1.Aggregate risk and efficiency of mutual funds
2.Detecting underestimates of risk in VaR models
3.Option-Implied variance asymmetry and the cross-section of stock returns
4.The performance of acquisitions by high default risk bidders
5.Why investors do not buy cheaper securities: Evidence from a natural experiment
6.The short-selling skill of institutions and individuals
7.A factor-model approach for correlation scenarios and correlation stress testing
8.Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity
9.Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility
10.Earnings management and post-split drift
11.Enforcement of banking regulation and the cost of borrowing
12.Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior
13.Family firms and access to credit. Is family ownership beneficial?
14.Systemic risk and competition revisited
15.Individual pension risk preference elicitation and collective asset allocation with heterogeneity
16.Does dialect similarity add value to banks? Evidence from China
17.Macroeconomic conditions, financial constraints, and firms』 financing decisions
18.Do long-term institutional investors promote corporate social responsibility activities?
19.A new measure of financial constraints applicable to private and public firms