No. 18-4, December 2018
Index
- Costly Long‐Short Strategies Under Short‐Sale Constraints: Chinese Evidence
- Cross‐Sectional and Time Series Momentum Returns and Market States
- Does High Stock Return Synchronicity Indicate High or Low Price Informativeness? Evidence from a Regulatory Experiment
- Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading
- Issue Information
- Risk Committees and Implied Cost of Equity Capital
- The Best of Times, the Worst of Times: Testing which Behavioral Biases Affect Analyst Forecasts
- The Impact of Firm‐Level Illiquidity on Crash Risk and the Role of Media Independence: International Evidence
- Time‐Varying Investor Herding in Chinese Stock Markets
- What Drives Interregional Bank Branch Closure? The Case of Japan's Regional Banks in the Post‐Deregulation Period