Volume 128, Issue 2, 2018
1. An intertemporal CAPM with stochastic volatility
John Y. Campbell, Stefano Giglio, Christopher Polk, Robert Turley
2. Choosing factors
Eugene F. Fama, Kenneth R. French
3. High frequency trading and extreme price movements
Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Konstantin Sokolov
4. Protection of trade secrets and capital structure decisions
Sandy Klasa, Hernán Ortiz-Molina, Matthew Serfling, Shweta Srinivasan
5. Cash windfalls and acquisitions
Bastian von Beschwitz
6. Bid anticipation, information revelation, and merger gains
Wenyu Wang
7. Interest rate volatility, the yield curve, and the macroeconomy
Scott Joslin, Yaniv Konchitchki
8. The effects of q and cash flow on investment in the presence of measurement error
Andrew B. Abel
9. CEO attributes, compensation, and firm value: Evidence from a structural estimation
T. Beau Page