Volume 141, Issue 3, 2021

1. Network risk and key players: A structural analysis of interbank liquidity
Edward Denbee, Christian Julliard, Ye Li, Kathy Yuan

2. Central bank communication and the yield curve
Matteo Leombroni, Andrea Vedolin, Gyuri Venter, Paul Whelan

3. Subnational debt of China: The politics-finance nexus
Haoyu Gao, Hong Ru, Dragon Yongjun Tang

4. Access to public capital markets and employment growth
Alexander Borisov, Andrew Ellul, Merih Sevilir

5. The short duration premium
Andrei S. Gonçalves

6. Long-term discount rates do not vary across firms
Matti Keloharju, Juhani T. Linnainmaa, Peter Nyberg

7. Who provides liquidity, and when?
Sida Li, Xin Wang, Mao Ye

8. Asset mispricing
Kurt F. Lewis, Francis A. Longstaff, Lubomir Petrasek

9. What drove the 2003–2006 house price boom and subsequent collapse? Disentangling competing explanations
John M. Griffin, Samuel Kruger, Gonzalo Maturana

10. Debt relief and slow recovery: A decade after Lehman
Tomasz Piskorski, Amit Seru

11. Diagnostic bubbles
Pedro Bordalo, Nicola Gennaioli, Spencer Yongwook Kwon, Andrei Shleifer

12. Intraday arbitrage between ETFs and their underlying portfolios
Travis Box, Ryan Davis, Richard Evans, Andrew Lynch

13. Inside brokers
Frank Weikai Li, Abhiroop Mukherjee, Rik Sen

14. Death by committee? An analysis of corporate board (sub-) committees
Renée B. Adams, Vanitha Ragunathan, Robert Tumarkin

15. Investment responses to tax policy under uncertainty
Irem Guceri, Maciej Albinowski

16. Feedback loops in industry trade networks and the term structure of momentum profits
Ali Sharifkhani, Mikhail Simutin

17. Accounting for financial stability: Bank disclosure and loss recognition in the financial crisis
Jannis Bischof, Christian Laux, Christian Leuz

18. Unlocking clients: The importance of relationships in the financial advisory industry
Umit G. Gurun, Noah Stoffman, Scott E. Yonker

19. Did technology contribute to the housing boom? Evidence from MERS
Stefan Lewellen, Emily Williams

20. Volatility and the cross-section of returns on FX options
Jonathan Fullwood, Jessica James, Ian W. Marsh