Volume 132, Issue 1, 2019
1. Are lemons sold first? Dynamic signaling in the mortgage market
Manuel Adelino, Kristopher Gerardi, Barney Hartman-Glaser
2. Indexing and stock market serial dependence around the world
Guido Baltussen, Sjoerd van Bekkum, Zhi Da
3. Industry familiarity and trading: Evidence from the personal portfolios of industry insiders
Itzhak Ben-David, Justin Birru, Andrea Rossi
4. Dynamic corporate liquidity
Boris Nikolov, Lukas Schmid, Roberto Steri
5. Preference for dividends and return comovement
Allaudeen Hameed, Jing Xie
6. Manager sentiment and stock returns
Fuwei Jiang, Joshua Lee, Xiumin Martin, Guofu Zhou
7. Variance risk in aggregate stock returns and time-varying return predictability
Sungjune Pyun
8. Acquirer reference prices and acquisition performance
Qingzhong Ma, David A. Whidbee, Wei Zhang
9. What a difference a (birth) month makes: The relative age effect and fund manager performance
John (Jianqiu) Bai, Linlin Ma, Kevin A. Mullally, David H. Solomon
10. Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns
Jeewon Jang, Jangkoo Kang
11. The present value relation over six centuries: The case of the Bazacle company
David le Bris, William N. Goetzmann, Sébastien Pouget