No. 19-3, September 2019

Index

• Can Mutual Fund Investors Distinguish Good from Bad Managers?
• Carry Trade Returns with Support Vector Machines
• Contemporaneous and Causal Relationship between Returns and Volumes: Evidence from Nifty Futures
• Does Institutional Blockholder Short‐Termism Lead to Managerial Myopia? Evidence from Income Smoothing
• Does Interindustry and Intraindustry Information Help Predict Financial Distress?
• Issue Information
• Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets
• Monday Effect in the RMW and the Short‐Term Reversal Factors
• Pricing Defaultable Bonds Using a Lévy Jump‐Diffusion Model
• The American Inventors Protection Act: A Natural Experiment on Innovation Disclosure and the Cost of Debt
• The Changing Role of Financial Stress, Oil Price, and Gold Price in Financial Contagion among US and BRIC Markets