Volume 133, Issue 2, 2019
1. Why did the q theory of investment start working?
Daniel Andrei, William Mann, Nathalie Moyen
2. Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation
Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, Richard Roll, Junbo Wang
3. How news and its context drive risk and returns around the world
Charles W. Calomiris, Harry Mamaysky
4. Government debt and corporate leverage: International evidence
Irem Demirci, Jennifer Huang, Clemens Sialm
5. A capital structure channel of monetary policy
Benjamin Grosse-Rueschkamp, Sascha Steffen, Daniel Streitz
6. The effect of bank monitoring on public bond terms
Zhiming Ma, Derrald Stice, Christopher Williams
7. Volatility and the cross-section of corporate bond returns
Kee H. Chung, Junbo Wang, Chunchi Wu
8. Do firms hedge with foreign currency derivatives for employees?
Pinghsun Huang, Hsin-Yi Huang, Yan Zhang
9. The role of executive cash bonuses in providing individual and team incentives
Wayne R. Guay, John D. Kepler, David Tsui
10. The cash conversion cycle spread
Baolian Wang
11. Does social capital mitigate agency problems? Evidence from Chief Executive Officer (CEO) compensation
Chun Keung(Stan) Hoi, Qiang Wu, Hao Zhang
12. Interconnectedness in the interbank market
Celso Brunetti, Jeffrey H. Harris, Shawn Mankad, George Michailidis