Are two-way fixed-effect difference-in-differences estimates blowing smoke? : a cautionary tale from state-level bank branching deregulation
|
2024 |
Zdrojewski, Anthony |
The Berger-Ofek diversification discount is just poor firm matching
|
2024 |
Hund, John E. |
Demand curves for stocks slope down in the long run : evidence from the Chinese Split-Share Structure Reform
|
2024 |
Liu, Clark |
The corporate propensity to dissave
|
2024 |
Nanda, Vikram |
Insider ownership and firm value : one shape does not fit all
|
2024 |
Basu, Nilanjan |
The pre-holiday premium of Ariel (1990) has largely become a small-firm effect out of sample
|
2024 |
Ko, Kuan-Cheng |
Does macro-asset pricing matter for corporate finance?
|
2024 |
Kim, Yongjin |
Selection bias or treatment effect? : a re-examination of Russell 1000/2000 Index reconstitution
|
2024 |
Wei, Wei |
Russell Index reconstitutions, institutional investors, and corporate social responsibility
|
2024 |
Glossner, Simon |
The cash flow sensitivity of cash : replication, extension, and robustness
|
2024 |
Almeida, Heitor |
The relation between equity misvaluation and stock payment in mergers is spurious
|
2024 |
De Bodt, Eric |
Identification using Russell 1000/2000 Index assignments : a discussion of methodologies
|
2024 |
Appel, Ian R. |
Existing methods provide unreliable estimates of the marginal value of cash
|
2024 |
Halford, Joseph T. |
Employee compensation still impacts payout policy
|
2024 |
Bonaimé, Alice |
Trend and reversal of idiosyncratic volatility revisited
|
2023 |
Leippold, Markus |
A new look at expected stock returns and volatility
|
2023 |
Robins, Russell P. |
Better performance of mutual funds with lower R2's does not suggest that active management pays
|
2023 |
Matallín-Sáez, Juan Carlos |
The cross-section of volatility and expected returns : then and now
|
2023 |
Detzel, Andrew |
Has idiosyncratic volatility increased? : not in recent times
|
2023 |
Chiah, Mardy |
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
|
2023 |
Harvey, Campbell R. |