Unpublished Appendices and Erratum Files Related to Published JFE Papers

 

Note: These are extensions and/or corrections of papers that were or will be published in the Journal of Financial Economics .

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

Campbell, John Y., Chan, Yeung Lewis, and Viceira, Luis M.,
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: Déjà 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, Hernán
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: Lévy 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, Peydró, José-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

Gormley, Todd A. and Matsa, David A.
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

Cookson, J. Anthony
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

Di Maggio, Marco, Kermani, Amir, and Song, Zhaogang
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

Jung, Hae Won (Henny) and Subramanian, Ajay
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

Gustafson, Matthew T. and Iliev, Peter
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

Cortés, 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

Chernykh, Lucy, and Mityakov, Sergey
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

Brown, David C., Cederburg, Scott, and O’Doherty, Michael S.
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

Akbas, Ferhat, Markov, Stanimir, Subasi, Musa and Weisbrod, Eric
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

Ehling, Paul, Gallmeyer, Michael, Heyerdahl-Larsen, Christian, and Illeditsch, Philipp
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

Li, Xindan, Subrahmanyam, Avanidhar, and Yang, Xuewei
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

Page, T. Beau
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, Genç, 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

Farago, Adam, and Tedongap, Romeo
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

Frank, Murray Z., and Sanati, Ali
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

Baloria, Vishal P., and Heese, Jonas
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

Holderness, Clifford G.
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

Chen, Yong, Eaton, Gregory W., and Paye, Bradley S.
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

Birru, Justin
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

Comerton-Forde, Carole, Malinova, Katya, and Park, Andreas
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, Renée, Keloharju, Matti, and Knüpfer, 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

Goldstein, Itay, and Yang, Liyan
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

Hong, Harrison, and Xu, Jiangmin
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

Bardgett, Chris, Gourier, Elise, and Leippold, Markus
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

Adelino, Manuel, Gerardi, Kristopher, and Hartman-Glaser, Barney
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, João 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

Chhaochharia, Vidhi, Kim, Dasol, Korniotis, George M., and Kumar, Alok
Appendix to: Mood, firm behavior, and aggregate economic outcomes
Volume 132, Issue 1, May 2019, page 427-450

Donangelo, Andres, Gourio, François, 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

Croce, Mariano M., Nguyen, Thien T., Raymond, S., and Schmid, Lukas M.
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, René 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

Brancati, Emanuele, and Macchiavelli, Marco
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

Chen, Zhanhui, and Yang, Bowen
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

Huang, Jiekun
Appendix to: The customer knows best: The investment value of consumer opinions
Volume , Issue , 2019, page

Cong, Lin William, Grenadier, Steven, and Hu, Yunzhi
Appendix to: Dynamic interventions and informational linkages
Volume , Issue , 2019, page

Griffin, John M., Kruger, Samuel, and Maturana, Gonzalo
Appendix to: Do labor markets discipline? Evidence from RMBS bankers
Volume , Issue , 2019, page

Chen, Tao, Dong, Hui, and Lin, Chen
Appendix to: Institutional shareholders and corporate social responsibility
Volume , Issue , 2019, page

Sun, Qi, and Xiaolan, Mindy Zhang
Appendix to: Financing intangible capital
Volume , Issue , 2019, page

Timmer, Yannick
Appendix to: Cyclical investment behavior across financial institutions
Volume , Issue , 2019, page

Lin, Leming, Mihov, Atanas, Sanz, Leandro, and Stoyanova, Detelina
Appendix to: Property rights institutions, foreign investment, and the valuation of multinational firms
Volume , Issue , 2019, page

Gornall, Will, and Strebulaev, Ilya A.
Appendix to: Squaring venture capital valuations with reality
Volume , Issue , 2019, page

Caggese, Andrea, Cuñat, Vicente, and Metzger, Daniel
Appendix to: Firing the wrong workers: Financing constraints and labor misallocation
Volume , Issue , 2019, page

Bernstein, Asaf, Gustafson, Matthew, and Lewis, Ryan
Appendix to: Disaster on the horizon: The price effect of sea level rise
Volume , Issue , 2019, page

Ellul, Andrew, and Pagano, Marco
Appendix to: Corporate leverage and employees’ rights in bankruptcy
Volume , Issue , 2019, page

Rehse, Dominik, Riordan, Ryan, Rottke, Nico, and Zietz, Joachim
Appendix to: The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy
Volume , Issue , 2019, page

Colonnello, Stefano, Efing, Matthias, and Zucchi, Francesca
Appendix to: Shareholder bargaining power and the emergence of empty creditors
Volume , Issue , 2019, page

Mann, William
Appendix to: Creditor rights and innovation: Evidence from patent collateral
Volume , Issue , 2019, page

Costello, Anna M.
Appendix to: The value of collateral in trade finance
Volume , Issue , 2019, page

Benmelech, Efraim, Frydman, Carola, and Papanikolaou, Dimitris
Appendix to: Financial frictions and employment during the Great Depression
Volume , Issue , 2019, page

Green, T. Clifton, Huang, Ruoyan, Wen, Quan, and Zhou, Dexin
Appendix to: Crowdsourced employer reviews and stock returns
Volume , Issue , 2019, page

Bernstein, Shai, Colonnelli, Emanuele, Giroud, Xavier, and Iverson, Benjamin
Appendix to: Bankruptcy spillovers
Volume , Issue , 2019, page

Agarwal, Sumit, He, Jia, Sing, Tien Foo, and Song, Changcheng
Appendix to: Do real estate agents have information advantages in housing markets?
Volume , Issue , 2019, page

Gompers, Paul, Gornall, Will, Kaplan, Steven N., and Strebulaev, Ilya A.
Appendix to: How do venture capitalists make decisions?
Volume , Issue , 2019, page

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 , Issue , 2019, page

Comerton-Forde, Carole, Gregoire, Vincent, and Zhong, Zhuo
Appendix to: Inverted fee structures, tick size, and market quality
Volume , Issue , 2019, page

Bennedsen, Morten, Tsoutsoura, Margarita, and Wolfenzon, Daniel
Appendix to: Drivers of effort: Evidence from employee absenteeism
Volume , Issue , 2019, page

Harvey, Campbell R., and Liu, Yan
Appendix to: Cross-sectional alpha dispersion and performance evaluation
Volume , Issue , 2019, page

Christensen, Bent Jesper, and van der Wel, Michel
Appendix to: An asset pricing approach to testing general term structure models
Volume , Issue , 2019, page

Buchak, Greg, Matvos, Gregor, Piskorski, Tomasz, and Seru, Amit
Appendix to: Fintech, regulatory arbitrage, and the rise of shadow banks
Volume , Issue , 2019, page

Appel, Ian, Farre-Mensa, Joan, and Simintzi, Elena
Appendix to: Patent trolls and startup employment
Volume , Issue , 2019, page

Barras, Laurent
Appendix to: A large-scale approach for evaluating asset pricing models
Volume , Issue , 2019, page

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 , Issue , 2019, page

Kelly, Bryan, Pruitt, Seth, and Su, Yinan
Appendix to: Characteristics are covariances: A unified model of risk and return
Volume , Issue , 2019, page

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 , Issue , 2019, page

He, Jie, Huang, Jiekun, and Zhao, Shan
Appendix to: Internalizing governance externalities: The role of institutional cross-ownership
Volume , Issue , 2019, page

Kimball, Miles S., Shapiro, Matthew D., Shumway, Tyler, and Zhang, Jing
Appendix to: Portfolio rebalancing in general equilibrium
Volume , Issue , 2019, page

Natividad, Gabriel
Appendix to: Stunted firms: The long-term impacts of colonial taxation
Volume , Issue , 2019, page

Asness, Cliff, Frazzini, Andrea, Gormsen, Niels Joachim, and Pedersen, Lasse Heje
Appendix to: Betting against correlation: Testing theories of the low-risk effect
Volume , Issue , 2019, page

Shi, Zhan
Appendix to: Time-varying ambiguity, credit spreads, and the levered equity premium
Volume , Issue , 2019, page

González-Uribe, Juanita
Appendix to: Exchanges of innovation resources inside venture capital portfolios
Volume , Issue , 2019, page

Kozak, Serhiy, Nagel, Stefan, and Santosh, Shrihari
Appendix to: Shrinking the cross section
Volume , Issue , 2019, page

Ewens, Michael, and Townsend, Richard R.
Appendix to: Are early stage investors biased against women?
Volume , Issue , 2019, page

Na, Ke
Appendix to: CEOs' outside opportunities and relative performance evaluation: Evidence from a natural experiment
Volume , Issue , 2019, page

Segal, Gill
Appendix to: A tale of two volatilities: Sectoral uncertainty, growth, and asset prices
Volume , Issue , 2019, page

Lou, Dong, Polk, Christopher, and Skouras, Spyros
Appendix to: A tug of war: Overnight versus intraday expected returns
Volume , Issue , 2019, page

Ozdagli, Ali, and Velikov, Mihail
Appendix to: Show me the money: The monetary policy risk premium
Volume , Issue , 2019, page

Cujean, Julien
Appendix to: Idea sharing and the performance of mutual funds
Volume , Issue , 2019, page

Oh, Hyunseung, and Yoon, Chamna
Appendix to: Time to build and the real-options channel of residential investment
Volume , Issue , 2019, page

Antoni, Manfred, Maug, Ernst, and Obernberger, Stefan
Appendix to: Private equity and human capital risk
Volume , Issue , 2019, page

Malceniece, Laura, Malcenieks, K?rlis, and Putni?š, T?lis J.
Appendix to: High frequency trading and comovement in financial markets
Volume , Issue , 2019, page

Huang, Dashan, Li, Jiangyuan, Wang, Liyao, and Zhou, Guofu
Appendix to: Time-series momentum: Is it there?
Volume , Issue , 2019, page

Yang, Yung Chiang, Zhang, Bohui, and Zhang, Chu
Appendix to: Is information risk priced? Evidence from abnormal idiosyncratic volatility
Volume , Issue , 2019, page

Luck, Stephan
Appendix to: Employment effects of unconventional monetary policy: Evidence from QE
Volume , Issue , 2019, page

Langlois, Hugues
Appendix to: Measuring skewness premia
Volume , Issue , 2019, page

Akiyoshi, Fumio
Appendix to: Effects of separating commercial and investment banking: Evidence from the dissolution of a joint venture investment bank
Volume , Issue , 2019, page

Islam, Emdad, and Zein, Jason
Appendix to: Inventor CEOs
Volume , Issue , 2019, page

Choi, Yong Seok, Doshi, Hitesh, Jacobs, Kris, and Turnbull, Stuart M.
Appendix to: Pricing structured products with economic covariates
Volume , Issue , 2019, page

Brown, James R., Cookson, J. Anthony, and Heimer, Rawley Z.
Appendix to: Growing up without finance
Volume , Issue , 2019, page

Gao, Pengjie, Lee, Chang, and Murphy, Dermot
Appendix to: Financing dies in darkness? The impact of newspaper closures on public finance
Volume , Issue , 2019, page

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 , Issue , 2019, page

Jacobs, Heiko and Muller, Sebastian
Appendix to: Anomalies across the globe: Once public, no longer existent?
Volume , Issue , 2019, page

Pitkäjärvi, Aleksi, Suominen, Matti, and Vaittinen, Lauri
Appendix to: Cross-asset signals and time series momentum
Volume , Issue , 2019, page

Evans, Richard B., Prado, Melissa Porras, and Galacho, Rafael Zambrana
Appendix to: Competition and cooperation in mutual fund families
Volume , Issue , 2019, page

Duarte, Jefferson, Hu, Edwin, and Young, Lance
Appendix to: A comparison of some structural models of private information arrival
Volume , Issue , 2019, page

Delis, Manthos D., Hasan, Iftekhar, and Ongena, Steven
Appendix to: Democracy and credit
Volume , Issue , 2019, page

Collin-Dufresne, Pierre, Daniel, Kent, and Saglam, Mehmet
Appendix to: Liquidity regimes and optimal dynamic asset allocation
Volume , Issue , 2019, page

Painter, Marcus
Appendix to: An inconvenient cost: The effects of climate change on municipal bonds
Volume , Issue , 2019, page

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 , Issue , 2019, page

Goldstein, Michael A. and Hotchkiss, Edith S.
Appendix to: Providing liquidity in an illiquid market: Dealer behavior in U.S. corporate bonds
Volume , Issue , 2019, page

Cederburg, Scott, O’Doherty, Michael S., Wang, Feifei, and Yan, Xuemin (Sterling)
Appendix to: On the performance of volatility-managed portfolios
Volume , Issue , 2019, page

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 , Issue , 2019, page

Luck, Stephan, and Zimmermann, Tom
Appendix to: Employment effects of unconventional monetary policy: Evidence from QE
Volume , Issue , 2019, page

Li, Jennifer (Jie), Massa, Massimo, Zhang, Hong, and Zhang, Jian
Appendix to: Air pollution, behavioral bias, and the disposition effect in China
Volume , Issue , 2019, page

Chernenko, Sergey, and Sunderam, Adi
Appendix to: Do fire sales create externalities?
Volume , Issue , 2019, page

Goldberg, Jonathan
Appendix to: Liquidity supply by broker-dealers and real activity
Volume , Issue , 2019, page

Muravyev, Dmitriy, and Ni, Xuechuan (Charles)
Appendix to: Why do option returns change sign from day to night?
Volume , Issue , 2019, page

Bae, Kyoung-hun, and Kim, Daejin
Appendix to: Liquidity risk and exchange-traded-fund returns, variances, and tracking errors
Volume , Issue , 2019, page

Gallagher, Emily A., Gopalan, Radhakrishnan, Grinstein-Weiss, Michal, and Sabat, Jorge
Appendix to: Medicaid and household savings behavior: New evidence from tax refunds
Volume , Issue , 2019, page

Boons, Martijn, Duarte, Fernando, de Roon, Frans, and Szymanowska, Marta
Appendix to: Time-varying inflation risk and stock returns
Volume , Issue , 2019, page

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
Volume , Issue , 2019, page

Mäkinen, Taneli, Sarno, Lucio, and Zinna, Gabriele
Appendix to: Risky bank guarantees
Volume , Issue , 2019, page

Maturana, Gonzalo, and Nickerson, Jordan
Appendix to: Real effects of workers' financial distress: Evidence from teacher spillovers?
Volume , Issue , 2019, page

Dahlquist, Magnus, and Hasseltoft, Henrik
Appendix to: Economic momentum and currency returns
Volume , Issue , 2019, page

Wang, Wenyu, and Wu, Yufeng
Appendix to: Managerial control benefits and takeover market efficiency
Volume , Issue , 2019, page

Howell, Sabrina T.
Appendix to: Reducing information frictions in venture capital: The role of new venture competitions
Volume , Issue , 2019, page

Kwon, Sungjoung, Lowry, Michelle, and Qian, Yiming
Appendix to: Mutual fund investments in private firms
Volume , Issue , 2019, page

Cenedese, Gino, Ranaldo, Angelo, and Vasios, Michalis
Appendix to: OTC premia
Volume , Issue , 2019, page

Kozak, Serhiy, and Santosh, Shrihari
Appendix to: Why do discount rates vary?
Volume , Issue , 2019, page

Patton, Andrew J., and Weller, Brian M.
Appendix to: What you see is not what you get: The costs of trading market anomalies
Volume , Issue , 2019, page

Bernard, Darren, Blackburne, Terrence, and Thornock, Jacob
Appendix to: Information flows among rivals and corporate investment
Volume , Issue , 2019, page

Crego, Julio A.
Appendix to: Why does public news augment information asymmetries?
Volume , Issue , 2019, page

Bar-Isaac, Heski, and Shapiro, Joel
Appendix to: Blockholder voting
Volume , Issue , 2019, page

Berlin, Mitchell, Nini, Greg, and Yu, Edison G.
Appendix to: Concentration of control rights in leveraged loan syndicates
Volume , Issue , 2019, page

Chakraborty, Indraneel, Goldstein, Itay, and MacKinlay, Andrew
Appendix to: Monetary stimulus and bank lending
Volume , Issue , 2019, page

Guo, Li, Frank Weikai, Li, and Wei, K.C. John
Appendix to: Security analysts and capital market anomalies
Volume , Issue , 2019, page

Bernstein, Shai, Dev, Abhishek, and Lerner, Josh
Appendix to: The creation and evolution of entrepreneurial public markets
Volume , Issue , 2019, page

Seta, Marco Della, Morellec, Erwan, and Zucchi, Francesca
Appendix to: Short-term debt and incentives for risk-taking
Volume , Issue , 2019, page

Chabi-Yo, Fousseni, and Loudis, Johnathan
Appendix to: The conditional expected market return
Volume , Issue , 2019, page

Chen, Huaizhi, Cohen, Lauren, Gurun, Umit, Lou, Dong, and Malloy, Christopher
Appendix to: IQ from IP: Simplifying search in portfolio choice
Volume , Issue , 2019, page

Gryglewicz, Sebastian, Mayer, Simon, and Morellec, Erwan
Appendix to: Agency conflicts and short- vs. long-termism in corporate policies
Volume , Issue , 2019, page

Augustin, Patrick, Chernov, Mikhail, and Song, Dongho
Appendix to: Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads
Volume , Issue , 2019, page

Segura, Anatoli, and Zeng, Jing
Appendix to: Off-balance sheet funding, voluntary support and investment efficiency
Volume , Issue , 2019, page

Corradin, Stefano, and Maddaloni, Angela
Appendix to: The importance of being special: Repo markets during the crisis
Volume , Issue , 2019, page

Kamiya, Shinichi, Kang, Jun-koo, Kim, Jungmin, Milidonis, Andreas, and Stulz, René M.
Appendix to: Risk management, firm reputation, and the impact of successful cyberattacks on target firms
Volume , Issue , 2019, page

Graham, John R., Kim, Hyunseob, and Leary, Mark
Appendix to: CEO board dynamics
Volume , Issue , 2019, page

Todorov, Karamfil
Appendix to: Quantify the quantitative easing: Impact on bonds and corporate debt issuance
Volume , Issue , 2019, page

Nikolova, Stanislava, Wang, Liying, and Wu, Juan (Julie)
Appendix to: Institutional allocations in the primary market for corporate bonds
Volume , Issue , 2019, page

Opie, Wei, and Riddiough, Steven J.
Appendix to: Global currency hedging with common risk factors
Volume , Issue , 2019, page

Hirshleifer, David, Jiang, Danling, and Meng, Yuting
Appendix to: Mood beta and seasonalities in stock returns
Volume , Issue , 2019, page

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 , Issue , 2019, page

Gantchev, Nickolay, Sevilir, Merih, and Shivdasani, Anil
Appendix to: Activism and empire building
Volume , Issue , 2019, page

Liao, Gordon Y.
Appendix to: Credit migration and covered interest rate parity
Volume , Issue , 2019, page

Kumar, Nitish, Mullally, Kevin, Ray, Sugata, and Tang, Yuehua
Appendix to: Prime (information) brokerage
_ Volume , Issue , 2019, page

Braggion, Fabio, Manconi, Alberto, and Zhu, Haikun
Appendix to: Credit and social unrest: Evidence from 1930s China
_ Volume , Issue , 2019, page

Jackwerth, Jens Carsten, and Menner, Marco
Appendix to: Does the Ross recovery theorem work empirically?
_ Volume , Issue , 2019, page

Chen, Zhuo, He, Zhiguo, and Liu, Chun
Appendix to: The financing of local government in China: Stimulus loan wanes and shadow banking waxes
_ Volume , Issue , 2019, page

Colacito, Riccardo, Riddiough, Steven J., and Sarno, Lucio
Appendix to: Business cycles and currency returns
_ Volume , Issue , 2019, page

Zentefis, Alexander K.
Appendix to: Business cycles and currency returns
_ Volume , Issue , 2019, page

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 , Issue , 2019, page

Henderson, Brian J., Pearson, Neil D., and Wang, Li
Appendix to: Pre-trade hedging: Evidence from the issuance of retail structured products
_ Volume , Issue , 2019, page

Johnson, Travis L., and Swem, Nathan
Appendix to: Reputation and investor activism: A structural approach
_ Volume , Issue , 2019, page

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 , Issue , 2019, page

Kim, Hyunseob
Appendix to: How does labor market size affect firm capital structure? Evidence from large plant openings
Volume , Issue , 2019, page

Cho, Thummim
Appendix to: Turning alphas into betas: Arbitrage and the cross-section of risk
Volume , Issue , 2019, page

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 , Issue , 2019, page

Kowaleski, Zachary T., Sutherland, Andrew G., and Vetter, Felix W.
Appendix to: Can ethics be taught? Evidence from securities exams and investment adviser misconduct
Volume , Issue , 2019, page

Aghamolla, Cyrus, and Hashimoto, Tadashi
Appendix to: Information arrival, delay, and clustering in financial markets with dynamic freeriding
Volume , Issue , 2019, page

 


Journal of Financial Economics
jfe@jfe.rochester.edu

Simon Business School
University of Rochester
Rochester, New York 14627
www.simon.rochester.edu

 

© Copyright 1996-2019, Journal of Financial Economics