Journal
of Financial Economics, April 2019
Green Table of Contents
Volume 132, Issue 1
Paages 1-266
Are lemons sold first? Dynamic signaling in the mortgage market
Manuel Adelino, Kristopher Gerardi, Barney Hartman-Glaser
Link to Preprint - UP
Indexing and stock market serial dependence around the world
Guido Baltussen, Sjoerd van Bekkum, Zhi Da
Industry familiarity and trading: Evidence from the personal portfolios of industry insiders
Itzhak Ben-David, Justin Birru, Andrea Rossi
Link to preprint – UP
Dynamic corporate liquidity
Boris Nikolov, Lukas Schmid, Roberto Steri
Preference for dividends and return comovement
Allaudeen Hameed, Jing Xie
Manager sentiment and stock returns
Fuwei Jiang, Joshua Lee, Xiumin Martin, Guofu Zhou
Variance risk in aggregate stock returns and time-varying return predictability
Sungjune Pyun
Acquirer reference prices and acquisition performance
Qingzhong Ma, David A. Whidbee, Wei Zhang
What a difference a (birth) month makes: The relative age effect and fund manager performance
John (Jianqiu) Bai, Linlin Ma, Kevin A. Mullally, David H. Solomon
Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns
Jeewon Jang, Jangkoo Kang
The present value relation over six centuries: The case of the Bazacle company
David le Bris, William N. Goetzmann, Sébastien Pouget
Link to preprint - UP