JFQA Nomination Form

This is the official nomination form for the 2012 Sharpe Award.

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The Papers
Voting Instructions:	You have a total of 10 points that you can allocate among as many papers as you like. You can, for example, allocate all 10 points to a single paper, or split your vote among two or more papers.
Vote	February 2012, Vol. 47, No. 1
0 1 2 3 4 5 6 7 8 9 10 1.	Inefficient Labor or Inefficient Capital? Corporate Diversification and Productivity around the World, pp. 1–22 Todd Mitton
0 1 2 3 4 5 6 7 8 9 10 2.	An International Comparison of Capital Structure and Debt Maturity Choices, pp. 23–56 Joseph P. H. Fan, Sheridan Titman, and Garry Twite
0 1 2 3 4 5 6 7 8 9 10 3.	Sources of Gains in Corporate Mergers: Refined Tests from a Neglected Industry, pp. 57–89 David A. Becher, J. Harold Mulherin, and Ralph A. Walkling
0 1 2 3 4 5 6 7 8 9 10 4.	Survival of Overconfidence in Currency Markets, pp. 91–113 Thomas Oberlechner and Carol Osler
0 1 2 3 4 5 6 7 8 9 10 5.	The Cross Section of Expected Returns with MIDAS Betas, pp. 115–135 Mariano González, Juan Nave, and Gonzalo Rubio
0 1 2 3 4 5 6 7 8 9 10 6.	Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle, pp. 137–158 Henri Nyberg
0 1 2 3 4 5 6 7 8 9 10 7.	The Performance of Corporate Bond Mutual Funds: Evidence Based on Security-Level Holdings, pp. 159–178 Gjergji Cici and Scott Gibson
0 1 2 3 4 5 6 7 8 9 10 8.	Financial Strength and Product Market Competition: Evidence from Asbestos Litigation, pp. 179–211 Charles J. Hadlock and Ramana Sonti
0 1 2 3 4 5 6 7 8 9 10 9.	Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity, pp. 213–239 Balasingham Balachandran, Robert Faff, Michael Theobald, and Tony van Zijl
0 1 2 3 4 5 6 7 8 9 10 10.	Term Structure Estimation with Survey Data on Interest Rate Forecasts, pp. 241–272 Don H. Kim and Athanasios Orphanides
	April 2012, Vol. 47, No. 2
0 1 2 3 4 5 6 7 8 9 10 11.	Volatility Trading: What Is the Role of the Long-Run Volatility Component?, pp. 273–307 Guofu Zhou and Yingzi Zhu
0 1 2 3 4 5 6 7 8 9 10 12.	Stocks, Bonds, and Long-Run Consumption Risks, pp. 309–332 Henrik Hasseltoft
0 1 2 3 4 5 6 7 8 9 10 13.	Asset Liquidity and Stock Liquidity, pp. 333–364 Radhakrishnan Gopalan, Ohad Kadan, and Mikhail Pevzner
0 1 2 3 4 5 6 7 8 9 10 14.	The Dividend Initiation Decision of Newly Public Firms: Some Evidence on Signaling with Dividends, pp. 365–396 Jayant R. Kale, Omesh Kini, and Janet D. Payne
0 1 2 3 4 5 6 7 8 9 10 15.	Corporate Governance and Innovation, pp. 397–413 Matthew O’Connor and Matthew Rafferty
0 1 2 3 4 5 6 7 8 9 10 16.	Clean Sweep: Informed Trading through Intermarket Sweep Orders, pp. 415–435 Sugato Chakravarty, Pankaj Jain, James Upson, and Robert Wood
0 1 2 3 4 5 6 7 8 9 10 17.	It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification, pp. 437–467 Chris Kirby and Barbara Ostdiek
0 1 2 3 4 5 6 7 8 9 10 18.	Repurchases, Reputation, and Returns, pp. 469–491 Alice Adams Bonaimé
	June 2012, Vol. 47, No. 3
0 1 2 3 4 5 6 7 8 9 10 19.	The Desire to Acquire and IPO Long-Run Underperformance, pp. 493–510 James C. Brau, Robert B. Couch, and Ninon K. Sutton
0 1 2 3 4 5 6 7 8 9 10 20.	A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds, pp. 511–535 Joost Driessen, Tse-Chun Lin, and Ludovic Phalippou
0 1 2 3 4 5 6 7 8 9 10 21.	The Performance of Investment Bank-Affiliated Mutual Funds: Conflicts of Interest or Informational Advantage?, pp. 537–565 (Grace) Qing Hao and Xuemin (Sterling) Yan
0 1 2 3 4 5 6 7 8 9 10 22.	Do Pension-Related Business Ties Influence Mutual Fund Proxy Voting? Evidence from Shareholder Proposals on Executive Compensation, pp. 567–588 Rasha Ashraf, Narayanan Jayaraman, and Harley E. Ryan, Jr.
0 1 2 3 4 5 6 7 8 9 10 23.	Equity Mispricing and Leverage Adjustment Costs, pp. 589–616 Richard S. Warr, William B. Elliott, Johanna Koëter-Kant, and Özde Öztekin
0 1 2 3 4 5 6 7 8 9 10 24.	Long-Term Effects of a Financial Crisis: Evidence from Cash Holdings of East Asian Firms, pp. 617–641 Kyojik (Roy) Song and Youngjoo Lee
0 1 2 3 4 5 6 7 8 9 10 25.	The Log-Linear Return Approximation, Bubbles, and Predictability, pp. 643–665 Tom Engsted, Thomas Q. Pedersen, and Carsten Tanggaard
0 1 2 3 4 5 6 7 8 9 10 26.	The Value of Active Investing: Can Active Institutional Investors Remove Excess Comovement of Stock Returns?, pp. 667–688 Pengfei Ye
	August 2012, Vol. 47, No. 4
0 1 2 3 4 5 6 7 8 9 10 27.	Leverage Expectations and Bond Credit Spreads, pp. 689–714 Mark J. Flannery, Stanislava (Stas) Nikolova, and Özde Öztekin
0 1 2 3 4 5 6 7 8 9 10 28.	Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open, pp. 715–741 Henk Berkman, Paul D. Koch, Laura Tuttle, and Ying Jenny Zhang
0 1 2 3 4 5 6 7 8 9 10 29.	Are CFOs’ Trades More Informative Than CEOs’ Trades?, pp. 743–762 Weimin Wang, Yong-Chul Shin, and Bill B. Francis
0 1 2 3 4 5 6 7 8 9 10 30.	Sell-Side Information Production in Financial Markets, pp. 763–794 Zhaohui Chen and William J. Wilhelm, Jr.
0 1 2 3 4 5 6 7 8 9 10 31.	The Prevalence of the Disposition Effect in Mutual Funds’ Trades, pp. 795–820 Gjergji Cici
0 1 2 3 4 5 6 7 8 9 10 32.	Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate, pp. 821–849 Albert J. Menkveld, Asani Sarkar, and Michel van der Wel
0 1 2 3 4 5 6 7 8 9 10 33.	Heterogeneous Beliefs and Risk-Neutral Skewness, pp. 851–872 Geoffrey C. Friesen, Yi Zhang, and Thomas S. Zorn
0 1 2 3 4 5 6 7 8 9 10 34.	Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion, pp. 873–899 Changling Chen, Alan Guoming Huang, and Ranjini Jha
	October 2012, Vol. 47, No. 5
0 1 2 3 4 5 6 7 8 9 10 35.	It Pays to Follow the Leader: Acquiring Targets Picked by Private Equity, pp. 901–931 Amy Dittmar, Di Li, and Amrita Nain
0 1 2 3 4 5 6 7 8 9 10 36.	“Preparing” the Equity Market for Adverse Corporate Events: A Theoretical Analysis of Firms Cutting Dividends, pp. 933–972 Thomas J. Chemmanur and Xuan Tian
0 1 2 3 4 5 6 7 8 9 10 37.	The Optimal Use of Return Predictability: An Empirical Study, pp. 973–1001 Abhay Abhyankar, Devraj Basu, and Alexander Stremme
0 1 2 3 4 5 6 7 8 9 10 38.	Dividend Growth, Cash Flow, and Discount Rate News, pp. 1003–1028 Ian Garrett and Richard Priestley
0 1 2 3 4 5 6 7 8 9 10 39.	Shareholders in the Boardroom: Wealth Effects of the SEC’s Proposal to Facilitate Director Nominations, pp. 1029–1057 Ali C. Akyol, Wei Fen Lim, and Patrick Verwijmeren
0 1 2 3 4 5 6 7 8 9 10 40.	The Credibility of Open Market Share Repurchase Signaling, pp. 1059–1088 Ilona Babenko, Yuri Tserlukevich, and Alexander Vedrashko
0 1 2 3 4 5 6 7 8 9 10 41.	Validation of Default Probabilities, pp. 1089–1123 Andreas Blöchlinger
0 1 2 3 4 5 6 7 8 9 10 42.	Loss Allocation in Securitization Transactions, pp. 1125–1153 Günter Franke, Markus Herrmann, and Thomas Weber
	December 2012, Vol. 47, No. 6
0 1 2 3 4 5 6 7 8 9 10 43.	Aggregate Idiosyncratic Volatility, pp. 1155–1185 Geert Bekaert, Robert J. Hodrick, and Xiaoyan Zhang
0 1 2 3 4 5 6 7 8 9 10 44.	Corporate Governance, Finance, and the Real Sector, pp. 1187–1214 Paolo Fulghieri and Matti Suominen
0 1 2 3 4 5 6 7 8 9 10 45.	The Principal Principle, pp. 1215–1246 Sanjiv R. Das
0 1 2 3 4 5 6 7 8 9 10 46.	Effects of Bank Regulation and Lender Location on Loan Spreads, pp. 1247–1278 Li Hao, Debarshi K. Nandy, and Gordon S. Roberts
0 1 2 3 4 5 6 7 8 9 10 47.	Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?, pp. 1279–1301 Mahmoud Botshekan, Roman Kraeussl, and Andre Lucas
0 1 2 3 4 5 6 7 8 9 10 48.	Information Content of Earnings Announcements: Evidence from After-Hours Trading, pp. 1303–1330 Christine X. Jiang, Tanakorn Likitapiwat, and Thomas H. McInish
0 1 2 3 4 5 6 7 8 9 10 49.	Modeling the Cross Section of Stock Returns: A Model Pooling Approach, pp. 1331–1360 Michael O’Doherty, N. E. Savin, and Ashish Tiwari
0 1 2 3 4 5 6 7 8 9 10 50.	Futures Cross-Hedging with a Stationary Basis, pp. 1361–1395 Stefan Ankirchner, Georgi Dimitroff, Gregor Heyne, and Christian Pigorsch