Volume 139, Issue 3, 2021
1. The real value of China’s stock market
Jennifer N. Carpenter, Fangzhou Lu, Robert F. Whitelaw
2. Firm selection and corporate cash holdings
Juliane Begenau, Berardino Palazzo
3. Risk management, firm reputation, and the impact of successful cyberattacks on target firms
Shinichi Kamiya, Jun-Koo Kang, Jungmin Kim, Andreas Milidonis, René M. Stulz
4. Rare disaster probability and options pricing
Robert J. Barro, Gordon Y. Liao
5. Systematic risk, debt maturity, and the term structure of credit spreads
Hui Chen, Yu Xu, Jun Yang
6. Deleting misconduct: The expungement of BrokerCheck records
Colleen Honigsberg, Matthew Jacob
7. Measuring institutional trading costs and the implications for finance research: The case of tick size reductions
Gregory W. Eaton, Paul J. Irvine, Tingting Liu
8. Business groups and the incorporation of firm-specific shocks into stock prices
Mara Faccio, Randall Morck, M. Deniz Yavuz
9. Loan guarantees and credit supply
Natalie Bachas, Olivia S. Kim, Constantine Yannelis
10. On the direct and indirect real effects of credit supply shocks
Laura Alfaro, Manuel García-Santana, Enrique Moral-Benito
11. Slow-moving capital and execution costs: Evidence from a major trading glitch
Vincent Bogousslavsky, Pierre Collin-Dufresne, Mehmet Sağlam
12. The cross-section of currency volatility premia
Pasquale Della Corte, Roman Kozhan, Anthony Neuberger
13. Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts
Rui Dong, Raymond Fisman, Yongxiang Wang, Nianhang Xu
14. Stock market liberalization and innovation
Fariborz Moshirian, Xuan Tian, Bohui Zhang, Wenrui Zhang
15. Index option returns and generalized entropy bounds
Yan Liu