Volume 145, Issue 1, 2022
1. Time-varying risk of nominal bonds: How important are macroeconomic shocks?
Andrey Ermolov
1. Investment slumps during financial crises: The real effects of credit supply
Alexandros Fakos, Plutarchos Sakellaris, Tiago Tavares
2. Recovering the FOMC risk premium
Hong Liu, Xiaoxiao Tang, Guofu Zhou
3. Bubbles and the value of innovation
Valentin Haddad, Paul Ho, Erik Loualiche
4. The pass-through of uncertainty shocks to households
Marco Di Maggio, Amir Kermani, Rodney Ramcharan, Vincent Yao, Edison Yu
5. Paying for beta: Leverage demand and asset management fees
Steffen Hitzemann, Stanislav Sokolinski, Mingzhu Tai
6. Multivariate crash risk
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
7. Market efficiency in the age of big data
Ian W.R. Martin, Stefan Nagel
8. Silence is safest: Information disclosure when the audience’s preferences are uncertain
Philip Bond, Yao Zeng
10. When Uncle Sam introduced Main Street to Wall Street: Liberty Bonds and the transformation of American finance
Eric Hilt, Matthew Jaremski, Wendy Rahn
11. Ripples into waves: Trade networks, economic activity, and asset prices
Jeffery (Jinfan) Chang, Huancheng Du, Dong Lou, Christopher Polk
12. A theory of financial media
Eitan Goldman, Jordan Martel, Jan Schneemeier
13. Cross-listings, antitakeover defenses, and the insulation hypothesis
Albert Tsang, Nan Yang, Lingyi Zheng
14. Ambiguity about volatility and investor behavior
Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr
15. Regulatory transparency and the alignment of private and public enforcement: Evidence from the public disclosure of SEC comment letters
Amy Hutton, Susan Shu, Xin Zheng
16. Democracy and the pricing of initial public offerings around the world
Huu Nhan Duong, Abhinav Goyal, Vasileios Kallinterakis, Madhu Veeraraghavan