| Editorial BoardPage IFC |
| Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and optionsOriginal Research ArticlePages 447-472 Peter Christoffersen, Kris Jacobs, Chayawat Ornthanalai |
| Technical trading revisited: False discoveries, persistence tests, and transaction costsOriginal Research ArticlePages 473-491 Pierre Bajgrowicz, Olivier Scaillet |
| The market for new issues of municipal bonds: The roles of transparency and limited access to retail investorsOriginal Research ArticlePages 492-512 Paul Schultz |
| Stock option vesting conditions, CEO turnover, and myopic investmentOriginal Research ArticlePages 513-526 Volker Laux |
| ‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variablesOriginal Research ArticlePages 527-546 Bradley S. Paye |
| Geographic dispersion and stock returnsOriginal Research ArticlePages 547-565 Diego García, Øyvind Norli |
| Pinning in the S&P 500 futuresOriginal Research ArticlePages 566-585 Benjamin Golez, Jens Carsten Jackwerth |
| Multifactor models and their consistency with the ICAPMOriginal Research ArticlePages 586-613 Paulo Maio, Pedro Santa-Clara |
| Bank valuation and accounting discretion during a financial crisisOriginal Research ArticlePages 614-634 Harry Huizinga, Luc Laeven |
| Stock returns after major price shocks: The impact of informationOriginal Research ArticlePages 635-659 Pavel G. Savor |
| Currency momentum strategiesOriginal Research ArticlePages 660-684 Lukas Menkhoff, Lucio Sarno, Maik Schmeling, Andreas Schrimpf |