Volume 134, Issue 3, 2019
1. Characteristics are covariances: A unified model of risk and return
Bryan T. Kelly, Seth Pruitt, Yinan Su
2. Stunted firms: The long-term impacts of colonial taxation
Gabriel Natividad
3. A large-scale approach for evaluating asset pricing models
Laurent Barras
4. What’s in a (school) name? Racial discrimination in higher education bond markets
Casey Dougal, Pengjie Gao, William J. Mayew, Christopher A. Parsons
5. Growing up without finance
James R. Brown, J. Anthony Cookson, Rawley Z. Heimer
6. Time-varying ambiguity, credit spreads, and the levered equity premium
Zhan Shi
7. Counterparty credit risk and derivatives pricing
Gang Li, Chu Zhang
8. Mutual fund board connections and proxy voting
Paul Calluzzo, Simi Kedia
9. Notes on the yield curve
Ian W. R. Martin, Stephen A. Ross
10. Effects of separating commercial and investment banking: Evidence from the dissolution of a joint venture investment bank
Fumio Akiyoshi
11. Do real estate agents have information advantages in housing markets?
Sumit Agarwal, Jia He, Tien Foo Sing, Changcheng Song
12. Expectation and duration at the effective lower bound
Thomas B. King