Volume 138, Issue 3, 2020
1. CoCo issuance and bank fragility
Stefan Avdjiev, Bilyana Bogdanova, Patrick Bolton, Wei Jiang, Anastasia Kartasheva
2. Fund tradeoffs
Ľuboš Pástor, Robert F. Stambaugh, Lucian A. Taylor
3. Asset pricing: A tale of night and day
Terrence Hendershott, Dmitry Livdan, Dominik Rösch
4. Financial intermediation and capital reallocation
Hengjie Ai, Kai Li, Fang Yang
5. Bank net worth and frustrated monetary policy
Alexander K. Zentefis
6. The price effects of liquidity shocks: A study of the SEC’s tick size experiment
Rui Albuquerque, Shiyun Song, Chen Yao
7. Dealers’ insurance, market structure, and liquidity
Francesca Carapella, Cyril Monnet
8. Collateral constraints and asset prices
Georgy Chabakauri, Brandon Yueyang Han
9. The effect of minority veto rights on controller pay tunneling
Jesse M. Fried, Ehud Kamar, Yishay Yafeh
10. Time-varying demand for lottery: Speculation ahead of earnings announcements
Bibo Liu, Huijun Wang, Jianfeng Yu, Shen Zhao
11. Persuasion in relationship finance
Ehsan Azarmsa, Lin William Cong
12. Policy uncertainty and corporate credit spreads
Mahsa S. Kaviani, Lawrence Kryzanowski, Hosein Maleki, Pavel Savor
13. Do people feel less at risk? Evidence from disaster experience
Ming Gao, Yu-Jane Liu, Yushui Shi