JFQA Nomination Form
This is the official nomination form for the 2013 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 2013, Vol. 48, No. 1
1. Do Portfolio Distortions Reflect Superior Information or Psychological Biases?, pp. 1–45
George M. Korniotis and Alok Kumar
2. The Role of Anchoring Bias in the Equity Market: Evidence from Analysts’ Earnings Forecasts and Stock Returns, pp. 47–76
Ling Cen, Gilles Hilary, and K. C. John Wei
3. Capital Allocation by Public and Private Firms, pp. 77–103
Sandra Mortal and Natalia Reisel
4. Director Ownership, Governance, and Performance, pp. 105–135
Sanjai Bhagat and Brian Bolton
5. CEO Overconfidence and International Merger and Acquisition Activity, pp. 137–164
Stephen P. Ferris, Narayanan Jayaraman, and Sanjiv Sabherwal
6. Executive Compensation and Business Policy Choices at U.S. Commercial Banks, pp. 165–196
Robert DeYoung, Emma Y. Peng, and Meng Yan
7. Nonmonetary Benefits, Quality of Life, and Executive Compensation, pp. 197–218
Xin Deng and Huasheng Gao
8. Liquidity Risk, Return Predictability, and Hedge Funds’ Performance: An Empirical Study, pp. 219–244
Rajna Gibson Brandon and Songtao Wang
9. Cognitive Dissonance, Sentiment, and Momentum, pp. 245–275
Constantinos Antoniou, John A. Doukas, and Avanidhar Subrahmanyam
10. Using Samples of Unequal Length in Generalized Method of Moments Estimation, pp. 277–307
Anthony W. Lynch and Jessica A. Wachter
11. Solving the Return Deviation Conundrum of Leveraged Exchange-Traded Funds, pp. 309–342
Hongfei Tang and Xiaoqing Eleanor Xu
   
April 2013, Vol. 48, No. 2
12. How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements, pp. 343–375
Pavel Savor and Mungo Wilson
13. Speculative Retail Trading and Asset Prices, pp. 377–404
Bing Han and Alok Kumar
14. Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds, pp. 405–425
Edwin J. Elton, Martin J. Gruber, Christopher R. Blake, and Or Shachar
15. Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance, pp. 427–458
David R. Gallagher, Peter A. Gardner, and Peter L. Swan
16. Telltale Tails: A New Approach to Estimating Unique Market Information Shares, pp. 459–488
Joachim Grammig and Franziska J. Peter
17. Volume Dynamics and Multimarket Trading, pp. 489–518
Michael Halling, Pamela C. Moulton, and Marios Panayides
18. Zero-R2 Hedge Funds and Market Neutrality, pp. 519–547
Nicolas P. B. Bollen
19. Risk Management with Leverage: Evidence from Project Finance, pp. 549–577
Soku Byoun, Jaemin Kim, and Sean Sehyun Yoo
20. Ownership Dynamics with Large Shareholders: An Empirical Analysis, pp. 579–609
Marcelo Donelli, Borja Larrain, and Francisco Urz๚a I.
21. The Value of Marriage to Family Firms, pp. 611–636
Pramuan Bunkanwanicha, Joseph P. H. Fan, and Yupana Wiwattanakantang
22. State Antitakeover Laws and Voluntary Disclosure, pp. 637–668
Yijiang Zhao, Arthur Allen, and Iftekhar Hasan
   
June 2013, Vol. 48, No. 3
23. CEOs Under Fire: The Effects of Competition from Inside Directors on Forced CEO Turnover and CEO Compensation, pp. 669–698
Shawn Mobbs
24. Contracting with Nonfinancial Stakeholders and Corporate Capital Structure: The Case of Product Warranties, pp. 699–727
Jayant R. Kale, Costanza Meneghetti, and Husayn Shahrur
25. The Shareholder Base and Payout Policy, pp. 729–760
Andriy Bodnaruk and Per ึstberg
26. A First Look at Mutual Funds That Use Short Sales, pp. 761–787
Honghui Chen, Hemang Desai, and Srinivasan Krishnamurthy
27. Debt Maturity and Asymmetric Information: Evidence from Default Risk Changes, pp. 789–817
Vidhan K. Goyal and Wei Wang
28. Material Adverse Change Clauses and Acquisition Dynamics, pp. 819–847
David J. Denis and Antonio J. Macias
29. Executive Pay Disparity and the Cost of Equity Capital, pp. 849–885
Zhihong Chen, Yuan Huang, and K. C. John Wei
30. CEO Entrenchment and Corporate Hedging: Evidence from the Oil and Gas Industry, pp. 887–917
Praveen Kumar and Ramon Rabinovitch
31. Corporate Governance and Risk Taking in Pension Plans: Evidence from Defined Benefit Asset Allocations, pp. 919–946
Hieu V. Phan and Shantaram P. Hegde
32. Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options, pp. 947–977
Michael Neumann and George Skiadopoulos
33. Do Stock Markets Catch the Flu?, pp. 979–1000
Brian C. McTier, Yiuman Tse, and John K. Wald
   
August 2013, Vol. 48, No. 4
34. Algorithmic Trading and the Market for Liquidity, pp. 1001–1024
Terrence Hendershott and Ryan Riordan
35. Do Overvaluation-Driven Stock Acquisitions Really Benefit Acquirer Shareholders?, pp. 1025–1055
Mehmet E. Akbulut
36. Hedge Fund Return Predictability under the Magnifying Glass, pp. 1057–1083
Doron Avramov, Laurent Barras, and Robert Kosowski
37. Probability Weighting and Employee Stock Options, pp. 1085–1118
Oliver G. Spalt
38. Corporate Pension Plans as Takeover Deterrents, pp. 1119–1144
Joใo F. Cocco and Paolo F. Volpin
39. Does Risk-Neutral Skewness Predict the Cross Section of Equity Option Portfolio Returns?, pp. 1145–1171
Turan G. Bali and Scott Murray
40. Can Strong Boards and Trading Their Own Firm’s Stock Help CEOs Make Better Decisions? Evidence from Acquisitions by Overconfident CEOs, pp. 1173–1206
Adam C. Kolasinski and Xu Li
41. Market Reaction to Corporate Press Releases, pp. 1207–1240
Andreas Neuhierl, Anna Scherbina, and Bernd Schlusche
42. Taxation, Dividends, and Share Repurchases: Taking Evidence Global, pp. 1241–1269
Marcus Jacob and Martin Jacob
43. Divisible Good Auctions with Asymmetric Information: An Experimental Examination, pp. 1271–1300
Emmanuel Morales-Camargo, Orly Sade, Charles Schnitzlein, and Jaime F. Zender
44. Internal versus External CEO Choice and the Structure of Compensation Contracts, pp. 1301–1331
Fr้d้ric Palomino and Elo๏c Peyrache
   
October 2013, Vol. 48, No. 5
45. Real Assets and Capital Structure, pp. 1333–1370
Murillo Campello and Erasmo Giambona
46. The Joint Dynamics of Equity Market Factors, pp. 1371–1404
Peter Christoffersen and Hugues Langlois
47. Market Development and the Asset Growth Effect: International Evidence, pp. 1405–1432
Sheridan Titman, K. C. John Wei, and Feixue Xie
48. A New Anomaly: The Cross-Sectional Profitability of Technical Analysis, pp. 1433–1461
Yufeng Han, Ke Yang, and Guofu Zhou
49. The Value of (Stock) Liquidity in the M&A Market, pp. 1463–1497
Massimo Massa and Moqi Xu
50. Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F Filings, pp. 1499–1518
George O. Aragon, Michael Hertzel, and Zhen Shi
51. Stock Price Jumps and Cross-Sectional Return Predictability, pp. 1519–1544
George J. Jiang and Tong Yao
52. Diversification in Private Equity Funds: On Knowledge Sharing, Risk Aversion, and Limited Attention, pp. 1545–1572
Mark Humphery-Jenner
53. Analyst Coverage, Information, and Bubbles, pp. 1573–1605
Sandro C. Andrade, Jiangze Bian, and Timothy R. Burch
54. R&D Spillover Effects and Firm Performance Following R&D Increases, pp. 1607–1634
Sheng-Syan Chen, Yan-Shing Chen, Woan-lih Liang, and Yanzhi Wang
55. The Impact of Government Intervention in Banks on Corporate Borrowers’ Stock Returns, pp. 1635–1662
Lars Norden, Peter Roosenboom, and Teng Wang
   
December 2013, Vol. 48, No. 6
56. Where Have All the IPOs Gone?, pp. 1663–1692
Xiaohui Gao, Jay R. Ritter, and Zhongyan Zhu
57. A Servant to Many Masters: Competing Shareholder Preferences and Limits to Catering, pp. 1693–1716
Alberto Manconi and Massimo Massa
58. On the Importance of Golden Parachutes, pp. 1717–1753
Eliezer M. Fich, Anh L. Tran, and Ralph A. Walkling
59. Investor Horizons and Corporate Policies, pp. 1755–1780
Fran็ois Derrien, Ambrus Kecsk้s, and David Thesmar
60. Creating Value by Changing the Old Guard: The Impact of Controlling Shareholder Heterogeneity on Firm Performance and Corporate Policies, pp. 1781–1811
Hua Deng, Fariborz Moshirian, Peter Kien Pham, and Jason Zein
61. Improving Portfolio Selection Using Option-Implied Volatility and Skewness, pp. 1813–1845
Victor DeMiguel, Yuliya Plyakha, Raman Uppal, and Grigory Vilkov
62. The Sarbanes-Oxley Act, Earnings Management, and Post-Buyback Performance of Open-Market Repurchasing Firms, pp. 1847–1876
Sheng-Syan Chen and Chia-Wei Huang
63. Analyst Disagreement and Aggregate Volatility Risk, pp. 1877–1900
Alexander Barinov