The Journal of finance

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  Año 2014, Vol. 69, Número 6

  • Repo runs: : evidence from the tri-party repo market

    Adam Copeland, Antoine Martin, Michael Walker

    • Resumen

    págs. 2343-2380

    

  • Sizing up repo

    Arvind Krishnamurthy, Stefan Nagel, Dmitry Orlov

    • Resumen

    págs. 2381-2417

    

  • The cross-section of credit risk premia and equity returns

    Nils Friewald, Christian Wagner, Josef Zechner

    • Resumen

    págs. 2419-2469

    

  • Volatility, the macroeconomy, and asset prices

    Ravi Bansal, Dana Kiku, Ivan Shaliastovich, Amir Yaron

    • Resumen

    págs. 2471-2511

    

  • Strategic and financial bidders in takeover auctions

    Alexander S. Gorbenko, Andrey Malenko

    • Resumen

    págs. 2513-2555

    

  • Financial intermediaries and the cross-section of asset returns

    Tobias Adrian, Erkko Etula, Tyler Muir

    • Resumen

    págs. 2557-2596

    

  • The global crisis and equity market contagion

    Geert Bekaert, Michael Ehrmann, Marcel Fratzscher, Arnaud Mehl

    • Resumen

    págs. 2597-2649

    

  • The real product market impact of mergers

    Albert Sheen

    • Resumen

    págs. 2651-2688

    

  • A pyrrhic victory? Bank bailouts and sovereign credit risk

    Viral Acharya, Itamar Drechsler, Philipp Schnabl

    • Resumen

    págs. 2689-2739

    

  • Investment-based corporate bond pricing

    Lars-Alexander Kuehn, Lukas Schmid

    • Resumen

    págs. 2741-2776

    

  • Duration of executive compensation

    Radhakrishnan Gopalan, Todd Milbourn, Fenghua Song, Anjan V. Thakor

    • Resumen

    págs. 2777-2817

    

  • Incentives and endogenous risk taking: : a structural view on hedge fund alphas

    Andrea Buraschi, Robert Kosowski, Worrawat Sritrakul

    • Resumen

    págs. 2819-2870