“...ABSTRACT We document that since 1994, the equity premium is earned entirely in weeks 0, 2, 4, and 6 in Federal Open Market Committee (FOMC) cycle time, that...”

“...We evaluate the impact of the Sarbanes-Oxley Act (SOX) on shareholders by studying the lobbying behavior of investors and corporate insiders in order to affect...”

“...Investors value the liquidity and safety of US Treasuries. We document this by showing that changes in Treasury supply have large effects on a variety of yield...”

“...We evaluate the effects of three European Central Bank (ECB) policies (the Securities Markets Programme (SMP), the Outright Monetary Transactions (OMT), and...”

“...Why don't VCs eliminate excess demand for follow-on funds by raising fees? We propose a model of learning that leads to informational holdup. Current investors...”

“...The 1964 Securities Acts Amendments extended the mandatory disclosure requirements that had applied to listed firms since 1934 to large firms traded...”

“...The consumption of high-consumption households is more exposed to fluctuations in aggregate consumption and income than that of low-consumption households in...”

“...We document a large increase in the cyclicality of the incomes of high-income households, coinciding with the rise in their share of aggregate income. In the...”