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
1. Inefficient Labor or Inefficient Capital? Corporate Diversification and Productivity around the World, pp. 1–22
Todd Mitton
2. An International Comparison of Capital Structure and Debt Maturity Choices, pp. 23–56
Joseph P. H. Fan, Sheridan Titman, and Garry Twite
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
4. Survival of Overconfidence in Currency Markets, pp. 91–113
Thomas Oberlechner and Carol Osler
5. The Cross Section of Expected Returns with MIDAS Betas, pp. 115–135
Mariano González, Juan Nave, and Gonzalo Rubio
6. Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle, pp. 137–158
Henri Nyberg
7. The Performance of Corporate Bond Mutual Funds: Evidence Based on Security-Level Holdings, pp. 159–178
Gjergji Cici and Scott Gibson
8. Financial Strength and Product Market Competition: Evidence from Asbestos Litigation, pp. 179–211
Charles J. Hadlock and Ramana Sonti
9. Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity, pp. 213–239
Balasingham Balachandran, Robert Faff, Michael Theobald, and Tony van Zijl
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
11. Volatility Trading: What Is the Role of the Long-Run Volatility Component?, pp. 273–307
Guofu Zhou and Yingzi Zhu
12. Stocks, Bonds, and Long-Run Consumption Risks, pp. 309–332
Henrik Hasseltoft
13. Asset Liquidity and Stock Liquidity, pp. 333–364
Radhakrishnan Gopalan, Ohad Kadan, and Mikhail Pevzner
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
15. Corporate Governance and Innovation, pp. 397–413
Matthew O’Connor and Matthew Rafferty
16. Clean Sweep: Informed Trading through Intermarket Sweep Orders, pp. 415–435
Sugato Chakravarty, Pankaj Jain, James Upson, and Robert Wood
17. It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naďve Diversification, pp. 437–467
Chris Kirby and Barbara Ostdiek
18. Repurchases, Reputation, and Returns, pp. 469–491
Alice Adams Bonaimé
   
June 2012, Vol. 47, No. 3
19. The Desire to Acquire and IPO Long-Run Underperformance, pp. 493–510
James C. Brau, Robert B. Couch, and Ninon K. Sutton
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
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
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.
23. Equity Mispricing and Leverage Adjustment Costs, pp. 589–616
Richard S. Warr, William B. Elliott, Johanna Koëter-Kant, and Özde Öztekin
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
25. The Log-Linear Return Approximation, Bubbles, and Predictability, pp. 643–665
Tom Engsted, Thomas Q. Pedersen, and Carsten Tanggaard
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
27. Leverage Expectations and Bond Credit Spreads, pp. 689–714
Mark J. Flannery, Stanislava (Stas) Nikolova, and Özde Öztekin
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
29. Are CFOs’ Trades More Informative Than CEOs’ Trades?, pp. 743–762
Weimin Wang, Yong-Chul Shin, and Bill B. Francis
30. Sell-Side Information Production in Financial Markets, pp. 763–794
Zhaohui Chen and William J. Wilhelm, Jr.
31. The Prevalence of the Disposition Effect in Mutual Funds’ Trades, pp. 795–820
Gjergji Cici
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
33. Heterogeneous Beliefs and Risk-Neutral Skewness, pp. 851–872
Geoffrey C. Friesen, Yi Zhang, and Thomas S. Zorn
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
35. It Pays to Follow the Leader: Acquiring Targets Picked by Private Equity, pp. 901–931
Amy Dittmar, Di Li, and Amrita Nain
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
37. The Optimal Use of Return Predictability: An Empirical Study, pp. 973–1001
Abhay Abhyankar, Devraj Basu, and Alexander Stremme
38. Dividend Growth, Cash Flow, and Discount Rate News, pp. 1003–1028
Ian Garrett and Richard Priestley
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
40. The Credibility of Open Market Share Repurchase Signaling, pp. 1059–1088
Ilona Babenko, Yuri Tserlukevich, and Alexander Vedrashko
41. Validation of Default Probabilities, pp. 1089–1123
Andreas Blöchlinger
42. Loss Allocation in Securitization Transactions, pp. 1125–1153
Günter Franke, Markus Herrmann, and Thomas Weber
   
December 2012, Vol. 47, No. 6
43. Aggregate Idiosyncratic Volatility, pp. 1155–1185
Geert Bekaert, Robert J. Hodrick, and Xiaoyan Zhang
44. Corporate Governance, Finance, and the Real Sector, pp. 1187–1214
Paolo Fulghieri and Matti Suominen
45. The Principal Principle, pp. 1215–1246
Sanjiv R. Das
46. Effects of Bank Regulation and Lender Location on Loan Spreads, pp. 1247–1278
Li Hao, Debarshi K. Nandy, and Gordon S. Roberts
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
48. Information Content of Earnings Announcements: Evidence from After-Hours Trading, pp. 1303–1330
Christine X. Jiang, Tanakorn Likitapiwat, and Thomas H. McInish
49. Modeling the Cross Section of Stock Returns: A Model Pooling Approach, pp. 1331–1360
Michael O’Doherty, N. E. Savin, and Ashish Tiwari
50. Futures Cross-Hedging with a Stationary Basis, pp. 1361–1395
Stefan Ankirchner, Georgi Dimitroff, Gregor Heyne, and Christian Pigorsch