Volume 140, Issue 1, 2021
1. Inspecting the mechanism of quantitative easing in the euro area
Ralph S.J. Koijen, François Koulischer, Benoît Nguyen, Motohiro Yogo
2. Voluntary disclosure with evolving news
Cyrus
Aghamolla, Byeong-Je An
3. What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles
Nicolae Gârleanu, Stavros Panageas
4. Benchmark interest rates when the government is risky
P. Augustin, M. Chernov, L. Schmid, D. Song
5. Estimating the anomaly base rate
Alex Chinco, Andreas Neuhierl, Michael Weber
6. Implied volatility duration: A measure for the timing of uncertainty resolution
Christian Schlag, Julian Thimme, Rüdiger Weber
7. Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?
Toni Ahnert, Kristin Forbes, Christian Friedrich, Dennis Reinhardt
8. Extrapolative beliefs in the cross-section: What can we learn from the crowds?
Zhi Da, Xing Huang, Lawrence J. Jin
9. Real effects of share repurchases legalization on corporate behaviors
Zigan Wang, Qie Ellie Yin, Luping Yu
10. Competition among liquidity providers with access to high-frequency trading technology
Dion Bongaerts, Mark Van Achter
11. Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform
Marco Cipriani, Gabriele La Spada
12. What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market
Craig W. Holden, Dong Lu, Volodymyr Lugovskyy, Daniela Puzzello
13. Common pricing across asset classes: Empirical evidence revisited
Nikolay Gospodinov, Cesare Robotti
14. The high volume return premium and economic fundamentals
Zijun Wang