.
Appendix to: Do private equity funds manipulate reported returns?
Volume 132, Issue 1, May 2019, page 267-297
Gentry, Matthew, and Stroup, Caleb
Appendix to: Entry and competition in takeover auctions
Volume 132, Issue 1, May 2019, page 298-324
Schneider, Paul
Appendix to: An anatomy of the market return
Volume 132, Issue 1, May 2019, page 325-350
Santos, Joao A.C., and Suarez, Javier
Appendix to: Liquidity standards and the value of an informed lender of last resort
Volume 132, Issue 1, May 2019, page 351-368
Huang, Shiyang, Huang, Yulin, and Lin, Tse-Chun
Appendix to: Attention allocation and return co-movement:
Evidence from repeated natural experiments
Volume 132, Issue 1, May 2019, page 369-383
Pandolfi, Lorenzo, and Williams, Tomas
Appendix to: Capital flows and sovereign debt markets: Evidence from index rebalancings
Volume 132, Issue 1, May 2019, page 384-403
Appendix to: Mood, firm behavior, and aggregate economic outcomes
Volume 132, Issue 1, May 2019, page 427-450
Donangelo, Andres, Gourio, Francois, Kehrig, Matthias, and Palacios, Miguel
Appendix to: The cross section of labor leverage and equity returns
Volume 132, Issue 1, May 2019, page 497-518
Malamud, Semyon, and Zucchi, Francesca
Appendix to: Liquidity, innovation, and endogenous growth
Volume 132, Issue 1, May 2019, page 519-541
Heimer, Rawley Z., and Simsek, Alp
Appendix to: Should retail investors' leverage be limited?
Volume 132, Issue 2, June 2019, page 1-21
Choi, Jin Hyuk, Larsen, Kasper, and Seppi, Duane J.
Appendix to: Information and trading targets in a dynamic market equilibrium
Volume 132, Issue 2, June 2019, page 22-49
Huang, Darien, and Kilic, Mete
Appendix to: Gold, platinum, and expected stock returns
Volume 132, Issue 2, June 2019, page 50-75
Lee, Charles M. C., Sun, Stephen Teng, Wang, Rongfei, and Zhang, Ran
Appendix to: Technological links and predictable returns
Volume 132, Issue 2, June 2019, page 76-96
Hasler, Michael, Khapko, Mariana, and Marfe, Roberto
Appendix to: Should investors learn about the timing of equity risk?
Volume 132, Issue 2, June 2019, page 182-204
Appendix to: Government debt and the returns to innovation
Volume 132, Issue 2, June 2019, page 205-225 Masulis, Ronald W., and Zhang, Emma Jincheng
Appendix to: How valuable are independent directors? Evidence from external distractions
Volume 132, Issue 2, June 2019, page 226-256
Allen, Franklin, Qian, Yiming, Tu, Guoqian, and Yu, Frank
Appendix to: Entrusted loans: A close look at China's shadow banking system
Volume 133, Issue 1, July 2019, page 18-41
Hanselaar, Rogier M., Stulz, Rene M., and van Dijk, Mathijs A.
Appendix to: Do firms issue more equity when markets become more liquid?
Volume 133, Issue 1, July 2019, page 64-82
Appendix to: The information sensitivity of debt in good and bad times
Volume 133, Issue 1, July 2019, page 99-112
Crane, Alan D., Koch, Andrew, and Michenaud, Sebastien
Appendix to: Institutional investor cliques and governance
Volume 133, Issue 1, July 2019, page 175-197
Antill, Samuel, and Grenadier, Steven R.
Appendix to: Optimal capital structure and bankruptcy choice: Dynamic bargaining vs. liquidation
Volume 133, Issue 1, July 2019, page 198-224
Appendix to: In search of preference shock risks: Evidence from longevity risks and momentum profits
Volume 133, Issue 1, July 2019, page 225-249 Jegadeesh, Narasimhan, Noh, Joonki, Pukthuanthong, Kuntara, Roll, Richard, and Wang, Junbo
Appendix to: Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation
Volume 133, Issue 2, August 2019, page 273-298 Calomiris, Charles, and Mamaysky, Harry
Appendix to: How news and its context drive risk and returns around the world
Volume 133, Issue 2, August 2019, page 299-336
Demirci, Irem, Huang, Jennifer, and Sialm, Clemens
Appendix to: Government debt and corporate leverage: International evidence
Volume 133, Issue 2, August 2019, page 337-356
Appendix to: Financial frictions and employment during the Great Depression
Volume 133, Issue 3, September 2019, page 541-563
Sun, Qi, and Xiaolan, Mindy Zhang
Appendix to: Financing intangible capital
Volume 133, Issue 3, September 2019, page 564-588
Appendix to: Firing the wrong workers: Financing constraints and labor misallocation
Volume 133, Issue 3, September 2019, page 589-607
Bernstein, Shai, Colonnelli, Emanuele, Giroud, Xavier, and Iverson, Benjamin
Appendix to: Bankruptcy spillovers
Volume 133, Issue 3, September 2019, page 608-633
Antoni, Manfred, Maug, Ernst, and Obernberger, Stefan
Appendix to: Private equity and human capital risk
Volume 133, Issue 3, September 2019, page 634-657
Bennedsen, Morten, Tsoutsoura, Margarita, and Wolfenzon, Daniel
Appendix to: Drivers of effort: Evidence from
employee absenteeism
Volume 133, Issue 3, September 2019, page 658-684
Appendix to: Corporate leverage and employees' rights in bankruptcy
Volume 133, Issue 3, September 2019, page 685-707
Appel, Ian, Farre-Mensa, Joan, and Simintzi, Elena
Appendix to: Patent trolls and startup employment
Volume 133, Issue 3, September 2019, page 708-725
Griffin, John M., Kruger, Samuel, and Maturana, Gonzalo
Appendix to: Do labor markets discipline? Evidence from RMBS bankers
Volume 133, Issue 3, September 2019, page 726-750
Appendix to: The value of collateral in trade finance
Volume 134, Issue 1, October 2019, page 91-109
Segal, Gill
Appendix to: A tale of two volatilities: Sectoral uncertainty, growth, and asset prices
Volume 134, Issue 1, October 2019, page 110-140
Comerton-Forde, Carole, Gregoire, Vincent, and Zhong, Zhuo
Appendix to: Inverted fee structures, tick size, and market quality
Volume 134, Issue 1, October 2019, page 141-164
Christensen, Bent Jesper, and van der Wel, Michel
Appendix to: An asset pricing approach to testing general term structure
models
Volume 134, Issue 1, October 2019, page 165-191
Lou, Dong, Polk, Christopher, and Skouras, Spyros
Appendix to: A tug of war: Overnight versus intraday expected returns
Volume 134, Issue 1, October 2019, page 192-213
Lin, Leming, Mihov, Atanas, Sanz, Leandro, and Stoyanova, Detelina
Appendix to: Property rights institutions, foreign investment, and the valuation of multinational firms
Volume 134, Issue 1, October 2019, page 214-235
Green, T. Clifton, Huang, Ruoyan, Wen, Quan, and Zhou, Dexin
Appendix to: Crowdsourced employer reviews and stock returns
Volume 134, Issue 1, October 2019, page 236-251
Appendix to: Disaster on the horizon: The price effect of sea level rise
Volume 134, Issue 2, November 2019, page 253-272
Harvey, Campbell R., and Liu, Yan
Appendix to: Cross-sectional alpha dispersion and performance evaluation
Volume 134, Issue 2, November 2019, page 273-296
Appendix to: Shareholder bargaining power and the emergence of empty creditors
Volume 134, Issue 2, November 2019, page 297-317 Rehse, Dominik, Riordan, Ryan, Rottke, Nico, and Zietz, Joachim
Appendix to: The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy
Volume 134, Issue 2, November 2019, page 318-332 Ashcraft, Adam, Gooriah, Kunal, and Kermani, Amir
Appendix to: Does skin-in-the-game affect security performance?
Volume 134, Issue 2, November 2019, page 333-354
Malceniece, Laura, Malcenieks, Karlis, and Putnins, Talis J.
Appendix to: High frequency trading and comovement in financial markets
Volume 134, Issue 2, November 2019, page 381-399
He, Jie, Huang, Jiekun, and Zhao, Shan
Appendix to: Internalizing governance externalities: The role of institutional cross-ownership
Volume 134, Issue 2, November 2019, page 400-418
Di Maggio, Marco, Franzoni, Francesco, Kermani, Amir, and Sommavilla, Carlo
Appendix to: The relevance of broker networks for information diffusion in the stock market
Volume 134, Issue 2, November 2019, page 419-446
Kelly, Bryan, Pruitt, Seth, and Su, Yinan
Appendix to: Characteristics are covariances: A unified model of risk and return
Volume 134, Issue 3, December 2019, page 501-524
Natividad, Gabriel
Appendix to: Stunted firms: The long-term impacts of colonial taxation
Volume 134, Issue 3, December 2019, page 525-548
Barras, Laurent
Appendix to: A large-scale approach for evaluating asset pricing models
Volume 134, Issue 3, December 2019, page 549-569
Dougal, Casey, Gao, Pengjie, Mayew, William J., and Parsons, Christopher A.
Appendix to: What's in a (school) name? Racial discrimination in higher
education bond markets
Volume 134, Issue 3, December 2019, page 570-590
Brown, James R., Cookson, J. Anthony, and Heimer, Rawley Z.
Appendix to: Growing up without finance
Volume 134, Issue 3, December 2019, page 591-616
Shi, Zhan
Appendix to: Time-varying ambiguity, credit spreads, and the levered equity premium
Volume 134, Issue 3, December 2019, page 617-646
Akiyoshi, Fumio
Appendix to: Effects of separating commercial and investment banking: Evidence from the dissolution of a joint venture investment bank
Volume 134, Issue 3, December 2019, page 703-714
Agarwal, Sumit, He, Jia, Sing, Tien Foo, and Song, Changcheng
Appendix to: Do real estate agents have information advantages in housing markets?
Volume 134, Issue 3, December 2019, page 715-735
Cong, Lin William, Grenadier, Steven, and Hu, Yunzhi
Appendix to: Dynamic interventions and informational linkages
Volume 135, Issue 1, January 2020, page 1-15
Goldstein, Michael A. and Hotchkiss, Edith S.
Appendix to: Providing liquidity in an illiquid market: Dealer behavior in U.S. corporate bonds
Volume 135, Issue 1, January 2020, page 16-40
Cujean, Julien
Appendix to: Idea sharing and the performance of mutual funds
Volume 135, Issue 1, January 2020, page 88-119
Appendix to: Squaring venture capital valuations with reality
Volume 135, Issue 1, January 2020, page 120-143
Gompers, Paul, Gornall, Will, Kaplan, Steven N., and Strebulaev, Ilya A.
Appendix to: How do venture capitalists make decisions?
Volume 135, Issue 1, January 2020, page 169-190
Jacobs, Heiko and Muller, Sebastian
Appendix to: Anomalies across the globe: Once public, no longer existent?
Volume 135, Issue 1, January 2020, page 213-230
Oh, Hyunseung, and Yoon, Chamna
Appendix to: Time to build and the real-options channel of residential investment
Volume 135, Issue 1, January 2020, page 255-269
Kozak, Serhiy, Nagel, Stefan, and Santosh, Shrihari
Appendix to: Shrinking the cross section
Volume 135, Issue 2, February 2020, page 271-292
Ozdagli, Ali, and Velikov, Mihail
Appendix to: Show me the money: The monetary policy risk premium
Volume 135, Issue 2, February 2020, page 320-339
Todorov, Karamfil
Appendix to: Quantify the quantitative easing: Impact on bonds and corporate debt issuance
Volume 135, Issue 2, February 2020, page 340-358
Eisele, Alexander, Nefedova, Tamara, Parise, Gianpaolo, and Peijnenburg, Kim
Appendix to: Trading out of sight: An analysis of cross-trading in mutual fund families
Volume 135, Issue 2, February 2020, page 359-378
Langlois, Hugues
Appendix to: Measuring skewness premia
Volume 135, Issue 2, February 2020, page 399-424
Gao, Pengjie, Lee, Chang, and Murphy, Dermot
Appendix to: Financing dies in darkness? The impact of newspaper closures on public finance
Volume 135, Issue 2, February 2020, page 445-467
Painter, Marcus
Appendix to: An inconvenient cost: The effects of climate change on municipal bonds
Volume 135, Issue 2, February 2020, page 468-482
Chen, Tao, Dong, Hui, and Lin, Chen
Appendix to: Institutional shareholders and corporate social responsibility
Volume 135, Issue 2, February 2020, page 483-504
Islam, Emdad, and Zein, Jason
Appendix to: Inventor CEOs
Volume 135, Issue 2, February 2020, page 505-527
Yang, Yung Chiang, Zhang, Bohui, and Zhang, Chu
Appendix to: Is information risk priced? Evidence from abnormal idiosyncratic volatility
Volume 135, Issue 2, February 2020, page 528-554
Hennessy, Christopher A., Kasahara, Akitada, and Strebulaev, Ilya A.
Appendix to: Empirical analysis of corporate tax reforms: What is the null and where did it come from?
Volume 135, Issue 3, March 2020, page 555-576
Appendix to: Do fire sales create externalities?
Volume 135, Issue 3, March 2020, page 602-628
Asness, Cliff, Frazzini, Andrea, Gormsen, Niels Joachim, and Pedersen, Lasse Heje
Appendix to: Betting against correlation: Testing theories of the low-risk effect
Volume 135, Issue 3, March 2020, page 629-652
Ewens, Michael, and Townsend, Richard R.
Appendix to: Are early stage investors biased against women?
Volume 135, Issue 3, March 2020, page 653-677
Appendix to: Employment effects of unconventional monetary policy: Evidence from QE
Volume 135, Issue 3, March 2020, page 678-703 Atilgan, Yigit, Bali, Turan G., Demirtas, K. Ozgur, and Gunaydin, A. Doruk
Appendix to: Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
Volume 135, Issue 3, March 2020, page 725-753
Choi, Yong Seok, Doshi, Hitesh, Jacobs, Kris, and Turnbull, Stuart M.
Appendix to: Pricing structured products with economic covariates
Volume 135, Issue 3, March 2020, page 754-773
Huang, Dashan, Li, Jiangyuan, Wang, Liyao, and Zhou, Guofu
Appendix to: Time-series momentum: Is it there?
Volume 135, Issue 3, March 2020, page 774-794
Duarte, Jefferson, Hu, Edwin, and Young, Lance
Appendix to: A comparison of some structural models of private information arrival
Volume 135, Issue 3, March 2020, page 795-815
Kimball, Miles S., Shapiro, Matthew D., Shumway, Tyler, and Zhang, Jing
Appendix to: Portfolio rebalancing in general equilibrium
Volume 135, Issue 3, March 2020, page 816-834
Feldman, David, Saxena, Konark, and Xu, Jingrui
Appendix to: Is the active fund management industry concentrated enough? (proofs)
Appendix to: Is the active fund management industry concentrated enough? (empirical results)
Volume 136, Issue 1, April 2020, page 23-43
Pitk�j�rvi, Aleksi, Suominen, Matti, and Vaittinen, Lauri
Appendix to: Cross-asset signals and time series momentum
Volume 136, Issue 1, April 2020, page 63-85
Appendix to: OTC premia
Volume 136, Issue 1, April 2020, page 86-105 Maturana, Gonzalo, and Nickerson, Jordan
Appendix to: Real effects of workers' financial distress: Evidence from teacher spillovers?
Volume 136, Issue 1, April 2020, page 137-151 Dahlquist, Magnus, and Hasseltoft, Henrik
Appendix to: Economic momentum and currency returns
Volume 136, Issue 1, April 2020, page 152-167
Evans, Richard B., Prado, Melissa Porras, and Galacho, Rafael Zambrana
Appendix to: Competition and cooperation in mutual fund families
Volume 136, Issue 1, April 2020, page 168-188
Appendix to: Monetary stimulus and bank lending
Volume 136, Issue 1, April 2020, page 189-218 Muravyev, Dmitriy, and Ni, Xuechuan (Charles)
Appendix to: Why do option returns change sign from day to night?
Volume 136, Issue 1, April 2020, page 219-238
Bernstein, Shai, Dev, Abhishek, and Lerner, Josh
Appendix to: The creation and evolution of entrepreneurial public markets
Volume 136, Issue 2, May 2020, page 307-329
Collin-Dufresne, Pierre, Daniel, Kent, and Saglam, Mehmet
Appendix to: Liquidity regimes and optimal dynamic asset allocation
Volume 136, Issue 2, May 2020, page 379-406
Appendix to: Mutual fund investments in private firms
Volume 136, Issue 2, May 2020, page 407-443 Boons, Martijn, Duarte, Fernando, de Roon, Frans, and Szymanowska, Marta
Appendix to: Time-varying inflation risk and stock returns
Volume 136, Issue 2, May 2020, page 444-470 Gallagher, Emily A., Gopalan, Radhakrishnan, Grinstein-Weiss, Michal, and Sabat, Jorge
Appendix to: Medicaid and household savings behavior: New evidence from tax refunds
Volume 136, Issue 2, May 2020, page 523-546
Delis, Manthos D., Hasan, Iftekhar, and Ongena, Steven
Appendix to: Democracy and credit
Volume 136, Issue 2, May 2020, page 571-596
Appendix to: Reducing information frictions in venture capital: The role of new venture competitions
Volume 136, Issue 3, June 2020, page 676-694 Bar-Isaac, Heski, and Shapiro, Joel
Appendix to: Blockholder voting
Volume 136, Issue 3, June 2020, page 695-717
Gryglewicz, Sebastian, Mayer, Simon, and Morellec, Erwan
Appendix to: Agency conflicts and short- vs. long-termism in corporate policies
Volume 136, Issue 3, June 2020, page 718-742
Appendix to: Information flows among rivals and corporate investment
Volume 136, Issue 3, June 2020, page 760-779
Opie, Wei, and Riddiough, Steven J.
Appendix to: Global currency hedging with common risk factors
Volume 136, Issue 3, June 2020, page 780-805
Appendix to: Liquidity supply by broker-dealers and real activity
Volume 136, Issue 3, June 2020, page 806-827 Wang, Wenyu, and Wu, Yufeng
Appendix to: Managerial control benefits and takeover market efficiency
Volume 136, Issue 3, June 2020, page 857-878
Chen, Zhuo, He, Zhiguo, and Liu, Chun
Appendix to: The financing of local government in China: Stimulus loan wanes and
shadow banking waxes
_
Volume 137, Issue 1, July 2020, page 42-71
Appendix to: Why does public news augment information asymmetries?
Volume 137, Issue 1, July 2020, page 72-89
Segura, Anatoli, and Zeng, Jing
Appendix to: Off-balance sheet funding, voluntary support and investment efficiency
Volume 137, Issue 1, July 2020, page 90-107
Henderson, Brian J., Pearson, Neil D., and Wang, Li
Appendix to: Pre-trade hedging: Evidence from the issuance of retail structured products
_
Volume 137, Issue 1, July 2020, page 108-128
Augustin, Patrick, Chernov, Mikhail, and Song, Dongho
Appendix to: Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads
Volume 137, Issue 1, July 2020, page 129-151
Della Seta, Marco, Morellec, Erwan, and Zucchi, Francesca
Appendix to: Short-term debt and incentives for risk-taking
Volume 137, Issue 1, July 2020, page 179-203
Appendix to: Security analysts and capital market anomalies
Volume 137, Issue 1, July 2020, page 204-230 Berlin, Mitchell, Nini, Greg, and Yu, Edison G.
Appendix to: Concentration of control rights in leveraged loan syndicates
Volume 137, Issue 1, July 2020, page 249-271
Hirshleifer, David, Jiang, Danling, and Meng, Yuting
Appendix to: Mood beta and seasonalities in stock returns
Volume 137, Issue 1, July 2020, page 272-295
Bai, Jennie, Goldstein, Robert S., and Yang, Fan
Appendix to: Is the credit spread puzzle a myth?
Volume 137, Issue 2, August 2020, page 297-319
Bolton, Patrick, Li, Tao, Ravina, Enrichetta, and Rosenthal, Howard
Appendix to: Investor ideology [XLSX in ZIP format]
Volume 137, Issue 2, August 2020, page 320-352
Kumar, Nitish, Mullally, Kevin, Ray, Sugata, and Tang, Yuehua
Appendix to: Prime (information) brokerage
_
Volume 137, Issue 2, August 2020, page 371-391
Corradin, Stefano, and Maddaloni, Angela
Appendix to: The importance of being special: Repo markets during the crisis
Volume 137, Issue 2, August 2020, page 392-429
Chava, Sudheer, Danis, Andras, and Hsu, Alex
Appendix to: The economic impact of right-to-work laws: Evidence from collective bargaining agreements and corporate policies
Volume 137, Issue 2, August 2020, page 451-469
Nikolova, Stanislava, Wang, Liying, and Wu, Juan (Julie)
Appendix to: Institutional allocations in the primary market for corporate bonds
Volume 137, Issue 2, August 2020, page 470-490
Appendix to: What you see is not what you get: The costs of trading market anomalies
Volume 137, Issue 2, August 2020, page 515-549
Cho, Thummim
Appendix to: Turning alphas into betas: Arbitrage and the cross-section of risk
Volume 137, Issue 2, August 2020, page 550-570
Graham, John R., Kim, Hyunseob, and Leary, Mark
Appendix to: CEO board dynamics
Volume 137, Issue 3, September 2020, page 612-636
Fleckenstein, Matthias, and Longstaff, Francis A.
Appendix to: The U.S. Treasury floating rate note puzzle: Is
there a premium for mark-to-market stability?
Volume 137, Issue 3, September 2020, page 637-658
Colacito, Riccardo, Riddiough, Steven J., and Sarno, Lucio
Appendix to: Business cycles and currency returns
_
Volume 137, Issue 3, September 2020, page 659-678
Na, Ke
Appendix to: CEOs' outside opportunities and relative performance evaluation:
Evidence from a natural experiment
Volume 137, Issue 3, September 2020, page 679-700
Jackwerth, Jens Carsten, and Menner, Marco
Appendix to: Does the Ross recovery theorem work empirically?
_
Volume 137, Issue 3, September 2020, page 723-739
Appendix to: Why do discount rates vary?
Volume 137, Issue 3, September 2020, page 740-751
Chabi-Yo, Fousseni, and Loudis, Johnathan
Appendix to: The conditional expected market return
Volume 137, Issue 3, September 2020, page 752-786
Field, Laura Casares, Souther, Matthew E., and Yore, Adam S.
Appendix to: At the table but can't break through the glass ceiling: Board leadership positions elude diverse directors
_
Volume 137, Issue 3, September 2020, page 787-814
Koudijs, Peter, and Salisbury, Laura
Appendix to: Limited liability and investment: Evidence from changes in marital property laws in the U.S. south, 1840-1850
_
Volume 138, Issue 1, October 2020, page 1-26
Aghamolla, Cyrus, and Hashimoto, Tadashi
Appendix to: Information arrival, delay, and clustering in financial markets with dynamic freeriding
Volume 138, Issue 1, October 2020, page 27-52
Bretscher, Lorenzo, Hsu, Alex, and Tamoni, Andrea
Appendix to: Fiscal policy driven bond risk premia
Volume 138, Issue 1, October 2020, page 53-73
Branikas, Ioannis, Hong, Harrison, and Xu, Jiangmin
Appendix to: Location choice, portfolio choice
Volume 138, Issue 1, October 2020, page 74-94
Appendix to: On the performance of volatility-managed portfolios
Volume 138, Issue 1, October 2020, page 95-117
Chen, Huaizhi, Cohen, Lauren, Gurun, Umit, Lou, Dong, and Malloy, Christopher
Appendix to: IQ from IP: Simplifying search in portfolio choice
Volume 138, Issue 1, October 2020, page 118-137
Fedaseyeu, Viktar
Appendix to: Debt collection agencies and the supply of consumer credit
Volume 138, Issue 1, October 2020, page 193-221
Appendix to: Liquidity risk and exchange-traded-fund returns, variances, and tracking errors
Volume 138, Issue 1, October 2020, page 222-253
Dittmar, Amy, Duchin, Ran, and Zhang, Shuran
Appendix to: The timing and consequences of seasoned equity offerings: A regression discontinuity approach
Volume 138, Issue 1, October 2020, page 254-276
Kim, Hyunseob
Appendix to: How does labor market size affect firm capital structure? Evidence from large plant openings
Volume 138, Issue 1, October 2020, page 277-294
Braggion, Fabio, Manconi, Alberto, and Zhu, Haikun
Appendix to: Credit and social unrest: Evidence from 1930s China
_
Volume 138, Issue 2, November 2020, page 295-315
Chalmers, John, and Reuter, Jonathan
Appendix to: Is conflicted investment advice better than no advice?
Volume 138, Issue 2, November 2020, page 366-387
Brown, Jeffrey R., and Huang, Jiekun
Appendix to: All the president's friends: Political access and firm value
Volume 138, Issue 2, November 2020, page 415-431
Choi, Jaewon, Hoseinzade, Saeid, Shin, Sean Seunghun, and Tehranian, Hassan
Appendix to: Corporate bond mutual funds and asset fire sales
Volume 138, Issue 2, November 2020, page 432-457
Chen, Sheng-Syan, Chen, Yan-Shing, Kang, Jun-Koo, and Peng, Shu-Cing
Appendix to: Board structure, director expertise, and advisory role of outside directors
Volume 138, Issue 2, November 2020, page 483-503
Liao, Gordon Y.
Appendix to: Credit migration and covered interest rate parity
Volume 138, Issue 2, November 2020, page 504-525
Gantchev, Nickolay, Sevilir, Merih, and Shivdasani, Anil
Appendix to: Activism and empire building
Volume 138, Issue 2, November 2020, page 526-548
Edwards, Alexander, and Todtenhaupt, Maximilian
Appendix to: Capital gains taxation and funding for start-ups
Volume 138, Issue 2, November 2020, page 549-571
Grullon, Gustavo, Kaba, Yamil, and N��ez-Torres, Alexander
Appendix to: When low beats high: Riding the sales seasonality premium
Volume 138, Issue 2, November 2020, page 572-591
Avdjiev, Stefan, Bogdanova, Bilyana, Bolton, Patrick, Jiang, Wei, and Kartasheva, Anastasia
Appendix to: CoCo issuance and bank fragility
Volume 138, Issue 3, December 2020, page
Pastor, Lubos, Stambaugh, Robert F., and Taylor, Lucian A.
Appendix to: Fund tradeoffs
Volume 138, Issue 3, December 2020, page
Ai, Hengjie, Li, Kai and Yang, Fang
Appendix to: Financial intermediation and capital reallocation
Volume 138, Issue 3, December 2020, page
Zentefis, Alexander K.
Appendix to: Bank net worth and frustrated monetary policy
_
Volume 138, Issue 3, December 2020, page
Chabakauri,Georgy, and Han, Brandon Yueyang
Appendix to: Collateral constraints and asset prices
Volume 138, Issue 3, December 2020, page
Liu, Bibo, Wang, Huijun, Yu, Jianfeng, and Zhao, Shen
Appendix to: Time-varying demand for lottery:
Speculation ahead of earnings announcements
Volume 138, Issue 3, December 2020, page
Azarmsa, Ehsan, and Cong, Lin William
Appendix to: Persuasion in relationship finance
Volume 138, Issue 3, December 2020, page
Kaviani, Mahsa S., Kryzanowski, Lawrence, Maleki, Hosein, and Savor, Pavel
Appendix to: Policy uncertainty and corporate credit spreads
Volume 138, Issue 3, December 2020, page
Gao, Ming, Liu, Yu-Jane, and Shi, Yushui
Appendix to: Do people feel less at risk? Evidence from disaster experience
Volume 138, Issue 3, December 2020, page
Huang, Jiekun
Appendix to: The customer knows best: The investment value of consumer opinions
2021.
Timmer, Yannick
Appendix to: Cyclical investment behavior across financial institutions
2021.
Appendix to: Creditor rights and innovation: Evidence from patent collateral
2021.
Buchak, Greg, Matvos, Gregor, Piskorski, Tomasz, and Seru, Amit
Appendix to: Fintech, regulatory arbitrage, and the rise of shadow banks
2021.
Gonzalez-Uribe, Juanita
Appendix to: Exchanges of innovation resources inside venture capital portfolios
2021.
Malceniece, Laura, Malcenieks, K?rlis, and Putni?�, T?lis J.
Appendix to: High frequency trading and comovement in financial markets
2021.
La Spada, Gabriele and Cipriani, Marco.
Appendix to: Investors' appetite for money-like assets: The MMF industry after the 2014 regulatory reform
2021.
Appendix to: Air pollution, behavioral bias, and the disposition effect in China
2021. Badoer, Dominique C., Costello, Charles P., and James, Christopher M.
Appendix to: I can see clearly now: The impact of disclosure requirements on 401(k) fees
2021. M�kinen, Taneli, Sarno, Lucio, and Zinna, Gabriele
Appendix to: Risky bank guarantees
2021.
Kamiya, Shinichi, Kang, Jun-koo, Kim, Jungmin, Milidonis, Andreas, and Stulz, Rene M.
Appendix to: Risk management, firm reputation, and the impact of successful cyberattacks on target firms
2021.
Johnson, Travis L., and Swem, Nathan
Appendix to: Reputation and investor activism: A structural approach
_
2021.
Kowaleski, Zachary T., Sutherland, Andrew G., and Vetter, Felix W.
Appendix to: Can ethics be taught? Evidence from securities exams and investment adviser misconduct
2021.
Jank, Stephan, Roling, Christoph, and Smajlbegovic, Esad
Appendix to: Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices
2021.
Ben-Rephael, Azi, Choi, Jaewon, and Goldstein, Itay
Appendix to: Mutual fund flows and fluctuations in credit and business cycles
2021.
Moshirian, Fariborz, Tian, Xuan, Zhang, Bohui, and Zhang, Wenrui
Appendix to: Stock market liberalization and innovation
2021.
Wang, Xinjie, Wu, Yangru, Yan, Hongjun, and Zhong, Zhaodong
Appendix to: Funding liquidity shocks in a quasi-experiment: Evidence from the CDS big bang
2021.
Griffin, John M., Kruger, Samuel, and Maturana, Gonzalo
Appendix to: What drove the 2003-2006 house price boom and subsequent collapse? Disentangling competing explanations
2021.
Bogousslavsky, Vincent, Collin-Dufresne, Pierre, and Saglam, Mehmet
Appendix to: Slow-moving capital and execution costs: Evidence from a major trading glitch
2021.
Briggs, Joseph, Cesarini, David, Lindqivst, Erik, and Ostling, Robert
Appendix to: Windfall gains and stock market participation
2021.
Slutzky, Pablo
Appendix to: The hidden costs of being public evidence from multinational firms operating in an emerging market
2021.
Akey, Pat, Heimer, Rawley Z., and Lewellen, Stefan
Appendix to: Politicizing consumer credit
2021.
Michaely, Roni, Rossi, Stefano, and Weber, Michael
Appendix to: Signaling safety
2021.
Koch, Andrew, Panayides, Marios, and Thomas, Shawn
Appendix to: Common ownership and competition in product markets
2021.
Ersahin, Nuri, Irani, Rustom M., and Le, Hanh
Appendix to: Creditor control rights and resource allocation within firms
2021.
Schlag, Christian, Thimme, Julian and Weber, Rudiger
Appendix to: Implied volatility duration: A measure for the timing of uncertainty resolution
2021.
Feng, Felix Zhiyu, and Westerfield, Mark M.
Appendix to: Dynamic resource allocation with hidden volatility
2021.
Chen, Hui, Xu, Yu, and Yang, Jun
Appendix to: Systematic risk, debt maturity, and the term structure of credit spreads
2021.
Liberman, Andres, Paravisini, Daniel, and Pathania, Vikram
Appendix to: High-cost debt and perceived creditworthiness: Evidence from the UK
2021.
Bordalo, Pedro, Gennaioli, Nicola, Kwon, Spencer Yongwook, and Shleifer, Andrei
Appendix to: Diagnostic bubbles
2021.
Gonzalez-Uribe, Juanita, and Reyes, Santiago
Appendix to: Identifying and boosting "Gazelles": Evidence from business accelerators
2021.
Bachas, Natalie, Kim, Olivia S., and Yannelis, Constantine
Appendix to: Loan guarantees and credit supply
2021.
Chinco, Alex, Neuhierl, Andreas, and Weber, Michael
Appendix to: Estimating the anomaly base rate
2021.
Honigsberg, Colleen, and Jacob, Matthew
Appendix to: Deleting misconduct: The expungement of BrokerCheck records
2021.
Bhagwat, Vineet, Brogaard, Jonathan, and Julio, Brandon
Appendix to: A BIT goes a long way: Bilateral investment treaties and cross-border mergers
2021.
Ghent, Andra C.
Appendix to: What's wrong with Pittsburgh? Delegated investors and liquidity concentration
2021.
Liu, Yan
Appendix to: Index option returns and generalized entropy bounds
2021.
Della Corte, Pasquale, Kozhan, Roman, and Neuberger, Anthony
Appendix to: The cross-section of currency volatility premia
2021.
Xu, Nancy R.
Appendix to: Procyclicality of the comovement between dividend growth and consumption growth
2021.
Ahnert, Toni, Forbes, Kristin, Friedrich, Christian, and Reinhardt,
Dennis
Appendix to: Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?
2021.
Mukherjee, Abhiroop, Panayotov, George, and Shon, Janghoon
Appendix to: Eye in the sky: Private satellites and government macro data
2021.
Gospodinov, Nikolay, and Robotti, Cesare
Appendix to: Common pricing across asset classes: Empirical evidence revisited
2021.
Pohl, Walter, Schmedders, Karl, and Wilms, Ole
Appendix to: Asset pricing with heterogeneous agents and long-run risk
2021.
Cosemans, Mathijs,and Frehen, Rik
Appendix to: Salience theory and stock prices: Empirical evidence
2021.
Zhang, Shuran
Appendix to: Directors career concerns: Evidence from proxy contests and board interlocks
2021.
Green, Daniel, and Liu, Ernest
Appendix to: A dynamic theory of multiple borrowing
2021.
Barroso, Pedro, Boons, Martijn, and Karehnke, Paul
Appendix to: Time-varying state variable risk premia in the ICAPM
2021.
Keloharju, Matti, Linnainmaa, Juhani T., and Nyberg, Peter
Appendix to: Are return seasonalities due to risk or mispricing?
2021.
Chalmers, John, Liu, Yu (Steve), and Wang, Z. Jay
Appendix to: The difference a day makes: Timely disclosure and trading efficiency in the muni market
2021.
Cremers, Martijn K.J., Fleckenstein, Matthias, and Gandhi, Priyank
Appendix to: Treasury yield implied volatility and real activity
2021.
Chen, Jiakai, Kim, Joon Ho, and Rhee, S. Ghon
Appendix to: Do low search costs facilitate like-buys-like mergers? Evidence from common bank networks
2021.
Huang, Dashan, Li, Jiangyuan, and Wang, Liyao
Appendix to: Are disagreements agreeable? Evidence from information aggregation
2021.
Ranaldo, Angelo,and Somogyi, Fabricius
Appendix to: Asymmetric information risk in FX markets
2021.
Piskorski, Tomasz, and Seru, Amit
Appendix to: Debt relief and slow recovery: A decade after Lehman
2021.
Zandberg, Jonathan
Appendix to: Family comes first: Reproductive health and the gender gap in entrepreneurship
2021.
Leombroni, Matteo, Vedolin, Andrea, Venter, Gyuri, and Whelan, Paul
Appendix to: Central bank communication and the yield curve
2021.
Cao, Sean S., Fang, Vivian W., and Lei, Lijun (Gillian)
Appendix to: Negative peer disclosure
2021.
Lewis, Kurt F., Longstaff, Francis A., and Petrasek, Lubomir
Appendix to: Asset mispricing
2021.
Chan, Kam Fong, and Marsh, Terry
Appendix to: Asset prices, midterm elections and political uncertainty
2021.
Neuhierl, Andreas, and Varneskov, Rasmus T.
Appendix to: Frequency dependent risk
2021.
Ramachandran, Lakshmi Shankar, and Tayal, Jitendra
Appendix to: Mispricing, short-sale constraints, and the cross-section of option returns
2021.
Barattieri, Alessandro, Moretti, Laura, and Quadrini, Vincenzo
Appendix to: Banks funding, leverage, and investment
2021.
Gustafson, Matthew, Ivanov, Ivan T., and Meisenzahl, Ralf R.
Appendix to: Bank monitoring: Evidence from syndicated loans
2021.
Lewellen, Katharina, and Lowry, Michelle
Appendix to: Does common ownership really increase firm coordination?
2021.
Carpinelli, Luisa, and Crosignani, Matteo
Appendix to: The design and transmission of central bank liquidity provisions
2021.
Herkenho, Kyle, Phillips, Gordon, and Cohen-Cole, Ethan
Appendix to: The impact of consumer credit access on self-employment and entrepreneurship
2021.
Begenau, Juliane, and Palazzo, Berardino
Appendix to: Firm selection and corporate cash holdings
2021.
Chabakauri,Georgy, and Rytchkov, Oleg
Appendix to: Asset pricing with index investing
2021.
Bogousslavsky, Vincent
Appendix to: The cross-section of intraday and overnight returns
2021.
Carletti, Elena, De Marco, Filippo, Ioannidou, Vasso, and Sette, Enrico
Appendix to: Banks as patient lenders: Evidence from a tax reform
2021.
Miao, Meng, Niu, Guanjie, and Noe, Thomas
Appendix to: Contracting without contracting institutions -- The "trusted-assistant" loan in 19th century China
2021.
Naaraayanan, S. Lakshmi, and Nielsen, Kasper Meisner
Appendix to: Does personal liability deter individuals from serving as independent directors?
2021.
Gao, Haoyu, Ru, Hong, and Tang, Dragon Yongjun
Appendix to: Subnational debt of China: The politics-finance nexus
2021.
Hellmann, Thomas, Schure, Paul, and Vo, Dan H.
Appendix to: Angels and venture capitalists: Substitutes or complements?
2021.
Bischof, Jannis, Laux, Christian, and Leuz, Christian
Appendix to: Accounting for financial stability: Bank disclosure and loss recognition in the financial crisis
2021.
Gurun, Umit G., Stoffman, Noah, and Yonker, Scott E.
Appendix to: Unlocking clients: The importance of relationships in the financial advisory industry
2021.
Huang, Shiyang, Hwang, Byoung-Hyoun, and Lou, Dong
Appendix to: The rate of communication
2021.
Lin, Chen, Ma, Chicheng, Sun, Yuchen, and Xu, Yuchen
Appendix to: The telegraph and modern banking development, 1881-1936
2021.
Augustin, Patrick, Chernov, Mikhail, Schmid, Lukas, and Song, Dongho
Appendix to: Benchmark interest rates when the government is
risky
2021.
Bloomfield, Matthew J.
Appendix to: Compensation disclosures and strategic commitment: Evidence from revenue-based pay
2021.
Ding, Wenzhi, Levine, Ross, Lin, Chen, and Xie, Wensi
Appendix to: Corporate immunity to the COVID-19 pandemic
2021.
Eaton, Gregory W., Irvine, Paul J. A., and Liu, Tingting
Appendix to: Measuring institutional trading costs and the implications for finance research: The case of tick size reductions
2021.
Barber, Brad, Morse, Adair, and Yasuda, Ayako
Appendix to: Impact investing
2021.
Chaieb, Ines, Langlois, Hugues, and Scaillet, Olivier
Appendix to: Factors and risk premia in individual international stock returns
2021.
Cahn, Christophe, Girotti, Mattia, and Landier, Augustin
Appendix to: Entrepreneurship and information on past failures:
A natural experiment
2021.
Hasbrouck, Joel, and Levich, Richard M.
Appendix to: Network structure and pricing in the FX market
2021.
Wang, Zigan, Yin, Qie Ellie, and Yu, Luping
Appendix to: Real effects of share repurchases legalization on corporate behaviors
2021.
Li, Yi
Appendix to: Reciprocal lending relationships in shadow banking
2021.
Harvey, Campbell R., and Liu, Yan
Appendix to: Lucky factors
2021.
Schlenker, Wolfram, and Taylor, Charles A.
Appendix to: Market expectations of a warming climate
2021.
Guceri, Irem, and Albinowski, Maciej
Appendix to: Investment responses to tax policy under uncertainty
2021.
Li, Frank Weikai,Mukherjee, Abhiroop, and Sen, Rik
Appendix to: Inside brokers
2021.
Reher, Michael
Appendix to: Finance and the supply of housing quality
2021.
Wang, Zijun
Appendix to: The high volume return premium and economic fundamentals
2021.
Huang, Shiyang, Lin, Tse-Chun, and Xiang, Hong
Appendix to: Psychological barrier and cross-firm return predictability
2021.
Allen, Franklin, Haas, Marlene, Nowak, Eric, and Tengulov, Angel
Appendix to: Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze
2021.
Fullwood, Jonathan, James, Jessica, and Marsh, Ian W.
Appendix to: Volatility and the cross-section of returns on FX options
2021.
Box, Travis, Davis, Ryan, Evans, Richard, and Lynch, Andrew
Appendix to: Intraday arbitrage between ETFs and their underlying portfolios
2021.
Kargar, Mahyar
Appendix to: Heterogeneous intermediary asset pricing
2021.
Chen, Jun, Hshieh, Shenje, and Zhang, Feng
Appendix to: The role of high-skilled foreign labor in startup performance: Evidence from two natural experiments
2021.
Kronlund, Mathias, Pool, Veronika K., Sialm, Clemens, and Stefanescu, Irina
Appendix to: Out of sight no more? The effect of fee disclosures on
401(k) investment allocations
2021.
Denis, David J., and McKeon, Stephen B.
Appendix to: Persistent negative cash flows, staged financing, and the stockpiling of cash balances
2021.
Sokolov, Konstantin
Appendix to: Ransomware activity and blockchain congestion
2021.
Goncalves, Andrei S.
Appendix to: The short duration premium
2021.
Vokata, Petra
Appendix to: Engineering lemons
2021.
Kashyap, Anil, Kovrijnykh, Natalia, Li, Jian, and Pavlova, Anna
Appendix to: The benchmark inclusion subsidy
2021.
Adams, Rene B., Ragunathan, Vanitha, and Tumarkin, Robert
Appendix to: Death by committee? An analysis of corporate board (sub-) committees
2021.
Bolton, Patrick, and Kacperczyk, Marcin
Appendix to: Do investors care about carbon risk?
2021.
Cieslak, Anna, and Pang, Hao
Appendix to: Common shocks in stocks and bonds
2021.
Zambrana, Rafael, and Zapatero, Fernando
Appendix to: A tale of two types: Generalists vs. specialists in asset management"
2021.
Hagstromer, Bjorn
Appendix to: Bias in the effective bid-ask spread
2021.
Barrios, John M., and Hochberg, Yael V.
Appendix to: Risk perceptions and politics: Evidence from the Covid-19 pandemic
2021.
Croce, Mariano M., Nguyen, Thien T., and Raymond, Steve
Appendix to: Persistent government debt and aggregate risk distribution
2021.
Bennedsen, Morten, Mehrotra, Vikas, Shim, Jungwook, and Wiwattanakantang, Yupana
Appendix to: Dynastic control without ownership: Evidence from post-war Japan
2021.
Dou, Winston Wei, Taylor, Lucian A., Wang, Wei, and Wang, Wenyu
Appendix to: Dissecting bankruptcy frictions
2021.
Duffie, Darrell, and Dworczak, Piotr
Appendix to: Robust benchmark design
2021.
Lewellen, Stefan, and Williams, Emily
Appendix to: Did technology contribute to the housing boom? Evidence from MERS
2021.
Azar, Jose, Duro, Miguel, Kadach, Igor, and Ormazabal, Gaizka
Appendix to: The big three and corporate carbon emissions around the world
2021.
Ge, Shan, and Weisbach, Michael S.
Appendix to: The role of financial conditions in portfolio choices: The case of insurers
2021.
Dou, Winston Wei, Ji, Yan, and Wu, Wei
Appendix to: Competition, profitability, and discount rates
2021.
Nyborg, Kjell G., and Wang, Zexi
Appendix to: The effect of stock liquidity on cash holdings: The repurchase motive
2021.
Chava, Sudheer, Ganduri, Rohan, Paradkar, Nikhil, and Zhang, Yafei
Appendix to: Impact of marketplace lending on consumers' future borrowing capacities and borrowing outcomes
2021.
Liu, Claire, Masulis, Ron, and Stanfield, Jared
Appendix to: Why CEO option compensation can be a bad option for shareholders: Evidence from major customer relationships
2021.
Giroud, Xavier, and Mueller, Holger
Appendix to: Firm leverage and employment dynamics
2021.
Geczy, Christopher, Jeffers, Jessica, Musto, David K., and Tucker, Anne M.
Appendix to: Contracts with (social) benefits: The implementation of impact investing
2021.
O'Hara, Maureen, and Zhou, Xing (Alex)
Appendix to: The electronic evolution of corporate bond dealers
2021.
Bansal, Ravi, Miller, Shane, Song, Dongho, and Yaron, Amir
Appendix to: The term structure of equity risk premia
2021.
Silvers, Roger
Appendix to: Does regulatory cooperation help integrate equity markets?
2021.
Anagol, Santosh, Balasubramaniam, Vimal, and Ramadorai, Tarun
Appendix to: Learning from noise: Evidence from India's IPO lotteries
2021.
Baltussen, Guido, Swinkels, Laurens, and Van Vliet, Pim
Appendix to: Global factor premiums
2021.
Sharifkhani, Ali, and Simutin, Mikhail
Appendix to: Feedback loops in industry trade networks
and the term structure of momentum profits
2021.
Li, Sida, Wang, Xin, and Ye, Mao
Appendix to: Who provides liquidity, and when?
2021.
Bouvard, Matthieu, and de Motta, Adolfo
Appendix to: Labor leverage, coordination failures, and aggregate risk
2021.
Czech, Robert, Huang, Shiyang, Lou, Dong, and Wang, Tianyu
Appendix to: Informed trading in government bond markets
2021.
Anarkulova, Aizhan, Cederburg, Scott, and O'Doherty, Michael S.
Appendix to: Stocks for the long run? Evidence from a broad
2021.
Campbell, John Y., and Sigalov, Roman
Appendix to: Portfolio choice with sustainable spending: A model of reaching for yield
2021.
Laudenbach, Christine, Loos, Benjamin, Pirschel, Jenny, and Wohlfart, Johannes
Appendix to: The trading response of individual investors to local bankruptcies
2021.
Berg, Tobias, Reisinger, Markus, and Streitz, Daniel
Appendix to: Spillover effects in empirical corporate finance
2021.
Augustin, Patrick, Sokolovski, Valeri, Subrahmanyam, Marti G., and Tomio, Davide
Appendix to: In sickness and in debt: The COVID-19 impact on sovereign credit risk
2021.
Peydr, Jos-Luis, Polo, Andrea, and Sette, Enrico
Appendix to: Monetary policy at work: Security and credit application registers evidence
2021.
Chen, Jie, Su, Xunhua, Tian, Xuan, and Xu, Bin
Appendix to: Does customer base structure influence managerial risk-taking incentives?
2021.
Guiso, Luigi, Pozzi, Andrea, Tsoy, Anton, Gambacorta, Leonardo, and Mistrulli, Paolo
Appendix to: The cost of steering in financial markets: Evidence from the mortgage market
2021.
Bekaert, Geert, Engstrom, Eric, and Ermolov, Andrey
Appendix to: Macro risks and the term structure of interest rates
2021.
Iachan, Felipe S., Silva, Dejanir, and Zi, Chao
Appendix to: Under-diversification and idiosyncratic risk externalities
2021.
Jiang, Hao, Li, Yi, Sun, Zheng, and Wang, Ashley
Appendix to: Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
2021.
Matray, Adrien
Appendix to: The local innovation spillovers of listed firms
2021.
Hoffmann, Florian and Pfeil, Sebastian
Appendix to: Dynamic multitasking and managerial investment incentives
2021.
Fan, Zhenzhen, Londono, Juan M., and Xiao, Xiao
Appendix to: Equity tail risk and currency risk premia
2021.
Fang, Xiang, and Liu, Yang
Appendix to: Volatility, intermediaries, and exchange rates
2021.
Mukherjee, Abhiroop, Panayotov, George, and Shon, Janghoon
Appendix to: Eye in the sky: private satellites and government macro data
2021.
van Binsbergen, Jules H., Diamond, William F., and Grotteria, Marco
Appendix to: Risk-free interest rates
2021.
Ewens, Michael, Gorbenko, Alexander, and Korteweg, Arthur
Appendix to: Venture capital contracts
2021.
Gofman, Michael, and Wu, Youchang
Appendix to: Trade credit and profitability in production networks
2021.
Fonseca, Julia, and Van Doornik, Bernardus
Appendix to: Financial development and labor market outcomes: Evidence from Brazil
2021.
Appendix to: Learning, slowly unfolding disasters, and asset prices
2021.
Denbee, Edward, Julliard, Christian, Li, Ye, and Yuan, Kathy
Appendix to: Network risk and key players: A structural analysis of interbank liquidity
2021.
Bai, Hang, and Zhang, Lu
Appendix to: Searching for the equity premium
2021.
Li, Yi
Appendix to: Reciprocal lending relationships in shadow banking
2021.
Liu, Hongqi, Peng, Cameron, Xiong, Wei A., and Xiong, Wei
Appendix to: Taming the bias zoo
2021.
Giacoletti, Marco, and Parsons, Christopher A.
Appendix to: Peak-bust rental spreads
2021.
Chen, Deqiu, Ma, Yujing, Martin, Xiumin and Michaely, Roni
Appendix to: On the fast track: Information acquisition costs and information production
2021.
Klingler, Sven, and Syrstad, Olav
Appendix to: Life after Libor
2021.
Bartram, Shnke M., Hou, Kewei, and Kim, Sehoon
Appendix to: Real effects of climate policy: Financial constraints and spillovers
2021.
Antill, Samuel
Appendix to: Do the right firms survive bankruptcy?
2021.
Goodman, Sarena, Isen, Adam, and Yannelis, Constantine
Appendix to: A day late and a dollar short: Liquidity and household formation among student borrowers
2021.
Demiroglu, Cem, James, Christopher, and Velioglu, Guner
Appendix to: Why are commercial loan rates so sticky? The effect of private information on loan spreads
2021.
Alperovych, Yan, Cumming, Douglas, Czellar, Veronika, and Groh, Alexander
Appendix to: M&A rumors about unlisted firms
2021.
Michaely, Roni, and Moin, Amani
Appendix to: Disappearing and reappearing dividends
2021.
Dahlquist, Magnus, and Penasse, Julien
Appendix to: The missing risk premium in exchange rates
2021.
Liu, Yan, and Wu, Jing Cynthia
Appendix to: Reconstructing the yield curve
2021.
Keloharju, Matti, Linnainmaa, Juhani T., and Nyberg, Peter
Appendix to: Long-term discount rates do not vary across firms
2021.
Payzan-LeNestour, Elise and Woodford, Michael
Appendix to: Outlier blindness: A neurobiological foundation for neglect of financial risk
2021.
Rouen, Ethan, So, Eric C., and Wang, Charles C.Y.
Appendix to: Core earnings: New data and evidence
2021.
Bernstein, Shai, Colonnelli, Emanuele, Malacrino, Davide and McQuade, Tim
Appendix to: Who creates new firms when local opportunities arise?
2021.
Roesch, Dominik
Appendix to: The impact of arbitrage on market liquidity
2021.
He, Zhiguo, Nagel, Stefan, and Song, Zhaogang
Appendix to: Treasury inconvenience yields during the COVID-19 crisis
2021.
Looney, Adam, and Yannelis, Constantine
Appendix to: The consequences of student loan credit expansions: Evidence from three decades of default cycles
2021.
Agrawal, Ashwini, Gonzalez-Uribe, Juanita, and Martinez-Correa, Jimmy
Appendix to: Measuring the ex-ante incentive effects of creditor control rights during bankruptcy reorganization [Excel]
2021.
Mueller, Karsten
Appendix to: Busy bankruptcy courts and the cost of credit
2021.
Han, Yufeng, Huang, Dashan, Huang, Dayong, and Zhou, Guofu
Appendix to: Expected return, volume, and mispricing
2021.
Almeida, Caio, and Freire, Gustavo
Appendix to: Pricing of index options in incomplete markets
2021.
Bartlett, Robert, Morse, Adair, Stanton, Richard, and Wallace, Nancy
Appendix to: Consumer-lending discrimination in the fintech era
2021.
Gao, Lin, Hitzemann, Steffen, Shaliastovich, Ivan, and Xu, Lai
Appendix to: Oil volatility risk
2021.
Kim, Donghyun, Wang, Qinghai, and Wang, Xiaoqiong
Appendix to: Geographic clustering of institutional investors
2021.
Zhang, Shaojun
Appendix to: Dissecting currency momentum
2021.
Eren, Egemen and Malamud, Semyon
Appendix to: Dominant currency debt
2021.
Ding, Yi, Xiong, Wei, and Zhang, Jinfan
Appendix to: Issuance overpricing of China's corporate debt securities
2021.
Campello, Murillo, Connolly, Robert A., Kankanhalli, Gaurav, and Steiner, Eva
Appendix to: Do real estate values boost corporate borrowing? Evidence from contract-level data
2021.
Carey, Mark, and Gordy, Michael B.
Appendix to: The bank as grim reaper: Debt composition and bankruptcy thresholds
2021.
Aghamolla, Cyrus, and Thakor, Richard
Appendix to: IPO peer effects
2021.
Bai, Hang
Appendix to: Unemployment and credit risk
2021.
Merkoulova, Yulia, and Veld, Chris
Appendix to: Stock return ignorance
2021.
Brav, Alon, Cain, Matthew, and Zytnick, Jonathon
Appendix to: Retail shareholder participation in the proxy process: Monitoring, engagement, and voting
2021.
Bollerslev, Tim, Patton, Andrew J., and Quaedvlieg, Rogier
Appendix to: Realized semibetas: Disentangling "good" and "bad" downside risks
2021.
Obaid, Khaled, and Pukthuanthong, Kuntara
Appendix to: A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news
2021.
Albertus, James F., Glover, Brent, and Levine, Oliver
Appendix to: Foreign investment of US multinationals: The effect of tax policy and agency conflicts
2021.
Chodorow-Reich, Gabriel, Darmouni, Olivier, Luck, Stephan, and Plosser, Matthew
Appendix to: Bank liquidity provision across the firm size distribution
2021.
Chaderina, Maria, Weiss, Patrick, and Zechner, Josef
Appendix to: The maturity premium
2021.
Cong, Lin William, Li, Ye, and Wang, Neng
Appendix to: Token-based platform finance
2021.
Chan, Kam Fong, and Marsh, Terry
Appendix to: Asset pricing on earnings announcement days
2021.
Busaba, Walid Y., and Restrepo, Felipe
Appendix to: The "7% Solution" and IPO (Under)pricing
2021.
Chabi-Yo, Fousseni, Huggenberger, Markus, and Weigert, Florian
Appendix to: Multivariate crash risk
2021.
Fathollahi, Maryam, Harford, Jarrad, and Klasa, Sandy
Appendix to: Anticompetitive effects of horizontal acquisitions: The impact of within-industry product similarity
2021.
Howes, Cooper
Appendix to: Why does structural change accelerate in recessions? The credit reallocation channel
2021.
Bond, Philip, and Dow, James
Appendix to: Failing to forecast rare events
2021.
Bai, John (Jianqiu), Tang, Yuehua, Wan, Chi, and Yuksel, H. Zafer,
Appendix to: Fund manager skill in an era of globalization: Offshore concentration and fund performance
2021.