Volume 34 · Issue 6

May 21, 202112 articles

Arbitrage Portfolios

Soohun Kim · Robert A Korajczyk · Andreas Neuhierl

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May 21, 2021pp. 2813-2856DOI: 10.1093/rfs/hhaa102 ↗

Collateral Runs

Sebastian Infante · Alexandros P Vardoulakis

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May 21, 2021pp. 2949-2992DOI: 10.1093/rfs/hhaa139 ↗

Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital

James Dow · Jungsuk Han · Francesco Sangiorgi

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May 21, 2021pp. 2857-2909DOI: 10.1093/rfs/hhaa110 ↗

Marketing Mutual Funds

Nikolai Roussanov · Hongxun Ruan · Yanhao Wei

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May 21, 2021pp. 3045-3094DOI: 10.1093/rfs/hhaa095 ↗

Mutual Fund Trading Style and Bond Market Fragility

Amber Anand · Chotibhak Jotikasthira · Kumar Venkataraman

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May 21, 2021pp. 2993-3044DOI: 10.1093/rfs/hhaa120 ↗

Political Cycles in Bank Lending to the Government

Michael Koetter · Alexander Popov

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May 21, 2021pp. 3138-3180DOI: 10.1093/rfs/hhaa118 ↗

Political Influence and the Renegotiation of Government Contracts

Jonathan Brogaard · Matthew Denes · Ran Duchin

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May 21, 2021pp. 3095-3137DOI: 10.1093/rfs/hhaa093 ↗

Risks and Returns of Cryptocurrency

Yukun Liu · Aleh Tsyvinski

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May 21, 2021pp. 2689-2727DOI: 10.1093/rfs/hhaa113 ↗

Self-Fulfilling Fire Sales: Fragility of Collateralized Short-Term Debt Markets

John Chi-Fong Kuong

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May 21, 2021pp. 2910-2948DOI: 10.1093/rfs/hhaa115 ↗

The Effect of Bank Supervision and Examination on Risk Taking: Evidence from a Natural Experiment

John Kandrac · Bernd Schlusche

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May 21, 2021pp. 3181-3212DOI: 10.1093/rfs/hhaa090 ↗

The PPP View of Multihorizon Currency Risk Premiums

Mikhail Chernov · Drew Creal

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May 21, 2021pp. 2728-2772DOI: 10.1093/rfs/hhaa114 ↗

The Yield Spread and Bond Return Predictability in Expansions and Recessions

Martin M Andreasen · Tom Engsted · Stig V Møller · Magnus Sander

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May 21, 2021pp. 2773-2812DOI: 10.1093/rfs/hhaa107 ↗