Volume 55

Pages 1-240 (January 2020)

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  1. Editorial Board

    Page ii
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  2. Factor state¨Cspace models for high-dimensional realized covariance matrices of asset returns

    Pages 1-20
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  3. Does political connection distort competition and encourage corporate risk taking? International evidence

    Pages 21-42
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  4. General managerial skills and corporate social responsibility

    Pages 43-59
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  5. Do structural breaks in volatility cause spurious volatility transmission?

    Pages 60-82
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  6. Discussions on the spurious hyperbolic memory in the conditional variance and a new model

    Pages 83-103
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  7. The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market

    Pages 104-118
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  8. Do mega-mergers create value? The acquisition experience and mega-deal outcomes

    Pages 119-142
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  9. Global investigation on the country-level idiosyncratic volatility and its determinants

    Pages 143-160
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  10. Are female top executives more risk-averse or more ethical? Evidence from corporate cash holdings policy

    Pages 161-176
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  11. The long-run reversal in the long run: Insights from two centuries of international equity returns

    Pages 177-199
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  12. Forecasting stock returns: A predictor-constrained approach

    Pages 200-217
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  13. Mutual fund selection for realistically short samples

    Pages 218-240
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ISSN: 0927-5398