Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #101 to #150.

Informed Finance and Technological Conservatism*: Label: en
Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off*: Label: en
Cash Breeds Success: The Role of Financing Constraints in Patent Races*: Label: en
Corporate Governance Externalities*: Label: en
Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage: Label: en
Economic News and International Stock Market Co-movement*: Label: en
New Mortgage Lenders and the Housing Market*: Label: en
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity*: Label: en
“Sorry, We're Closed” Bank Branch Closures, Loan Pricing, and Information Asymmetries: Label: en
The Leverage–Profitability Puzzle Resurrected*: Label: en
A Theory of Collateral for the Lender of Last Resort*: Label: en
ETF Arbitrage, Non-Fundamental Demand, and Return Predictability*: Label: en
The Effect of Public Spending on Private Investment*: Label: en
Yield Spreads and the Corporate Bond Rollover Channel: Label: en
Managerial Short-Termism and Investment: Evidence from Accelerated Option Vesting*: Label: en
One Central Bank to Rule Them All*: Label: en
A Wake-Up Call Theory of Contagion: Label: en
Advertising Arbitrage: Label: en
Economic Policy Uncertainty and the Yield Curve: Label: en
Cancer and Portfolio Choice: Evidence from Norwegian Register Data: Label: en
The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds: Label: en
Third-Party Credit Guarantees and the Cost of Debt: Evidence from Corporate Loans: Label: en
Momentum, Reversals, and Investor Clientele: Label: en
The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada*: Label: en
Entrepreneur Death and Startup Performance: Label: en
Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium: Label: en
Trading Volume and Time Varying Betas: Label: en
Secondary Market Transparency and Corporate Bond Issuing Costs: Label: en
Portfolios for Long-Term Investors: Label: en
Do Place-Based Policies Promote Local Innovation and Entrepreneurship?*: Label: en
Investor Attention and Asset Pricing Anomalies: Label: en
Introduction: Special Issue on China I: Label: en
Is Currency Risk Priced in Global Equity Markets?*: Label: en
Managing Liquidity in Production Networks: The Role of Central Firms: Label: en
Equilibrium Asset Pricing in Directed Networks*: Label: en
More is Less: Publicizing Information and Market Feedback*: Label: en
Bank of Japan Equity Purchases: The (Non-)Effects of Extreme Quantitative Easing*: Label: en
Intellectual Property Protection and Financial Markets: Patenting versus Secrecy*: Label: en
Learning from Feedback: Evidence from New Ventures*: Label: en
What Drives Global Lending Syndication? Effects of Cross-Country Capital Regulation Gaps*: Label: en
What Constrains Liquidity Provision? Evidence from Institutional Trades*: Label: en
Value Return Predictability across Asset Classes and Commonalities in Risk Premia: Label: en
First Impression Bias: Evidence from Analyst Forecasts*: Label: en
Tradeoff Theory and Leverage Dynamics of High-Frequency Debt Issuers*: Label: en
The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds*: Label: en
Default Option Exercise over the Financial Crisis and beyond*: Label: en
Credit Default Swaps and Bank Regulatory Capital*: Label: en
Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE*: Label: en
An Augmented q-Factor Model with Expected Growth*: Label: en
Mood, Memory, and the Evaluation of Asset Prices: Label: en