Unpublished Appendices and Erratum Files Related to Published JFE Papers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: Déjŕ 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.
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

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

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

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 , Issue , 2017, page

Jagannathan, Ravi, Matsa, David A., Meierand, Iwan, and Tarhan, Vefa
Appendix to: Why do firms use high discount rates?
Volume , Issue , 2017, page

Buti, Sabrina, Rindi, Barbara, and Werner, Ingrid M.
Appendix to: Dark pool trading strategies, market quality and welfare
Volume , Issue , 2017, page

Jacobs, Heiko
Appendix to: Market maturity and mispricing
Volume , Issue , 2017, page

Braun, Reiner, Jenkinson, Tim, and Stoff, Ingo
Appendix to: How persistent is private equity performance? Evidence from deal-level data
Volume , Issue , 2017, page

Di Maggio, Marco, and Kacperczyk, Marcin
Appendix to: The unintended consequences of the zero lower bound policy
Volume , Issue , 2017, page

Subrahmanyam, Marti G., Tang, Dragon Yongjun, and Wang, Sarah Qian
Appendix to: Credit default swaps, exacting creditors and corporate liquidity management
Volume , Issue , 2017, page

Brogaard, Jonathan, Li, Dan, and Xia, Ying
Appendix to: Stock liquidity and default risk
Volume , Issue , 2017, page

Mukherjee, Abhiroop, Singh, Manpreet, and Zaldokas, Alminas
Appendix to: Do corporate taxes hinder innovation?
Volume , Issue , 2017, page

Di Maggio, Marco, Kermani, Amir, and Song, Zhaogang
Appendix to: The value of trading relationships in turbulent times
Volume , Issue , 2017, page

Hartman-Glaser, Barney
Appendix to: Reputation and signaling in asset sales
Volume , Issue , 2017, page

Avdis, Efstathios and Wachter, Jessica A.
Appendix to: Maximum likelihood estimation of the equity premium
Volume , Issue , 2017, page

Brown, David C. and Davies, Shaun William
Appendix to: Moral hazard in active asset management
Volume , Issue , 2017, page

Hugonnier, Julien and Morellec, Erwan
Appendix to: Bank capital, liquid reserves, and insolvency risk
Volume , Issue , 2017, page

Wanga, Huijun, Yan, Jinghua, and Yu, Jianfeng
Appendix to: Reference-dependent preferences and the risk-return trade-off
Volume , Issue , 2017, page

Cookson, J. Anthony
Appendix to: Leverage and strategic preemption: Lessons from entry plans and incumbent investments
Volume , Issue , 2017, page

Cremers, K. J. Martijn, Litov, Lubomir P., and Sepe, Simone M.
Appendix to: Staggered boards and long-term firm value, revisited
Volume , Issue , 2017, page

Brown, David C., Cederburg, Scott, and O’Doherty, Michael S.
Appendix to: Tax uncertainty and retirement savings diversification
Volume , Issue , 2017, page

Borochin, Paul, and Yang, Jie
Appendix to: The effects of institutional investor objectives on firm valuation and governance
Volume , Issue , 2017, page

Neuhann, Daniel, and Saidi, Farzad
Appendix to: Do universal banks finance riskier but more productive firms?
Volume , Issue , 2017, page

Mukherjee, Abhiroop, Singh, Manpreet, and Zaldokas, Alminas
Appendix to: Do corporate taxes hinder innovation?
Volume , Issue , 2017, page

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 , Issue , 2017, page

Ehling, Paul, Gallmeyer, Michael, Heyerdahl-Larsen, Christian, and Illeditsch, Philipp
Appendix to: Disagreement about inflation and the yield curve
Volume , Issue , 2017, page

Lee, Charles M.C., and So, Eric C.
Appendix to: Uncovering expected returns: Information in analyst coverage proxies
Volume , Issue , 2017, page

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 , Issue , 2017, page

Brogaard, Jonathan, Carrion, Allen, Moyaert, Thibaut, Riordan, Ryan, Shkilko, Andriy, and Sokolov, Konstantin
Appendix to: High frequency trading and extreme price movements
Volume , Issue , 2017, page

Campbell, John Y., Giglio, Stefano, Polk, Christopher, and Turley, Robert
Appendix to: An intertemporal CAPM with stochastic volatility
Volume , Issue , 2017, page

Cain, Matthew D., McKeon, Stephen B., and Solomon, Steven Davidoff
Appendix to: Do takeover laws matter? Evidence from five decades of hostile takeovers
Volume , Issue , 2017, page

Farago, Adam, and Tedongap, Romeo
Appendix to: Downside risks and the cross-section of asset returns
Volume , Issue , 2017, page

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 , Issue , 2017, page

Blanco, Ivan and Wehrheim, David
Appendix to: The bright side of financial derivatives: Options trading and firm innovation
Volume , Issue , 2017, page

Hoberg, Gerard and Moon, S. Katie
Appendix to: Offshore activities and financial vs operational hedging
Volume , Issue , 2017, page

Gustafson, Matthew T. and Iliev, Peter
Appendix to: The effects of removing barriers to equity issuance
Volume , Issue , 2017, page

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 , Issue , 2017, page

Jung, Hae Won (Henny) and Subramanian, Ajay
Appendix to: CEO talent, CEO compensation, and product market competition
Volume , Issue , 2017, page

Cortés, Kristle Romero and Strahan, Philip E.
Appendix to: Tracing out capital flows: How financially integrated banks respond to natural disasters
Volume , Issue , 2017, page

 


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