Investment Cash Flow Sensitivity: Fact or Fiction? Şenay Ağca and Abon Mozumdar What Drives the Commonality between Credit Default Swap Spread Changes? Mike Anderson Liquidity Risk and the Credit Crunch of 2007–2008: Evidence from Micro-Level Data

摘要: Forthcoming Articles Page 1 Forthcoming Articles Investment Cash Flow Sensitivity: Fact or Fiction? Şenay Ağca and Abon Mozumdar What Drives the Commonality between Credit Default Swap Spread Changes? Mike Anderson Liquidity Risk and the Credit Crunch of 2007–2008: Evidence from Micro-Level Data on Mortgage Loan Applications Adonis Antoniades Information Characteristics and Errors in Expectations: Experimental Evidence Constantinos Antoniou, Glenn W. Harrison, Morten I. Lau, and Daniel Read Strategic Delays and Clustering in Hedge Fund Reported Returns George O. Aragon and Vikram Nanda Regulatory Sanctions and Reputational Damage in Financial Markets John Armour, Colin Mayer, and Andrea Polo Time-Disaggregated Dividend-Price Ratio and Dividend Growth Predictability in Large Equity Markets Panagiotis Asimakopoulos, Stylianos Asimakopoulos, Nikolaos Kourogenis, and …