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There are 24219 results for: content related to: Self-Fulfilling Liquidity Dry-Ups

  1. Market Expectations in the Cross-Section of Present Values

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1721–1756, BRYAN KELLY and SETH PRUITT

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12060

  2. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  3. Optimal CEO Compensation with Search: Theory and Empirical Evidence

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2001–2058, MELANIE CAO and RONG WANG

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12069

  4. Exit as Governance: An Empirical Analysis

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2515–2547, SREEDHAR T. BHARATH, SUDARSHAN JAYARAMAN and VENKY NAGAR

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12073

  5. Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1805–1841, LORIANO MANCINI, ANGELO RANALDO and JAN WRAMPELMEYER

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12053

  6. Noise as Information for Illiquidity

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2341–2382, GRACE XING HU, JUN PAN and JIANG WANG

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12083

  7. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  8. State-Level Business Cycles and Local Return Predictability

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1037–1096, GEORGE M. KORNIOTIS and ALOK KUMAR

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12017

  9. Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1757–1803, ANDREW ELLUL and VIJAY YERRAMILLI

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12057

  10. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  11. The Cross-Section of Managerial Ability, Incentives, and Risk Preferences

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1051–1098, RALPH S.J. KOIJEN

    Article first published online : 8 MAY 2014, DOI: 10.1111/jofi.12140

  12. The Importance of Industry Links in Merger Waves

    The Journal of Finance

    Volume 69, Issue 2, April 2014, Pages: 527–576, KENNETH R. AHERN and JARRAD HARFORD

    Article first published online : 17 MAR 2014, DOI: 10.1111/jofi.12122

  13. International Stock Return Predictability: What Is the Role of the United States?

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1633–1662, DAVID E. RAPACH, JACK K. STRAUSS and GUOFU ZHOU

    Article first published online : 16 JUL 2013, DOI: 10.1111/jofi.12041

  14. Organization Capital and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1365–1406, ANDREA L. EISFELDT and DIMITRIS PAPANIKOLAOU

    Article first published online : 16 JUL 2013, DOI: 10.1111/jofi.12034

  15. Aggregate Risk and the Choice between Cash and Lines of Credit

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2059–2116, VIRAL V. ACHARYA, HEITOR ALMEIDA and MURILLO CAMPELLO

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12056

  16. Sentiment during Recessions

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1267–1300, DIEGO GARCÍA

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12027

  17. Dynamic Trading with Predictable Returns and Transaction Costs

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2309–2340, NICOLAE GÂRLEANU and LASSE HEJE PEDERSEN

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12080

  18. Equilibrium Subprime Lending

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 849–879, IGOR MAKAROV and GUILLAUME PLANTIN

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12022

  19. Growth Opportunities, Technology Shocks, and Asset Prices

    The Journal of Finance

    Volume 69, Issue 2, April 2014, Pages: 675–718, LEONID KOGAN and DIMITRIS PAPANIKOLAOU

    Article first published online : 17 MAR 2014, DOI: 10.1111/jofi.12136

  20. A Theory of Debt Maturity: The Long and Short of Debt Overhang

    The Journal of Finance

    Volume 69, Issue 2, April 2014, Pages: 719–762, DOUGLAS W. DIAMOND and ZHIGUO HE

    Article first published online : 17 MAR 2014, DOI: 10.1111/jofi.12118