Laureano Luis, Cláudia Custódio and Miguel A. Ferreira
Email: Claudia.Custodio@asu.edu
Why Are U.S. Firms Using More Short-Term Debt?

Lee Jaehoon
Email: lee297@illinois.edu
Short and Long Slopes of Yield Curves Have Different Economic and Asset Pricing Implications

Lee Shiou-Ying and Her-Jiun Sheu
Email: white1219@gmail.com
Excess Cash Holdings and Investment: The Moderating Roles of Financial Constraints and Managerial Entrenchment

Liljeblom Eva, Tor Brunzell and Mika Vaihekoski
Email: Tor Brunzell
Determinants Of Capital budgeting Methods And Hurdle Rates in Nordic Firms

Lin Bing-Huei, Dean Paxson, Jr-Yan Wang and Mei-Mei Kuo
Email: linbh@nchu.edu.tw
Measuring Systematic Risk Using Implied Beta in Option Prices

Lin Jerchern
Email: jercherl@usc.edu
Tail Risks across Investment Funds

Liu Pu and Jeffrey S. Jones
Email: stefano.bonini@unibocconi.it
"Do Credit Rating Agencies Sacrifice Timeliness by Pursuing Rating Stability? Evidence from Equity Market Reactions to CreditWatch Events"

Liu Yue (Lucy), Kose John and Richard Taffler
Email: kjohn@stern.nyu.edu
It Takes Two to Tango: Overpayment and Value Destruction in M&A Deals

Liu Fang and Piet Sercu
Email: liufangbeijing@hotmail.com
The safe-haven effect in forward premia: what makes a currency trustworthy?

Löflund Anders, Martin Hoesli and Eva Liljeblom
Email: martin.hoesli@unige.ch
The Effects of Illiquidity and Lock-Ups on Portfolio Weights

Loureiro Gilberto, Anil K. Makhija and Dan Zhang
Email:
Why Do Some CEOs Work for a One-Dollar Salary?

Lugo Stefano, Annalisa Croce and Robert Faff
Email: stefano.lugo@mail.polimi.it
Rating Alignment, Rating Shopping and Reputation of Credit Rating Agencies: Evidence from the Subprime Crisis

Luoma Terhi
Email: terluo@uwasa.fi
A Sign Test of Cumulative Abnormal Returns in Event Studies Based on Generalized Standardized Abnormal Returns