Liang Chen, Juan J. Dolado, Jesús Gonzalo, Haozi Pan

Keywords: Quantile factor models, nonparametric quantile regression, principal component analysis

Sudipto Dasgupta, Jarrad Harford, Fangyuan Ma

Keywords: Earning per share, sensititvity, mergers

Rui Guo, Dun Jia*, Xi Sun

Keywords: Equity premium, macro announcement, central bank, information acquisition

Liang Chen, Juan J. Dolado, Jesús Gonzalo, Andrey Ramos

Keywords: Global warming, CO2 emissions, quantile factor models, granger causality

Zhiqian Jiang, Baixiao Liu, Andrew Schrowang, Wei Xu

Keywords: Short selling, short squeezes, short sale constraint, price reversals

Sangeun Ha, Fangyuan Ma, Alminas Žaldokas

Keywords: Product market collusion, corporate governance, managerial compensation

Ting Chen, Yizhen Gu, Ben Zou

Keywords: Metropolitan areas, local labor market, commuting flows

Weiwei Hu, Kai Li, Yiming Xu

Keywords: Leased capital, productivity estimation, firm-level productivity, productivity growth, mismeasurement

Kai Li, Yiming Xu

Keywords: Leased capital, collateral constraint, capital misallocation, capital reallocation

Kai Li, Jun Yu

Keywords: Leased capital, business cycles, financial accelerator, uncertainty, risk shocks