Volume 134, Issue 1, 2019
1. Option prices and costly short-selling
Xin Chang, Yangyang Chen, Sarah Qian Wang
2. Average skewness matters
Eric Jondeau, Qunzi Zhang, Xiaoneng Zhu
3. Size and value in China
Jianan Liu, Robert F. Stambaugh, Yu Yuan
4. The value of collateral in trade finance
Anna M. Costello
5. From mining to markets: The evolution of bitcoin transaction fees
David Easley, Maureen O’Hara, Soumya Basu
6. A tale of two volatilities: Sectoral uncertainty, growth, and asset prices
Gill Segal
7. Inverted fee structures, tick size, and market quality
Carole Comerton-Forde, Vincent Grégoire, Zhuo Zhong
8. An asset pricing approach to testing general term structure models
Bent Jesper Christensen, Michel van der Wel
9. A tug of war: Overnight versus intraday expected returns
Dong Lou, Christopher Polk, Spyros Skouras
10. Property rights institutions, foreign investment, and the valuation of multinational firms
Leming Lin, Atanas Mihov, Leandro Sanz, Detelina Stoyanova
11. Crowdsourced employer reviews and stock returns
T. Clifton Green, Ruoyan Huang, Quan Wen, Dexin Zhou