Volume 145, Issue 3, 2022
1. On index investing
Jeffrey L. Coles, Davidson Heath, Matthew C. Ringgenberg
2. Risk-adjusted capital allocation and misallocation
Joel M. David, Lukas Schmid, David Zeke
3. The cross-section of investment and profitability: Implications for asset pricing
Mete Kilic, Louis Yang, Miao Ben Zhang
4. Did the paycheck protection program hit the target?
João Granja, Christos Makridis, Constantine Yannelis, Eric Zwick
5. Corporate actions and the manipulation of retail investors in China: An analysis of stock splits
Sheridan Titman, Chishen Wei, Bin Zhao
6. Separating equilibria, underpricing and security design
Dan Bernhardt, Kostas Koufopoulos, Giulio Trigilia
7. Cyber risk and the U.S. financial system: A pre-mortem analysis
homas M. Eisenbach, Anna Kovner, Michael Junho Lee
8. How voluntary information sharing systems form: Evidence from a U.S. commercial credit bureau
José Liberti, Jason Sturgess, Andrew Sutherland
9. Overnight returns, daytime reversals, and future stock returns
Ferhat Akbas, Ekkehart Boehmer, Chao Jiang, Paul D. Koch
10. Strategic fragmented markets
Ana Babus, Cecilia Parlatore
11. Premium for heightened uncertainty: Explaining pre-announcement market returns
Grace Xing Hu, Jun Pan, Jiang Wang, Haoxiang Zhu
12. Biases in long-horizon predictive regressions
Jacob Boudoukh, Ronen Israel, Matthew Richardson
13. The rise of a network: Spillover of political patronage and cronyism to the private sector
Terry Moon, David Schoenherr
14. Macro news and micro news: Complements or substitutes?
David Hirshleifer, Jinfei Sheng