Macroeconomic risk and hedge fund returnsOriginal.
Turan G. Bali, Stephen J. Brown, Mustafa Onur Caglayan
págs. 1-19
News-driven return reversals: Liquidity provision ahead of earnings announcements.
Eric C. So, Sean Wang
págs. 20-35
Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings.
Kalok Chan, Yue-Cheong Chan
págs. 36-53
The death of the deal: Are withdrawn acquisition deals informative of CEO quality?.
Stacey Jacobsen
págs. 54-83
On the systematic volatility of unpriced earnings.
Timothy C. Johnson, Jaehoon Lee
págs. 84-104
What do firms do when dividend tax rates change? An examination of alternative payout responses.
Michelle Hanlon, Jeffrey L. Hoopes
págs. 105-124
Financial expert CEOs: CEO?s work experience and firm?s financial policies.
Cláudia Custódio, Daniel Metzger
págs. 125-154
The determinants of recovery rates in the US corporate bond market.
Rainer Jankowitsch, Florian Nagler, Marti G. Subrahmanyam
págs. 155-177
Does PIN affect equity prices around the world?.
Sandy Lai, Lilian Ng, Bohui Zhang
págs. 178-195
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