No. 21-4, December 2021

Index

• Behavioral heterogeneity in return expectations across equity style portfolios
• Biases in variance of decomposed portfolio returns
• Chinese economic policy uncertainty and U.S. corporate investment
• Connectedness among stocks and tail risk: Evidence from China
• Director liability reduction and stock price crash risk: Evidence from Korea
• Distance still matters: Local bank closures and credit availability
• Do macro‐prudential policies jeopardize banking competition?
• Does Twitter Happiness Sentiment predict cryptocurrency?
• Effects of customer horizontal merger on supplier capital structure decisions
• Issue Information
• Liquidity risk and corporate bond yield spread: Evidence from China
• Monetary policy through exchange rate pegs: The removal of the Swiss franc‐Euro floor and stock price reactions
• Option‐for‐guarantee swaps and flexible investment opportunities
• Peer‐to‐peer lending and financial inclusion with altruistic investors
• R2 and the corporate signaling effect
• Risk reduction using trailing stop‐loss rules
• Share repurchases and market signaling: Evidence from earnings management
• The information content of 10‐K file size change
• Value of dividend signaling in uncertain times
• Volatility and returns: Evidence from China†
• What determines institutional investors' holdings in IPO firms?