spb/wp45_uqo

1doc_id,year,article_type,pages,n_words_body,n_words_appendix,abstract_words,n_sections,n_subsections,n_paragraphs,n_equations,n_tables,n_figures,n_footnotes,n_references,n_citations_in_text,intro_words,intro_paragraphs,intro_share,conclusion_words,conclusion_share,theory_share,data_share,results_share,robustness_share,has_robustness_section,has_literature_section,has_appendix,has_internet_appendix,words_per_table,refs_per_1000_words,equations_per_1000_words,section_headings,parse_confidence,schema_valid,genre,subfield,primary_method,causal_strength,uses_causal_claim,abs_question,abs_gap,abs_method,abs_results,abs_magnitude,abs_contribution,abs_question_idx,abs_gap_idx,abs_method_idx,abs_results_idx,abs_magnitude_idx,abs_contribution_idx,intro_moves_seq,intro_n_moves,contribution_para_idx,contribution_types,roadmap_llm,roadmap_regex,lit_positioning,econ_signif,stat_lang,magnitude_in_intro,robust_location,robust_types,se_desc,units_in_notes,fig_uncertainty,concl_bounded,concl_policy,concl_open,hedging,n_claims,claims_with_evidence,llm_confidence,abstract_n_sent,intro_n_paragraphs,intro_n_words,magnitude_regex_abstract,contribution_regex_intro,clustered_se_regex,stars_regex,role_agreement,split2jof_12434,2017.0,article,42,11348,0,83,6,11,96,0,11,6,25,36,29,1972,9,0.1737751145576313,312,0.027493831512160734,0.0,0.0,0.0,0.05657384561156151,True,False,False,True,1031.6363636363637,3.1723651744800847,0.0,Introduction (unnumbered) | I Methodology and Data | II Effect on Corporate Ratings | III Effect on Investment and Financial Policy | IV Effect on Cost of Debt | V Mechanism: Why Do Rating Downgrades Matter? | VI Conclusion,0.938,True,empirical,corporate_finance,difference_in_differences,4,True,False,False,True,True,False,True,-1,-1,2,1,-1,0,motivation|preview_of_approach|identification_defense|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|robustness_mention|identification_defense|contribution_statement|related_literature_positioning|other|policy_or_broader_implication,13,7,new_evidence|new_identification,False,False,inside_introduction,True,unclear,True,mixed,placebo|alternative_specification|subsample|falsification,unclear,True,unclear,True,True,False,moderate,7,7,0.85,3,9,1304,False,True,False,False,0.75,train3jof_12438,2017.0,article,52,12302,370,101,5,27,173,34,10,5,63,97,129,2186,8,0.17769468379125344,321,0.026093318159648837,0.12241911884246463,0.0,0.0,0.0,False,False,True,True,1230.2,7.884896764753699,2.763778247439441,"Introduction (unnumbered) | I Filtering and Time-Aggregation in Consumption Data | II Asset Pricing without Garbage | III Cross-Section of Stock Returns | IV Implications for Advanced Asset Pricing Models | V Conclusion | Appendix: Kalman Filter with GARCH Disturbances | Xt = | yt = ZXt + σ ξξt = | Xt|t-1 = T Xt-1|t-1, | Pt|t-1 = T Pt-1|t-1T ′ + Rσ 2 | ft = ZPt|t-1Z′ + σ 2",0.963,True,mixed_theory_empirical,asset_pricing,structural_estimation,2,False,True,False,True,True,False,True,0,-1,1,2,-1,0,motivation|tension_or_puzzle|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|literature_gap|contribution_statement|policy_or_broader_implication|roadmap,14,0,new_data_or_measure|resolution_of_puzzle|new_evidence|new_method,True,True,inside_introduction,True,unclear,True,within_results,alternative_measure|alternative_specification|subsample|alternative_sample_period,unclear,True,mixed,True,False,False,moderate,5,5,0.8,4,8,1290,False,True,False,False,1.0,train4jof_12465,2017.0,article,46,11446,21,101,5,7,131,32,13,4,90,64,61,2547,9,0.22252315219290583,366,0.031976236239734404,0.3243054342128254,0.12441027433164424,0.0,0.0,False,False,True,True,880.4615384615385,5.591473003669404,2.795736501834702,Introduction (unnumbered) | I Simplified Model | II Data and Measurement | III Empirical Analysis | IV Full Model | V Conclusion | Appendix,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,3,True,True,False,True,True,False,False,0,-1,4,1,-1,-1,motivation|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|preview_of_results|identification_defense|preview_of_results|robustness_mention|related_literature_positioning|related_literature_positioning|contribution_statement,11,8,new_evidence|new_data_or_measure|new_theory_or_model,False,False,inside_introduction,True,unclear,True,mixed,alternative_measure|alternative_sample_period|alternative_specification|subsample|other,unclear,True,no,True,False,False,moderate,6,6,0.8,5,9,1485,False,True,False,False,1.0,train5jof_12467,2017.0,article,42,11218,1335,100,4,16,104,3,12,1,23,51,62,2069,6,0.18443572829381352,729,0.06498484578356213,0.0,0.23988233196648243,0.4763772508468533,0.0,False,False,True,True,934.8333333333334,4.546264931360314,0.26742734890354786,"Introduction (unnumbered) | I Empirical Methodology | II Data and Descriptive Statistics | III Empirical Results | IV Conclusions | Appendix A: A Simple Model of Interest Rates, Leverage, and Bank Risk-Taking",0.963,True,empirical,financial_intermediation_banking,reduced_form_regression,3,True,True,False,True,True,False,True,0,-1,1,2,-1,0,motivation|policy_or_broader_implication|mechanism_or_theory_sketch|mechanism_or_theory_sketch|tension_or_puzzle|preview_of_approach|preview_of_results|identification_defense|related_literature_positioning|contribution_statement|related_literature_positioning,11,4,new_evidence|new_data_or_measure,False,False,inside_introduction,True,unclear,True,within_results,subsample|alternative_measure|alternative_specification|other,unclear,True,unclear,True,False,True,moderate,6,6,0.8,5,6,1076,False,False,False,False,1.0,train6jof_12468,2017.0,article,34,10419,0,103,5,20,80,4,8,2,28,43,49,1612,4,0.15471734331509743,148,0.014204818120740955,0.0,0.0,0.0,0.0,False,False,False,True,1302.375,4.1270755350801425,0.383914003263269,Introduction (unnumbered) | I The French Mortgage Market | II Housing Collateral and the Decision to Start a New Firm | III Housing Collateral and Entrepreneurial Outcomes | IV Housing Collateral and Entrepreneurship in the Aggregate | V Conclusion,0.963,True,empirical,entrepreneurial_finance_private_equity,difference_in_differences,4,True,False,False,True,True,False,True,-1,-1,1,2,-1,0,motivation|literature_gap|policy_or_broader_implication|preview_of_approach|preview_of_approach|preview_of_results|robustness_mention|preview_of_results|contribution_statement|related_literature_positioning,10,3,new_evidence|new_identification,False,False,inside_introduction,True,unclear,True,within_results,subsample|alternative_specification,unclear,False,yes,True,False,True,moderate,6,5,0.85,4,4,752,False,True,False,False,1.0,train7jof_12469,2017.0,article,34,8051,0,102,4,16,100,1,8,3,29,65,37,1522,15,0.1890448391504161,516,0.06409141721525276,0.0,0.0,0.0,0.2097876040243448,True,False,False,True,1006.375,8.073531238355484,0.12420817289777668,"Introduction (unnumbered) | I Timeline, Data, and Empirical Strategy | II Labor Market Experiences and Investment in Risky Assets | III Using Secondhand Experiences to Understand Channels | IV Conclusion",0.963,True,empirical,household_finance,natural_experiment_event_study,4,True,True,False,True,True,False,True,0,-1,1,2,-1,1,tension_or_puzzle|literature_gap|contribution_statement|preview_of_approach|mechanism_or_theory_sketch|identification_defense|identification_defense|preview_of_approach|identification_defense|preview_of_results|preview_of_approach|preview_of_results|policy_or_broader_implication|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|roadmap,18,1,new_evidence|new_identification|new_method,True,True,inside_introduction,True,stars_and_tstats,True,within_results,alternative_specification|alternative_measure|falsification|subsample|other,clustered,True,unclear,True,False,True,moderate,7,7,0.85,6,15,1483,False,True,False,False,0.75,train8jof_12470,2017.0,article,30,7811,0,97,8,9,85,0,10,1,22,49,44,1529,13,0.19574958392011266,3337,0.4272180258609653,0.0,0.0,0.11547817180898733,0.0,False,False,False,True,781.1,6.273204455255409,0.0,Introduction (unnumbered) | I The AngelList Platform | II Experimental Design | III Summary Statistics | IV Main Results | V Why Do Investors React to Information on Founding Team? | VI Is It Rational to Invest Based on Founding Team? | VII Discussion | VIII Conclusions,0.938,True,empirical,entrepreneurial_finance_private_equity,survey_or_experiment,4,True,True,False,True,True,False,True,0,-1,1,2,-1,4,motivation|literature_gap|contribution_statement|mechanism_or_theory_sketch|identification_defense|preview_of_approach|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|other|preview_of_results|related_literature_positioning|related_literature_positioning|contribution_statement|related_literature_positioning|roadmap,17,0,new_evidence|new_identification,True,True,inside_introduction,False,unclear,False,main_text_section,subsample|alternative_measure|alternative_specification|other,unclear,True,no,True,False,False,moderate,5,5,0.85,5,13,1529,False,True,False,False,0.6,train9jof_12471,2017.0,article,46,10424,1743,102,7,10,281,19,11,1,39,46,50,1972,6,0.18917881811204912,395,0.037893323100537224,0.19196085955487338,0.13027628549501152,0.11483115886415964,0.0,False,False,True,False,947.6363636363636,4.412893323100537,1.8227168073676132,"Introduction (unnumbered) | I The Model | II Data Description | III Household Consumption Statistics | IV Empirical Methodology and Results | V Further Interpretation of the Results | VI Household Consumption Risk and the Cross Section of Excess Returns | VII Concluding Remarks | Appendix A: Proof That the Identity It = Ct -Dt Is Respected | Appendix B: Proof That Autarchy Is an Equilibrium | Appendix C: Derivation of the Cross-Sectional Moments of Consumption Growth | Appendix D: Derivation of the Common SDF, Risk-Free Rate, Market Price-Dividend Ratio, and Expected Market Return",0.963,True,mixed_theory_empirical,asset_pricing,structural_estimation,2,False,True,False,True,True,False,True,0,-1,1,3,-1,0,motivation|related_literature_positioning|preview_of_approach|contribution_statement|preview_of_results|mechanism_or_theory_sketch|related_literature_positioning|related_literature_positioning|contribution_statement|identification_defense|related_literature_positioning,11,1,new_evidence|new_theory_or_model,False,False,inside_introduction,True,mixed,True,main_text_section,alternative_sample_period|alternative_specification|sensitivity_to_parameters|other,newey_west,False,unclear,True,False,False,moderate,8,8,0.8,6,6,936,False,True,False,False,0.9,train10jof_12472,2017.0,article,34,8407,0,103,5,8,70,1,10,1,36,38,51,1145,5,0.13619602712025694,422,0.050196265017247534,0.0,0.18984179850124897,0.0,0.0,False,True,False,True,840.7,4.520042821458309,0.11894849530153444,Introduction (unnumbered) | I Theory and Related Research | II Sample and Descriptive Statistics | III Profitability and Persistence of Institutional Dividend Capture | IV Profitability and Trader Skill | V Conclusions,0.963,True,empirical,market_microstructure,reduced_form_regression,2,False,True,False,True,True,True,True,0,-1,0,1,2,7,motivation|preview_of_approach|related_literature_positioning|preview_of_approach|other|preview_of_results|preview_of_results|identification_defense|contribution_statement|roadmap,10,4,new_evidence|new_data_or_measure,True,True,both,True,unclear,True,mixed,placebo|subsample|alternative_measure,unclear,True,unclear,True,False,True,moderate,7,7,0.82,8,5,779,True,True,False,False,1.0,train11jof_12473,2017.0,article,42,10513,21,84,7,21,117,10,11,3,31,104,114,1763,7,0.16769713687815085,230,0.02187767525920289,0.1715019499667079,0.23275944069247598,0.0,0.0,False,False,True,True,955.7272727272727,9.892514030248265,0.9512032721392562,"Introduction (unnumbered) | I Data and Summary Statistics | II Life-Cycle Variation in the Value Tilt | III Systematic Labor Income Risk and the Value Tilt | IV Relation to Risk-Based Theories | fk,t, | V Relation to Sentiment-Based Theories | VI Identification and Robustness Checks | VII Conclusion | Appendix",0.963,True,mixed_theory_empirical,household_finance,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,0,1,-1,3,motivation|literature_gap|preview_of_results|robustness_mention|identification_defense|contribution_statement|mechanism_or_theory_sketch|related_literature_positioning|roadmap,9,3,new_evidence|new_theory_or_model,True,True,both,True,unclear,True,mixed,subsample|alternative_measure|alternative_specification|other,unclear,False,unclear,True,False,True,moderate,6,6,0.8,4,7,1009,False,True,False,False,0.857,train12jof_12482,2017.0,article,38,10640,0,97,9,12,91,2,10,3,29,55,42,1506,6,0.14154135338345863,545,0.051221804511278196,0.03984962406015038,0.17340225563909775,0.0,0.046334586466165416,True,False,False,True,1064.0,5.169172932330827,0.18796992481203006,"Introduction (unnumbered) | I Debt Overhang: Theory and Evidence | II Data, Sample Construction, and Summary Statistics | III Research Design | IV How Do Housing Investments Vary with Home Equity? | V Does Negative Equity Proxy for Limited Liquidity and Borrowing Capacity? | VI Using within-Household Variation to Test for Debt Overhang | VII Foreclosure Laws, Financial Wealth, and Negative Equity | VIII Additional Tests | IX Conclusions",0.963,True,empirical,household_finance,reduced_form_regression,3,True,True,False,False,True,False,True,0,-1,-1,2,-1,4,motivation|related_literature_positioning|contribution_statement|mechanism_or_theory_sketch|motivation|preview_of_approach|identification_defense|preview_of_results|preview_of_results|identification_defense|robustness_mention|policy_or_broader_implication,12,0,new_evidence,False,False,both,True,unclear,False,mixed,subsample|alternative_measure|alternative_specification|falsification|other,unclear,True,unclear,False,True,True,moderate,8,8,0.8,5,6,938,False,False,False,False,1.0,train13jof_12485,2017.0,article,50,14581,857,101,4,7,172,8,10,2,28,72,125,2353,7,0.16137439133118442,361,0.024758247033811125,0.0,0.0,0.0,0.12221383992867431,True,False,True,True,1458.1,4.937932926411083,0.5486592140456759,Introduction (unnumbered) | I Changes in the Sell-Side Analyst Industry over Time | II Economic Consequences of Changes in the Sell-Side Analyst Industry | III Additional Analyses | IV Conclusion | Appendix A: Variable Definitions | Appendix B Firms Affected by Analyst Drops by Industry | Appendix C Descriptive Statistics for Tests Involving Analyst Drops,0.963,True,empirical,market_microstructure,natural_experiment_event_study,3,True,True,False,False,True,False,True,0,-1,-1,1,-1,3,motivation|related_literature_positioning|literature_gap|preview_of_results|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|preview_of_results|contribution_statement,13,6,new_evidence,False,False,inside_introduction,True,unclear,True,mixed,alternative_specification|alternative_measure|subsample|other,unclear,False,no,False,True,False,moderate,7,7,0.8,6,7,1343,False,True,False,False,1.0,train14jof_12487,2017.0,article,58,10445,0,101,6,19,89,3,11,1,22,59,93,1275,6,0.12206797510770703,936,0.08961225466730494,0.0,0.18707515557683102,0.46414552417424604,0.06864528482527525,True,False,False,False,949.5454545454545,5.648635710866444,0.2872187649593107,Introduction (unnumbered) | I The Legal Origins and CSR | II Data and Empirical Strategy | III Results | IV Evidence from Scandals and Disasters | V Economic Mechanisms | VI Conclusions | Appendix A: Definitions of Independent Variables | Appendix A—Continued | Appendix A—Continued | Appendix A—Continued,0.963,True,empirical,corporate_finance,reduced_form_regression,2,False,False,False,True,True,False,False,-1,-1,0,1,-1,-1,motivation|tension_or_puzzle|related_literature_positioning|literature_gap|preview_of_approach|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|robustness_mention|roadmap,10,-1,new_evidence,True,True,inside_introduction,False,stars_and_tstats,False,within_results,alternative_specification|alternative_measure|placebo|other,unclear,True,no,True,False,False,moderate,7,7,0.8,3,6,1027,False,False,False,True,0.9,train15jof_12489,2017.0,article,40,13429,0,100,5,12,142,19,5,7,49,37,51,2066,7,0.15384615384615385,570,0.042445453868493556,0.20433390423709882,0.0,0.29652245141112515,0.0,False,False,False,True,2685.8,2.7552312160250203,1.4148484622831186,Introduction (unnumbered) | I RMLs: An Overview | II Model | III Calibration | IV Results | V Conclusion,0.963,True,mixed_theory_empirical,household_finance,structural_estimation,3,True,True,True,True,True,True,False,0,1,2,4,3,-1,motivation|literature_gap|mechanism_or_theory_sketch|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|policy_or_broader_implication|contribution_statement|related_literature_positioning|related_literature_positioning|roadmap,12,3,new_theory_or_model|new_evidence,True,True,inside_introduction,True,unclear,True,internet_appendix,sensitivity_to_parameters,none,True,unclear,True,True,True,moderate,6,6,0.85,6,7,1105,True,True,False,False,1.0,train16jof_12490,2017.0,article,60,10324,2829,102,6,22,203,25,13,2,41,64,59,1818,8,0.17609453700116234,165,0.015982177450600543,0.2554242541650523,0.10451375435877566,0.0,0.0,False,False,True,True,794.1538461538462,6.199147617202635,2.421542037969779,Introduction (unnumbered) | I Data and Classification | II The Composition of Corporate Financial Assets | III Theory | IV Determinants of Financial Asset Composition | V The Value of Risky Financial Assets | VI Conclusion | Appendix A: Data Collection | Appendix B: Miscellaneous Evidence | Summary Statistics | Appendix C: Tax Effects,0.963,True,mixed_theory_empirical,corporate_finance,instrumental_variables,3,True,True,False,True,True,True,True,2,-1,2,3,1,4,motivation|tension_or_puzzle|preview_of_approach|preview_of_approach|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|identification_defense|preview_of_results|preview_of_results|robustness_mention|contribution_statement|related_literature_positioning|policy_or_broader_implication,14,6,new_evidence|new_data_or_measure|new_theory_or_model,False,False,both,True,unclear,True,within_results,alternative_measure|alternative_specification,unclear,True,no,True,True,True,moderate,8,8,0.8,6,8,1027,True,False,False,False,1.0,train17jof_12492,2017.0,article,42,13147,0,95,6,8,93,11,13,3,49,48,29,2116,12,0.16094926599224157,762,0.057959990872442385,0.0,0.390203088156994,0.1483988742678938,0.16482847797976724,True,False,False,True,1011.3076923076923,3.6510230470829845,0.836692781623184,Introduction (unnumbered) | I SBA Loan Programs | II Data | III Basic Methods and Results | IV Instrumental Variables Methods and Results | V Extensions | VI Conclusion,0.963,True,empirical,corporate_finance,instrumental_variables,3,True,True,False,True,True,True,False,0,-1,1,2,2,-1,motivation|motivation|literature_gap|tension_or_puzzle|contribution_statement|preview_of_approach|preview_of_approach|identification_defense|related_literature_positioning|related_literature_positioning|other,11,6,new_evidence|new_data_or_measure|new_identification,False,False,inside_introduction,True,unclear,False,mixed,alternative_measure|alternative_specification|subsample|other,unclear,True,unclear,True,True,False,moderate,9,9,0.8,6,12,1457,False,True,False,False,0.667,train18jof_12493,2017.0,article,32,11147,0,104,4,13,136,13,4,2,28,58,50,2475,9,0.2220328339463533,350,0.03139858257827218,0.14156275231003856,0.0,0.0,0.0,False,False,False,True,2786.75,5.20319368439939,1.1662330671929668,Introduction (unnumbered) | I The Basic Model | II Correlated Default | A | B | III Correlation and Financial Intermediation | IV Conclusion,0.963,True,theoretical,financial_intermediation_banking,theoretical_model_analytical,1,False,False,False,True,True,False,True,-1,-1,1,0,-1,0,motivation|tension_or_puzzle|contribution_statement|mechanism_or_theory_sketch|preview_of_approach|motivation|motivation|related_literature_positioning|preview_of_results|preview_of_results|related_literature_positioning|related_literature_positioning|related_literature_positioning|roadmap,14,1,new_theory_or_model,True,True,inside_introduction,False,unclear,False,none_seen,,none,False,no,True,False,False,moderate,5,5,0.85,5,9,1642,False,True,False,False,1.0,train19jof_12495,2017.0,article,40,11726,0,107,5,10,65,5,12,2,33,64,64,1835,7,0.15648985161180284,565,0.04818352379327989,0.0,0.30547501279208594,0.0,0.0,False,False,False,True,977.1666666666666,5.457956677468872,0.4264028654272557,"Introduction (unnumbered) | I Data and Empirical Methodology | II Entry, Expansion, and Job Creation | III Access to Capital and Startup Job Creation | IV Firm Age and Firm Size | V Conclusion",0.963,True,empirical,entrepreneurial_finance_private_equity,instrumental_variables,4,True,True,True,True,True,False,False,1,0,1,2,-1,-1,motivation|literature_gap|motivation|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|mechanism_or_theory_sketch|robustness_mention|related_literature_positioning|roadmap,11,1,new_evidence|new_identification,True,True,inside_introduction,True,unclear,False,mixed,alternative_measure|alternative_specification|subsample|alternative_sample_period|other,unclear,True,no,True,False,True,moderate,8,8,0.8,5,7,1049,False,True,False,False,1.0,train20jof_12496,2017.0,article,52,15808,0,98,7,3,178,9,9,4,33,17,18,1178,6,0.07451923076923077,699,0.04421811740890688,0.0,0.10621204453441295,0.0,0.0,False,False,False,False,1756.4444444444443,1.0754048582995952,0.569331983805668,Introduction (unnumbered) | I How the Market for Agency MBS Works | II Data | III SP and TBA Trading Costs | IV Does the Option to Trade SPs in the TBA Market Reduce Trading Costs? | V The Impact of TBA Trading on SP Liquidity | VI TBA Market Hedging and SP Liquidity | VII Conclusions,0.963,True,empirical,market_microstructure,reduced_form_regression,3,True,False,False,False,True,False,True,-1,-1,-1,2,-1,3,motivation|tension_or_puzzle|mechanism_or_theory_sketch|related_literature_positioning|contribution_statement|preview_of_approach|preview_of_results|preview_of_results|policy_or_broader_implication|roadmap,10,2,new_evidence,True,True,inside_introduction,True,unclear,False,none_seen,,unclear,True,unclear,True,True,False,moderate,7,7,0.8,5,6,800,False,True,False,False,1.0,train21jof_12497,2017.0,article,34,8409,0,101,6,13,169,15,9,4,51,22,30,1333,5,0.15852063265548816,396,0.047092400998929716,0.17707218456415744,0.0,0.3270305624925675,0.29028421928885717,True,False,False,True,934.3333333333334,2.61624449994054,1.783803068141277,Introduction (unnumbered) | I Aggregate Evidence | II Analytical Framework | III Microevidence | IV Inspecting the Mechanism | V Robustness Checks and Aggregation | VI Conclusions,0.963,True,mixed_theory_empirical,international_finance,difference_in_differences,4,True,True,False,True,True,True,False,0,-1,1,1,3,-1,motivation|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|identification_defense|robustness_mention|preview_of_results|contribution_statement|related_literature_positioning|related_literature_positioning,10,3,new_evidence,False,False,inside_introduction,True,unclear,True,mixed,alternative_measure|alternative_specification|subsample|other,unclear,False,unclear,False,False,False,moderate,8,8,0.8,4,5,831,True,True,False,False,1.0,train22jof_12500,2017.0,article,42,10321,2531,98,4,18,185,8,5,1,38,32,75,2007,7,0.19445790136614668,407,0.03943416335626393,0.18350934986919873,0.5700029066950877,0.0,0.0,False,False,True,True,2064.2,3.100474760197655,0.7751186900494138,Introduction (unnumbered) | I Theoretical Predictions | II Data and Sample Definition | Summary Statistics for SIPP Cross-Sectional Anaysis Sample | III Empirical Analysis | Summary Statistics for SIPP Panel Analysis Sample | IV Conclusion | Appendix A: Proofs | Appendix B: Robustness of Theoretical Results to Model Extensions | Static Extensions of the Stylized Model | Dynamic Extensions of the Stylized Model | Appendix C: Numerical Methodology | Appendix D: Summary Statistics for SIPP Full Sample | Summary Statistics for SIPP Full Sample,0.963,True,mixed_theory_empirical,household_finance,instrumental_variables,4,True,True,False,True,True,True,True,0,-1,1,2,3,0,motivation|tension_or_puzzle|contribution_statement|mechanism_or_theory_sketch|preview_of_results|identification_defense|preview_of_approach|preview_of_results|preview_of_approach|identification_defense|preview_of_results|policy_or_broader_implication|roadmap,13,1,new_evidence|new_identification|new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,mixed,alternative_specification|subsample|sensitivity_to_parameters|other,unclear,False,no,True,False,False,moderate,6,6,0.8,4,7,1045,True,True,False,False,0.923,train23jof_12501,2017.0,article,38,8568,2154,85,4,8,237,25,6,7,30,52,92,2366,11,0.2761437908496732,247,0.028828197945845006,0.15476190476190477,0.0,0.23132586367880487,0.0,False,False,True,True,1428.0,6.069094304388422,2.917833800186741,Introduction (unnumbered) | I Macroeconomic Risk in the Cross Section of Exchange Rates | II A Structural Model | III Results | IV Conclusion | Appendix A: Data | Appendix B: Model Solution and Pricing Restrictions | Appendix C: Cross-Equation Restrictions and Shock Exposure Elasticities | Appendix D: Estimation Output | The Model of Consumption Growth: Parameter Estimates | Exchange Rate Growth Process: Parameter Estimates,0.963,True,mixed_theory_empirical,asset_pricing,structural_estimation,2,False,True,False,True,True,False,True,0,-1,0,1,-1,4,motivation|preview_of_results|preview_of_results|preview_of_approach|preview_of_approach|preview_of_results|preview_of_results|related_literature_positioning|preview_of_results|policy_or_broader_implication|preview_of_results|related_literature_positioning|literature_gap|related_literature_positioning|contribution_statement|related_literature_positioning|roadmap,17,9,new_evidence|new_theory_or_model,True,True,inside_introduction,True,confidence_intervals,True,appendix,alternative_specification,none,True,yes,True,False,False,moderate,6,6,0.8,6,11,1501,False,True,False,False,1.0,train24jof_12504,2017.0,article,48,12321,1947,95,5,19,285,43,12,4,25,81,117,2170,11,0.1761220680139599,289,0.023455888320753186,0.2909666423179937,0.0,0.3137732326921516,0.0,False,False,True,True,1026.75,6.574141709276844,3.489976462949436,Introduction (unnumbered) | I Empirical Results | (b) | II Model | III Quantitative Results | IV Inspecting the Model Mechanism | V Conclusion | Appendix A: Data | Appendix B: Proofs | Appendix C: Computation Details,0.963,True,mixed_theory_empirical,asset_pricing,calibration_simulation,2,False,True,False,True,True,True,True,0,-1,2,1,1,0,motivation|preview_of_approach|preview_of_results|preview_of_approach|mechanism_or_theory_sketch|mechanism_or_theory_sketch|mechanism_or_theory_sketch|mechanism_or_theory_sketch|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|roadmap,13,1,new_evidence|new_theory_or_model,True,True,inside_introduction,True,stars_and_tstats,False,mixed,alternative_specification|alternative_measure|sensitivity_to_parameters|subsample,unclear,True,no,False,False,True,low,7,7,0.8,5,11,1440,True,True,False,False,0.778,train25jof_12505,2017.0,article,40,11352,0,93,5,12,84,2,6,0,37,70,90,1505,17,0.13257575757575757,462,0.040697674418604654,0.0,0.09381606765327695,0.0,0.0,False,False,False,True,1892.0,6.166314305849189,0.17618040873854826,"Introduction (unnumbered) | I Trust, Social Capital, and Corporate Social Responsibility | II Sample and Summary Statistics | III Crisis-Period Returns | IV The Effect of CSR Investments on Operating Performance and Capital Raising | V Conclusion",0.963,True,empirical,corporate_finance,reduced_form_regression,3,True,False,False,False,True,True,True,-1,-1,-1,0,0,2,motivation|motivation|literature_gap|identification_defense|preview_of_approach|preview_of_results|identification_defense|robustness_mention|identification_defense|preview_of_results|mechanism_or_theory_sketch|contribution_statement,12,16,new_evidence,False,False,both,True,unclear,True,within_results,alternative_sample_period|falsification|alternative_measure|subsample|alternative_specification,unclear,False,no_figures,True,False,False,moderate,6,5,0.8,3,17,947,False,False,False,False,1.0,train26jof_12506,2017.0,article,38,10965,297,103,9,4,80,13,9,4,26,27,19,1685,8,0.15367077063383494,611,0.055722754217966255,0.0,0.09685362517099863,0.0,0.0,False,False,True,False,1218.3333333333333,2.462380300957592,1.1855905152758779,Introduction (unnumbered) | I Advance Refunding of Tax-Exempt Bonds | II Optimal Advance Refunding | III A Case Study | IV Data | V How Profitable Is Advance Refunding? | VI Exploring Potential Frictions | VII What Drives Advance Refundings? | VIII Cross-Sectional Patterns in Advance Refundings | IX Conclusion | Appendix A,0.963,True,empirical,corporate_finance,reduced_form_regression,3,True,True,False,False,True,True,False,3,-1,-1,2,2,-1,motivation|mechanism_or_theory_sketch|preview_of_results|identification_defense|robustness_mention|preview_of_results|preview_of_results|preview_of_results|preview_of_results|policy_or_broader_implication|roadmap,11,-1,new_evidence,True,True,inside_introduction,True,unclear,True,main_text_section,sensitivity_to_parameters|alternative_measure,unclear,True,no,True,True,False,moderate,8,8,0.8,6,8,956,True,False,False,False,1.0,train27jof_12507,2017.0,article,44,12094,0,100,4,17,81,2,11,4,35,59,72,1702,5,0.14073094096246072,416,0.034397221762857616,0.10269555151314702,0.24053249545229038,0.48164379030924426,0.0,False,False,False,True,1099.4545454545455,4.878452125020671,0.165371258475277,Introduction (unnumbered) | I Institutional Setting | II Data and Methodology | III Results | IV Conclusions,0.963,True,empirical,market_microstructure,regression_discontinuity,4,True,True,False,True,True,False,True,0,-1,2,3,-1,1,motivation|tension_or_puzzle|preview_of_approach|related_literature_positioning|preview_of_results|identification_defense|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|literature_gap|roadmap,11,0,new_evidence|new_identification,True,True,inside_introduction,True,unclear,False,within_results,alternative_specification|alternative_measure|placebo|sensitivity_to_parameters,unclear,True,unclear,True,True,False,moderate,7,7,0.85,5,5,831,False,False,False,False,0.8,train28jof_12508,2017.0,article,58,13401,1599,99,5,19,301,32,9,9,68,74,100,2441,9,0.1821505857771808,194,0.014476531602119244,0.2950526080143273,0.0,0.05969703753451235,0.0,False,False,True,True,1489.0,5.521975971942393,2.387881501380494,Introduction (unnumbered) | I Empirical Analysis | II Model | III Asset Pricing Results | Income Insurance and Expected Growth | IV Uncertainty and Time-Varying Slope of Risk Premia | V Conclusion | Appendix,0.963,True,mixed_theory_empirical,asset_pricing,calibration_simulation,3,True,False,True,True,True,False,True,-1,4,4,0,-1,1,motivation|tension_or_puzzle|literature_gap|contribution_statement|preview_of_results|related_literature_positioning|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|robustness_mention|preview_of_approach|mechanism_or_theory_sketch|related_literature_positioning|other|roadmap,16,0,new_evidence|new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,True,mixed,True,within_results,alternative_specification|alternative_measure|other,newey_west,False,mixed,False,False,True,moderate,7,7,0.8,5,9,1270,False,False,False,False,1.0,train29jof_12509,2017.0,article,46,13580,1536,102,5,13,320,34,7,2,30,69,55,1880,10,0.13843888070692195,434,0.031958762886597936,0.14094256259204713,0.0,0.0,0.0,False,False,True,True,1940.0,5.08100147275405,2.503681885125184,Introduction (unnumbered) | I Model of the Turnover-Performance Relation | II Estimating the Turnover-Performance Relation | III Differences across Funds | IV Common Variation in Fund Turnover | V Conclusions | Appendix A: Model Extension: Suboptimal Trading | Appendix B: The Pooled Fixed-Effects Slope Estimator for an Unbalanced Panel as a Weighted Average of Single-Equation Slope Estimators | Appendix C: Proof of Statements in Equations (32) and (33),0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,2,False,False,False,True,True,False,False,-1,-1,0,2,-1,-1,motivation|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|preview_of_results|mechanism_or_theory_sketch|mechanism_or_theory_sketch|related_literature_positioning|contribution_statement|related_literature_positioning|related_literature_positioning|roadmap,13,6,new_evidence|new_theory_or_model,True,True,inside_introduction,True,unclear,True,main_text_section,alternative_measure|alternative_specification|alternative_sample_period,unclear,False,no,True,False,False,moderate,7,7,0.85,8,10,1171,False,False,False,False,1.0,train30jof_12510,2017.0,article,32,8366,0,101,5,14,85,4,11,1,31,40,37,1122,5,0.1341142720535501,374,0.04470475735118336,0.23738943342098973,0.0,0.0,0.0,False,False,False,True,760.5454545454545,4.781257470714798,0.4781257470714798,Introduction (unnumbered) | I Hypothesis Development and Methodology | II The Effect on Market Quality | III Liquidity Effects | IV Two Margins of Adjustment | V Conclusion,0.963,True,empirical,market_microstructure,difference_in_differences,4,True,True,False,True,True,False,True,0,-1,0,1,-1,4,motivation|tension_or_puzzle|literature_gap|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|contribution_statement|policy_or_broader_implication|related_literature_positioning|roadmap,11,2,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,False,mixed,falsification|subsample,unclear,True,unclear,True,True,True,moderate,5,5,0.8,5,5,849,False,False,False,False,1.0,train31jof_12511,2017.0,article,40,10952,741,102,5,18,102,13,10,3,39,40,93,1250,6,0.11413440467494522,346,0.03159240321402484,0.0,0.11093864134404675,0.331355003652301,0.07441563184806428,True,False,True,True,1095.2,3.652300949598247,1.1869978086194302,Introduction (unnumbered) | I Data | II Methods | III Decomposition Results | IV Robustness | V Conclusion | Appendix A: Variable Definitions,0.963,True,empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,True,False,0,-1,2,1,1,-1,motivation|tension_or_puzzle|related_literature_positioning|literature_gap|preview_of_results|related_literature_positioning|preview_of_results|related_literature_positioning|identification_defense|related_literature_positioning|contribution_statement|roadmap,12,5,new_evidence|new_identification,True,True,inside_introduction,True,unclear,True,main_text_section,alternative_measure|subsample|alternative_specification,unclear,False,no,True,True,True,moderate,5,5,0.82,4,6,909,True,True,False,False,1.0,train32jof_12512,2017.0,article,62,15183,323,99,7,10,114,0,12,7,35,33,45,2469,8,0.1626160837779095,629,0.0414279127972074,0.07291049199762893,0.08022130013831259,0.0,0.0,False,True,True,True,1265.25,2.173483501284331,0.0,Introduction (unnumbered) | I Institutional Background | II Data and Key Variables | III Framework | IV Descriptive Statistics | V Willingness and Ability to Pay for a Failed Bank | VI Allocation Distortions and FDIC Resolution Costs | VII Conclusion | APPENDIX,0.938,True,mixed_theory_empirical,financial_intermediation_banking,reduced_form_regression,3,True,False,False,True,True,True,False,-1,-1,3,1,0,-1,motivation|literature_gap|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|identification_defense|identification_defense|identification_defense|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|contribution_statement|related_literature_positioning,14,6,new_evidence|new_theory_or_model,False,False,inside_introduction,True,unclear,True,mixed,subsample|alternative_measure|alternative_specification|other,unclear,True,unclear,True,True,False,moderate,8,8,0.8,5,8,1343,True,True,False,False,0.857,train33jof_12513,2017.0,article,34,8641,0,110,5,15,151,14,7,7,33,47,59,1525,10,0.17648420321722022,147,0.01701191991667631,0.2756625390579794,0.0,0.20252285615090845,0.0,False,False,False,True,1234.4285714285713,5.439185279481541,1.6201828492072676,Introduction (unnumbered) | I Main Results | II Understanding the Profitability of Volatility Timing | III Theoretical Framework | IV General Equilibrium Implications | V Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,2,False,False,False,True,True,False,True,-1,-1,1,0,-1,4,preview_of_approach|preview_of_results|motivation|preview_of_results|mechanism_or_theory_sketch|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|tension_or_puzzle|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,13,8,new_evidence|new_theory_or_model,True,True,inside_introduction,True,unclear,True,mixed,alternative_specification|alternative_measure|other,unclear,False,mixed,False,False,False,low,7,7,0.8,6,10,781,False,False,False,False,1.0,train34jof_12514,2017.0,article,42,10131,0,103,5,11,82,5,6,6,32,38,28,1671,6,0.16493929523245485,414,0.04086467278649689,0.0,0.0,0.0,0.0,False,False,False,True,1688.5,3.750863685717106,0.4935346954890929,Introduction (unnumbered) | I Description of the Data | II Analysis of Portfolio Customization | III Analysis of Investment Returns in Advised Accounts | IV The Cost of Financial Advice | V Conclusions,0.963,True,empirical,household_finance,reduced_form_regression,3,True,False,False,True,True,True,False,-1,-1,0,1,4,-1,motivation|literature_gap|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|other|identification_defense|preview_of_results|contribution_statement|roadmap,11,4,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,True,within_results,other,unclear,True,mixed,False,False,False,moderate,7,7,0.8,5,6,797,True,True,False,False,1.0,train35jof_12518,2017.0,article,52,11603,963,55,6,18,269,15,12,3,44,31,47,1520,5,0.131000603292252,93,0.008015168490907524,0.0,0.05205550288718435,0.0,0.06205291734896148,True,False,True,True,966.9166666666666,2.671722830302508,1.2927691114366975,Introduction (unnumbered) | I Data and Variable Definitions | II Do the Cash Flows of Growth Stocks Grow Faster Than Those of Value Stocks? | III Why Is the Conventional Wisdom So Widely Held? | IV The Relation between the Growth Rates of Rebalanced and Buy-and-Hold Portfolios | V Additional Tests | VI Conclusions | Appendix A: Standard Errors for Growth Rates of Average Dividends | Appendix B: Portfolio Growth Rates Adjusted for Survivorship Bias,0.963,True,empirical,asset_pricing,reduced_form_regression,1,False,True,True,False,True,False,True,0,0,-1,0,-1,2,motivation|tension_or_puzzle|other|other|preview_of_results|mechanism_or_theory_sketch|related_literature_positioning|contribution_statement,8,4,new_evidence|resolution_of_puzzle,False,False,inside_introduction,True,unclear,False,main_text_section,alternative_measure|alternative_sample_period|alternative_specification,mixed,True,unclear,True,False,False,moderate,5,5,0.8,3,5,757,False,True,False,False,1.0,train36jof_12519,2017.0,article,46,10244,7080,102,5,12,661,34,0,4,45,49,45,2343,9,0.22871925029285436,294,0.028699726669269815,0.1750292854353768,0.0,0.0,0.18596251464271768,True,False,True,False,10244.0,4.783287778211636,3.3190160093713392,Introduction (unnumbered) | I The Model | II Optimal Mechanism | III Market Equilibria | IV Ex Ante Efficiency and the Role of Policy | V Conclusions | Appendix A: Endogenous Quality with Information Acquisition | Appendix B: Endogenous versus Exogenous Quality | Appendix C: Proofs of Section I | Appendix D: Proofs of Section II | Appendix E: Proofs of Section III | Appendix F: Understanding the Role of Frictions,0.938,True,theoretical,financial_intermediation_banking,theoretical_model_analytical,1,False,True,False,True,True,False,False,0,-1,1,3,-1,-1,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|policy_or_broader_implication|mechanism_or_theory_sketch|policy_or_broader_implication|policy_or_broader_implication|contribution_statement|related_literature_positioning|literature_gap,12,8,new_theory_or_model,False,False,inside_introduction,False,unclear,False,appendix,other,none,False,no,True,True,False,moderate,6,6,0.85,7,9,1552,False,True,False,False,0.9,train37jof_12520,2017.0,article,44,10748,21,101,4,12,81,6,15,5,47,26,23,1986,8,0.1847785634536658,457,0.0425195385187942,0.0,0.12662820989951618,0.5949013770003722,0.0,False,True,True,True,716.5333333333333,2.4190547078526237,0.5582433941198363,Introduction (unnumbered) | I Institutional Background | II Data | III Results | IV Conclusion | Appendix | Variable Definitions,0.963,True,empirical,financial_intermediation_banking,reduced_form_regression,2,False,True,False,False,True,False,True,0,-1,-1,1,-1,5,motivation|related_literature_positioning|literature_gap|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_approach|preview_of_results|identification_defense|preview_of_results|other|contribution_statement|related_literature_positioning|related_literature_positioning|roadmap,16,6,new_evidence,True,True,inside_introduction,True,unclear,True,mixed,alternative_measure|alternative_specification|subsample|other,unclear,True,unclear,True,True,False,moderate,6,6,0.8,6,8,1384,False,True,False,False,0.857,train38jof_12521,2017.0,article,50,8926,21,112,9,20,73,2,24,0,48,44,36,1323,5,0.14821868698185078,639,0.0715886175218463,0.1302935245350661,0.11113600717006498,0.14575397714541788,0.09601165135559041,True,True,True,True,371.9166666666667,4.9294196728657855,0.22406453058480844,Introduction (unnumbered) | I Institutional Background | II Empirical Strategy | III Data | IV Results | V Tests of Model Assumptions and Specification Checks | VI External Validity | VII Mechanisms | VIII Importance of Intergenerational Effects for Understanding Financial Decision Making | IX Conclusions | Appendix,0.963,True,empirical,household_finance,reduced_form_regression,3,True,False,False,True,True,False,True,-1,-1,1,2,-1,3,motivation|tension_or_puzzle|policy_or_broader_implication|preview_of_approach|preview_of_results|contribution_statement|related_literature_positioning|related_literature_positioning|literature_gap|related_literature_positioning,10,1,new_evidence|new_identification,False,False,inside_introduction,True,unclear,False,mixed,subsample|alternative_specification|alternative_sample_period|other,unclear,True,no_figures,True,False,True,moderate,6,6,0.82,6,5,746,False,False,False,False,0.667,train39jof_12522,2017.0,article,38,9424,0,112,4,9,64,2,11,7,13,54,52,1910,8,0.20267402376910018,313,0.03321307300509338,0.0,0.02928692699490662,0.6268039049235993,0.0,False,False,False,True,856.7272727272727,5.730050933786078,0.21222410865874364,Introduction (unnumbered) | I Data | II Empirical Specification | III Results | IV Conclusion,0.963,True,empirical,household_finance,regression_discontinuity,4,True,True,False,True,True,True,False,0,-1,1,1,3,-1,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|identification_defense|preview_of_results|related_literature_positioning|contribution_statement|preview_of_results|mechanism_or_theory_sketch|related_literature_positioning|policy_or_broader_implication|roadmap,13,4,new_evidence|new_identification,True,True,inside_introduction,True,stars_and_tstats,True,within_results,placebo|alternative_specification|falsification,unclear,True,unclear,True,True,False,moderate,8,8,0.85,6,8,1114,True,False,False,True,1.0,train40jof_12523,2017.0,article,34,9814,0,99,5,17,326,7,6,8,37,47,38,1721,10,0.1753617281434685,3986,0.4061544732015488,0.0,0.13001834114530264,0.0,0.0,False,False,False,True,1635.6666666666667,4.789076829019768,0.7132667617689016,Introduction (unnumbered) | I What Is “Ruthless Default?” | II Data | III Empirical Analysis | IV Discussion | V Conclusions,0.963,True,empirical,household_finance,structural_estimation,3,True,True,False,True,True,False,True,1,-1,1,1,-1,4,motivation|preview_of_approach|preview_of_results|literature_gap|contribution_statement|related_literature_positioning|tension_or_puzzle|policy_or_broader_implication|preview_of_approach|robustness_mention|identification_defense|mechanism_or_theory_sketch|policy_or_broader_implication|roadmap,14,1,new_evidence|new_method,True,True,inside_introduction,True,unclear,True,mixed,alternative_specification|subsample|other,unclear,True,unclear,True,False,True,moderate,6,6,0.8,6,10,1349,False,False,False,False,0.75,train41jof_12524,2017.0,article,28,6623,1521,86,5,8,200,25,4,1,28,46,65,1062,5,0.1603502944285067,358,0.05405405405405406,0.0,0.0,0.342744979616488,0.0,False,False,True,True,1655.75,6.945492979012532,3.7747244451155066,Introduction (unnumbered) | I Decomposition of Corporate Bond Credit Spreads | II Empirical Results | III Joint Decomposition with Stocks | IV Aggregate Credit Spread Dynamics | V Conclusion | Appendix A: Credit Spread Decomposition | Appendix B: Data | Comparing Monthly Corporate Bond Returns (Percent),0.963,True,empirical,asset_pricing,other,2,False,True,False,True,True,False,False,0,-1,1,1,-1,-1,motivation|literature_gap|preview_of_approach|preview_of_approach|preview_of_results|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,9,2,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,True,appendix,alternative_specification,unclear,True,unclear,True,False,True,low,6,6,0.8,5,5,646,False,True,False,False,1.0,train42jof_12525,2017.0,article,62,13363,9912,102,5,30,657,36,0,6,64,38,31,1765,10,0.13208111950909227,367,0.02746389283843448,0.5033300905485295,0.0,0.0,0.0,False,False,True,True,13363.0,2.843672827957794,2.694005837012647,Introduction (unnumbered) | I The Role of Benchmarks in Over-the-Counter Markets | II A Model of Benchmarks as a Transparency Tool | III Heterogeneous Dealer Costs and Matching Efficiency | IV Benchmark Manipulation and Implementation | V Concluding Remarks | Appendix A: Proofs for Section II | Appendix B: Proofs and Supporting Content for Section III and Section IV,0.938,True,theoretical,market_microstructure,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,4,1,-1,0,motivation|preview_of_approach|motivation|preview_of_results|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|policy_or_broader_implication|related_literature_positioning|roadmap,12,0,new_theory_or_model,True,True,inside_introduction,False,unclear,False,none_seen,,none,False,no,True,True,False,moderate,6,6,0.88,5,10,978,False,False,False,False,1.0,train43jof_12526,2017.0,article,50,9829,8031,97,6,14,920,100,0,3,75,37,26,1398,1,0.14223217010886152,485,0.04934377861430461,0.3605656730084444,0.0,0.0,0.07060738630582969,True,False,True,False,9829.0,3.7643707396479806,10.173974972021568,Introduction (unnumbered) | I The Model | II Model Analysis | III The Two-Division Firm Case | IV Extensions | V Empirical Implications | VI Concluding Remarks | Appendix A,0.938,True,theoretical,corporate_finance,theoretical_model_analytical,1,False,True,False,True,True,False,True,2,-1,0,2,-1,0,preview_of_approach|mechanism_or_theory_sketch|preview_of_results,3,0,new_theory_or_model,False,False,inside_introduction,False,unclear,False,main_text_section,other,none,False,no,True,False,False,moderate,5,4,0.8,4,1,228,False,False,False,False,0.833,train44jof_12530,2017.0,presidential_address,43,14609,0,299,10,3,342,0,4,7,39,69,61,1073,3,0.07344787459785064,555,0.0379902799644055,0.0,0.0,0.025053049490040388,0.04613594359641317,True,False,False,False,3652.25,4.72311588746663,0.0,"Introduction (unnumbered) | I Evidence from Other Fields | Physical (1,044 papers) | Biological (2,811 papers) | Social (801 papers) | II Understanding the P-value | III P-hacking | IV The Problem of Rare Incidence and Improbable Effects | V We Are All Bayesians | VI The Bayesian Critique | VII A Compromise | VIII Extensions and Limitations | IX Recommendations | X Concluding Remarks",0.938,True,survey_or_address,financial_econometrics,other,2,False,True,True,True,True,False,True,4,3,5,1,-1,6,motivation|tension_or_puzzle|mechanism_or_theory_sketch|related_literature_positioning|policy_or_broader_implication|roadmap,6,2,new_method|synthesis,True,False,both,False,mixed,True,none_seen,,none,True,no,True,True,True,moderate,7,7,0.8,16,3,600,True,True,False,False,0.75,train45jof_12539,2018.0,article,57,15115,3044,100,6,20,405,82,2,9,50,87,91,1943,9,0.12854780019847833,254,0.016804498842209727,0.3131326496857426,0.0,0.2852133642077406,0.0,False,True,True,False,7557.5,5.755871650678134,5.425074429374793,Introduction (unnumbered) | I Related Literature | II Model | III Equilibrium | IV Results | V Nominal Rate Shocks and the Real Economy | VI Conclusion | Appendix A: Baseline Model | Appendix B: Extended Model,0.963,True,theoretical,macro_finance,calibration_simulation,4,True,True,False,True,True,False,True,0,-1,1,4,-1,0,motivation|tension_or_puzzle|preview_of_approach|mechanism_or_theory_sketch|other|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|preview_of_results|policy_or_broader_implication|preview_of_approach|preview_of_results|related_literature_positioning|roadmap,16,0,new_theory_or_model,True,True,separate_section,True,unclear,False,none_seen,,none,False,no,False,True,True,low,8,8,0.85,6,9,1288,False,False,False,False,1.0,train46jof_12540,2017.0,article,52,10791,4454,103,5,27,407,79,2,9,46,83,54,2314,10,0.2144379575572236,127,0.011769066814938375,0.4061718098415346,0.0,0.2739319803539987,0.0,False,False,True,True,5395.5,7.69159484755815,7.3209155777963115,Introduction (unnumbered) | I Static Model | II Dynamic Model | III Results | IV Policy Interventions | V Conclusion | Appendix A: Static Model Proofs and Derivations | Appendix B: Dynamic Model Proofs and Derivations | Appendix C: Numerical Solution | Appendix D: Parameter Values: Additional Details | Appendix E: Policy Interventions,0.963,True,theoretical,macro_finance,calibration_simulation,4,True,True,False,True,True,False,True,0,-1,0,2,-1,4,motivation|preview_of_approach|mechanism_or_theory_sketch|mechanism_or_theory_sketch|motivation|preview_of_results|preview_of_results|related_literature_positioning|preview_of_results|preview_of_results|policy_or_broader_implication|policy_or_broader_implication|related_literature_positioning|contribution_statement|robustness_mention,15,9,new_theory_or_model,False,False,inside_introduction,True,unclear,False,internet_appendix,other,none,False,no,False,True,False,low,7,7,0.85,5,10,1468,False,True,False,False,1.0,train47jof_12541,2017.0,article,40,10858,3407,98,7,12,514,62,2,6,78,20,44,2407,1,0.22167986737889114,2353,0.21670657579664762,0.451832750046049,0.0,0.0,0.0,False,True,True,True,5429.0,1.841959845275373,5.710075520353656,Introduction (unnumbered) | I Institutional Background on CDS Auctions | II A Model of CDS Auctions | III The Competitive Equilibrium Benchmark | IV Equilibrium of CDS Auctions and Predefault CDS Trading | V A Brief Discussion of Price Caps/Floors and Dealers’ Incentive to Manipulate the First-Stage Quotes | VI Empirical Implications | VII Discussion: Current CDS Auction Design versus Double Auction | Appendix A | Appendix B: A More General Double Auction Model,0.963,True,theoretical,market_microstructure,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,1,1,-1,4,motivation|preview_of_approach,2,-1,new_theory_or_model,False,False,inside_introduction,False,unclear,False,appendix,other,none,False,no,True,True,False,moderate,6,5,0.75,5,1,234,False,False,False,False,0.778,train48jof_12542,2017.0,article,38,10956,21,90,9,5,152,28,9,6,40,40,24,922,4,0.08415480102227091,261,0.023822562979189485,0.13234757210660825,0.15306681270536693,0.0,0.0,False,True,True,True,1217.3333333333333,3.6509675063891933,2.5556772544724353,Introduction (unnumbered) | I Background | II Theory | III Data Definitions | IV Data Set | V Matching Capital with Skill | VI Investor Response to Capital Reallocation | VII Source of Firm Skill | VIII Gross Alpha | IX Conclusion | Appendix | Benchmark Vanguard Index Funds,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,4,True,True,False,True,True,True,True,0,-1,0,1,1,0,contribution_statement|motivation|preview_of_results|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|other|roadmap,8,0,new_evidence|new_theory_or_model,True,True,both,True,unclear,True,mixed,alternative_measure|sensitivity_to_parameters|alternative_specification,unclear,True,unclear,True,False,True,moderate,7,7,0.8,4,4,658,True,False,False,False,1.0,train49jof_12544,2017.0,article,42,12194,0,104,5,14,252,31,4,12,40,72,66,1601,6,0.13129407905527307,167,0.01369525996391668,0.17180580613416435,0.0,0.17385599475151714,0.0,False,False,False,True,3048.5,5.9045432179760535,2.5422338855174678,Introduction (unnumbered) | I The Model | II Dynamics of Disagreement and Calibration | III Disagreement Driving Stock Return Predictability | IV Testable Predictions and Empirical Evidence | V Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,theoretical_model_analytical,3,True,True,False,True,True,False,True,0,-1,1,3,-1,6,motivation|tension_or_puzzle|literature_gap|mechanism_or_theory_sketch|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|preview_of_results|related_literature_positioning|roadmap,10,0,new_theory_or_model|new_evidence,True,True,inside_introduction,False,stars_and_tstats,False,none_seen,,mixed,False,mixed,True,False,True,moderate,6,6,0.8,8,6,870,False,False,False,True,1.0,train50jof_12545,2017.0,article,38,11336,0,98,4,12,77,0,13,1,25,30,38,2223,6,0.19610091743119265,222,0.01958362738179252,0.0,0.12129498941425547,0.4095800988002823,0.0,False,False,False,True,872.0,2.6464361326746646,0.0,Introduction (unnumbered) | I Data | II Empirical Strategy | III Results | IV Conclusion,0.938,True,empirical,corporate_finance,instrumental_variables,4,True,True,True,True,True,True,False,0,1,2,3,3,-1,motivation|tension_or_puzzle|preview_of_approach|preview_of_approach|identification_defense|preview_of_approach|identification_defense|preview_of_results|contribution_statement|related_literature_positioning,10,5,new_identification|new_evidence,False,False,inside_introduction,True,unclear,True,mixed,placebo|alternative_specification|subsample|falsification|other,unclear,True,no,True,True,False,moderate,6,6,0.85,5,6,1248,True,True,False,False,1.0,train51jof_12546,2017.0,article,56,12280,2431,112,3,22,386,35,8,10,54,70,64,1265,4,0.10301302931596092,191,0.015553745928338763,0.4213355048859935,0.0,0.4600977198697068,0.0,False,False,True,True,1535.0,5.700325732899023,2.8501628664495113,Introduction (unnumbered) | I Model | II Empirical Evidence | III Conclusion | Appendix A: Additional Derivations and Proofs | Appendix B: Parameters | Parameters | Appendix C: Exchange Rates and Commodity Prices,0.963,True,mixed_theory_empirical,international_finance,theoretical_model_analytical,2,False,False,False,True,True,False,True,-1,-1,2,3,-1,2,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|related_literature_positioning,7,0,new_theory_or_model|new_evidence,False,False,inside_introduction,True,unclear,False,within_results,subsample|alternative_specification,unclear,True,unclear,True,False,False,moderate,7,7,0.8,7,4,708,False,False,False,False,1.0,train52jof_12547,2017.0,article,46,9282,21,99,7,17,70,0,7,2,39,75,55,1694,7,0.18250377073906485,1013,0.10913596207713855,0.0,0.34259857789269554,0.0,0.0,False,False,True,True,1326.0,8.080155138978668,0.0,"Introduction (unnumbered) | I Data | II Variables | III Individual and Portfolio Characteristics of Socially Responsible and Conventional Investors | IV Why Do Investors Hold SRI Equity Funds? | V Characteristics Related to Intrinsic Social Preferences and Social Signaling | VI Are SRIs Related to Charitable Donations? | VII Discussion and Conclusion | Appendix | Survey Respondents and Overall Sample Characteristics | Choice List in Risk Preferences Elicitation Experiment | Variable Definitions | Summary Statistics and Comparison of Investors with and without SRI Equity Funds | Exclusion of Investors Who Believe SRI Is a Marketing Trick | Exclusion of Investors Who Failed at Least One Practice Question in Experiment | Exclusion of Investors Who Expect Higher Returns on SRI and Perceive Lower Risk, but Do Not Hold SRI Funds | Inclusion of the Full Set of Signaling Dummies",0.938,True,empirical,behavioral_finance,reduced_form_regression,2,False,True,False,True,True,False,False,0,-1,0,1,-1,-1,motivation|tension_or_puzzle|literature_gap|preview_of_approach|identification_defense|preview_of_results|preview_of_results|preview_of_results|policy_or_broader_implication|roadmap,10,-1,new_evidence|new_data_or_measure,True,True,inside_introduction,True,stars_and_tstats,True,appendix,subsample|alternative_specification,robust,False,no,True,True,True,moderate,7,7,0.8,6,7,1115,False,True,False,True,0.692,train53jof_12548,2017.0,corrigendum_or_replication,14,1649,1881,84,2,2,125,38,2,0,6,4,14,188,1,0.11400848999393572,0,0.0,0.35233474833232264,0.0,0.0,0.0,False,False,True,True,824.5,2.425712553062462,23.04426925409339,Introduction (unnumbered) | I The Setup of Madrigal (1996) and Characterization of a Pure Strategy Equilibrium | II Key Errors in Madrigal’s (1996) Characterization | Appendix A: Characterization of a Pure Strategy Equilibrium | Appendix B: Proof of Proposition 2 | Appendix C: Correction of Calculation Errors in the Pure Strategy Characterization,0.85,True,replication_or_correction,market_microstructure,theoretical_model_analytical,1,False,False,True,False,True,False,True,-1,1,-1,0,-1,3,motivation|tension_or_puzzle|contribution_statement|preview_of_results|roadmap,5,0,replication_or_correction,True,False,none,False,unclear,False,none_seen,,none,False,no_figures,False,False,False,low,4,3,0.88,4,1,188,False,False,False,False,1.0,train54jof_12583,2018.0,article,46,15116,0,102,5,14,198,42,4,6,56,56,37,2758,8,0.18245567610478963,503,0.03327599894151892,0.38661021434241866,0.0,0.11358825086001588,0.0,False,False,False,True,3779.0,3.7046837787774543,2.7785128340830907,Introduction (unnumbered) | I A Two-Period Model | II The Continuous-Time Model | III Optimal Dynamic Contract | IV Empirical Evidence | V Conclusion,0.963,True,mixed_theory_empirical,corporate_finance,theoretical_model_analytical,2,False,True,False,True,True,False,True,0,-1,0,2,-1,1,motivation|tension_or_puzzle|preview_of_approach|contribution_statement|preview_of_results|preview_of_results|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,14,6,new_theory_or_model|new_method|new_evidence,True,True,inside_introduction,False,unclear,False,none_seen,,unclear,True,no,True,False,True,moderate,7,7,0.85,5,8,1506,False,True,False,False,1.0,train55jof_12585,2018.0,article,42,11121,21,103,4,13,69,6,13,6,24,41,18,1808,6,0.16257530797590145,390,0.03506878877798759,0.0,0.13443035698228575,0.6178401222911609,0.0,False,True,True,True,855.4615384615385,3.6867188202499777,0.5395198273536552,Introduction (unnumbered) | I Background: The CDB and Local Government Financing in China | II Data Description | III Empirical Analysis and Results | IV Conclusion | Appendix: Additional Results,0.963,True,empirical,financial_intermediation_banking,instrumental_variables,4,True,True,False,True,True,True,False,0,-1,4,1,2,-1,motivation|tension_or_puzzle|literature_gap|preview_of_approach|preview_of_results|preview_of_approach|preview_of_results|preview_of_results|contribution_statement|identification_defense|related_literature_positioning|contribution_statement|roadmap,13,2,new_evidence|new_data_or_measure|new_identification|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,mixed,subsample|falsification|alternative_specification,unclear,True,unclear,True,True,False,moderate,7,7,0.8,5,6,974,False,False,False,False,0.833,train56jof_12587,2018.0,article,44,11982,680,101,5,25,151,22,7,2,38,73,41,2433,7,0.20305458187280923,229,0.01911200133533634,0.24778834919045234,0.0,0.0,0.21106659989984977,True,False,True,True,1711.7142857142858,6.0924720413954265,1.8360874645301286,Introduction (unnumbered) | I Framework | II Measuring Systematic Currency Variations | III Dollar Risk | IV Key Implications and Additional Tests | V Conclusion | Appendix,0.963,True,mixed_theory_empirical,international_finance,reduced_form_regression,2,False,False,False,True,True,True,True,-1,-1,0,1,3,4,motivation|literature_gap|preview_of_approach|preview_of_results|preview_of_results|contribution_statement|tension_or_puzzle|mechanism_or_theory_sketch|mechanism_or_theory_sketch|related_literature_positioning|related_literature_positioning,11,2,new_evidence|new_theory_or_model,False,False,inside_introduction,True,unclear,True,main_text_section,alternative_sample_period|subsample|alternative_measure|other,unclear,True,unclear,True,True,True,moderate,6,6,0.8,5,7,1230,True,True,False,False,1.0,train57jof_12588,2018.0,article,54,17169,2784,97,5,16,369,39,0,7,72,39,40,1575,5,0.09173510396645117,958,0.05579824101578426,0.278117537422098,0.0,0.0,0.24113227328324305,True,True,True,True,17169.0,2.2715359077406956,2.2715359077406956,Introduction (unnumbered) | I Related Literature | II Debt Overhang and Leverage Distortions | III Leverage Ratchet in Dynamic Equilibrium | IV Alternative Ways to Adjust Leverage | V Concluding Remarks | Appendix: Remaining Proofs,0.938,True,theoretical,corporate_finance,theoretical_model_analytical,1,False,False,False,False,True,False,True,-1,-1,-1,1,-1,3,contribution_statement|preview_of_approach|mechanism_or_theory_sketch|related_literature_positioning|preview_of_results|preview_of_results|preview_of_approach|policy_or_broader_implication,8,0,new_theory_or_model,False,False,both,False,unclear,False,none_seen,,none,False,no,True,True,False,low,6,6,0.85,5,5,830,False,False,False,False,0.833,train58jof_12591,2018.0,article,43,11256,0,114,5,15,206,23,7,9,23,32,46,1609,5,0.1429459843638948,403,0.03580312722103767,0.2924662402274343,0.0,0.0,0.0,False,False,False,True,1608.0,2.8429282160625444,2.0433546552949537,Introduction (unnumbered) | I Liquidity Mismatch Index: Theoretical Framework | II Liquidity Mismatch Index: Empirical Design | III LMI as a Macroprudential Barometer | IV LMI and the Cross Section of Banks | V Conclusion,0.963,True,mixed_theory_empirical,financial_intermediation_banking,reduced_form_regression,1,False,True,False,True,True,True,True,0,-1,0,3,1,4,motivation|literature_gap|related_literature_positioning|preview_of_approach|preview_of_results|preview_of_results|policy_or_broader_implication|related_literature_positioning|contribution_statement|preview_of_results|roadmap,11,3,new_data_or_measure|new_theory_or_model|new_evidence,True,True,inside_introduction,True,unclear,True,within_results,alternative_measure|sensitivity_to_parameters|alternative_sample_period,unclear,True,no,True,True,True,moderate,6,6,0.8,7,5,884,False,True,False,False,1.0,train59jof_12592,2018.0,article,43,11165,21,114,7,19,93,6,12,5,21,49,60,2212,9,0.1981191222570533,330,0.029556650246305417,0.06690550828481863,0.11455441110613525,0.0,0.12987012987012986,True,False,True,True,930.4166666666666,4.38871473354232,0.5373936408419167,Introduction (unnumbered) | I Theoretical Discussion | II Data Description | III Market Freezes versus Bank-Specific Dry-Ups | IV Informational Content of Funding Dry-Ups | V Heterogeneity between Informed and Uninformed Lenders | VI Reallocation of Funds during Stress Episodes | VII Conclusion | Appendix,0.963,True,empirical,financial_intermediation_banking,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,0,1,-1,5,motivation|policy_or_broader_implication|preview_of_approach|mechanism_or_theory_sketch|tension_or_puzzle|preview_of_results|identification_defense|preview_of_results|mechanism_or_theory_sketch|contribution_statement|contribution_statement|related_literature_positioning|related_literature_positioning|roadmap,14,6,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,False,mixed,alternative_measure|subsample|falsification,unclear,True,unclear,True,True,True,moderate,8,8,0.8,9,9,1320,False,True,False,False,0.833,train60jof_12593,2018.0,article,42,8444,22,105,5,13,91,0,11,3,23,45,52,1855,18,0.21968261487446708,1378,0.1631927996210327,0.15549502605400284,0.19670772145902415,0.26492183799147323,0.0,False,False,True,True,767.6363636363636,5.329227854097584,0.0,"Introduction (unnumbered) | I Setting: The Overdraft Market in Turkey | II Experimental Design, Sample, and Data | III Specifications and Results | IV Discussion | V Conclusion | Appendix: Additional Results",0.938,True,empirical,household_finance,survey_or_experiment,4,True,True,False,True,True,False,True,0,-1,1,1,-1,5,motivation|motivation|tension_or_puzzle|mechanism_or_theory_sketch|policy_or_broader_implication|literature_gap|motivation|preview_of_approach|preview_of_approach|identification_defense|mechanism_or_theory_sketch|identification_defense|preview_of_results|preview_of_results|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning|related_literature_positioning|roadmap,20,14,new_evidence,True,True,inside_introduction,True,mixed,True,mixed,subsample|alternative_specification|alternative_sample_period|other,robust,False,mixed,True,True,True,moderate,7,7,0.85,9,18,1855,True,False,False,True,0.714,train61jof_12600,2018.0,article,58,14801,668,100,8,20,91,5,7,4,44,198,173,1582,8,0.1068846699547328,1079,0.07290047969731775,0.0,0.042564691574893586,0.0,0.0,False,False,True,True,2114.4285714285716,13.377474494966556,0.33781501249915546,Introduction (unnumbered) | I The Empirical Construct Using Business Combination Laws | II Institutional Considerations | III Court Decisions that Affect Firms’ Takeover Protection | IV Political Economy and Selection Issues | V Institutional and Legal Context Concerns as Omitted Variables Problems | VI The Importance of Institutional and Legal Context Concerns in Empirical Tests | VII Comments on an Extreme View of Shadow Poison Pills | VIII Conclusions and Implications for Future Research | Appendix: Descriptions of the Five Major Types of Second-Generation State Antitakeover Laws,0.963,True,replication_or_correction,corporate_finance,difference_in_differences,3,True,False,True,True,True,False,True,-1,1,3,3,-1,0,motivation|related_literature_positioning|preview_of_approach|preview_of_approach|contribution_statement|preview_of_results|preview_of_results|robustness_mention|related_literature_positioning|roadmap|policy_or_broader_implication,11,2,replication_or_correction|new_data_or_measure|new_evidence,True,True,both,True,unclear,False,mixed,subsample|alternative_specification|other,unclear,True,no,True,False,True,moderate,6,5,0.8,4,8,1255,False,False,False,False,0.75,train62jof_12601,2018.0,article,32,8564,0,49,4,10,70,9,8,3,22,51,84,1403,8,0.1638253152732368,265,0.030943484353106024,0.0,0.18204110228865017,0.4981317141522653,0.0,False,True,False,True,1070.5,5.9551611396543676,1.0509107893507708,Introduction (unnumbered) | I Background | II Data | III Results | IV Conclusion,0.9,True,empirical,asset_pricing,reduced_form_regression,3,True,True,False,False,True,False,True,1,-1,-1,2,-1,1,motivation|motivation|literature_gap|contribution_statement|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results,11,5,new_evidence|new_data_or_measure|resolution_of_puzzle,False,False,both,True,unclear,True,none_seen,,unclear,True,unclear,True,False,False,moderate,5,5,0.78,3,8,638,False,False,False,False,1.0,train63jof_12602,2018.0,article,51,15440,0,113,7,26,95,18,7,9,50,73,34,2411,5,0.15615284974093263,329,0.021308290155440415,0.17674870466321244,0.11347150259067358,0.10246113989637305,0.0,False,False,False,True,2205.714285714286,4.727979274611399,1.16580310880829,"Introduction (unnumbered) | I The Moderately Priced Dwelling Unit Program | II Conceptual Framework | III Data and Measurement | IV Empirical Framework | V Price Controls, Collateralized Borrowing Capacity, and Borrowing Behavior | VI Evidence on the Uses of Extracted Funds | VII Conclusion",0.963,True,empirical,household_finance,difference_in_differences,4,True,True,False,True,True,True,True,0,-1,1,2,2,4,motivation|literature_gap|contribution_statement|preview_of_approach|identification_defense|preview_of_approach|identification_defense|preview_of_results|roadmap,9,0,new_evidence|new_identification|new_data_or_measure,True,True,inside_introduction,True,unclear,True,within_results,placebo|alternative_specification|subsample|other,unclear,True,unclear,True,False,False,moderate,6,6,0.85,6,5,1014,False,False,False,False,0.833,train64jof_12603,2018.0,article,40,13603,0,96,4,6,123,5,7,2,26,52,84,2238,12,0.1645225317944571,1326,0.09747849739028155,0.0,0.12181136514004264,0.0,0.0,False,False,False,True,1943.2857142857142,3.822686172167904,0.3675659780930677,Introduction (unnumbered) | I Data and Methods | II Nontrading Effects in Option Markets | III Risk and Risk Aversion | IV Conclusion,0.963,True,empirical,asset_pricing,reduced_form_regression,3,True,False,False,False,True,False,True,-1,-1,-1,0,-1,2,motivation|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|robustness_mention|preview_of_results|preview_of_approach|preview_of_results|contribution_statement|policy_or_broader_implication|policy_or_broader_implication|related_literature_positioning|roadmap,13,7,new_evidence|resolution_of_puzzle,True,True,inside_introduction,True,mixed,True,mixed,alternative_specification|subsample|alternative_measure|alternative_sample_period,newey_west,True,yes,True,True,False,moderate,7,7,0.85,4,12,1329,False,False,False,False,1.0,train65jof_12604,2018.0,article,44,11747,0,79,5,14,87,5,10,2,60,87,102,1713,6,0.1458244658210607,834,0.07099685025964075,0.1768962288243807,0.15408189324934027,0.0,0.0,False,False,False,True,1174.7,7.40614625010641,0.4256405890865753,Introduction (unnumbered) | I Conceptual Framework | II Data | III Regression Analysis | IV Semiparametric Matching Model | 1 | V Conclusion,0.963,True,empirical,financial_intermediation_banking,reduced_form_regression,2,False,True,False,False,True,False,True,0,-1,-1,1,-1,2,motivation|literature_gap|preview_of_results|contribution_statement|policy_or_broader_implication|preview_of_approach|mechanism_or_theory_sketch|tension_or_puzzle|preview_of_results|other|related_literature_positioning|contribution_statement,12,5,new_evidence,False,False,inside_introduction,True,unclear,True,within_results,alternative_specification,unclear,True,unclear,True,True,False,moderate,6,6,0.8,3,6,979,False,True,False,False,0.8,train66jof_12606,2018.0,article,38,10339,3137,88,4,18,424,36,0,5,23,52,72,1293,9,0.1250604507205726,54,0.005222942257471709,0.2691749685656253,0.0,0.0,0.0,False,False,True,True,10339.0,5.029499951639424,3.481961504981139,Introduction (unnumbered) | I The Model | II Static Equilibrium | III Dynamics | IV Conclusion | Appendix A: Proofs | Appendix B: Microfoundations for Assumption 2,0.938,True,theoretical,asset_pricing,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,2,3,-1,0,preview_of_approach|motivation|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|contribution_statement|related_literature_positioning|related_literature_positioning|related_literature_positioning|roadmap,11,4,new_theory_or_model,True,True,inside_introduction,False,unclear,False,appendix,other,none,False,mixed,False,False,False,moderate,5,5,0.85,5,9,828,False,True,False,False,1.0,train67jof_12609,2018.0,article,39,9681,0,101,4,8,116,7,13,0,54,63,49,1634,6,0.16878421650655923,336,0.03470715835140998,0.0,0.14358020865613055,0.0,0.0,False,False,False,True,744.6923076923077,6.507592190889371,0.7230657989877078,Introduction (unnumbered) | I Data and Variable Definitions | II Stock Flows between Banks and Their Retail Customers | III The Effect on Portfolio Performance of Retail Customers | IV Conclusion,0.963,True,empirical,financial_intermediation_banking,reduced_form_regression,3,True,True,False,True,True,False,True,2,-1,1,3,-1,3,motivation|identification_defense|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|policy_or_broader_implication|related_literature_positioning|contribution_statement|related_literature_positioning|contribution_statement|roadmap,12,3,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,False,within_results,alternative_measure|subsample|alternative_specification|other,unclear,True,no_figures,True,False,False,moderate,6,6,0.82,4,6,1024,False,True,False,False,1.0,train68jof_12610,2018.0,article,44,9491,3982,113,5,9,114,4,10,2,40,56,31,1853,6,0.1952375935096407,442,0.04657043514908861,0.1325466231166368,0.14202929090717523,0.0,0.0,False,False,True,True,949.1,5.900326625223896,0.4214519018017069,"Introduction (unnumbered) | I Theoretical Framework | II Data, Variable Construction, and Summary Statistics | III The Effect of Stronger Balance Sheets on Firms’ Equity Volatility | IV Financial Crisis Analysis | V Conclusion | Appendix A: Stylized Model of Investment with Collateral Constraints | Appendix B: Variable Definitions",0.963,True,mixed_theory_empirical,corporate_finance,instrumental_variables,3,True,True,False,True,True,False,True,0,-1,2,1,-1,1,motivation|literature_gap|mechanism_or_theory_sketch|tension_or_puzzle|preview_of_approach|preview_of_approach|preview_of_results|preview_of_results|identification_defense|related_literature_positioning|contribution_statement|related_literature_positioning|policy_or_broader_implication,13,4,new_evidence|new_theory_or_model,False,False,inside_introduction,True,unclear,True,within_results,subsample|falsification|other,unclear,True,unclear,True,False,False,moderate,9,9,0.8,6,6,1139,False,True,False,False,1.0,train69jof_12611,2018.0,article,55,13232,0,100,6,26,84,0,11,1,24,57,76,2623,8,0.1982315598548972,323,0.024410519951632407,0.09325876662636035,0.0,0.23178657799274485,0.15538089480048367,True,False,False,True,1202.909090909091,4.307738814993954,0.0,Introduction (unnumbered) | I Hypotheses | II Main Analysis | III Robustness Tests | IV Are Analyst Signals More Precise in Bad Times? | V Why is the Impact of Analyst Output Greater in Bad Times? | VI Conclusion,0.938,True,empirical,asset_pricing,reduced_form_regression,2,False,True,True,False,True,False,False,1,1,-1,2,-1,-1,literature_gap|tension_or_puzzle|preview_of_results|mechanism_or_theory_sketch|tension_or_puzzle|preview_of_results|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|preview_of_results|related_literature_positioning|contribution_statement,13,7,new_evidence|new_data_or_measure,False,False,inside_introduction,True,unclear,False,mixed,alternative_specification|subsample|alternative_measure|falsification|other,unclear,True,unclear,True,False,False,moderate,8,7,0.8,5,8,1529,False,True,False,False,1.0,train70jof_12612,2018.0,article,41,11622,1536,104,5,6,279,78,4,7,27,51,67,2087,16,0.17957322319738428,402,0.03458957150232318,0.0,0.0,0.0,0.0,False,False,True,False,2905.5,4.388229220443986,6.7114093959731544,Introduction (unnumbered) | I Portfolio Returns | II Factor Pricing and the Absence of Near-Arbitrage | III Factor Pricing in Economies with Sentiment Investors | IV Factor Pricing in Economies with Sentiment Investors: Dynamic Case | V Conclusions | Appendix A: The Absence of Near-Arbitrage | Appendix B: Characteristics versus Covariances | Appendix C: Dynamic Model,0.963,True,mixed_theory_empirical,asset_pricing,theoretical_model_analytical,2,False,True,False,True,True,False,True,0,-1,1,2,-1,0,motivation|tension_or_puzzle|related_literature_positioning|contribution_statement|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|preview_of_approach|preview_of_results|policy_or_broader_implication|related_literature_positioning|related_literature_positioning|roadmap,14,8,new_theory_or_model|new_evidence|resolution_of_puzzle,True,True,inside_introduction,True,unclear,False,within_results,alternative_sample_period|alternative_measure,newey_west,True,no,True,False,True,moderate,6,6,0.8,4,16,1543,False,True,False,False,1.0,train71jof_12613,2018.0,article,34,9652,0,108,7,17,69,1,6,2,37,59,67,2095,7,0.21705346042271031,277,0.028698715292167425,0.0,0.23590965602983838,0.0,0.0,False,False,False,True,1608.6666666666667,6.112722751761293,0.10360547036883548,"Introduction (unnumbered) | I Data and Variables | II Coworker Influence on Misconduct | + Xi,m · σ + αm, f ), | III Empirical Tests of Selection Bias | IV Similarity and Coworker Influence on Misconduct | V Confounding Variation and Coworker Influence on Misconduct | VI Supervisors and Coworker Influence on Misconduct | VII Conclusion",0.963,True,empirical,financial_intermediation_banking,natural_experiment_event_study,4,True,False,False,True,True,False,True,-1,-1,1,3,-1,0,motivation|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|identification_defense|preview_of_results|robustness_mention|mechanism_or_theory_sketch|identification_defense|related_literature_positioning|contribution_statement|policy_or_broader_implication|contribution_statement|policy_or_broader_implication|roadmap,15,5,new_evidence|new_data_or_measure|new_identification,True,True,inside_introduction,True,unclear,True,mixed,placebo|alternative_specification|subsample|falsification|other,unclear,True,unclear,False,True,False,low,8,6,0.82,8,7,1198,False,True,False,False,1.0,train72jof_12614,2018.0,article,46,14262,2810,103,5,22,411,36,5,2,44,24,23,1892,8,0.1326602159584911,1804,0.12648997335577059,0.6970270649277801,0.0,0.04382274575795821,0.0,False,False,True,True,2852.4,1.6827934371055953,2.5241901556583928,Introduction (unnumbered) | I Motivating Evidence from FOMC Transcripts | II Static Model | III Dynamic Model | IV Discussion | V Conclusion | Appendix: Proofs of Propositions,0.963,True,theoretical,macro_finance,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,0,1,-1,4,motivation|preview_of_approach|motivation|related_literature_positioning|mechanism_or_theory_sketch|mechanism_or_theory_sketch|mechanism_or_theory_sketch|policy_or_broader_implication|preview_of_results|preview_of_results|contribution_statement|roadmap,12,6,new_theory_or_model,True,True,inside_introduction,False,unclear,False,none_seen,,none,False,no,True,True,True,moderate,6,6,0.85,5,8,1188,False,False,False,False,0.714,train73jof_12615,2018.0,article,51,8969,4954,97,4,12,227,48,6,13,45,45,205,1260,4,0.14048388895083064,377,0.04203367153528822,0.8174824395138811,0.0,0.0,0.0,False,False,True,True,1494.8333333333333,5.017281748243952,5.351767198126882,"Introduction (unnumbered) | I Model Framework | II Higher Order Dynamics in Long-Run Risk Models | III Higher Order Dynamics in Six Asset Pricing Models | IV Conclusion | Appendix A: Computational Methods for Asset Pricing Models with Recursive Preferences | Appendix B: Computational Details and Accuracy of the Projection Method | Accuracy of the Projection Method: Model Moments | Accuracy of the Projection Method: Euler Errors | Appendix C: Closed-Form Solutions for ψ = 1 | Appendix D: The Volatility-of-Volatility Factor | Appendix E: Additional Tables and Graphs | Predictability of Excess Returns, Consumption, and Dividends in the Long-Run Risk Model of Bansal and Yaron (2004) | Annualized Moments and Errors in Schorfheide, Song, and Yaron (2018)",0.963,True,methodological_econometric,asset_pricing,calibration_simulation,1,False,False,False,False,True,False,True,-1,-1,-1,0,-1,0,motivation|related_literature_positioning|tension_or_puzzle|contribution_statement|preview_of_results|preview_of_approach|preview_of_results|preview_of_results|policy_or_broader_implication|preview_of_results|policy_or_broader_implication|roadmap,12,0,new_evidence|replication_or_correction,True,True,inside_introduction,True,unclear,True,mixed,sensitivity_to_parameters|alternative_specification|other,none,True,no,True,False,False,low,6,6,0.8,4,4,717,False,True,False,False,0.857,train74jof_12616,2018.0,article,41,12268,631,81,5,7,108,23,11,4,30,54,95,1528,6,0.12455167916530811,287,0.023394196283012716,0.0,0.0,0.35352135637430715,0.0,False,False,True,False,1115.2727272727273,4.4016954678839255,1.8747962178024127,Introduction (unnumbered) | I Asset Pricing with Margin Constraints | II Margin Regulation in the U.S. Stock Market | III Estimating the Security Market Line | IV Results | V Conclusions | Appendix,0.963,True,empirical,asset_pricing,reduced_form_regression,4,True,True,False,True,True,False,True,1,-1,0,2,-1,3,motivation|mechanism_or_theory_sketch|literature_gap|preview_of_approach|preview_of_results|robustness_mention|tension_or_puzzle|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,11,1,new_evidence|new_data_or_measure,True,True,inside_introduction,False,unclear,False,within_results,alternative_specification|alternative_measure|subsample|other,unclear,False,unclear,True,False,True,moderate,7,7,0.82,5,6,901,False,False,False,False,1.0,train75jof_12617,2018.0,article,53,11447,1640,100,3,22,205,43,11,7,35,69,96,2127,7,0.1858128767362628,186,0.016248798811915786,0.24792522058181182,0.0,0.0,0.0,False,False,True,True,1040.6363636363637,6.027780204420372,3.756442736088058,Introduction (unnumbered) | I Theoretical Analysis | II Empirical Analysis | III Conclusion | Appendix A: Model Solution | Appendix B: Proof of Proposition 1 | Appendix C: Variable Definitions,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,2,False,False,False,True,True,False,True,-1,-1,0,1,-1,4,motivation|tension_or_puzzle|literature_gap|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|robustness_mention|identification_defense|contribution_statement|related_literature_positioning|related_literature_positioning|contribution_statement,12,5,new_evidence|new_data_or_measure|new_theory_or_model|resolution_of_puzzle,False,False,inside_introduction,True,stars_and_tstats,True,mixed,subsample|alternative_measure|alternative_specification,unclear,False,unclear,True,False,False,moderate,8,8,0.82,5,7,1325,False,True,False,False,1.0,train76jof_12618,2018.0,article,55,12798,4317,102,7,6,488,118,0,7,80,75,108,2104,1,0.16440068760743867,445,0.03477105797780903,0.11181434599156118,0.0,0.0,0.0,False,False,True,True,12798.0,5.860290670417252,9.22019065478981,"Introduction (unnumbered) | I Economy with Dispersion in Beliefs | II Equilibrium in the Presence of Belief Dispersion | III The Stock Price, Its Dynamics, and Trading Volume | IV Comparisons with Two-Investor Economy | V Multiple-Stock Economy | VI Economy with Bayesian Learning | VII Conclusion | Appendix A: Proofs of Main Model | Appendix B: Parameter Values | Parameter Values",0.938,True,theoretical,asset_pricing,theoretical_model_analytical,3,False,False,False,True,True,False,True,-1,-1,0,2,-1,4,motivation|tension_or_puzzle|literature_gap|preview_of_approach|contribution_statement,5,0,new_theory_or_model|resolution_of_puzzle,False,False,inside_introduction,False,unclear,False,main_text_section,other,none,False,no,True,False,False,moderate,6,6,0.85,5,1,229,False,False,False,False,1.0,train77jof_12619,2018.0,article,25,7097,0,95,5,12,62,0,4,2,25,72,90,1209,7,0.17035367056502748,357,0.050302944906298434,0.0,0.0,0.27363674792165704,0.0,False,True,False,True,1774.25,10.145131745808088,0.0,Introduction (unnumbered) | I Contributions to Prior Literature | II Design | III Conjectures | IV Experimental Results | V Conclusion,0.938,True,empirical,behavioral_finance,survey_or_experiment,3,True,True,False,True,True,False,False,0,-1,0,4,-1,-1,motivation|related_literature_positioning|motivation|literature_gap|preview_of_approach|identification_defense|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|roadmap,10,2,new_evidence,True,True,both,False,unclear,False,none_seen,,clustered,True,no,True,False,False,moderate,6,6,0.8,5,7,775,False,False,True,False,1.0,train78jof_12620,2018.0,article,43,11933,630,110,5,23,134,17,6,9,60,56,33,2294,8,0.19224000670409788,320,0.026816391519316182,0.0,0.0,0.0,0.0,False,False,True,True,1988.8333333333333,4.692868515880332,1.4246207994636721,Introduction (unnumbered) | I CIP Condition and Cross-Currency Basis | II CIP-Based Arbitrage Opportunities | III Potential Explanations | IV Characteristics of the Basis | V Conclusion | Appendix: Data Appendix,0.963,True,empirical,international_finance,reduced_form_regression,4,True,False,True,False,True,False,True,-1,1,-1,0,-1,2,motivation|tension_or_puzzle|preview_of_results|mechanism_or_theory_sketch|identification_defense|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|related_literature_positioning|related_literature_positioning|literature_gap,14,0,new_evidence|resolution_of_puzzle,False,False,inside_introduction,True,unclear,True,none_seen,,unclear,True,no,True,True,True,moderate,7,7,0.8,5,8,1295,False,False,False,False,1.0,train79jof_12684,2018.0,article,34,9258,0,88,3,20,181,24,4,5,39,73,18,2300,8,0.24843378699503132,329,0.03553683300928926,0.41380427738172393,0.0,0.3022251026139555,0.0,False,False,False,True,2314.5,7.885072369842298,2.592352559948153,Introduction (unnumbered) | I Multisector Network Model | II Evidence | III Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,theoretical_model_analytical,2,False,True,False,True,True,True,True,0,-1,3,4,4,2,motivation|contribution_statement|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|roadmap|literature_gap|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning,12,0,new_theory_or_model|new_data_or_measure|new_evidence,True,True,inside_introduction,True,unclear,True,within_results,alternative_specification|other,unclear,True,no,True,False,True,low,6,6,0.8,5,8,1245,True,True,False,False,1.0,train80jof_12685,2018.0,article,47,14531,0,100,6,15,97,5,12,4,25,64,63,2270,14,0.15621774138049688,673,0.04631477530796229,0.0,0.10508567889340031,0.1968205904617714,0.2392127176381529,True,False,False,True,1210.9166666666667,4.404376849494185,0.3440919413667332,Introduction (unnumbered) | I Data | II Results | III Alternative Explanations | IV Robustness | V Further Exploration of Contrast Effects | VI Conclusion,0.963,True,empirical,behavioral_finance,reduced_form_regression,4,True,True,True,True,True,False,True,0,1,3,2,-1,1,other|motivation|mechanism_or_theory_sketch|preview_of_results|preview_of_results|identification_defense|preview_of_results|contribution_statement|related_literature_positioning,9,13,new_evidence,False,False,inside_introduction,True,stars_and_tstats,True,main_text_section,alternative_measure|subsample|alternative_specification|falsification|placebo,clustered,True,unclear,True,True,True,moderate,7,7,0.8,5,14,1315,False,True,True,True,1.0,train81jof_12687,2018.0,article,37,6970,1445,101,5,5,68,0,15,4,14,17,17,1846,7,0.2648493543758967,224,0.0321377331420373,0.0,0.1236728837876614,0.0,0.0,False,True,True,False,464.6666666666667,2.4390243902439024,0.0,Introduction (unnumbered) | I Background and Empirical Setting | II Data | III States Implementing the Amazon Tax | IV The Effect of the Amazon Tax on Amazon Sales | V Conclusions | Appendix A | Appendix B | Appendix C | Appendix D | Appendix E | Appendix F,0.938,True,empirical,household_finance,difference_in_differences,4,True,False,False,True,True,True,False,-1,-1,2,2,3,-1,motivation|literature_gap|contribution_statement|preview_of_approach|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|related_literature_positioning|roadmap,10,0,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,True,appendix,alternative_measure|subsample|alternative_specification,unclear,True,unclear,True,False,False,moderate,8,8,0.8,5,7,1063,True,True,False,False,0.9,train82jof_12688,2018.0,article,33,9033,0,97,4,10,167,13,5,5,62,30,34,784,5,0.08679287058563047,304,0.033654378390346504,0.0,0.04738182220746153,0.25484335215321596,0.0,False,False,False,True,1806.6,3.3211557622052474,1.4391674969556072,Introduction (unnumbered) | I Methodology: Derivations and Tests | II Data | III Empirical Results | IV Conclusion,0.963,True,methodological_econometric,entrepreneurial_finance_private_equity,structural_estimation,2,False,False,False,True,True,False,True,-1,-1,0,3,-1,1,motivation|literature_gap|contribution_statement|related_literature_positioning|preview_of_approach|robustness_mention|contribution_statement|preview_of_results|policy_or_broader_implication|roadmap,10,1,new_method|new_data_or_measure|new_evidence,True,True,inside_introduction,True,mixed,False,mixed,sensitivity_to_parameters|alternative_specification|alternative_measure|other,mixed,True,unclear,True,True,False,moderate,5,5,0.8,4,5,520,False,True,False,False,1.0,train83jof_12690,2018.0,article,34,9344,0,103,5,24,93,2,6,6,30,51,29,1972,10,0.2110445205479452,320,0.03424657534246575,0.0,0.0861515410958904,0.0,0.0,False,True,False,True,1557.3333333333333,5.45804794520548,0.21404109589041095,Introduction (unnumbered) | I Background | II Data | III Effect of Ownership Changes for Treated Servicers | IV Is It Self-Dealing? | V Conclusion,0.963,True,empirical,financial_intermediation_banking,difference_in_differences,3,True,True,True,True,True,True,True,1,0,3,3,3,4,motivation|literature_gap|preview_of_approach|identification_defense|identification_defense|robustness_mention|robustness_mention|preview_of_results|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|contribution_statement|policy_or_broader_implication|roadmap,14,8,new_evidence|new_data_or_measure|new_identification,True,True,inside_introduction,True,stars_and_tstats,True,mixed,alternative_sample_period|subsample|alternative_specification|placebo|other,clustered,True,unclear,True,True,True,moderate,6,6,0.85,5,10,1250,True,True,True,True,0.75,train84jof_12691,2018.0,article,37,10905,0,98,7,12,109,6,14,2,27,35,62,2194,9,0.20119211370930765,556,0.05098578633654287,0.13067400275103164,0.0,0.0,0.11178358551123338,True,False,False,True,778.9285714285714,3.209536909674461,0.5502063273727648,Introduction (unnumbered) | I Theoretical Framework | II Empirical Strategy and Data | (b) | III Resilience to Import Competition | IV Product Differentiation | V Capital Expenditures and Employment | VI Robustness | VII Concluding Remarks,0.963,True,mixed_theory_empirical,corporate_finance,instrumental_variables,4,True,True,False,True,True,True,False,0,-1,1,2,2,-1,motivation|literature_gap|preview_of_results|mechanism_or_theory_sketch|identification_defense|identification_defense|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|related_literature_positioning|contribution_statement,12,8,new_evidence|new_identification,False,False,inside_introduction,True,unclear,True,main_text_section,alternative_measure|alternative_specification|other,unclear,True,no,True,True,True,moderate,8,8,0.85,5,9,1366,False,True,False,False,1.0,train85jof_12694,2018.0,article,47,12961,0,100,8,22,108,0,9,2,36,38,50,1687,7,0.13015970989892756,649,0.05007329681351748,0.0,0.08363552195046678,0.0,0.0,False,True,False,True,1440.111111111111,2.93187254069902,0.0,Introduction (unnumbered) | I Related Literature and Postcrisis Regulation | II Data and Sample Construction | III Trade Execution Costs | IV Dealer-Level Measures of Market Quality | V Time-Series Regressions | VI Possible Explanations for Decreased Capital Commitment | VII Stressful Day Analysis | VIII Conclusion,0.938,True,empirical,market_microstructure,reduced_form_regression,3,True,True,False,True,True,False,True,0,-1,0,1,-1,4,motivation|tension_or_puzzle|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|identification_defense|preview_of_results|policy_or_broader_implication|roadmap,10,5,new_evidence|new_data_or_measure,True,True,both,True,p_values,False,mixed,subsample|alternative_measure|other,newey_west,True,no,True,True,True,moderate,5,5,0.82,6,7,948,False,True,False,False,1.0,train86jof_12696,2018.0,article,50,11113,6662,126,6,27,562,73,1,5,49,60,68,1770,9,0.1592729236029875,110,0.00989831728606137,0.5552056150454423,0.0,0.0,0.0,False,False,True,False,11113.0,5.399082156033474,6.568883289840727,Introduction (unnumbered) | I Model of Assets and Asset Managers | II Solving the Model | III Equilibrium Properties | IV Small versus Large Investors and Asset Managers | V Empirical Implications | VI Conclusion | Appendix A: Further Analysis and Proofs | Appendix B: Real-World Search and Due Diligence of Asset Managers,0.963,True,theoretical,asset_pricing,theoretical_model_analytical,1,False,False,False,True,True,False,False,-1,-1,0,1,-1,-1,motivation|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|tension_or_puzzle|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,11,7,new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,appendix,other,none,False,no,False,False,False,low,6,6,0.85,4,9,1121,False,False,False,False,1.0,train87jof_12697,2018.0,article,44,14056,0,99,6,46,208,15,7,4,32,56,61,1456,4,0.10358565737051793,284,0.020204894706886738,0.2360557768924303,0.03457598178713717,0.0,0.0,False,False,False,True,2008.0,3.9840637450199203,1.0671599317017644,Introduction (unnumbered) | I The Swedish Pension System | II Data | III Empirical Analysis | IV Model | 3 | 2 | 1 | 3 | 2 | 1 | 0 | 2 | 1 | 0 | 1 | 1 | 0 | 1 | 2 | 0 | 1 | 2 | 3 | V Optimal Design | VI Concluding Remarks,0.963,True,mixed_theory_empirical,household_finance,calibration_simulation,2,False,True,False,True,True,True,False,0,-1,2,1,3,-1,motivation|contribution_statement|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|robustness_mention,10,0,new_evidence|new_data_or_measure|new_theory_or_model,False,False,inside_introduction,True,unclear,True,within_results,sensitivity_to_parameters|alternative_specification|subsample,unclear,True,unclear,True,True,True,moderate,5,5,0.8,5,4,852,True,True,False,False,1.0,train88jof_12698,2018.0,article,53,14123,0,535,6,26,107,6,7,2,48,115,88,1483,6,0.1050060185512993,806,0.05707002761452949,0.05636196275578843,0.09495149755717623,0.0,0.0,False,True,False,True,2017.5714285714287,8.142745875522198,0.4248389152446364,Introduction (unnumbered) | I Related Literature | II Hypotheses | III Data | IV Empirical Methodology and Results | V Institutional Background and Potential Mechanisms | VI Conclusion,0.9,True,empirical,corporate_finance,difference_in_differences,4,True,False,False,True,True,True,True,-1,-1,2,2,1,3,motivation|tension_or_puzzle|literature_gap|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|identification_defense|robustness_mention|identification_defense|policy_or_broader_implication|roadmap,12,-1,new_evidence|new_identification,True,True,separate_section,True,unclear,True,within_results,alternative_specification|placebo|alternative_measure|subsample|other,unclear,False,unclear,True,True,True,moderate,7,7,0.8,16,6,907,False,False,False,False,0.714,train89jof_12699,2018.0,article,41,9539,0,114,7,13,78,8,15,0,35,69,51,1757,8,0.18419121501205576,474,0.04969074326449313,0.0,0.0,0.0,0.1429919278750393,True,False,False,True,635.9333333333333,7.23346262710976,0.8386623335779432,Introduction (unnumbered) | I Fund Herding | II Fund Herding and Future Performance | III Does Herding Behavior Reveal Skill? | IV Skill and Reputational Herding | V Robustness Tests | VI Do Investors Respond to Fund Herding? | VII Conclusions,0.963,True,empirical,asset_pricing,reduced_form_regression,3,True,False,False,True,True,True,True,-1,-1,1,0,2,1,motivation|literature_gap|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning|contribution_statement|related_literature_positioning|roadmap,11,5,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,True,main_text_section,alternative_measure|alternative_specification,unclear,True,no_figures,False,False,False,moderate,8,8,0.82,5,8,1205,True,True,False,False,1.0,train90jof_12700,2018.0,article,42,12412,0,94,5,22,240,18,6,11,25,53,80,980,4,0.07895584917821463,148,0.011923944569771189,0.1855462455688044,0.0,0.0,0.0,False,False,False,True,2068.6666666666665,4.27006123106671,1.4502094747019014,Introduction (unnumbered) | I Inflation Variance Ratios | II Measuring Inflation Variance Ratios | Two quarters | Five quarters | Two quarters | Two quarters | Five quarters | Two quarters | III Volatilities in Standard Dynamic Models | Piazzesi and Schneider (2007) | Bansal and Shaliastovich (2013) | Kung (2015) | Rudebusch and Swanson (2012) | IV A Dynamic Model of Yields and Expected Inflation | V Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,other,1,False,True,False,True,True,True,True,1,-1,0,2,2,3,motivation|literature_gap|preview_of_approach|contribution_statement|preview_of_results|preview_of_results|mechanism_or_theory_sketch|roadmap,8,1,new_evidence,True,True,inside_introduction,True,unclear,True,within_results,subsample|alternative_measure|alternative_specification|sensitivity_to_parameters,unclear,True,unclear,True,False,False,moderate,6,6,0.75,6,4,622,True,True,False,False,0.75,train91jof_12702,2018.0,article,47,11338,21,112,6,15,82,2,12,2,37,46,41,1318,4,0.1162462515434821,373,0.03289821838066678,0.2528664667489857,0.1681072499559005,0.23540306932439584,0.0,False,False,True,True,944.8333333333334,4.057152937025931,0.1763979537837361,Introduction (unnumbered) | I Hypotheses | II Data | III Results | IV Endogeneity | V Equilibrium | VI Conclusion | Appendix,0.963,True,empirical,financial_intermediation_banking,reduced_form_regression,3,True,True,False,True,True,True,False,0,-1,0,2,1,-1,motivation|literature_gap|mechanism_or_theory_sketch|preview_of_approach|identification_defense|preview_of_results|identification_defense|preview_of_results|tension_or_puzzle|preview_of_results|related_literature_positioning,11,-1,new_evidence,False,False,inside_introduction,True,unclear,False,mixed,alternative_measure|placebo|alternative_specification|other,unclear,True,unclear,True,False,False,moderate,9,9,0.8,7,4,710,True,False,False,False,0.857,train92jof_12703,2018.0,article,39,11526,0,116,4,11,73,2,10,1,42,28,26,2013,7,0.17464862051015095,753,0.06533055700156169,0.2892590664584418,0.0,0.2294811730001735,0.0,False,False,False,True,1152.6,2.429290300190873,0.17352073572791948,Introduction (unnumbered) | I Institutional Setting and Data | II IPO Allocations and Buy-Side Revenues | III Is This Evidence of a Quid Pro Quo? | IV Conclusion,0.963,True,empirical,corporate_finance,reduced_form_regression,3,True,True,False,True,True,False,False,0,-1,1,3,-1,-1,motivation|identification_defense|preview_of_results|preview_of_results|related_literature_positioning|literature_gap|contribution_statement|contribution_statement|policy_or_broader_implication|roadmap,10,4,new_data_or_measure|new_evidence,True,True,inside_introduction,True,unclear,True,main_text_section,alternative_specification|subsample|alternative_measure,unclear,True,no,True,False,True,moderate,6,6,0.8,6,7,1249,False,True,False,False,0.5,train93jof_12706,2018.0,article,46,11502,0,87,7,0,60,0,11,5,46,41,49,2214,8,0.19248826291079812,623,0.054164493131629285,0.0,0.13041210224308816,0.0,0.0,False,False,False,True,1045.6363636363637,3.5645974613110765,0.0,"Introduction (unnumbered) | I Overview of Pension Fund Governance and Boards | II Data and Sample | III Political Representatives on Boards of Trustees and Performance | IV Political Representation and Investment Selection | V Political Contributions and Performance | VI Experience, Skills, and Performance | VII Conclusion",0.938,True,empirical,financial_intermediation_banking,reduced_form_regression,3,True,False,False,False,True,False,False,-1,-1,-1,0,-1,-1,motivation|literature_gap|preview_of_approach|preview_of_results|robustness_mention|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|preview_of_results|identification_defense|contribution_statement|related_literature_positioning|related_literature_positioning,13,6,new_evidence,False,False,inside_introduction,True,unclear,True,mixed,subsample|alternative_specification|alternative_measure,unclear,True,unclear,True,False,False,moderate,6,6,0.8,3,8,1391,False,True,False,False,1.0,train94jof_12710,2018.0,presidential_address,51,13809,0,96,5,16,199,22,6,14,73,72,84,1851,10,0.134043015424723,822,0.059526395828807296,0.35266854949670506,0.0,0.0,0.13375334926497212,True,False,False,False,2301.5,5.213990875515968,1.593163878629879,"Introduction (unnumbered) | I A Brief Description of Pension Systems | II Model | III Empirical Analysis | IV Alternative Explanations: Legal Systems, Faith in Financial Markets, and Reverse Causality | V Conclusion | Appendix: Variable Definitions and Sources | Variable Definitions and Sources—Continued | Variable Definitions and Sources—Continued | Variable Definitions and Sources—Continued",0.963,True,mixed_theory_empirical,macro_finance,theoretical_model_analytical,2,False,True,False,True,True,False,True,0,-1,2,3,-1,2,motivation|motivation|literature_gap|policy_or_broader_implication|preview_of_approach|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|related_literature_positioning|contribution_statement|related_literature_positioning|roadmap,13,8,new_theory_or_model|new_evidence,True,True,inside_introduction,False,stars_and_tstats,False,main_text_section,alternative_specification|other,robust,True,yes,True,True,True,moderate,6,6,0.8,4,10,1315,False,True,False,False,1.0,train95jof_12717,2018.0,article,50,14271,2916,92,5,32,401,127,0,6,43,35,37,1762,7,0.12346717118632192,196,0.013734146170555673,0.5600168173218415,0.0,0.0,0.06194380211617966,True,False,True,True,14271.0,2.4525261018849416,8.89916614112536,Introduction (unnumbered) | I Model | II Equilibrium | III Empirical Implications | IV Extensions | V Conclusion | Appendix,0.938,True,theoretical,market_microstructure,theoretical_model_analytical,1,False,True,False,True,True,False,False,1,-1,1,4,-1,-1,motivation|preview_of_approach|contribution_statement|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning,10,6,new_theory_or_model,False,False,inside_introduction,False,unclear,False,none_seen,,none,False,no,False,False,False,low,4,4,0.85,6,7,891,False,True,False,False,0.833,train96jof_12719,2018.0,article,47,13206,3991,96,6,16,649,42,0,6,148,58,55,1227,6,0.09291231258518855,358,0.027108889898530972,0.2672270180221112,0.0,0.0,0.14955323337876722,True,False,True,True,13206.0,4.391943056186582,3.1803725579282145,Introduction (unnumbered) | I A Housing Market with Disagreement | II Equilibrium with Agreement | III Equilibrium with Disagreement | IV Extensions and Additional Predictions | V Stylized Facts of the U.S. Housing Boom and Bust | VI Conclusion | Appendix A,0.938,True,mixed_theory_empirical,macro_finance,theoretical_model_analytical,2,False,True,True,False,True,False,True,0,3,-1,2,-1,4,motivation|literature_gap|preview_of_approach|mechanism_or_theory_sketch|robustness_mention|tension_or_puzzle|related_literature_positioning|preview_of_results|contribution_statement|other|roadmap,11,4,new_theory_or_model|new_evidence|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,main_text_section,other,none,True,unclear,True,False,True,moderate,6,6,0.8,5,6,917,False,False,False,False,0.833,train97jof_12720,2018.0,article,38,10194,0,99,4,18,203,24,5,8,23,46,81,1588,6,0.1557779085736708,259,0.025407102216990385,0.0,0.0,0.0,0.0,False,False,False,True,2038.8,4.512458308809103,2.3543260741612713,Introduction (unnumbered) | I Empirical Analysis | II The Economy | III The Cross Section of Currency Risk Premia | IV Concluding Remarks,0.963,True,mixed_theory_empirical,international_finance,calibration_simulation,2,False,False,False,True,True,False,True,-1,-1,1,0,-1,3,motivation|related_literature_positioning|preview_of_approach|contribution_statement|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning,11,0,new_evidence|new_theory_or_model,False,False,inside_introduction,True,mixed,False,mixed,alternative_specification|other,unclear,True,mixed,True,False,True,moderate,5,5,0.8,4,6,840,False,False,False,False,1.0,train98jof_12721,2018.0,article,41,10491,23,101,5,22,133,0,9,2,28,49,49,1598,4,0.1523210370794014,193,0.018396720998951482,0.0,0.241635687732342,0.0,0.0,False,False,True,True,1165.6666666666667,4.670670098179392,0.0,"Introduction (unnumbered) | I Data Sources and Sample Overview | II Deal Selection by Activist Arbitrageurs | III Deal Resolution: Completion Rates, Duration to Completion, and Price Revision | IV Returns from Activist Arbitrage | V Conclusion | Appendix: Definitions of Key Variables",0.938,True,empirical,corporate_finance,reduced_form_regression,2,False,True,False,False,True,False,True,0,-1,-1,2,-1,3,motivation|literature_gap|preview_of_results|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning,7,3,new_evidence|new_data_or_measure,False,False,inside_introduction,True,unclear,True,mixed,alternative_measure|alternative_specification,unclear,True,unclear,True,False,False,moderate,6,5,0.8,4,4,808,False,False,False,False,1.0,train99jof_12722,2018.0,article,30,7811,0,96,4,14,111,4,19,8,33,34,18,1049,4,0.13429778517475355,258,0.03303034182563052,0.2414543592369735,0.0,0.4775316860837281,0.0,False,False,False,True,411.10526315789474,4.352835744462937,0.5120983228779926,Introduction (unnumbered) | I Theory | II The Experiment | III Results | IV Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,survey_or_experiment,4,True,True,False,True,True,True,False,0,-1,1,2,4,-1,motivation|related_literature_positioning|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|tension_or_puzzle|preview_of_results|roadmap,8,-1,new_evidence|new_theory_or_model,True,True,inside_introduction,True,p_values,False,within_results,subsample|sensitivity_to_parameters,none,False,no,False,False,False,low,7,7,0.85,5,4,724,False,False,False,False,1.0,train100jof_12723,2018.0,article,44,10035,0,95,5,7,52,1,10,0,38,51,95,2062,11,0.20548081714000996,400,0.039860488290981565,0.0,0.11599402092675636,0.2910812157448929,0.15067264573991032,True,False,False,True,1003.5,5.082212257100149,0.09965122072745392,Introduction (unnumbered) | I Data and Methodology | II Empirical Results | III Hedge Fund Investors and Sensation Seeking | IV Alternative Explanations and Robustness Tests | V Conclusion,0.963,True,empirical,behavioral_finance,reduced_form_regression,4,True,False,False,True,True,False,False,-1,-1,0,0,-1,-1,motivation|literature_gap|preview_of_results|preview_of_approach|related_literature_positioning|preview_of_results|preview_of_results|mechanism_or_theory_sketch|contribution_statement|contribution_statement|related_literature_positioning|related_literature_positioning|contribution_statement,13,10,new_evidence|new_data_or_measure|resolution_of_puzzle,False,False,inside_introduction,True,unclear,True,main_text_section,subsample|falsification|alternative_specification|other,unclear,True,no_figures,False,True,False,low,7,7,0.8,4,11,1286,False,True,False,False,1.0,train101jof_12724,2018.0,article,33,8986,0,82,5,11,59,1,12,2,10,54,56,2040,8,0.22701980859114176,321,0.03572223458713555,0.14233251724905407,0.16848430892499444,0.3352993545515246,0.0,False,False,False,True,748.8333333333334,6.0093478744714,0.11128421989761851,Introduction (unnumbered) | I Self-Efficacy and Financial Decision Making | II Data and Summary Statistics | III Results | IV Alternative Hypotheses and Robustness Checks | V Conclusion,0.963,True,empirical,household_finance,reduced_form_regression,3,True,True,False,False,True,False,True,0,-1,-1,1,-1,3,motivation|preview_of_approach|related_literature_positioning|mechanism_or_theory_sketch|identification_defense|robustness_mention|preview_of_results|preview_of_results|other|related_literature_positioning|contribution_statement|related_literature_positioning|roadmap,13,5,new_evidence,True,True,inside_introduction,True,stars_and_tstats,True,main_text_section,alternative_specification|alternative_measure|subsample|other,clustered,True,mixed,True,True,False,moderate,9,9,0.82,4,8,1267,False,True,True,False,0.8,train102jof_12725,2018.0,article,41,10696,127,101,6,16,73,3,7,0,51,58,33,1588,5,0.14846671652954377,610,0.05703066566940913,0.0,0.12911368735976067,0.0,0.33797681376215405,True,True,True,True,1528.0,5.422587883320868,0.28047868362004486,Introduction (unnumbered) | I Institutional Background | II Data | III Regression Analysis | IV Robustness | V Welfare and Potential Economic Channels | VI Conclusion | Appendix A: Variable Descriptions and Data Sources | Variable Descriptions and Data Sources—Continued | Variable Descriptions and Data Sources—Continued | Appendix B: Key Dates in the Passage of the Financial Reform Act,0.963,True,empirical,financial_intermediation_banking,reduced_form_regression,3,True,False,False,False,True,True,False,-1,-1,-1,1,2,-1,motivation|mechanism_or_theory_sketch|preview_of_results|identification_defense|preview_of_results|contribution_statement|robustness_mention|roadmap,8,3,new_evidence,True,True,inside_introduction,True,unclear,True,main_text_section,placebo|alternative_sample_period|alternative_specification|subsample|falsification,unclear,False,no_figures,True,False,True,moderate,6,6,0.8,5,5,809,False,True,False,False,0.8,train103jof_12726,2018.0,article,50,12422,2708,100,6,7,181,11,10,2,115,47,31,2036,6,0.1639027531798422,296,0.02382869103203993,0.0,0.09008211238125906,0.0,0.0,False,False,True,True,1242.2,3.783609724682016,0.8855256802447271,Introduction (unnumbered) | I State Banking Deregulation | II Data and Summary Statistics | III Banking Deregulation and Labor and Capital Reallocation | IV How Does Banking Deregulation Affect the Supply of Bank Credit? | Panel A: Dynamics of Differential Effect for Young Firms | Panel B: Dynamics of Effects for Young and Old Firms | V Implications for Industry Productivity | VI Conclusions | Appendix A: Variable Definitions | Appendix B: Analysis of Model of Misallocation and Industry Productivity | Appendix C: Assumptions for Quantification Exercise,0.963,True,empirical,financial_intermediation_banking,difference_in_differences,4,True,False,False,True,True,True,False,-1,-1,1,0,2,-1,motivation|literature_gap|mechanism_or_theory_sketch|preview_of_approach|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|identification_defense|identification_defense|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning|roadmap,14,5,new_evidence,True,False,inside_introduction,True,unclear,True,within_results,falsification|alternative_measure|other,unclear,True,unclear,False,False,False,moderate,7,7,0.8,4,6,1071,False,True,False,False,1.0,train104jof_12727,2018.0,article,65,14215,0,103,6,13,110,9,10,2,31,83,76,1850,7,0.13014421385860006,498,0.035033415406260995,0.1347168483995779,0.1112908899050299,0.0,0.21836088638761872,True,False,False,True,1421.5,5.838902567710165,0.6331340133661625,Introduction (unnumbered) | I Institutional Details and Data Description | II Hypothesis Development and Evidence on Trading Horizon | III The Effect of ETF Ownership on Volatility | IV Exploring the Channel: ETF Flows and Arbitrage | V Asset Pricing Implications | VI Conclusion,0.963,True,empirical,asset_pricing,instrumental_variables,3,True,True,False,True,True,True,False,1,-1,2,2,4,-1,motivation|mechanism_or_theory_sketch|preview_of_results|identification_defense|preview_of_results|tension_or_puzzle|preview_of_approach|preview_of_results|related_literature_positioning|contribution_statement|roadmap,11,5,new_evidence,True,True,inside_introduction,True,unclear,True,mixed,subsample|alternative_sample_period|alternative_specification,unclear,True,no,True,False,True,moderate,7,7,0.8,5,7,999,True,True,False,False,0.8,train105jof_12728,2019.0,article,54,13227,2120,101,8,17,208,7,15,2,35,50,79,2643,6,0.19981855295985484,220,0.01663264534663945,0.19702124442428368,0.08951387313827777,0.0,0.0,False,True,True,True,881.8,3.780146669690784,0.5292205337567097,Introduction (unnumbered) | I Literature and Hypotheses | II Data and Intermediation Chains | III Dealers’ Trading Networks | IV Centrality Premium | V Dealers’ Network Centrality and Search Efficiency | VI Trading Fast or Slow in the Muni Market | VII Alternative Theories and Additional Tests | VIII Conclusion | Appendix A: Data Filters | Appendix B: Matching Algorithm for Round-Trip Chains | Appendix C: Measures of Dealer Centrality | Appendix D: Explanatory Variables,0.963,True,empirical,market_microstructure,reduced_form_regression,2,False,True,False,True,True,True,True,0,-1,1,2,2,4,motivation|literature_gap|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|other|identification_defense|preview_of_results|robustness_mention|identification_defense|preview_of_results|related_literature_positioning|contribution_statement,13,5,new_evidence|new_data_or_measure,False,False,both,True,unclear,True,main_text_section,alternative_specification|subsample|alternative_measure|falsification|other,unclear,True,no,False,True,False,moderate,7,7,0.8,5,6,1281,False,True,False,False,0.889,train106jof_12729,2019.0,article,29,10739,0,104,5,6,153,40,0,0,31,51,54,1704,8,0.15867399199180557,407,0.0378992457398268,0.46717571468479374,0.0,0.06825588974764876,0.26799515783592515,True,False,False,True,10739.0,4.749045534966012,3.724741596051774,Introduction (unnumbered) | I Model and Equilibrium Concept | II Equilibrium | III Extensions | IV Evidence on Cursedness | V Conclusion,0.938,True,theoretical,behavioral_finance,theoretical_model_analytical,1,False,True,False,True,True,False,False,0,-1,0,1,-1,-1,motivation|tension_or_puzzle|related_literature_positioning|preview_of_results|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|preview_of_results|preview_of_results|related_literature_positioning,12,1,new_theory_or_model,True,True,inside_introduction,False,unclear,False,none_seen,,none,False,no_figures,True,False,False,moderate,7,7,0.85,5,8,1109,False,False,False,False,0.667,train107jof_12732,2019.0,article,46,9835,1968,100,4,9,276,19,6,10,69,43,56,1665,5,0.16929334011184544,267,0.027147941026944587,0.5751906456532792,0.0,0.0,0.0,False,False,True,False,1639.1666666666667,4.372140315200814,1.9318759532282663,Introduction (unnumbered) | I Data and Models | II Realized Variance | III Option Pricing Implications | IV Summary | Appendix A: Joint Characteristic Functions | Appendix B: Estimates of the Log Futures Price Process | Log Likelihoods of Various Models | Volatility-Dependent Changes in Log Likelihoods Relative to Nested Models | Parameter Estimates for Specific Models | Jump Parameters from Specific Models | Variance Factor Loadings | Appendix C: Change of Measure | Objective versus Risk-Neutral Parameters from Vjump3 Estimates,0.963,True,mixed_theory_empirical,asset_pricing,structural_estimation,1,False,True,False,True,True,False,False,0,-1,0,1,-1,-1,motivation|tension_or_puzzle|literature_gap|related_literature_positioning|mechanism_or_theory_sketch|related_literature_positioning|related_literature_positioning|preview_of_approach|contribution_statement|preview_of_approach,10,4,new_evidence|new_theory_or_model,False,False,inside_introduction,True,unclear,True,within_results,alternative_specification|alternative_sample_period,robust,True,no,True,False,False,moderate,6,6,0.8,5,5,938,False,True,False,False,1.0,train108jof_12733,2019.0,article,44,11070,2119,87,5,20,233,17,8,12,34,62,72,2323,14,0.2098464317976513,91,0.008220415537488708,0.0,0.36458897922312555,0.0,0.0,False,False,True,False,1383.75,5.600722673893405,1.5356820234869015,Introduction (unnumbered) | I The LASSO | II Out-of-Sample Performance | III Predictor Analysis | IV Economic Origins | V Conclusion | Appendix A: Numerical Simulations | Appendix B: Significance Test | Appendix C: Source of Gains,0.963,True,empirical,asset_pricing,machine_learning_textual,2,False,False,False,True,True,False,True,-1,-1,0,1,-1,3,motivation|tension_or_puzzle|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|identification_defense|other|preview_of_results|related_literature_positioning|related_literature_positioning|related_literature_positioning|contribution_statement|related_literature_positioning|other,15,10,new_evidence|new_method,False,False,inside_introduction,True,mixed,True,mixed,placebo|alternative_specification|subsample|other,clustered,True,mixed,True,False,False,moderate,6,6,0.8,4,14,1536,False,False,True,False,0.833,train109jof_12734,2019.0,article,36,9465,616,95,5,12,163,15,8,3,14,44,72,1704,3,0.18003169572107766,149,0.015742208135235077,0.5585842577918647,0.1155837295298468,0.0,0.1300581088219757,True,False,True,True,1183.125,4.648705758055995,1.5847860538827259,Introduction (unnumbered) | I Model | II Data | III Earnings Forecasts and Sticky Beliefs: Testing the Model | IV Robustness | V Conclusion | Appendix: Proofs,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,3,3,-1,0,motivation|related_literature_positioning|motivation|preview_of_approach|mechanism_or_theory_sketch|related_literature_positioning|contribution_statement,7,2,new_theory_or_model|new_evidence|new_data_or_measure,False,False,inside_introduction,True,unclear,False,main_text_section,placebo|alternative_specification|other,unclear,True,unclear,True,False,False,moderate,8,8,0.8,4,3,624,False,False,False,False,0.857,train110jof_12735,2019.0,article,36,10013,23,113,3,5,58,2,6,1,40,67,45,2204,9,0.22011385199240988,641,0.06401677818835513,0.0,0.0,0.012084290422450813,0.0,False,False,True,True,1668.8333333333333,6.691301308299211,0.1997403375611705,Introduction (unnumbered) | I Empirical Strategy | II Results | Panel A Impact of International Monetary Policies on Domestic Loan Volume | III Conclusions | Appendix,0.963,True,empirical,financial_intermediation_banking,reduced_form_regression,4,True,True,False,True,True,False,True,0,-1,0,1,-1,2,motivation|policy_or_broader_implication|preview_of_approach|identification_defense|preview_of_approach|identification_defense|preview_of_results|preview_of_results|preview_of_results|mechanism_or_theory_sketch|contribution_statement|related_literature_positioning|roadmap,13,7,new_identification|new_evidence,True,True,inside_introduction,True,unclear,True,mixed,alternative_specification|alternative_sample_period,unclear,True,no,True,True,True,moderate,6,5,0.8,7,9,1393,False,True,False,False,1.0,train111jof_12736,2019.0,article,37,10813,0,101,6,13,104,8,6,3,63,48,65,1234,6,0.11412189031721076,763,0.07056321094978267,0.2790159992601498,0.0,0.02561731249421992,0.0,False,True,False,True,1802.1666666666667,4.439101082030889,0.7398501803384815,Introduction (unnumbered) | I Literature Review and Experimental Design | II Modigliani-Miller Invariance Theorem | “[Invariance theorem]: Consider any company j and let  ̄Xj stand for the | III Measures and Hypotheses | IV Results | Average Difference from Parity  in Percent | V Further Experiments | VI Conclusions,0.963,True,empirical,asset_pricing,survey_or_experiment,4,True,True,False,True,True,False,False,0,-1,1,1,-1,-1,motivation|literature_gap|preview_of_approach|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_approach|preview_of_results|preview_of_results|related_literature_positioning|preview_of_results|contribution_statement,12,5,new_evidence,False,False,both,True,mixed,False,main_text_section,other,mixed,True,no,True,False,False,moderate,7,7,0.8,5,6,822,False,True,False,True,0.857,train112jof_12738,2019.0,article,41,9788,578,100,6,20,174,22,10,0,57,56,91,1543,5,0.1576420106252554,230,0.0234981610134859,0.0,0.055782590927666534,0.0,0.09154066203514508,True,False,True,True,978.8,5.721291377196567,2.2476501838986516,Introduction (unnumbered) | I Data and Variable Definitions | II Does Basis-Momentum Predict Returns? | III Is Basis-Momentum a Priced Commodity Factor? | IV Testing Potential Explanations for Basis-Momentum | V Extensions and Robustness Checks | VI Conclusion | Appendix: Decomposing Nearby and Spreading Returns,0.963,True,empirical,asset_pricing,reduced_form_regression,2,False,False,False,True,True,False,True,-1,-1,0,1,-1,0,preview_of_approach|preview_of_results|motivation|mechanism_or_theory_sketch|contribution_statement|related_literature_positioning|preview_of_results|contribution_statement|related_literature_positioning|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|contribution_statement,14,1,new_data_or_measure|new_evidence,False,False,inside_introduction,True,stars_and_tstats,True,internet_appendix,alternative_specification|subsample|alternative_measure|other,unclear,False,no_figures,True,False,True,moderate,7,7,0.85,5,5,888,False,True,False,False,1.0,train113jof_12740,2019.0,article,49,12867,0,96,7,13,72,5,9,3,62,50,61,2026,11,0.15745706069790938,2063,0.16033263386958888,0.0,0.21287013289811144,0.15978860651278465,0.0,False,False,False,True,1429.6666666666667,3.8859096914587705,0.38859096914587704,Introduction (unnumbered) | I The Bankruptcy Process | II Data | III Asset Allocation Measurement | IV Identification Strategy | V Results | VI Efficiency Discussion | VII Conclusion,0.963,True,empirical,corporate_finance,instrumental_variables,4,True,True,False,True,True,False,True,0,-1,1,1,-1,3,motivation|literature_gap|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|identification_defense|preview_of_approach|preview_of_results|tension_or_puzzle|preview_of_results|mechanism_or_theory_sketch|preview_of_results|contribution_statement|related_literature_positioning|roadmap,15,10,new_evidence|new_data_or_measure|new_identification,True,True,inside_introduction,True,unclear,True,mixed,subsample|alternative_specification|placebo,unclear,True,unclear,True,False,False,moderate,7,7,0.85,4,11,1419,False,True,False,False,0.857,train114jof_12743,2019.0,article,44,10819,1050,101,5,12,132,5,6,5,44,62,181,1780,8,0.16452537203068676,739,0.06830575838802107,0.0,0.09409372400406692,0.0,0.0,False,False,True,True,1803.1666666666667,5.730659025787966,0.46214992143451333,Introduction (unnumbered) | I Data and Sample Selection | II Investor-Level Tests | III Stock-Level Tests of Stockholders’ Preferences Moderating Their Announcement-Window Trading Decisions | IV Stock-Level Tests of Whether Stockholders’ Preferences Generate an Underreaction to Earnings News | V Discussion | Appendix: Variable Definitions,0.963,True,empirical,behavioral_finance,reduced_form_regression,3,True,True,False,True,True,False,True,0,-1,0,1,-1,4,motivation|tension_or_puzzle|motivation|preview_of_approach|preview_of_approach|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|contribution_statement|related_literature_positioning|contribution_statement|related_literature_positioning|roadmap,14,5,new_evidence|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,mixed,alternative_measure|subsample|alternative_specification|other,unclear,True,unclear,True,False,True,moderate,5,5,0.8,5,8,1148,False,True,False,False,1.0,train115jof_12744,2019.0,article,50,11745,2499,515,6,28,238,21,3,11,66,74,68,1889,9,0.16083439761600682,638,0.05432098765432099,0.3455087271179225,0.0,0.1981268624946786,0.0,False,False,True,True,3915.0,6.300553426990208,1.7879948914431674,Introduction (unnumbered) | I A Model of a Financial Market with Friction | II Equilibrium in the Absence of Trading Fees | III Equilibrium with Trading Fees | IV Simulation Results | V Applications | VI Conclusion | Appendix A: Numerical Illustrations | Appendix B: First-Order Conditions | Appendix C: Proof of Proposition 2 | Appendix D: The Algorithm | Appendix E: Impulse-Response Functions,0.9,True,theoretical,asset_pricing,calibration_simulation,1,False,False,False,True,True,False,True,-1,-1,0,3,-1,1,motivation|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|preview_of_results|mechanism_or_theory_sketch|contribution_statement|policy_or_broader_implication|related_literature_positioning|related_literature_positioning|roadmap,13,5,new_theory_or_model|new_method,True,True,inside_introduction,True,unclear,False,within_results,sensitivity_to_parameters|other,none,True,no,True,False,False,moderate,6,6,0.8,16,9,1265,False,True,False,False,1.0,train116jof_12745,2019.0,article,39,12967,0,99,4,8,66,5,7,5,24,26,33,1994,8,0.15377496722449294,164,0.012647489781753682,0.0,0.05845608082054446,0.6107812138505437,0.0,False,True,False,True,1852.4285714285713,2.0050898434487547,0.38559420066322203,Introduction (unnumbered) | I Background and Hypothesis Development | II Data | III Results | IV Discussion,0.963,True,empirical,corporate_finance,reduced_form_regression,3,True,True,False,True,True,False,True,0,-1,1,1,-1,4,motivation|tension_or_puzzle|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|identification_defense|preview_of_results|preview_of_results|preview_of_results|policy_or_broader_implication|related_literature_positioning|contribution_statement|roadmap,14,7,new_evidence|new_theory_or_model,True,True,inside_introduction,True,unclear,False,none_seen,,unclear,True,unclear,True,False,False,moderate,7,7,0.8,5,8,1334,False,True,False,False,0.8,train117jof_12747,2019.0,article,51,16634,0,110,6,14,164,9,12,4,27,58,83,2793,19,0.16790910183960564,504,0.030299386798124325,0.0,0.036491523385836236,0.11560658891427197,0.0,False,False,False,True,1386.1666666666667,3.4868341950222437,0.5410604785379344,Introduction (unnumbered) | I Data | II The Upside and Downside Performance Features of Actively Managed Funds | III Demand for Active Funds from Investors with Tail-Sensitive Risk Preferences | IV Empirical Evidence from Fund Flows | V Cross-Sectional Variations in the Effect of Investor Preferences | VI Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,3,True,False,True,True,True,False,True,-1,0,2,1,-1,2,tension_or_puzzle|preview_of_results|preview_of_approach|preview_of_results|robustness_mention|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_approach|robustness_mention|identification_defense|preview_of_results|identification_defense|preview_of_results|preview_of_results|preview_of_results|related_literature_positioning|contribution_statement|policy_or_broader_implication|roadmap,20,16,new_evidence|new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,mixed,alternative_measure|subsample|alternative_specification,unclear,True,unclear,False,False,True,moderate,7,7,0.8,5,19,2771,False,True,False,False,1.0,train118jof_12751,2019.0,article,44,11464,0,103,7,18,88,5,11,6,36,58,18,2001,6,0.174546406140963,668,0.058269364968597345,0.0,0.06324145150034892,0.3003314724354501,0.0,False,True,False,True,1042.1818181818182,5.059316120027914,0.4361479413817167,Introduction (unnumbered) | I Institutional Background | II Data | III Empirical Strategy | IV Market Value and Firm Performance | V Results | VI Private Rents and Social Costs from Misallocation | VII Conclusion,0.963,True,empirical,corporate_finance,difference_in_differences,4,True,False,False,True,True,False,True,-1,-1,0,2,-1,0,motivation|literature_gap|tension_or_puzzle|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|tension_or_puzzle|policy_or_broader_implication|preview_of_approach|preview_of_results|robustness_mention|identification_defense|contribution_statement|related_literature_positioning,14,5,new_evidence|new_data_or_measure,False,False,inside_introduction,True,unclear,True,within_results,placebo|alternative_measure|alternative_specification|falsification|other,unclear,True,no,True,True,False,moderate,6,6,0.8,4,6,1128,False,True,False,False,0.833,train119jof_12753,2019.0,article,44,11409,0,104,6,12,99,6,10,6,34,49,33,815,4,0.07143483215005697,659,0.05776141642562889,0.0,0.05627136471206942,0.0,0.0,False,False,False,True,1140.9,4.29485493908318,0.5259006047856956,Introduction (unnumbered) | I State Deposit Insurance Schemes of the Early 20th Century | II Data | III The Influence of Deposit Insurance on Bank Growth and Risk-Taking | IV Competing for Deposits: Does Deposit Insurance Remove Market Discipline? | V When the Bubble Collapsed | VI Conclusion,0.963,True,empirical,financial_intermediation_banking,difference_in_differences,4,True,True,False,True,True,False,True,0,-1,2,3,-1,2,motivation|tension_or_puzzle|literature_gap|preview_of_results|contribution_statement|mechanism_or_theory_sketch|preview_of_results|roadmap,8,1,new_evidence|new_identification|new_data_or_measure,True,True,inside_introduction,True,unclear,False,within_results,subsample|alternative_specification,unclear,False,unclear,True,True,False,moderate,7,6,0.8,7,4,570,False,True,False,False,1.0,train120jof_12754,2019.0,article,40,10920,0,70,5,5,51,0,8,0,43,67,38,2017,5,0.18470695970695972,368,0.0336996336996337,0.0,0.04221611721611722,0.0,0.1065018315018315,True,False,False,True,1365.0,6.135531135531136,0.0,Introduction (unnumbered) | I Data | II Does the BW Metric Capture Institutions’ or Individuals’ Demand Shocks? | III Alternative Measures of Sentiment and Institutional Investor Demand | IV What Drives the Relation between Institutions’ Demand and Sentiment? | V Conclusions,0.938,True,empirical,behavioral_finance,reduced_form_regression,2,False,True,False,True,True,False,False,0,-1,1,1,-1,-1,motivation|tension_or_puzzle|preview_of_results|preview_of_results|preview_of_approach|identification_defense|policy_or_broader_implication|policy_or_broader_implication|related_literature_positioning,9,0,new_evidence,False,False,inside_introduction,True,p_values,False,mixed,alternative_measure|alternative_specification|subsample,unclear,True,no_figures,True,False,True,moderate,6,6,0.8,3,5,910,False,True,False,False,1.0,train121jof_12755,2019.0,article,47,8558,1781,96,3,25,282,51,7,6,39,57,88,1933,8,0.22587053049777986,223,0.026057490067772845,0.43444730077120824,0.31362467866323906,0.0,0.0,False,False,True,True,1222.5714285714287,6.6604346810002335,5.959336293526525,Introduction (unnumbered) | I Model with Network-Based Production | II Data and Empirical Trade Network Centrality | III Conclusion | Appendix: Model Appendix | Appendix: Empirical Appendix | Sample of Countries with FX Data and Trade Data | Explanatory Regressions for Risk Premia and Forward Spreads | Portfolios Sorted on Correlation-Based Centrality | Portfolios Sorted on Predicted Correlation Centrality | Portfolios Sorted on Full Sample Average Centrality Ranking | Portfolios Sorted on Centrality (No Euro Aggregate) | Portfolios Sort Omitting Pegged Currencies | Portfolio Sorts with Developed Country Subset | Portfolio Sorts with Sample Ending in 2007 | Correlations among Currency Risk Factors,0.963,True,mixed_theory_empirical,international_finance,reduced_form_regression,3,True,True,False,True,True,False,True,0,-1,2,1,-1,0,motivation|tension_or_puzzle|literature_gap|preview_of_results|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning|roadmap,13,5,new_evidence|new_theory_or_model|new_data_or_measure,True,True,inside_introduction,True,unclear,True,appendix,alternative_measure|subsample|alternative_sample_period|alternative_specification,unclear,True,unclear,False,False,False,low,6,6,0.8,5,8,1165,False,True,False,False,0.438,train122jof_12756,2019.0,article,54,10119,8363,110,5,46,655,31,0,1,53,55,42,3042,3,0.3006225911651349,87,0.008597687518529499,0.25111176993774087,0.0,0.0,0.3440063247356458,True,False,True,False,10119.0,5.435319695622097,3.0635438284415457,Introduction (unnumbered) | I Model | II Equilibrium Characterizations | III The Costs and Benefits of Reputation Motivation | IV Extensions and Robustness | V Conclusion | Appendix A: Proofs,0.938,True,theoretical,entrepreneurial_finance_private_equity,theoretical_model_analytical,1,False,False,False,False,True,False,True,-1,-1,-1,0,-1,0,motivation|related_literature_positioning|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|other|contribution_statement|related_literature_positioning,8,2,new_theory_or_model,False,False,inside_introduction,False,unclear,False,main_text_section,alternative_specification|sensitivity_to_parameters,none,False,no,True,False,False,moderate,6,6,0.85,5,3,700,False,True,False,False,1.0,train123jof_12758,2019.0,article,41,10536,423,99,7,17,162,9,8,4,27,74,126,1101,2,0.104498861047836,316,0.02999240698557327,0.44684889901290814,0.07792331055429005,0.0,0.17074791192103264,True,False,True,True,1317.0,7.023538344722855,0.8542141230068337,Introduction (unnumbered) | I Theory and Testable Predictions | II Data | III Leverage-Induced Heteroskedasticity in Stock Returns | IV Unlevering Stock Returns with a Parametric Model | V Robustness | VI Volatility in the Cross-Section of Equity Returns | VII Summary and Conclusions | Appendix: Proof of Equation (3),0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,0,1,-1,4,motivation|tension_or_puzzle|literature_gap|contribution_statement|mechanism_or_theory_sketch|preview_of_results|robustness_mention,7,0,new_evidence|new_theory_or_model|resolution_of_puzzle,False,False,inside_introduction,True,stars_and_tstats,False,main_text_section,alternative_specification|alternative_measure|sensitivity_to_parameters|other,unclear,True,unclear,True,False,False,moderate,7,7,0.8,5,2,446,False,False,False,False,0.857,train124jof_12759,2019.0,article,47,11909,0,100,7,24,147,6,7,8,33,43,38,2347,24,0.19707784028885716,423,0.03551935510958099,0.03627508606935931,0.0,0.0,0.07968763120329163,True,False,False,True,1701.2857142857142,3.6107145856075236,0.5038206398522126,Introduction (unnumbered) | I Price and Trade Patterns as Predicted by Theory | II Trade Environment and Data | III HFT Net Flow during the Execution of Institutional Orders | IV Predatory Trading or Back-Running? | V Putting It All Together: An Economic Interpretation of With-Wind Trading | VI Robustness | VII Conclusion,0.963,True,empirical,market_microstructure,reduced_form_regression,2,False,True,False,False,True,False,False,1,-1,-1,3,-1,-1,motivation|literature_gap|preview_of_approach|preview_of_approach|preview_of_results|identification_defense|identification_defense|preview_of_results|related_literature_positioning|contribution_statement|related_literature_positioning|contribution_statement|other,13,20,new_evidence|new_data_or_measure,False,False,inside_introduction,True,unclear,True,internet_appendix,alternative_measure|placebo|other,unclear,True,unclear,True,True,False,moderate,7,7,0.82,6,24,1757,False,True,False,False,1.0,train125jof_12760,2019.0,article,30,7354,2304,112,5,23,306,45,0,0,32,39,39,1701,9,0.23130269241229262,154,0.020940984498232253,0.13870002719608376,0.0,0.34063094914332337,0.268425346750068,True,False,True,False,7354.0,5.3032363339679085,6.119118846886049,Introduction (unnumbered) | I Model | II Results | III Extensions | IV Robustness | V Conclusion | Appendix,0.938,True,theoretical,macro_finance,theoretical_model_analytical,4,True,True,False,True,True,False,False,0,-1,0,1,-1,-1,motivation|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|policy_or_broader_implication|other|related_literature_positioning|related_literature_positioning|roadmap,11,6,new_theory_or_model,True,False,inside_introduction,False,unclear,False,main_text_section,sensitivity_to_parameters|alternative_specification,none,False,no_figures,False,True,False,moderate,7,7,0.85,7,9,1101,False,True,False,False,0.857,train126jof_12761,2019.0,article,67,17348,2681,113,9,37,579,159,3,12,72,85,83,2889,14,0.1665321650910768,424,0.02444085773576205,0.13246483744523865,0.0,0.0,0.0,False,False,True,False,5782.666666666667,4.899700253631543,9.165321650910768,Introduction (unnumbered) | I The Model | II First-Best Solution | III Inalienable Human Capital Solution | IV Equivalent Optimal Contract | V Quantitative Analysis | VI Persistent Productivity Shocks | VII Deterministic Formulation as in Hart and Moore (1994) | VIII Two-Sided Limited Commitment | IX Conclusion | Appendix A: The Entrepreneur’s Optimization Problem | Appendix B: Equivalent Optimal Contract | Appendix C: Persistent Productivity Shocks | Appendix D: Monotonicity and Concavity of the Value Function,0.963,True,theoretical,corporate_finance,theoretical_model_analytical,1,False,True,False,False,True,False,True,0,-1,-1,4,-1,2,motivation|contribution_statement|preview_of_results|preview_of_results|mechanism_or_theory_sketch|mechanism_or_theory_sketch|related_literature_positioning|contribution_statement|related_literature_positioning|mechanism_or_theory_sketch|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|roadmap,19,0,new_theory_or_model,True,True,inside_introduction,True,unclear,False,main_text_section,sensitivity_to_parameters|other,none,True,no,True,False,True,low,6,6,0.85,7,14,1815,False,True,False,False,1.0,train127jof_12762,2019.0,corrigendum_or_replication,18,4186,1673,105,4,10,240,19,0,0,73,12,6,550,1,0.13139034878165312,142,0.03392259913999045,0.2940754897276636,0.0,0.0,0.0,False,False,True,True,4186.0,2.866698518872432,4.538939321548018,Introduction (unnumbered) | I A Counterexample | II The Error in the SW Proof | III Reconciling Multiple Equilibria in Other Settings | IV Conclusion | Appendix: Proofs,0.938,True,replication_or_correction,financial_intermediation_banking,theoretical_model_analytical,1,False,False,True,True,True,False,True,-1,0,1,2,-1,3,motivation|tension_or_puzzle|preview_of_results|related_literature_positioning|contribution_statement,5,0,replication_or_correction|new_theory_or_model,False,False,inside_introduction,False,unclear,False,none_seen,,none,False,no_figures,True,True,False,low,5,5,0.85,5,1,241,False,False,False,False,1.0,train128jof_12763,2019.0,article,44,11984,248,97,6,20,133,9,6,7,47,63,45,2536,10,0.2116154873164219,384,0.03204272363150868,0.4134679572763685,0.0,0.0,0.0,False,True,True,True,1997.3333333333333,5.257009345794392,0.7510013351134847,Introduction (unnumbered) | I Institutional Background: Reverse Convertibles | II Empirical Analysis | III A Model of Financial Product Distribution | IV Model Estimation | V Understanding the Role of Brokers in Consumer Search | VI Conclusion | Appendix: Recovering Search Costs,0.963,True,mixed_theory_empirical,household_finance,structural_estimation,3,True,True,False,True,True,True,False,0,-1,3,1,2,-1,motivation|policy_or_broader_implication|literature_gap|preview_of_approach|identification_defense|identification_defense|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|related_literature_positioning|contribution_statement|related_literature_positioning|related_literature_positioning|roadmap,14,7,new_data_or_measure|new_evidence|new_theory_or_model,True,True,inside_introduction,True,stars_and_tstats,True,none_seen,,unclear,True,unclear,True,False,False,moderate,6,6,0.8,5,10,1608,False,True,False,True,0.667,train129jof_12764,2019.0,article,55,14969,3016,85,6,34,651,38,2,9,85,77,69,2732,1,0.18251052174493954,256,0.017102010822366225,0.6984434497962456,0.0,0.0,0.0,False,False,True,True,7484.5,5.143964192664841,2.5385797314449863,Introduction (unnumbered) | I The Baseline Model | II The Model with Endogenous Information | III The Macroeconomic Model | IV The Dynamic Model | V Numerical Illustrations | VI Conclusion | Appendix A: Main Notations of the Model | Appendix B: Proofs,0.963,True,theoretical,macro_finance,theoretical_model_analytical,1,False,False,False,True,True,False,True,-1,-1,0,1,-1,0,motivation|tension_or_puzzle|preview_of_approach|mechanism_or_theory_sketch,4,0,new_theory_or_model,False,False,inside_introduction,False,unclear,False,none_seen,,none,False,no,True,False,True,low,4,4,0.8,4,1,216,False,False,False,False,1.0,train130jof_12765,2019.0,article,45,11539,0,102,7,5,194,19,9,6,46,64,64,1692,7,0.14663315711933442,352,0.030505243088655862,0.7141866712886732,0.0,0.0,0.10867492850333652,True,False,False,True,1282.111111111111,5.546407834301066,1.6465898258081288,Introduction (unnumbered) | I Model | II Calibrating the SV Model | III An Alternative Risk Premium Specification | IV The SVJ Model | V Estimating the SVJ Model | VI Extensions | VII Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,structural_estimation,2,False,True,True,True,True,False,True,0,0,1,2,-1,3,tension_or_puzzle|literature_gap|contribution_statement|preview_of_approach|preview_of_results|contribution_statement|preview_of_results|related_literature_positioning|mechanism_or_theory_sketch|roadmap,10,1,new_theory_or_model|new_evidence|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,mixed,alternative_specification|sensitivity_to_parameters|other,unclear,True,unclear,True,False,False,moderate,6,6,0.8,6,7,1034,False,True,False,False,0.875,train131jof_12766,2019.0,article,47,10823,1854,104,4,23,257,41,10,3,48,53,70,1643,5,0.15180633835350643,394,0.03640395454125474,0.1761064399889125,0.0,0.516954633650559,0.0,False,False,True,True,1082.3,4.896978656564723,3.7882287720595027,Introduction (unnumbered) | I Model | II Measuring a Firm’s Routine-Task Labor | III Empirical Evidence | IV Conclusion | Appendix A: Proofs | Appendix B: Data and Sample Construction,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,False,False,0,-1,1,4,-1,-1,motivation|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|preview_of_results|identification_defense|contribution_statement|related_literature_positioning|roadmap,9,3,new_theory_or_model|new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,True,within_results,alternative_measure|alternative_specification|subsample,unclear,True,unclear,False,False,False,moderate,7,7,0.8,5,5,744,False,True,False,False,1.0,train132jof_12768,2019.0,article,36,8933,0,102,4,8,64,0,13,6,38,83,66,1227,5,0.1373558714877421,1878,0.21023172506436807,0.0,0.0,0.48718235755065487,0.0,False,False,False,True,687.1538461538462,9.291391469830964,0.0,Introduction (unnumbered) | I Experimental Design | II Results | III Discussion | IV Conclusion,0.938,True,empirical,asset_pricing,survey_or_experiment,4,True,True,False,True,True,False,False,0,-1,0,1,-1,-1,motivation|literature_gap|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|tension_or_puzzle|related_literature_positioning,9,1,new_evidence,False,False,inside_introduction,True,stars_and_tstats,True,none_seen,,clustered,True,mixed,True,False,True,moderate,6,6,0.82,4,5,792,False,False,True,False,0.75,train133jof_12769,2019.0,article,38,9970,0,102,4,3,101,0,13,0,36,44,26,1658,11,0.1662988966900702,326,0.03269809428284855,0.0,0.15917753259779338,0.0,0.0,False,False,False,True,766.9230769230769,4.413239719157472,0.0,Introduction (unnumbered) | I Data and Institutional Details | II Market-Wide Price Discovery | III Activity and Price Discovery within and across Markets | IV Conclusion,0.938,True,empirical,market_microstructure,other,2,False,True,False,False,True,False,False,0,-1,-1,2,-1,-1,motivation|preview_of_approach|literature_gap|preview_of_results|preview_of_results|tension_or_puzzle|related_literature_positioning|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|policy_or_broader_implication|related_literature_positioning|preview_of_results|roadmap,14,1,new_evidence,True,True,inside_introduction,True,unclear,True,within_results,alternative_specification|alternative_measure,unclear,True,no_figures,True,True,True,moderate,7,7,0.8,6,11,1643,False,True,False,False,1.0,train134jof_12770,2019.0,article,43,11016,3242,102,9,7,387,34,0,5,51,45,89,1838,8,0.1668482207697894,597,0.054193899782135076,0.21777414669571532,0.0,0.0,0.0,False,False,True,True,11016.0,4.084967320261438,3.0864197530864197,Introduction (unnumbered) | I Model | II The CEO’s Problem | III Principal’s Problem | IV Infinite Tenure and Irrelevance of Manipulation | V Finite Tenure | VI Optimal Contract | VII Deterministic Incentives | VIII The Model at Work: Numerical Examples and Empirical Implications | IX Conclusion | Appendix A: Necessary Conditions for Incentive Compatibility | Appendix B: Sufficiency of Agent Incentive Compatibility | Appendix C: Principal Problem,0.938,True,theoretical,corporate_finance,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,0,1,-1,5,motivation|literature_gap|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|contribution_statement|preview_of_results|related_literature_positioning|related_literature_positioning|roadmap,11,3,new_theory_or_model,True,True,inside_introduction,False,unclear,False,none_seen,,none,False,no,True,False,False,moderate,6,6,0.85,6,8,1265,False,False,False,False,0.857,train135jof_12771,2019.0,article,48,14734,1282,103,9,25,297,48,2,6,56,67,49,2846,7,0.19315868060268765,420,0.02850549748880141,0.3575403827881091,0.0,0.07316411022125696,0.12175919641645175,True,False,True,True,7367.0,4.547305551784987,3.257771141577304,Introduction (unnumbered) | I A Simple One-Period Example | II Reduced-Form Estimates | III The Model | IV Calibrating and Estimating the Model | V Counterfactual Analysis | prd | VI Efficient Prices and Model Misspecification | VII Robustness Considerations | VIII Implications and Future Directions | IX Conclusion | Appendix A: Data Description | Appendix B1: Markov Matrices | Annual Markov Matrices | Appendix C: Beliefs Supporting Alpha Processes | Appendix D: Hamilton-Jacobi-Bellman Equation | Appendix E: Distributions | dprt = dnt 1′nt | 1′nt | dprt|prt = | pr | pr) | pr = 0. | 1′E[dnt] | = 1′′nt = 0 | 1′ | pr = | 0 | prτ = pr0e·τ.,0.963,True,mixed_theory_empirical,asset_pricing,structural_estimation,3,True,True,False,True,True,False,True,0,-1,1,2,-1,3,motivation|tension_or_puzzle|preview_of_results|related_literature_positioning|preview_of_approach|identification_defense|motivation|robustness_mention|preview_of_approach|preview_of_results|contribution_statement|related_literature_positioning|mechanism_or_theory_sketch|related_literature_positioning|roadmap,15,4,new_theory_or_model|new_method|new_evidence,True,True,inside_introduction,True,confidence_intervals,True,mixed,sensitivity_to_parameters|alternative_specification|other,unclear,True,mixed,True,True,True,moderate,8,7,0.8,4,7,1140,False,True,False,False,0.92,train136jof_12772,2019.0,article,40,10849,0,94,4,7,140,13,8,4,47,42,42,1765,7,0.16268780532767996,234,0.021568808185086184,0.18342704396718593,0.1903401235136879,0.44197621900636,0.0,False,False,False,True,1356.125,3.8713245460411096,1.1982671213936769,Introduction (unnumbered) | I Data and Preliminary Analysis | II Econometric Model | III Results | IV Conclusion,0.963,True,empirical,asset_pricing,reduced_form_regression,2,False,False,False,False,True,False,True,-1,-1,-1,0,-1,1,motivation|preview_of_results|tension_or_puzzle|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|related_literature_positioning|related_literature_positioning|other|roadmap,10,2,new_evidence,True,True,inside_introduction,True,mixed,False,within_results,alternative_specification|alternative_measure|subsample,mixed,True,unclear,True,False,False,moderate,7,6,0.8,2,7,956,False,False,False,True,0.8,train137jof_12773,2019.0,article,45,11016,2414,100,6,22,235,45,3,12,30,59,65,1944,7,0.17647058823529413,245,0.022240377632534496,0.5769789397240378,0.0,0.10448438634713145,0.0,False,False,True,True,3672.0,5.355846042120552,4.084967320261438,"Introduction (unnumbered) | I New Stylized Facts: U.S. Factor Share Dynamics, Volatility, and Firm Size Distribution | II A Dynamic Model of Industry Equilibrium with Entry and Exit | III Equilibrium Analysis | IV Model Calibration and Quantitative Experiments | V Empirical Evidence Linking U.S. Capital Share Dynamics and Idiosyncratic Volatility | VI Conclusion | Appendix A: Data Appendix | Appendix B: Public versus Private | Appendix C: Proofs and Derivations | Appendix D: Pay for Performance | Appendix E: Valuation Ratio",0.963,True,mixed_theory_empirical,macro_finance,calibration_simulation,2,False,True,False,True,True,False,False,0,-1,2,3,-1,-1,motivation|tension_or_puzzle|related_literature_positioning|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning,10,6,new_evidence|new_theory_or_model,False,False,inside_introduction,True,unclear,True,appendix,alternative_specification|subsample|other,unclear,True,unclear,False,False,False,moderate,6,6,0.8,7,7,1292,False,True,False,False,1.0,train138jof_12775,2019.0,article,52,12083,859,86,7,28,177,7,11,1,28,83,121,2306,14,0.19084664404535298,306,0.025324836547215096,0.13490027311098238,0.0,0.1961433418852934,0.0,False,False,True,True,1098.4545454545455,6.869155011172722,0.5793263262434826,"Introduction (unnumbered) | I A Two-Investor Model with Income Hedging | II IHD of Financial Assets | III Validating Hedging Demand Estimates | IV Income Hedging and Return Predictability | + b′Xt + ut+1, | V Income Hedging and State-Level Asset Prices | VI Additional Evidence and Robustness Tests | VII Summary and Conclusion | Appendix A: Proof of Proposition 1 | rx | zτ, z,t =",0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,3,True,True,False,True,True,True,True,0,-1,1,2,4,0,motivation|related_literature_positioning|mechanism_or_theory_sketch|preview_of_approach|related_literature_positioning|preview_of_approach|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|robustness_mention|preview_of_results|identification_defense|identification_defense|contribution_statement|related_literature_positioning|roadmap,17,12,new_evidence|new_data_or_measure|new_theory_or_model,True,True,inside_introduction,True,unclear,True,mixed,alternative_specification|subsample|alternative_measure|falsification|other,unclear,True,no,True,False,True,moderate,7,7,0.8,5,14,1618,True,True,False,False,0.875,train139jof_12776,2019.0,article,43,10858,0,95,4,8,218,19,6,8,39,63,91,1660,15,0.15288266715785595,324,0.02983974949346104,0.0,0.0,0.3151593295266163,0.0,False,False,False,True,1809.6666666666667,5.802173512617425,1.7498618530116044,"Introduction (unnumbered) | I Motivating Evidence on the Nonlinear Risk-Return Trade-Off | II Main Results | h, b′ | III Economics of Flight-to-Safety | IV Conclusion",0.963,True,empirical,asset_pricing,other,2,False,False,False,True,True,False,True,-1,-1,1,0,-1,3,motivation|literature_gap|preview_of_results|preview_of_approach|preview_of_results|contribution_statement|contribution_statement|robustness_mention|related_literature_positioning|mechanism_or_theory_sketch|related_literature_positioning|roadmap,12,6,new_evidence|new_method,True,True,inside_introduction,True,mixed,False,mixed,alternative_specification|alternative_sample_period|subsample|alternative_measure|other,mixed,False,unclear,True,False,False,moderate,7,7,0.8,4,15,1472,False,False,False,True,0.75,train140jof_12778,2019.0,article,43,8314,1910,84,6,2,308,22,10,9,43,37,44,1754,11,0.21096944912196294,482,0.05797450084195333,0.3741881164301179,0.1106567235987491,0.0,0.0,False,False,True,True,831.4,4.450324753427953,2.646139042578783,Introduction (unnumbered) | I Theory | II Three Measures of Risk-Neutral Variance | III Testing the Model | IV Risk Premia and Stock Characteristics | V Out-of-Sample Analysis | VI Conclusion | Appendix A: A Measure of Correlation | Appendix B: Bootstrap Procedure,0.963,True,mixed_theory_empirical,asset_pricing,theoretical_model_analytical,1,False,False,False,True,True,False,True,-1,-1,0,2,-1,3,preview_of_approach|contribution_statement|preview_of_approach|contribution_statement|related_literature_positioning|preview_of_results|preview_of_results|preview_of_results|roadmap|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning,14,2,new_theory_or_model|new_evidence|new_data_or_measure,True,False,inside_introduction,True,unclear,False,mixed,subsample|alternative_specification|other,bootstrap,False,unclear,False,False,False,low,5,5,0.8,4,11,1371,False,False,False,False,0.714,train141jof_12779,2019.0,article,50,13527,5652,101,8,18,617,17,0,3,52,62,42,2179,7,0.16108523693354032,320,0.023656390921859984,0.15775855696015376,0.0,0.0,0.07850964737192283,True,False,True,True,13527.0,4.583425741110372,1.2567457677238116,Introduction (unnumbered) | I Model Setup | II Voting with the Proxy Advisor | III Pricing of Information by the Proxy Advisor | IV Analysis of Regulation | V Endogenous Quality of the Advisor’s Recommendation | VI Discussion of Assumptions and Robustness | VII Empirical Implications | VIII Conclusion | Appendix A: Proofs,0.938,True,theoretical,corporate_finance,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,0,1,-1,4,motivation|policy_or_broader_implication|mechanism_or_theory_sketch|preview_of_results|preview_of_results|related_literature_positioning|related_literature_positioning|contribution_statement|related_literature_positioning,9,6,new_theory_or_model,False,False,inside_introduction,False,unclear,False,mixed,other,none,False,no,True,True,False,moderate,5,5,0.85,5,7,1238,False,True,False,False,1.0,train142jof_12780,2019.0,article,49,11105,0,97,3,21,148,0,14,3,42,81,73,1891,14,0.17028365601080594,209,0.018820351193156237,0.370013507429086,0.0,0.0,0.0,False,False,False,True,793.2142857142857,7.294011706438541,0.0,Introduction (unnumbered) | I Measuring the Globalization Risk Premium | II Model | III Conclusion,0.938,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,3,True,True,False,True,True,True,True,0,-1,1,2,2,5,motivation|preview_of_approach|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|robustness_mention|preview_of_results|tension_or_puzzle|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|related_literature_positioning|contribution_statement|contribution_statement|related_literature_positioning|related_literature_positioning|related_literature_positioning|roadmap,18,9,new_evidence|new_theory_or_model,True,True,inside_introduction,True,unclear,True,within_results,subsample|alternative_measure|alternative_sample_period|alternative_specification|sensitivity_to_parameters,mixed,True,unclear,True,False,True,moderate,7,7,0.8,6,14,1887,True,True,False,False,1.0,train143jof_12782,2019.0,presidential_address,34,10404,0,96,3,13,260,38,0,9,55,45,23,2066,23,0.1985774702037678,1243,0.11947327950788159,0.0,0.0,0.0,0.0,False,False,False,False,10404.0,4.325259515570934,3.6524413687043444,Introduction (unnumbered) | I Cash Flow–Based Borrowing | II Investment and Collateral | III Discussion and Conclusions,0.938,True,survey_or_address,corporate_finance,theoretical_model_analytical,1,False,True,True,False,True,False,True,0,1,-1,2,-1,3,tension_or_puzzle|preview_of_results|contribution_statement|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|contribution_statement|policy_or_broader_implication|motivation|preview_of_approach|preview_of_results|preview_of_results|roadmap,14,1,new_theory_or_model|synthesis,True,True,inside_introduction,False,unclear,False,none_seen,,none,False,no,True,True,True,moderate,7,7,0.85,6,23,1452,False,False,False,False,1.0,train144jof_12783,2019.0,article,46,12473,452,107,5,20,129,4,12,2,39,22,36,1845,6,0.1479195061332478,867,0.06951014190651808,0.2672171891285176,0.04666078730056923,0.2891846388198509,0.0,False,False,True,True,1039.4166666666667,1.7638098292311393,0.3206926962238435,Introduction (unnumbered) | I Sample Description | II Model-Free Tests of Differential Skill in Selecting Private Equity Funds | III Parametric Estimates of LP Skill | IV Interpreting Differences in LP Performance | V Conclusion | Appendix,0.963,True,empirical,entrepreneurial_finance_private_equity,other,3,True,True,False,True,True,True,False,0,-1,2,1,2,-1,motivation|literature_gap|motivation|preview_of_approach|preview_of_results|identification_defense|identification_defense|related_literature_positioning|contribution_statement,9,5,new_evidence|new_method,False,False,inside_introduction,True,unclear,True,mixed,alternative_specification|subsample|alternative_sample_period|other,unclear,False,unclear,True,False,False,moderate,6,6,0.8,5,6,933,False,False,False,False,0.833,train145jof_12784,2019.0,corrigendum_or_replication,22,5859,0,110,3,6,55,7,6,2,23,26,21,1551,4,0.26472094214029696,470,0.08021846731524152,0.0,0.0,0.0,0.0,False,False,False,True,976.5,4.437617340843147,1.1947431302270013,Introduction (unnumbered) | I Fund Performance and the FDR | II Simulation Analysis | III Concluding Discussion,0.963,True,replication_or_correction,asset_pricing,calibration_simulation,2,False,True,False,True,True,True,True,0,-1,1,1,2,4,motivation|related_literature_positioning|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|tension_or_puzzle|mechanism_or_theory_sketch|preview_of_approach,8,0,replication_or_correction|new_evidence,False,False,inside_introduction,True,confidence_intervals,True,within_results,sensitivity_to_parameters|alternative_specification,none,True,unclear,True,False,False,moderate,6,6,0.85,6,4,599,True,True,False,False,1.0,train146jof_12785,2019.0,article,47,14574,0,102,6,6,88,2,8,8,29,48,63,2420,13,0.16604912858515164,511,0.03506243996157541,0.0,0.058254425689584194,0.0,0.0,False,False,False,True,1821.75,3.2935364347468092,0.13723068478111705,Introduction (unnumbered) | I Data Sources and Summary Statistics | II Trading Behavior Based on Capital Gains and Dividends | III Reinvestment of Dividends | IV Analysts’ Forecast Errors and Dividends | V Dividends as an Income Stream | VI Conclusion,0.963,True,empirical,behavioral_finance,reduced_form_regression,2,False,True,False,False,True,False,False,0,-1,-1,1,-1,-1,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning,9,11,new_evidence|resolution_of_puzzle,False,False,inside_introduction,True,unclear,True,mixed,subsample|alternative_measure,unclear,True,unclear,True,True,True,moderate,7,7,0.8,5,13,1306,False,False,False,False,1.0,train147jof_12817,2019.0,article,39,8735,0,109,4,13,80,8,10,7,29,52,46,1568,8,0.17950772753291355,338,0.0386949055523755,0.0,0.0,0.40675443617630225,0.0,False,False,False,True,873.5,5.953062392673154,0.9158557527189468,Introduction (unnumbered) | I Accessing Emerging Economies via Developed Markets | II Empirical Results | III Firm-Level Analysis | IV Conclusion,0.963,True,empirical,asset_pricing,other,2,False,False,True,True,True,False,True,-1,1,2,3,-1,4,motivation|literature_gap|mechanism_or_theory_sketch|preview_of_approach|related_literature_positioning|contribution_statement|preview_of_results|preview_of_results|robustness_mention|policy_or_broader_implication|roadmap,11,2,new_method|new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,False,mixed,alternative_measure|alternative_specification|subsample,unclear,False,no,False,False,True,moderate,6,6,0.8,6,8,1179,False,False,False,False,1.0,train148jof_12818,2019.0,article,48,13429,0,106,6,19,159,0,13,6,35,29,45,1498,5,0.11154963139474272,581,0.043264576662446944,0.0,0.0,0.0,0.259364062849058,True,False,False,True,1033.0,2.1595055476952862,0.0,Introduction (unnumbered) | I The New Fact: Stock Returns over the FOMC Cycle | II Documenting Causality | III How Does the Fed Move the Stock Market? | IV Channels for How Information Gets from the Federal Reserve to Asset Markets | V Policy Discussion | VI Conclusion,0.938,True,empirical,asset_pricing,reduced_form_regression,4,True,False,False,True,True,False,False,-1,-1,1,0,-1,-1,motivation|literature_gap|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|policy_or_broader_implication|preview_of_results,10,0,new_evidence,False,False,inside_introduction,True,stars_and_tstats,False,within_results,alternative_sample_period|subsample|other,robust,True,unclear,True,True,False,moderate,8,8,0.8,4,5,818,False,False,False,True,0.5,train149jof_12820,2019.0,article,47,10796,2963,96,5,12,127,11,13,1,40,32,29,2391,10,0.22147091515376066,142,0.013153019636902557,0.1369951834012597,0.0,0.0,0.0,False,False,True,True,830.4615384615385,2.9640607632456466,1.018895887365691,Introduction (unnumbered) | I A Simple Model of Ratings Quality | II Is S&P Overrating a Measure of Ratings Quality? | III Ratings Quality and Secondary Market Bond Spreads | IV Ratings Quality and the Choice between Intermediated Debt and “Arm’s Length” Debt | V Conclusion | Appendix A: Model on the Effect of Ratings Quality on Bond Yields and Borrowing Choice | Appendix B: Definition of S&P’s and EJR’s Rating Scales | Definitions of S&P’s and EJR’s Ratings Scales,0.963,True,mixed_theory_empirical,corporate_finance,reduced_form_regression,3,True,False,True,False,True,False,True,-1,0,-1,1,-1,3,motivation|literature_gap|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|identification_defense|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|preview_of_results|related_literature_positioning,13,9,new_evidence|new_theory_or_model,False,False,inside_introduction,True,unclear,False,mixed,alternative_measure,unclear,True,unclear,True,False,False,moderate,7,7,0.8,4,10,1556,False,True,False,False,1.0,train150jof_12822,2019.0,article,41,10232,0,100,5,15,113,0,9,8,32,61,39,1610,16,0.1573494917904613,198,0.019351055512118843,0.0,0.0,0.0,0.0,False,True,False,True,1136.888888888889,5.961688819390148,0.0,"Introduction (unnumbered) | I Background, Data, and Investor Characteristics | II Wincapita as a Social Network | III Investor Characteristics and the Diffusion of Wincapita | IV Sponsoring Relationships and Invested Amounts | V Conclusion",0.938,True,empirical,behavioral_finance,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,1,2,-1,0,motivation|preview_of_approach|other|preview_of_approach|identification_defense|literature_gap|preview_of_results|preview_of_results|preview_of_results|preview_of_results|preview_of_results|contribution_statement|mechanism_or_theory_sketch|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|roadmap,18,9,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,True,none_seen,,unclear,True,unclear,True,True,False,moderate,6,6,0.8,4,16,1610,False,True,False,False,0.667,train151jof_12823,2019.0,article,35,9711,424,80,4,15,118,10,9,0,35,35,76,1666,7,0.17155802697971373,221,0.022757697456492636,0.02677376171352075,0.07455462877149624,0.0,0.0,False,False,True,True,1079.0,3.604160230666255,1.0297600659046442,Introduction (unnumbered) | I Hypothesis | II Data and Summary Statistics | III Empirical Analysis | IV Conclusion | Appendix A: Exchange Option,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,4,True,False,False,True,True,False,True,-1,-1,1,2,-1,3,motivation|literature_gap|mechanism_or_theory_sketch|related_literature_positioning|preview_of_approach|preview_of_results|identification_defense|preview_of_results|robustness_mention|contribution_statement|related_literature_positioning|related_literature_positioning|roadmap,13,4,new_evidence|new_data_or_measure|resolution_of_puzzle,True,True,inside_introduction,False,unclear,False,mixed,placebo|alternative_measure|subsample|alternative_specification,unclear,False,no_figures,True,False,True,moderate,7,7,0.8,4,7,953,False,True,False,False,1.0,train152jof_12824,2019.0,corrigendum_or_replication,8,2252,0,44,0,0,58,43,0,0,7,3,6,2252,58,1.0,0,0.0,0.0,0.0,0.0,0.0,False,False,False,False,2252.0,1.3321492007104796,19.094138543516873,Introduction (unnumbered),0.713,True,replication_or_correction,asset_pricing,theoretical_model_analytical,1,False,False,True,False,False,False,True,-1,0,-1,-1,-1,0,related_literature_positioning|literature_gap|contribution_statement|other|other|policy_or_broader_implication,6,0,replication_or_correction,False,False,inside_introduction,False,unclear,False,none_seen,,none,False,no_figures,True,False,False,low,4,4,0.85,2,58,2132,False,False,False,False,0.0,train153jof_12827,2019.0,article,41,10630,0,110,5,12,68,9,10,1,21,72,106,2089,7,0.19651928504233301,165,0.015522107243650047,0.07074317968015052,0.09633113828786453,0.0,0.0,False,False,False,True,1063.0,6.773283160865475,0.8466603951081844,Introduction (unnumbered) | I Data Description | II CDGM Model and Yield Spread Changes | III Systematic OTC Market Frictions | IV Systematic OTC Frictions and Yield Spread Changes | V Conclusions,0.963,True,empirical,asset_pricing,reduced_form_regression,2,False,True,True,True,True,True,True,0,0,1,1,1,4,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|related_literature_positioning|related_literature_positioning|roadmap,12,0,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,True,mixed,alternative_sample_period|alternative_specification|alternative_measure,unclear,True,no,True,False,False,moderate,5,5,0.8,7,7,1121,True,False,False,False,0.75,train154jof_12828,2019.0,article,40,10028,0,98,5,14,96,7,6,7,21,78,91,1813,11,0.180793777423215,286,0.028520143597925807,0.3021539688871161,0.0,0.0,0.0,False,False,False,True,1671.3333333333333,7.778220981252493,0.6980454726765057,Introduction (unnumbered) | I Mortality Beliefs Over the Life Cycle | II Modeling the Life Cycle and Subjective Beliefs | III Life-Cycle Model with Mortality Beliefs–Results | IV Do Mortality Beliefs Affect Household Finances? | V Conclusion,0.963,True,mixed_theory_empirical,household_finance,calibration_simulation,3,True,True,False,True,True,True,False,0,-1,2,1,3,-1,motivation|motivation|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|identification_defense|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,15,9,new_evidence|new_data_or_measure|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,within_results,alternative_specification|other,unclear,True,unclear,True,True,True,moderate,6,6,0.8,6,11,1279,True,True,False,False,0.75,train155jof_12830,2020.0,article,40,12713,0,106,3,5,55,1,12,0,27,42,52,2359,7,0.18555809014394714,619,0.048690316998348145,0.0,0.0,0.0,0.0,False,True,False,True,1059.4166666666667,3.3037048690316997,0.07865963973885,Introduction (unnumbered) | I Data and Institutional Background | II Peer Effects on ESPP Participation | III Conclusion,0.963,True,empirical,household_finance,reduced_form_regression,3,True,True,False,True,True,False,True,0,-1,1,1,-1,3,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|identification_defense|robustness_mention|mechanism_or_theory_sketch|preview_of_results|contribution_statement|related_literature_positioning|related_literature_positioning|related_literature_positioning|contribution_statement,14,4,new_evidence|new_data_or_measure,False,False,inside_introduction,True,unclear,True,within_results,subsample|alternative_specification|other,unclear,True,no_figures,True,False,False,moderate,6,6,0.8,6,7,1269,False,True,False,False,0.667,train156jof_12831,2020.0,article,43,15490,2478,96,6,30,640,1,0,7,63,39,44,2029,7,0.13098773402194963,476,0.030729502905100063,0.5274370561652679,0.0,0.0,0.10619754680438993,True,True,True,True,15490.0,2.5177533892834085,0.0645577792123951,Introduction (unnumbered) | I The Framework | II Two Motivating Examples | III Solving the Model | IV Robustness | V Empirical Implications and Related Literature | VI Conclusion | Appendix,0.938,True,theoretical,corporate_finance,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,1,2,-1,1,tension_or_puzzle|related_literature_positioning|preview_of_approach|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|contribution_statement|preview_of_results|related_literature_positioning|policy_or_broader_implication|roadmap,11,3,new_theory_or_model,True,True,both,False,unclear,False,main_text_section,sensitivity_to_parameters|other,none,False,no,True,False,True,moderate,5,5,0.85,6,7,1071,False,False,False,False,1.0,train157jof_12832,2019.0,article,40,7845,0,99,3,7,51,4,8,7,35,41,32,1895,6,0.24155513065646908,353,0.044996813256851495,0.0,0.52848948374761,0.0,0.0,False,False,False,True,980.625,5.226258763543658,0.5098789037603569,"Introduction (unnumbered) | I Colombian BAD Taxes, the 2011 Tax Change, and Tax Avoidance | II Research Design, Data and Results | III Conclusion",0.963,True,empirical,corporate_finance,difference_in_differences,4,True,False,False,True,True,False,True,-1,-1,0,1,-1,4,motivation|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|contribution_statement|related_literature_positioning|contribution_statement|literature_gap|identification_defense|roadmap,11,3,new_evidence|new_identification,True,True,inside_introduction,True,unclear,False,none_seen,,unclear,True,unclear,True,False,False,moderate,5,5,0.8,6,6,1120,False,True,False,False,0.667,train158jof_12833,2019.0,article,36,10530,0,102,7,11,162,11,4,9,36,50,61,1522,6,0.14453941120607788,548,0.05204178537511871,0.2924976258309592,0.07084520417853751,0.0,0.0,False,False,False,True,2632.5,4.748338081671415,1.0446343779677112,Introduction (unnumbered) | I Data and Summary Statistics | II A New Look at the Data | III A Model of Learning with Representativeness | IV The Model and the Facts | V Overreaction to News and Quantification of Diagnostic Expectations | VI Additional Predictions from Kernel of Truth | VII Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,structural_estimation,2,False,True,False,True,True,False,True,0,-1,1,3,-1,2,motivation|tension_or_puzzle|preview_of_approach|contribution_statement|preview_of_results|roadmap|preview_of_results|preview_of_results|mechanism_or_theory_sketch|contribution_statement|related_literature_positioning,11,1,new_evidence|new_theory_or_model|resolution_of_puzzle,True,False,inside_introduction,True,unclear,False,none_seen,,unclear,True,unclear,True,False,True,moderate,7,7,0.8,5,6,791,False,False,False,True,1.0,train159jof_12835,2019.0,article,43,11055,23,111,7,11,54,0,9,8,56,43,64,1117,4,0.10104025327905924,305,0.027589326096788783,0.0,0.0,0.0,0.0,False,False,True,True,1228.3333333333333,3.889642695612845,0.0,Introduction (unnumbered) | I The Use of Prices and Returns in the Field | II Study Design | III The Effect of Chart and Question Format on Expectations | IV Why Prices and Returns Affect Expectations | V The Format Affects Which Past Returns Matter | VI Forecast Accuracy | VII Conclusion | Appendix A: Variables | Appendix B: Additional Results | Robustness Check: Effect of the Task and the Stimulus on Expectations | Impact of Positive and Negative Past Returns on the Treatment Effects | Robustness Check: Impact of Intuitive Thinking on the Task and the Stimulus Effects | Descriptive Statistics | Impact of the Price Level on the Main Treatment Effects,0.938,True,empirical,behavioral_finance,survey_or_experiment,4,True,True,False,True,True,False,False,1,-1,2,3,-1,-1,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|policy_or_broader_implication|roadmap,8,0,new_evidence,True,True,none,True,mixed,True,mixed,alternative_specification|subsample|other,clustered,True,mixed,False,True,True,low,6,6,0.8,6,4,653,False,True,True,False,1.0,train160jof_12836,2019.0,article,52,11230,23,104,6,12,107,4,14,2,50,86,137,1777,15,0.15823686553873553,255,0.022707034728406055,0.45574354407836154,0.06812110418521816,0.0,0.0,False,True,True,True,802.1428571428571,7.658058771148709,0.3561887800534283,Introduction (unnumbered) | I RRV Market-to-Book Decomposition and Related Literature | II Sample and Data | III Return Predictability Tests | IV Exposure to Aggregate Risks and Production-Based Models | V Expectation Errors and Limits to Arbitrage | VI Conclusion | Appendix: Variable Definitions,0.963,True,empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,0,1,-1,4,motivation|tension_or_puzzle|contribution_statement|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|preview_of_results|preview_of_results|preview_of_results|preview_of_results|preview_of_results|preview_of_results|contribution_statement|other|roadmap,18,1,new_evidence,True,True,both,True,mixed,True,mixed,alternative_specification|alternative_measure|subsample,unclear,True,unclear,True,False,True,moderate,9,9,0.85,5,15,1777,False,False,False,False,0.833,train161jof_12837,2019.0,article,47,11511,0,98,6,19,146,7,8,4,33,79,113,1756,8,0.15254973503605246,220,0.01911215359221614,0.17009816697072366,0.0,0.6107201806967248,0.0,False,False,False,True,1438.875,6.863000608113978,0.6081139779341499,Introduction (unnumbered) | I Motivating Facts | II Conceptual Framework | III Financing Activities and Cross-Market Valuations: Firm-Level Results | IV Financing Activities and Cross-Market Valuations: Aggregate Results | V Additional Evidence | VI Conclusion,0.963,True,empirical,corporate_finance,reduced_form_regression,3,True,False,False,False,True,False,True,-1,-1,-1,2,-1,0,motivation|literature_gap|contribution_statement|preview_of_results|preview_of_approach|preview_of_results|preview_of_results|robustness_mention|preview_of_results|related_literature_positioning|roadmap,11,1,new_evidence,True,True,inside_introduction,True,unclear,True,within_results,alternative_measure|subsample,unclear,True,unclear,False,False,True,moderate,7,7,0.8,5,8,950,False,True,False,False,1.0,train162jof_12838,2019.0,article,37,10052,790,119,6,14,148,14,6,7,31,60,76,1209,5,0.12027457222443295,292,0.029048945483485872,0.08635097493036212,0.0,0.32202546756864303,0.0,False,False,True,True,1675.3333333333333,5.9689614007162755,1.392757660167131,Introduction (unnumbered) | I Hypotheses | II Approach | III Implementation Details | IV Application | V Results | VI Conclusions | Appendix A: The EUR/CHF Crash,0.963,True,empirical,market_microstructure,other,2,False,True,False,True,True,False,False,0,-1,2,3,-1,-1,motivation|motivation|literature_gap|contribution_statement|preview_of_approach|related_literature_positioning|preview_of_approach|preview_of_results|identification_defense|preview_of_results|roadmap,11,1,new_evidence|new_method|new_data_or_measure,True,True,inside_introduction,False,unclear,False,none_seen,,unclear,True,unclear,True,False,True,moderate,5,5,0.75,7,5,860,False,True,False,False,1.0,train163jof_12839,2019.0,article,30,9796,0,96,5,10,150,14,6,1,33,36,12,1575,14,0.16077991016741527,429,0.04379338505512454,0.5171498570845243,0.0,0.0,0.0,False,False,False,True,1632.6666666666667,3.6749693752552064,1.4291547570436913,Introduction (unnumbered) | I The Model | II Model Calibration and Simulation | III Conditional Returns of Characteristic-Sorted Portfolios | IV Average Returns of Characteristic-Sorted Portfolios | V Conclusion,0.963,True,theoretical,asset_pricing,calibration_simulation,1,False,True,False,True,True,False,True,0,-1,1,2,-1,3,motivation|literature_gap|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|other|preview_of_results|related_literature_positioning|related_literature_positioning|roadmap,11,0,new_theory_or_model,True,True,inside_introduction,True,unclear,True,none_seen,,none,True,unclear,True,False,False,moderate,5,5,0.8,4,14,919,False,False,False,False,1.0,train164jof_12840,2019.0,article,43,10779,0,100,4,11,80,6,9,5,39,66,42,1867,6,0.17320716207440393,577,0.053530012060487984,0.0,0.1520549216068281,0.41033491047406995,0.0,False,False,False,True,1197.6666666666667,6.123016977456165,0.5566379070414695,Introduction (unnumbered) | I Data and Summary Statistics | II Main Results | III The Value of Order Flow Information | IV Conclusion,0.963,True,empirical,market_microstructure,reduced_form_regression,3,True,True,False,True,True,True,True,0,-1,1,2,3,4,motivation|mechanism_or_theory_sketch|preview_of_results|robustness_mention|identification_defense|identification_defense|contribution_statement|preview_of_results|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,12,5,new_evidence,True,True,inside_introduction,True,unclear,True,within_results,subsample|placebo|other,unclear,True,mixed,True,True,False,moderate,7,7,0.8,6,6,1087,True,True,False,False,1.0,train165jof_12841,2019.0,article,49,13035,0,96,5,13,65,0,9,6,36,110,77,2285,8,0.17529727656309935,677,0.05193709244342156,0.0,0.04495588799386268,0.0,0.0,False,False,False,True,1448.3333333333333,8.438818565400844,0.0,Introduction (unnumbered) | I Sustainability Ratings | II Data Sources and Summary Statistics | III Do Investors Value Sustainability? | IV Why do Investors Value Sustainability? | V Conclusion,0.938,True,empirical,behavioral_finance,natural_experiment_event_study,5,True,True,False,True,True,True,False,0,-1,0,0,0,-1,motivation|tension_or_puzzle|preview_of_results|identification_defense|preview_of_approach|identification_defense|robustness_mention|preview_of_results|related_literature_positioning|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|contribution_statement|related_literature_positioning|related_literature_positioning|mechanism_or_theory_sketch|roadmap,17,5,new_evidence|new_identification,True,True,inside_introduction,True,unclear,True,within_results,placebo|alternative_specification|alternative_measure,unclear,False,mixed,False,False,False,moderate,6,6,0.85,4,8,1311,False,True,False,False,1.0,train166jof_12842,2020.0,article,53,14920,1928,99,5,27,241,27,6,9,38,89,51,1564,7,0.10482573726541555,483,0.03237265415549598,0.10623324396782842,0.0,0.09095174262734584,0.0,False,False,True,True,2486.6666666666665,5.96514745308311,1.8096514745308312,Introduction (unnumbered) | I Empirical Evidence | II Quantitative Model | III Structural Estimation | IV Cross-Sectional Evaluation | V Concluding Remarks | Appendix A: Household Problem | Appendix B: Computation and Estimation | Appendix C: Data,0.963,True,mixed_theory_empirical,household_finance,structural_estimation,3,True,False,False,True,True,False,True,-1,-1,1,0,-1,3,motivation|tension_or_puzzle|preview_of_results|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|preview_of_results|related_literature_positioning|preview_of_approach|robustness_mention|related_literature_positioning|roadmap,12,0,new_evidence|new_theory_or_model,True,True,inside_introduction,True,unclear,False,within_results,sensitivity_to_parameters|alternative_specification,newey_west,True,no,True,True,False,moderate,6,6,0.8,4,7,1035,False,False,False,False,1.0,train167jof_12843,2020.0,article,43,10586,0,106,6,18,118,10,11,5,35,60,67,1344,6,0.12696013602871717,213,0.020120914415265444,0.19818628377101832,0.16757982240695257,0.0,0.0,False,False,False,True,962.3636363636364,5.667863215567731,0.9446438692612885,Introduction (unnumbered) | I Model | II Data and Summary Statistics | III Determinants of Tax Burden | IV Mutual Fund Performance | V Self-Designated Tax-Managed Funds | VI Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,False,False,0,-1,1,2,-1,-1,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|tension_or_puzzle|mechanism_or_theory_sketch|preview_of_results|identification_defense|robustness_mention|related_literature_positioning|contribution_statement,12,5,new_evidence|new_theory_or_model,False,False,inside_introduction,True,stars_and_tstats,True,within_results,alternative_specification|alternative_measure|alternative_sample_period|subsample|other,clustered,True,no,True,False,False,moderate,5,5,0.82,6,6,881,False,True,True,True,1.0,train168jof_12844,2020.0,article,40,11009,0,103,4,10,121,17,6,3,34,33,55,1621,6,0.1472431646834408,171,0.015532745935143973,0.26932509764737944,0.0,0.0,0.0,False,True,False,True,1834.8333333333333,2.997547461168135,1.5441911163593423,"Introduction (unnumbered) | I Institutional Background, Sample Data, and Summary Statistics | II A Model of Informed Trading with Random Expiration of Private Information | III Empirical Tests | IV Conclusion",0.963,True,mixed_theory_empirical,market_microstructure,natural_experiment_event_study,3,True,True,True,True,True,False,True,1,1,1,2,-1,3,motivation|identification_defense|mechanism_or_theory_sketch|preview_of_approach|preview_of_approach|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning|roadmap,10,4,new_evidence|new_theory_or_model|new_identification,True,True,inside_introduction,False,unclear,False,none_seen,,unclear,True,unclear,True,False,False,moderate,6,6,0.8,4,6,1015,False,True,False,False,0.75,train169jof_12845,2020.0,article,41,10098,0,73,7,13,128,10,13,2,27,46,26,1542,6,0.1527035056446821,310,0.03069914834620717,0.0,0.10318875024757378,0.0,0.11220043572984749,True,False,False,True,776.7692307692307,4.555357496533967,0.9902951079421668,Introduction (unnumbered) | I Data and Summary Statistics | II Liquidity Provision in Commodity Futures Markets | III The Role of Hedging Pressure Revisited | IV Further Perspective on Liquidity Provision | V Why Do Commercials Provide Liquidity to Momentum Traders? | VI Robustness Tests | VII Conclusions,0.963,True,empirical,asset_pricing,reduced_form_regression,3,True,True,False,False,True,False,False,0,-1,-1,1,-1,-1,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|identification_defense|related_literature_positioning|contribution_statement|roadmap,11,4,new_evidence|resolution_of_puzzle,True,True,inside_introduction,True,unclear,False,main_text_section,alternative_specification|subsample|alternative_measure,unclear,True,unclear,False,False,False,moderate,6,6,0.82,4,6,943,False,True,False,False,1.0,train170jof_12846,2020.0,article,46,11620,0,449,8,20,94,8,10,8,49,56,65,2439,11,0.20989672977624785,326,0.028055077452667814,0.1374354561101549,0.11987951807228915,0.0,0.05309810671256454,True,False,False,True,1162.0,4.819277108433735,0.6884681583476764,Introduction (unnumbered) | I Institutional Setting: Security Laws in France | II Data and Methodology | III Financial and Real Effects of the Collateral Reform | IV Credit Democratization | V Enlarged Credit Access and Entrepreneurship: How Ordonnance 2006-346 Affected Start-Ups | VI Capital Allocation Efficiency | VII Robustness | VIII Concluding Remarks,0.9,True,empirical,corporate_finance,difference_in_differences,4,True,False,False,True,True,False,False,-1,-1,1,1,-1,-1,other|motivation|literature_gap|preview_of_approach|preview_of_results|identification_defense|preview_of_results|preview_of_approach|preview_of_results|related_literature_positioning|preview_of_results|policy_or_broader_implication|preview_of_results|contribution_statement|related_literature_positioning,15,9,new_evidence,False,False,inside_introduction,True,unclear,True,mixed,placebo|falsification|subsample|alternative_specification|other,unclear,True,no,False,True,False,moderate,7,7,0.8,16,11,1282,False,True,False,False,0.8,train171jof_12847,2020.0,article,45,11448,0,114,8,14,96,7,7,10,42,59,30,1534,8,0.13399720475192173,427,0.037299091544374566,0.0,0.06123340321453529,0.0,0.0,False,True,False,True,1635.4285714285713,5.153738644304682,0.6114605171208944,Introduction (unnumbered) | I Policy Background | II Data | III Main Empirical Approach | IV The Effect of the FTHC on Home Sales | V The Effect of the FTHC on Homeownership | VI The Effect of the FTHC on House Prices and Reallocation | VII The Aggregate Effect of the FTHC | VIII Conclusion,0.963,True,empirical,household_finance,difference_in_differences,4,True,True,False,True,True,True,True,0,-1,1,1,1,4,motivation|literature_gap|preview_of_approach|preview_of_results|preview_of_approach|identification_defense|robustness_mention|related_literature_positioning|contribution_statement|related_literature_positioning|roadmap,11,6,new_evidence|new_identification|new_data_or_measure,True,True,inside_introduction,True,stars_and_tstats,True,mixed,alternative_specification|placebo|subsample|other,clustered,True,unclear,True,True,False,moderate,6,6,0.85,7,8,1137,True,False,True,True,0.8,train172jof_12848,2020.0,article,37,10567,2900,91,6,8,212,24,0,3,49,45,42,1899,7,0.1797104192296773,125,0.01182927983344374,0.2747231948518974,0.0,0.0,0.1358947667266017,True,False,True,True,10567.0,4.258540740039747,2.271221728021198,Introduction (unnumbered) | I Model | II Characterization | III Implications for Regulation | IV Robustness | V Implications for Empirical Work | VI Conclusion | Appendix A: Proofs | Appendix B: Alternative Setting with Two-Stage Game,0.938,True,theoretical,financial_intermediation_banking,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,0,1,-1,4,motivation|literature_gap|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|policy_or_broader_implication|preview_of_results|policy_or_broader_implication|contribution_statement|related_literature_positioning|contribution_statement|related_literature_positioning,13,4,new_theory_or_model|resolution_of_puzzle,False,False,inside_introduction,False,unclear,False,mixed,alternative_specification|other,none,False,no,True,True,False,low,6,6,0.85,5,7,1227,False,False,False,False,1.0,train173jof_12849,2020.0,article,43,11678,419,114,4,14,93,8,7,5,38,65,55,1656,9,0.14180510361363247,208,0.01781126905292002,0.0,0.18641890734714847,0.0,0.0,False,False,True,True,1668.2857142857142,5.566021579037506,0.6850488097276931,Introduction (unnumbered) | I Data | II Quantifying the Loan Premium | III Interpreting the Loan Premium | IV Conclusion | Appendix: Variable Definitions,0.963,True,empirical,financial_intermediation_banking,structural_estimation,2,False,True,False,True,True,True,True,0,-1,1,2,3,4,related_literature_positioning|literature_gap|preview_of_results|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|tension_or_puzzle|preview_of_approach|preview_of_results|robustness_mention|identification_defense|policy_or_broader_implication|other|roadmap,14,0,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,True,mixed,alternative_specification|alternative_measure|sensitivity_to_parameters|falsification|other,unclear,False,unclear,True,False,True,moderate,7,7,0.8,6,9,1336,True,True,False,False,1.0,train174jof_12853,2020.0,article,45,10199,2241,100,5,13,202,2,10,4,13,35,46,1448,7,0.14197470340229434,279,0.02735562310030395,0.22835572114913227,0.3343465045592705,0.26796744778899895,0.0,False,False,True,True,1019.9,3.4317089910775564,0.19609765663300324,Introduction (unnumbered) | I Framework and Hypotheses | II Data and Validation Tests | III Main Results: Mutual Fund Starts | IV Equilibrium Results | V Conclusion | Appendix A: Examples of High-Uniqueness Funds and Low-Uniqueness Funds | Appendix B: Process for Filtering Out Irrelevant Words | Text Overlap Measures under Different Information Ratio Cutoffs | Appendix C: Textual Analysis of PIS (from Morningstar),0.963,True,empirical,asset_pricing,machine_learning_textual,2,False,True,False,True,True,False,False,0,-1,0,1,-1,-1,motivation|literature_gap|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|mechanism_or_theory_sketch|contribution_statement|related_literature_positioning|roadmap,12,6,new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,True,mixed,alternative_measure|sensitivity_to_parameters,unclear,True,unclear,True,False,False,moderate,7,7,0.8,5,7,1038,False,False,False,False,0.9,train175jof_12854,2020.0,corrigendum_or_replication,27,6503,740,130,7,7,195,52,6,0,31,11,23,752,1,0.11563893587574965,125,0.019221897585729664,0.0,0.0,0.0,0.0,False,False,True,True,1083.8333333333333,1.6915269875442103,7.99630939566354,"Introduction (unnumbered) | I BS Method | f j,t | II Marginal Likelihoods with Improper Priors | III Improper Priors and Valid Marginal Likelihoods | f j,t | B∗ | B∗ | f ∗ | f ∗ | IV Further Comments about the BS Method | V Performance of BS Method | VI Performance of the CZZ Method | VII Conclusion | Appendix A | 0, | 0 ∗ | Appendix B | = 0, | = 0, | = 0, | = 0, | = 0,",0.963,True,replication_or_correction,financial_econometrics,calibration_simulation,1,False,True,True,True,True,False,True,0,1,3,2,-1,4,contribution_statement|tension_or_puzzle|preview_of_approach,3,0,replication_or_correction|new_method,False,False,inside_introduction,False,unclear,False,within_results,sensitivity_to_parameters|other,none,True,no_figures,False,False,False,low,5,4,0.8,5,1,236,False,False,False,False,1.0,train176jof_12855,2020.0,article,44,13964,0,115,4,19,189,32,6,11,34,42,128,2227,8,0.15948152391864795,505,0.03616442280148954,0.4762961902033801,0.0,0.0,0.0,False,False,False,True,2327.3333333333335,3.0077341735892293,2.2916069894013176,"Introduction (unnumbered) | I Risk Premia from Linear Factor Models | E(Rt) = Bλ f , | II Multifactor Models, Larger T , and Misspecification | III Relative Risk Aversion in Nonlinear Models | IV Conclusions",0.963,True,methodological_econometric,asset_pricing,other,1,False,True,True,True,True,False,True,0,1,2,3,-1,4,motivation|tension_or_puzzle|related_literature_positioning|literature_gap|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_approach|preview_of_results|contribution_statement|other|roadmap,13,6,new_method|new_evidence|resolution_of_puzzle,True,True,inside_introduction,False,mixed,False,within_results,alternative_measure|alternative_sample_period|alternative_specification,mixed,False,mixed,True,False,True,moderate,6,6,0.8,6,8,1286,True,False,False,False,0.6,train177jof_12856,2020.0,article,44,13725,3553,99,7,11,277,19,1,0,43,44,56,3245,9,0.23642987249544625,100,0.007285974499089253,0.5562841530054645,0.0,0.0,0.15198542805100182,True,False,True,False,13725.0,3.2058287795992713,1.384335154826958,Introduction (unnumbered) | I Noncontingent Equilibrium: A Simple Example | II Noncontingent Equilibrium: A Mortgage Example | III The General Model | IV Preliminary Analysis | V Risk-Sharing Failure in Equilibrium | VI Variations and Extensions | VII Conclusion | Appendix A: Costly State Verification Example | Appendix B: Proofs,0.963,True,theoretical,corporate_finance,theoretical_model_analytical,2,False,True,False,True,True,False,True,0,-1,1,5,-1,0,motivation|tension_or_puzzle|literature_gap|preview_of_approach|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|policy_or_broader_implication|roadmap,14,0,new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,False,unclear,False,main_text_section,other,none,False,no_figures,True,False,False,moderate,6,6,0.85,6,9,1659,False,False,False,False,1.0,train178jof_12857,2020.0,article,22,5365,1822,81,4,8,348,43,1,0,19,24,40,1024,1,0.19086672879776329,1273,0.23727865796831313,0.18415657036346691,0.0,0.0,0.0,False,False,True,False,5365.0,4.473438956197577,8.014911463187325,Introduction (unnumbered) | I The Model | II Rational Information-Based Trading | III Discussions | IV Conclusion | Appendix A: Proofs,0.963,True,theoretical,asset_pricing,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,1,3,-1,1,motivation|tension_or_puzzle|preview_of_approach|literature_gap|related_literature_positioning|mechanism_or_theory_sketch,6,0,new_theory_or_model,False,False,inside_introduction,False,unclear,False,none_seen,,none,False,no_figures,True,False,True,low,4,4,0.85,5,1,213,False,False,False,False,0.8,train179jof_12862,2020.0,article,42,12416,2022,117,7,16,417,33,4,1,36,58,43,2485,12,0.20014497422680413,630,0.0507409793814433,0.16527061855670103,0.0,0.0,0.09044780927835051,True,False,True,False,3104.0,4.671391752577319,2.657860824742268,Introduction (unnumbered) | I Theory and Models | T-1 | II Shock Responses and Causal Effects | III Identifying Assumptions | IV External Validity and Extrapolation | V Numerical Example: Taxes and Corporate Investment | VI Alternative Technology Assumptions | VII Conclusions | Appendix A: Proofs and Derivations | T-1 | T-1 | T-1 | T(0),0.963,True,methodological_econometric,corporate_finance,theoretical_model_analytical,2,False,False,False,True,True,True,True,-1,-1,0,1,2,3,motivation|motivation|literature_gap|preview_of_approach|preview_of_approach|preview_of_results|preview_of_results|policy_or_broader_implication|contribution_statement|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning,14,6,new_theory_or_model|new_method|new_identification,False,False,inside_introduction,True,unclear,True,main_text_section,alternative_specification|sensitivity_to_parameters,none,True,no,False,False,False,moderate,6,6,0.8,7,12,1591,True,False,False,False,1.0,train180jof_12863,2020.0,article,51,12022,21,96,7,18,73,0,9,3,57,103,116,1707,5,0.14198968557644318,378,0.03144235568125104,0.0,0.13342205955747796,0.0,0.12302445516552986,True,True,True,True,1335.7777777777778,8.56762601896523,0.0,"Introduction (unnumbered) | I Related Literature and Contribution | II Data and Methodology | III Distraction and Noise Trading | IV Distraction and the Market | V Robustness, Endogeneity, and Alternative Explanations | VI Distracted Noise Traders and Technology | VII Conclusion | Appendix: Variable Definitions",0.938,True,empirical,market_microstructure,natural_experiment_event_study,3,True,True,False,True,True,False,True,0,-1,1,2,-1,3,literature_gap|motivation|preview_of_results|identification_defense|preview_of_results|robustness_mention|identification_defense|preview_of_results|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|roadmap,12,0,new_evidence|new_identification,True,True,separate_section,True,mixed,True,main_text_section,alternative_measure|alternative_specification|subsample|other,unclear,True,mixed,True,False,True,moderate,8,8,0.82,5,5,833,False,True,False,False,1.0,train181jof_12864,2020.0,article,52,17025,510,114,5,11,269,42,9,7,38,54,57,2215,8,0.13010279001468428,440,0.025844346549192366,0.6394713656387665,0.054038179148311306,0.15054331864904552,0.0,False,False,True,True,1891.6666666666667,3.171806167400881,2.4669603524229076,Introduction (unnumbered) | I Data | II Empirical Evidence on Insurer Trading Networks | III Model | IV Model Estimation and Policy Analysis | V Conclusion | Appendix A: Data Filters,0.963,True,mixed_theory_empirical,market_microstructure,structural_estimation,2,False,True,False,True,True,True,True,0,-1,3,2,1,4,motivation|preview_of_approach|mechanism_or_theory_sketch|literature_gap|policy_or_broader_implication|literature_gap|preview_of_results|preview_of_results|policy_or_broader_implication|related_literature_positioning|related_literature_positioning|roadmap,12,5,new_evidence|new_theory_or_model,True,True,inside_introduction,True,stars_and_tstats,True,mixed,alternative_specification|sensitivity_to_parameters,mixed,True,mixed,True,True,False,moderate,6,6,0.8,6,8,1196,False,False,True,True,0.857,train182jof_12865,2020.0,corrigendum_or_replication,1,25,0,0,0,0,2,0,0,0,1,0,0,25,2,1.0,0,0.0,0.0,0.0,0.0,0.0,False,False,False,False,25.0,0.0,0.0,Introduction (unnumbered),0.438,True,replication_or_correction,market_microstructure,none,1,False,False,False,False,False,False,False,-1,-1,-1,-1,-1,-1,other,1,-1,replication_or_correction,False,False,none,False,unclear,False,none_seen,,none,False,no_figures,False,False,False,low,1,0,0.95,0,2,25,False,False,False,False,0.0,train183jof_12866,2020.0,article,46,10185,5680,109,7,31,526,22,0,10,60,68,46,1400,4,0.13745704467353953,161,0.015807560137457044,0.38507609229258716,0.0,0.0,0.0,False,True,True,True,10185.0,6.676485027000491,2.160039273441335,Introduction (unnumbered) | I Related Literature | II The Model | III Benchmarks | IV Equilibrium | V Determinants of Credit Supply | VI Efficiency and Policy Analysis | VII Conclusion | Appendix: Proofs,0.938,True,theoretical,financial_intermediation_banking,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,0,1,-1,3,motivation|policy_or_broader_implication|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|preview_of_results|policy_or_broader_implication,7,-1,new_theory_or_model,False,False,separate_section,False,unclear,False,none_seen,,none,False,no,True,True,False,moderate,6,6,0.85,4,4,651,False,False,False,False,1.0,train184jof_12867,2020.0,article,44,10145,766,102,5,22,121,4,9,3,46,64,71,1785,7,0.1759487432232627,363,0.035781172991621486,0.13750616067028093,0.0,0.0,0.0,False,False,True,True,1127.2222222222222,6.308526367668803,0.39428289797930016,Introduction (unnumbered) | I Institutional Setting and Data | II The Real Effects of Patent Grants | III What Drives the Real Effects of Patents? | IV How Do Patents Facilitate Access to Capital? | V Conclusions | Appendix: Variable Definitions,0.963,True,empirical,entrepreneurial_finance_private_equity,instrumental_variables,4,True,True,False,True,True,True,False,0,-1,0,1,1,-1,motivation|tension_or_puzzle|literature_gap|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|contribution_statement|contribution_statement|policy_or_broader_implication|policy_or_broader_implication|related_literature_positioning,14,3,new_evidence|new_identification|new_data_or_measure,False,False,inside_introduction,True,unclear,True,within_results,subsample|falsification|other,unclear,True,unclear,True,True,False,moderate,6,6,0.85,5,7,1096,True,True,False,False,0.75,train185jof_12868,2020.0,retracted_article,48,10601,23,99,5,16,96,13,12,2,48,64,34,1728,7,0.1630034902367701,488,0.0460333930761249,0.16262616734270352,0.13753419488727478,0.41279124610885765,0.0,False,False,True,True,883.4166666666666,6.0371663050655595,1.2262994057164418,Introduction (unnumbered) | I Risk Management Subject to Financial Constraints | II Data and Measurement | III Evidence on Hedging and Net Worth | IV External Validity and Alternative Hypotheses | V Conclusion | Appendix: Variable Definitions and Descriptive Statistics,0.963,True,empirical,financial_intermediation_banking,difference_in_differences,4,True,True,False,True,True,False,True,0,-1,2,1,-1,5,motivation|literature_gap|preview_of_results|preview_of_approach|preview_of_results|preview_of_approach|preview_of_results|identification_defense|mechanism_or_theory_sketch|identification_defense|related_literature_positioning|tension_or_puzzle|roadmap,13,0,new_evidence|new_identification|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,mixed,placebo|alternative_measure|alternative_specification|subsample|other,unclear,True,unclear,True,True,False,moderate,7,7,0.8,6,7,974,False,False,False,False,0.833,train186jof_12869,2020.0,article,46,11741,0,116,8,13,122,10,10,9,45,57,65,1867,6,0.1590154160633677,322,0.02742526190273401,0.25100076654458736,0.10953070436930415,0.07622860063027,0.0,False,True,False,True,1174.1,4.854782386508815,0.8517162081594413,Introduction (unnumbered) | I Data and Summary Statistics | II Empirical Framework | III The 1980s Banking Deregulation Natural Experiment | IV Evidence of the Household Demand Channel | V Credit Expansion and Business Cycle Amplification | VI Comparison with the Literature on Banking Deregulation | VII The Household Demand Channel in Broader Settings | VIII Conclusion,0.963,True,empirical,macro_finance,instrumental_variables,4,True,True,False,True,True,False,True,0,-1,1,2,-1,1,motivation|literature_gap|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|identification_defense|robustness_mention|identification_defense|preview_of_results|roadmap,13,0,new_evidence|new_data_or_measure|new_method,True,True,both,False,mixed,False,mixed,alternative_specification|placebo|subsample|alternative_measure,robust,True,mixed,True,False,False,moderate,10,10,0.8,5,6,881,False,False,False,True,0.857,train187jof_12870,2020.0,article,37,10341,0,93,6,13,134,12,12,1,26,66,121,1642,5,0.15878541727105697,393,0.03800406150275602,0.18112368242916546,0.10163427134706508,0.0,0.10598588144280051,True,False,False,True,861.75,6.382361473745286,1.1604293588627792,Introduction (unnumbered) | I Extracting Cyclical Consumption | II Predictive Regression Analysis | III Further Robustness Tests and Extensions | IV Alternative Predictor Variables | V The External Habit Model | VI Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,0,1,-1,3,mechanism_or_theory_sketch|preview_of_results|preview_of_approach|preview_of_results|robustness_mention|identification_defense|preview_of_results|literature_gap|related_literature_positioning|contribution_statement,10,4,new_data_or_measure|new_evidence,False,False,inside_introduction,True,stars_and_tstats,False,mixed,alternative_specification|alternative_measure|subsample|alternative_sample_period|other,unclear,True,no,True,False,False,moderate,7,7,0.85,4,5,779,False,False,False,True,0.8,train188jof_12876,2020.0,article,39,12138,0,103,7,13,127,13,10,4,22,41,71,1774,8,0.14615257867853024,381,0.03138902619871478,0.15521502718734553,0.10174658098533532,0.07324106113033449,0.181990443236118,True,False,False,True,1213.8,3.377821716922063,1.071016641950898,Introduction (unnumbered) | I Theory | II Data | III Baseline VAR Estimation | IV Decomposing Returns | V Robustness | VI Interpreting the Results | VII Conclusion,0.963,True,empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,0,2,-1,4,motivation|tension_or_puzzle|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|robustness_mention|policy_or_broader_implication|preview_of_results|related_literature_positioning|contribution_statement|related_literature_positioning|roadmap,12,5,new_evidence|new_method,True,True,inside_introduction,True,unclear,True,main_text_section,alternative_specification|alternative_sample_period|alternative_measure|subsample|other,unclear,True,unclear,True,False,False,moderate,6,6,0.8,5,8,1122,False,True,False,False,1.0,train189jof_12877,2020.0,article,37,8393,3719,92,6,11,277,46,7,3,31,33,72,2475,17,0.2948885976408912,290,0.03455260335994281,0.0,0.0,0.0,0.05254378648874062,True,False,True,True,1199.0,3.9318479685452163,5.480757774335756,"Introduction (unnumbered) | I Consumption Paths and Risk-Adjusted Growth | II Existence and Uniqueness of Recursive Utilities | III Applications | IV Comparisons with Alternative Conditions | V Unbounded State Spaces | VI Concluding Remarks | Appendix A: Details of Numerical Methods | Appendix B: General Fixed-Point and Spectral Radius Results | Appendix C: Remaining Proofs, Compact Case",0.963,True,theoretical,asset_pricing,theoretical_model_analytical,1,False,False,False,True,True,False,True,-1,-1,3,0,-1,2,motivation|tension_or_puzzle|contribution_statement|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|preview_of_approach|preview_of_results|related_literature_positioning|related_literature_positioning|related_literature_positioning,15,1,new_theory_or_model|new_method,False,False,inside_introduction,True,unclear,False,mixed,sensitivity_to_parameters|other,none,True,no,True,False,True,low,5,5,0.85,6,17,1764,False,True,False,False,0.833,train190jof_12878,2020.0,article,49,12319,23,107,9,18,102,5,11,1,49,56,23,2197,8,0.17834239792190926,563,0.0457017615066158,0.0,0.15691208702005033,0.14010877506291095,0.05373812809481289,True,False,True,True,1119.909090909091,4.54582352463674,0.40587710041399466,"Introduction (unnumbered) | I Data, Methodology, and Sample Statistics | II Main Results: Trading Performance of SH versus LH Insiders | III Insider Investment Horizon, Unexpected Insider Trades, and Trading Performance | IV Insider Investment Horizon, Insider Characteristics, and Managerial Short-Termism | V Sources of the Information Advantage for SH Insiders | VI Insider Investment Horizon, Insider Trading, and SEC Investigations | VII Insider Investment Horizon versus the Concept of Nonroutine Insiders | VIII Robustness Tests | IX Summary and Conclusions | Appendix: Variable Definitions",0.963,True,empirical,asset_pricing,reduced_form_regression,2,False,True,False,False,True,False,False,0,-1,-1,2,-1,-1,motivation|literature_gap|preview_of_approach|mechanism_or_theory_sketch|mechanism_or_theory_sketch|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|related_literature_positioning|contribution_statement,12,7,new_data_or_measure|new_evidence,False,False,inside_introduction,False,unclear,False,mixed,alternative_specification|other,unclear,False,no,True,True,True,moderate,7,7,0.8,5,8,1401,False,False,False,False,1.0,train191jof_12879,2020.0,article,51,10934,250,109,6,4,56,0,9,4,38,56,66,2317,8,0.2119078104993598,204,0.01865739893908908,0.0,0.15209438448875068,0.0,0.0,False,False,True,True,1214.888888888889,5.121638924455826,0.0,"Introduction (unnumbered) | I Data and Descriptive Statistics | II Factors that Influence Post-IPO Venture Investments | III Returns to Investors that Provide Financing | IV Market Performance around Post-IPO VC Investments | V Do Firms Benefit from Post-IPO VC Financing? | VI Conclusion | Appendix A: Top 30 Venture Capital Firms | Appendix B: Post-IPO Investments by New Enterprise Associates, 1996 to 2012 | Appendix C: Variable Descriptions",0.938,True,empirical,entrepreneurial_finance_private_equity,reduced_form_regression,2,False,True,True,True,True,True,False,1,0,3,3,0,-1,tension_or_puzzle|motivation|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|preview_of_approach|preview_of_results|contribution_statement|related_literature_positioning|related_literature_positioning|roadmap,12,6,new_evidence,True,True,inside_introduction,True,unclear,True,none_seen,,unclear,False,unclear,True,False,False,moderate,6,6,0.8,5,8,1412,True,True,False,False,1.0,train192jof_12880,2020.0,article,39,11469,0,102,7,17,108,5,10,3,35,42,29,1609,7,0.1402912198099224,390,0.034004708344232276,0.07934431946987532,0.23192954921963554,0.0,0.0,False,False,False,True,1146.9,3.6620455139942454,0.4359577992850292,Introduction (unnumbered) | I The Reform and Institutional Details | II Economic Framework | III Data | IV Empirical Strategy | V Effect of the Reform on Entrepreneurial Activity | VI Aggregate Effect on Employment and Productivity | VII Conclusion,0.963,True,empirical,entrepreneurial_finance_private_equity,difference_in_differences,4,True,True,False,True,True,True,True,0,-1,1,2,5,6,other|other|motivation|tension_or_puzzle|preview_of_approach|preview_of_results|robustness_mention|identification_defense|preview_of_results|mechanism_or_theory_sketch|related_literature_positioning|contribution_statement|roadmap,13,5,new_evidence,True,True,inside_introduction,True,unclear,True,within_results,alternative_measure|alternative_sample_period|alternative_specification|other,unclear,True,unclear,True,True,False,moderate,7,6,0.85,7,7,770,False,True,False,False,0.833,train193jof_12882,2020.0,article,32,10990,0,109,6,16,178,7,0,4,59,69,56,1291,4,0.11747042766151046,289,0.02629663330300273,0.08980891719745222,0.0,0.0,0.2954504094631483,True,True,False,True,10990.0,6.278434940855323,0.6369426751592356,Introduction (unnumbered) | I Related Literature | II Baseline Model | III LOB | IV Feasible Outcomes | V Alternative Trading Mechanisms | VI Conclusion,0.938,True,theoretical,market_microstructure,theoretical_model_analytical,4,True,True,False,True,True,False,True,0,-1,0,1,-1,3,motivation|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|related_literature_positioning|preview_of_results|preview_of_approach|preview_of_results|related_literature_positioning|policy_or_broader_implication,10,2,new_theory_or_model,False,False,both,False,unclear,False,main_text_section,other,none,False,no,True,True,False,moderate,5,5,0.85,5,4,807,False,False,False,False,0.8,train194jof_12883,2020.0,article,44,12407,0,99,3,17,123,10,3,3,22,139,84,3047,12,0.24558716853389215,344,0.027726283549609092,0.0,0.0,0.0,0.0,False,False,False,True,4135.666666666667,11.203352945917628,0.8059966148142178,Introduction (unnumbered) | I Methodology | II Empirical Analysis | III Conclusion,0.963,True,methodological_econometric,financial_econometrics,machine_learning_textual,1,False,True,True,True,True,False,True,0,1,0,3,-1,1,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|preview_of_approach|robustness_mention|preview_of_approach|contribution_statement|mechanism_or_theory_sketch|preview_of_approach|other|related_literature_positioning|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,17,6,new_method|new_evidence,True,True,inside_introduction,False,stars_and_tstats,False,within_results,sensitivity_to_parameters|alternative_measure|alternative_specification|subsample,unclear,False,mixed,True,False,False,moderate,6,5,0.8,4,12,1777,False,True,False,False,1.0,train195jof_12884,2020.0,article,39,10187,0,97,3,11,100,0,12,3,20,42,64,2129,21,0.20899185236085208,537,0.05271424364385982,0.0,0.0,0.5039756552468833,0.0,False,True,False,True,848.9166666666666,4.122901737508589,0.0,Introduction (unnumbered) | I Institutional Background and Data | II Empirical Analysis and Results | III Discussion and Conclusion,0.938,True,empirical,corporate_finance,difference_in_differences,3,True,False,True,True,True,False,True,-1,0,1,1,-1,0,motivation|literature_gap|contribution_statement|preview_of_results|tension_or_puzzle|preview_of_approach|preview_of_approach|identification_defense|identification_defense|identification_defense|identification_defense|preview_of_results|preview_of_results|related_literature_positioning|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|preview_of_results|robustness_mention|contribution_statement|related_literature_positioning|policy_or_broader_implication|roadmap,23,17,new_evidence|new_data_or_measure|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,mixed,subsample|alternative_measure|placebo|alternative_sample_period|alternative_specification,unclear,True,unclear,True,True,False,moderate,8,8,0.8,5,21,2129,False,True,False,False,0.75,train196jof_12889,2020.0,article,56,10703,1678,111,6,36,185,2,9,8,39,71,148,1837,64,0.17163412127440905,575,0.053723255162104085,0.0,0.18957301691114642,0.0,0.06362702046155283,True,False,True,True,1189.2222222222222,6.633654115668504,0.1868634962160142,Introduction (unnumbered) | I Data and Methodology | II Patterns | III Legal Origin and Corporate Control | Panel A. Distribution of C3 French Civil Law vs. Common Law in 2012 | Panel B. Distribution of C5 French Civil Law vs. Common Law in 2012 | IV Heterogeneity | V Institutional Correlates of Corporate Control | VI Conclusion | Appendix: Data Appendix,0.963,True,empirical,corporate_finance,reduced_form_regression,1,False,True,False,True,True,False,True,0,-1,0,1,-1,7,motivation|literature_gap|preview_of_approach|preview_of_results|related_literature_positioning|related_literature_positioning|preview_of_approach|identification_defense|preview_of_results|contribution_statement|policy_or_broader_implication|roadmap,12,56,new_data_or_measure|new_evidence,True,True,inside_introduction,True,unclear,True,mixed,alternative_measure|subsample|alternative_specification|alternative_sample_period,unclear,True,unclear,True,False,True,moderate,7,7,0.8,9,64,1177,False,True,False,False,0.8,train197jof_12890,2020.0,article,47,11115,576,109,6,10,132,16,11,5,43,34,72,2132,9,0.19181286549707602,182,0.016374269005847954,0.08547008547008547,0.08376068376068375,0.0,0.0,False,False,True,True,1010.4545454545455,3.0589293747188484,1.4394961763382816,Introduction (unnumbered) | I Modeling Performance as a Mixture Distribution | II Data | III The Cross-Section of Analyst Skill | IV The Informativeness of Individual Recommendation Revisions | V Performance at the Brokerage Level | VI Conclusion | Appendix A: Constrained Mixture Model with Lognormal Skill,0.963,True,empirical,asset_pricing,structural_estimation,2,False,False,False,True,True,False,False,-1,-1,0,0,-1,-1,motivation|related_literature_positioning|literature_gap|policy_or_broader_implication|preview_of_approach|tension_or_puzzle|preview_of_results|preview_of_results|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning|related_literature_positioning|mechanism_or_theory_sketch|roadmap,15,6,new_evidence,True,True,inside_introduction,True,unclear,True,mixed,alternative_specification|subsample|alternative_sample_period,unclear,False,unclear,False,False,False,moderate,7,7,0.8,7,9,1525,False,True,False,False,0.8,train198jof_12893,2020.0,article,43,11465,48,101,5,27,128,5,7,1,35,54,85,2509,22,0.21883994766681203,556,0.048495420846053204,0.0,0.07562145660706499,0.0,0.1231574356737898,True,False,True,True,1637.857142857143,4.709986916703009,0.4361098996947231,Introduction (unnumbered) | I Database | II Why Do Lenders Use CMRs? | III What Are the Implications of CMR Inclusion for CEO Turnover and Future Firm Performance? | IV Additional Analysis | V Conclusion | Appendix: Description of the Main Variables,0.963,True,empirical,corporate_finance,reduced_form_regression,3,True,False,False,False,True,True,True,-1,-1,-1,1,2,1,motivation|literature_gap|preview_of_approach|preview_of_results|motivation|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|preview_of_results|preview_of_results|preview_of_results|preview_of_results|policy_or_broader_implication|robustness_mention|contribution_statement|related_literature_positioning|related_literature_positioning|roadmap,19,19,new_evidence|new_data_or_measure,True,True,inside_introduction,True,stars_and_tstats,True,mixed,alternative_specification|other,clustered,False,unclear,True,False,True,moderate,6,6,0.85,3,22,2477,False,True,True,True,1.0,train199jof_12894,2020.0,article,46,15435,239,99,6,14,196,37,11,2,26,44,42,2467,10,0.15983155166828636,314,0.020343375445416263,0.0,0.0,0.0,0.0,False,False,True,True,1403.1818181818182,2.850664075153871,2.397149335924846,"Introduction (unnumbered) | I P&L Attribution on Option Investments | II Risk-Neutral Expectation and Implied Volatility Valuation | III Commonality and Cross-Sectional Pricing | IV Empirical Analysis on S&P 500 Index Options | V Implications, Limitations, and Risk Representation | VI Concluding Remarks | Appendix: BMS Sensitivities",0.963,True,mixed_theory_empirical,asset_pricing,theoretical_model_analytical,1,False,False,False,True,True,False,True,-1,-1,1,2,-1,0,other|tension_or_puzzle|literature_gap|preview_of_results|contribution_statement|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_approach|related_literature_positioning|related_literature_positioning|related_literature_positioning,11,3,new_theory_or_model|new_evidence,False,False,inside_introduction,True,stars_and_tstats,False,none_seen,,newey_west,True,unclear,True,False,True,low,6,6,0.8,3,10,1416,False,False,False,False,1.0,train200jof_12895,2020.0,article,56,12113,23,112,5,9,69,0,18,0,30,122,134,1761,7,0.14538099562453563,172,0.014199620242714438,0.0,0.046148765788821926,0.0,0.0,False,False,True,True,672.9444444444445,10.07182366053001,0.0,Introduction (unnumbered) | I Survey Design and Sample | II Equity Share of Portfolio | III Actively Managed Mutual Funds | IV Cross-Section of Equity Returns | V Conclusion | Appendix,0.938,True,empirical,household_finance,survey_or_experiment,2,False,True,False,True,True,False,False,0,-1,0,1,-1,-1,motivation|tension_or_puzzle|preview_of_approach|contribution_statement|preview_of_results|preview_of_results|preview_of_results|related_literature_positioning|contribution_statement|policy_or_broader_implication|roadmap,11,0,new_evidence|new_data_or_measure,True,True,inside_introduction,False,unclear,True,none_seen,,unclear,True,no_figures,False,False,False,moderate,5,5,0.82,5,7,948,False,False,False,False,1.0,train201jof_12897,2020.0,article,35,9552,0,100,6,12,88,0,12,3,15,19,20,1840,11,0.19262981574539365,247,0.025858458961474037,0.0,0.16080402010050251,0.0,0.13054857621440535,True,False,False,False,796.0,1.9891122278056952,0.0,Introduction (unnumbered) | I Data and Summary Statistics | II CEO Hospitalization Events and Firm Performance | III Are CEOs Unique? | IV Heterogeneity in the Impact of CEO Hospitalization Events on Firm Performance | V CEO Turnover | VI Conclusions,0.938,True,empirical,corporate_finance,reduced_form_regression,4,True,True,False,True,True,False,True,0,-1,0,2,-1,5,preview_of_approach|preview_of_approach|preview_of_results|preview_of_results|robustness_mention|related_literature_positioning|identification_defense|identification_defense|contribution_statement|contribution_statement|other|roadmap,12,7,new_evidence|new_data_or_measure|new_identification,True,True,inside_introduction,True,unclear,True,within_results,alternative_specification|subsample|placebo|falsification|alternative_measure,unclear,True,mixed,False,False,False,moderate,7,7,0.8,6,11,1183,False,True,False,False,0.75,train202jof_12899,2020.0,article,44,10011,0,109,6,12,80,3,10,6,31,48,47,1912,9,0.19098991109779243,457,0.04564978523624014,0.0,0.13994605933473178,0.0,0.0,False,True,False,True,1001.1,4.79472580161822,0.2996703626011388,Introduction (unnumbered) | I Related Literature | II Data and Measurement | III Predictive Ability of Insider Trades for Future Performance | IV Network Map and Attributes of the Connection | V Political Connections and Potential Front-Running of TARP Infusions | VI Conclusion,0.963,True,empirical,corporate_finance,reduced_form_regression,3,True,True,False,True,True,False,True,0,-1,0,1,-1,3,motivation|literature_gap|preview_of_approach|preview_of_results|preview_of_results|robustness_mention|mechanism_or_theory_sketch|identification_defense|robustness_mention|preview_of_results|contribution_statement|policy_or_broader_implication|roadmap,13,7,new_evidence|new_data_or_measure,True,True,separate_section,True,unclear,True,mixed,alternative_specification|falsification|placebo|subsample,unclear,True,unclear,True,False,False,moderate,7,7,0.8,5,9,1349,False,False,False,False,1.0,train203jof_12901,2020.0,article,50,14008,0,102,6,18,195,30,9,9,65,43,67,1545,15,0.11029411764705882,465,0.03319531696173615,0.20509708737864077,0.09723015419760137,0.0,0.0,False,False,False,True,1556.4444444444443,3.0696744717304396,2.141633352370074,Introduction (unnumbered) | I Data | II Econometric Model | III Predictability of Dividend Growth | IV Implications for Return Predictability | V Dividend News and Return Dynamics | VI Conclusion,0.963,True,empirical,asset_pricing,other,2,False,False,False,True,True,False,True,-1,-1,1,2,-1,0,motivation|literature_gap|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|tension_or_puzzle|preview_of_approach|preview_of_results|roadmap|robustness_mention,10,-1,new_method|new_data_or_measure|new_evidence,True,True,inside_introduction,True,stars_and_tstats,False,mixed,alternative_specification|alternative_measure|subsample|other,unclear,False,unclear,False,False,False,moderate,7,7,0.75,5,15,893,False,False,False,False,0.75,train204jof_12902,2020.0,article,33,9544,0,100,5,14,77,3,7,7,31,45,52,1691,5,0.1771793797150042,197,0.020641240569991618,0.06496227996647108,0.0,0.0,0.3344509639564124,True,True,False,True,1363.4285714285713,4.715004191114836,0.3143336127409891,Introduction (unnumbered) | I Theory and Hypothesis | II Historical Background and Data | III Central Clearing and Trade Flows | IV Mechanism | V Conclusion,0.963,True,empirical,financial_intermediation_banking,difference_in_differences,4,True,True,False,True,True,False,False,0,-1,2,2,-1,-1,motivation|literature_gap|preview_of_approach|contribution_statement|identification_defense|contribution_statement|mechanism_or_theory_sketch|preview_of_results|preview_of_results,9,1,new_evidence|new_data_or_measure|new_identification,False,False,inside_introduction,True,unclear,True,within_results,alternative_measure|other,unclear,True,unclear,True,True,True,moderate,5,5,0.8,6,5,918,False,True,False,False,0.6,train205jof_12906,2020.0,presidential_address,55,15027,2765,102,6,14,395,67,0,4,79,115,59,1427,10,0.09496240101151261,0,0.0,0.0859785719039063,0.0,0.0,0.0,False,False,True,True,15027.0,7.6528914620350035,4.458641112663872,"Introduction (unnumbered) | I Fable 1: Bandwidth Constraints and Simplistic Thinking | II Fable 2: Self-Enhancing Transmission Bias | III Fable 3: Visibility Bias and Overconsumption | IV Fable 4: Biased Information Percolation, Action Booms, and Price Bubbles | V Fable 5: Biased Transmission of Folk Models | VI Emergent Themes | Appendix",0.938,True,survey_or_address,behavioral_finance,theoretical_model_analytical,2,False,True,True,True,True,False,True,0,2,3,4,-1,3,motivation|literature_gap|related_literature_positioning|mechanism_or_theory_sketch|tension_or_puzzle|contribution_statement|preview_of_approach|preview_of_results|literature_gap|mechanism_or_theory_sketch|mechanism_or_theory_sketch|roadmap,12,5,new_theory_or_model|synthesis,True,False,inside_introduction,False,unclear,False,none_seen,,none,False,no,True,False,True,moderate,6,5,0.8,5,10,966,False,False,False,False,1.0,train206jof_12908,2020.0,article,39,10836,0,93,8,12,74,5,8,2,40,44,54,1942,7,0.1792174234034699,653,0.060262089331856776,0.07511997046880768,0.08674787744555186,0.0,0.0,False,False,False,True,1354.5,4.060538944259874,0.4614248800295312,"Introduction (unnumbered) | I Framework: Decomposing the Unconditional Premium | II Identification Strategies | III Data Description and Sample Characteristics | IV The Effect of ATPs on Takeover Probability and Unconditional Premiums | V Effect on the Conditional Premium | VI Decomposing the Unconditional Premium: Takeover Probability, Takeover Premium, and Selection Effects | VII Understanding Positive Target Premiums | VIII Conclusion",0.963,True,empirical,corporate_finance,regression_discontinuity,4,True,True,False,True,True,False,False,0,-1,2,1,-1,-1,motivation|tension_or_puzzle|related_literature_positioning|preview_of_approach|identification_defense|preview_of_results|robustness_mention|preview_of_approach|preview_of_results|preview_of_results|other|policy_or_broader_implication|roadmap,13,0,new_evidence|new_identification,True,True,inside_introduction,True,unclear,True,mixed,alternative_measure|alternative_specification|subsample,unclear,True,unclear,True,False,False,moderate,6,6,0.85,5,7,1105,False,False,False,False,1.0,train207jof_12909,2020.0,article,43,13965,0,87,7,30,179,13,6,6,44,66,88,1650,6,0.11815252416756176,542,0.038811313999283927,0.04582885785893305,0.13168635875402793,0.06265664160401002,0.24031507339778016,True,True,False,True,2327.5,4.726100966702471,0.9308986752595775,Introduction (unnumbered) | I Basic Framework | II Data | III Results | IV Robustness | V Labor Share and Industry Concentration | VI Discussion and Literature Review | VII Conclusion,0.963,True,empirical,macro_finance,other,2,False,False,False,True,True,False,True,-1,-1,0,1,-1,0,motivation|related_literature_positioning|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|identification_defense|robustness_mention,9,1,new_data_or_measure|new_evidence,False,False,both,True,unclear,True,mixed,sensitivity_to_parameters|alternative_measure|subsample|other,clustered,True,unclear,False,False,False,moderate,6,6,0.8,4,6,1015,False,True,True,False,1.0,train208jof_12947,2020.0,article,42,10610,1480,93,5,11,250,5,12,2,21,51,87,2616,10,0.246559849198869,240,0.022620169651272386,0.0,0.3808671065032988,0.0,0.0,False,True,True,True,884.1666666666666,4.806786050895382,0.471253534401508,Introduction (unnumbered) | I Background on Regulation SHO | II Data and Anomalies | III Empirical Analysis | IV Robustness Checks and Subsample Analyses | V Conclusion | Appendix A: Definition of Anomaly Variables | Appendix B: Benchmark-Adjusted Returns | Benchmark-Adjusted Returns | Appendix C: Power of the Main Tests,0.963,True,empirical,asset_pricing,difference_in_differences,4,True,True,False,True,True,True,False,0,-1,0,1,2,-1,motivation|tension_or_puzzle|literature_gap|preview_of_approach|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|robustness_mention|related_literature_positioning|literature_gap|related_literature_positioning|related_literature_positioning|contribution_statement|identification_defense,16,9,new_evidence|new_identification,False,False,inside_introduction,True,unclear,True,main_text_section,alternative_sample_period|placebo|falsification|subsample|alternative_measure|alternative_specification,unclear,True,unclear,True,False,False,moderate,8,8,0.82,4,10,1364,True,True,False,False,0.778,train209jof_12949,2020.0,article,38,10887,0,80,5,14,135,12,10,5,40,62,46,1685,14,0.15477174611922476,342,0.031413612565445025,0.2759254156333241,0.0,0.0,0.0,False,False,False,True,1088.7,5.694865435840911,1.1022320198401763,Introduction (unnumbered) | I Banks’ Income Gap and Bond Returns | II Theoretical Framework and Predictions | III Model Estimation | IV Interpretation | V Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,2,False,False,False,False,True,False,True,-1,-1,-1,0,-1,1,motivation|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|mechanism_or_theory_sketch|tension_or_puzzle|preview_of_results|related_literature_positioning|contribution_statement|related_literature_positioning|contribution_statement|roadmap,12,12,new_evidence|new_theory_or_model,True,True,inside_introduction,True,unclear,False,mixed,alternative_specification|alternative_measure|other,unclear,True,unclear,True,False,True,moderate,7,7,0.8,5,14,889,False,True,False,False,0.75,train210jof_12950,2020.0,article,35,6807,1637,75,6,14,133,15,11,1,35,46,72,1804,8,0.2650213016012928,161,0.023652122814749522,0.12340237990304098,0.0,0.0,0.0,False,False,True,True,618.8181818181819,6.757749375642721,2.2036139268400174,Introduction (unnumbered) | I Data and Factor Models | II Factor-Related Returns and Fund Flows | III Past Factor-Related Returns and Future Alphas | IV Causes of Underperformance with Positive Factor-Related Returns | V Implications for Aggregate Fund Performance | VI Conclusion | Appendix A: Additional Results | Appendix B: Supplementary Results to Section IV.B | Annualized Returns of Styles Sorted by FIT: Exclude NBER Recessions | Annualized Returns of Styles Sorted by FIT | Regression of Style-Level FIT and Future Style Returns | Annualized Returns of Extreme Styles Sorted by FIT | Fund Exposure to FIT-Sorted Styles and FIT-Adjusted Fund Returns: Based on 3 × 3 Size-BM Styles,0.963,True,empirical,asset_pricing,reduced_form_regression,3,True,False,False,False,True,False,True,-1,-1,-1,0,-1,3,motivation|tension_or_puzzle|mechanism_or_theory_sketch|preview_of_approach|robustness_mention|preview_of_results|preview_of_results|preview_of_results|identification_defense|robustness_mention|contribution_statement|related_literature_positioning|roadmap,13,5,new_evidence|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,appendix,alternative_specification|subsample|alternative_measure|alternative_sample_period,unclear,True,unclear,True,False,False,moderate,7,7,0.82,4,8,1176,False,True,False,False,0.9,train211jof_12951,2020.0,article,51,16629,169,103,3,17,160,0,9,4,58,66,185,1765,5,0.10613987612003127,275,0.016537374466293824,0.0,0.0,0.0,0.0,False,False,True,True,1847.6666666666667,3.968969871910518,0.0,"Introduction (unnumbered) | I Method | II Applications | III Conclusion | Appendix: Implementing Romano, Shaikh, and Wolf (2008)",0.938,True,methodological_econometric,financial_econometrics,calibration_simulation,1,False,True,True,True,True,False,True,0,0,2,4,-1,1,motivation|literature_gap|tension_or_puzzle|preview_of_approach|contribution_statement|related_literature_positioning|preview_of_results,7,2,new_method|new_evidence,False,False,inside_introduction,True,unclear,False,within_results,sensitivity_to_parameters|subsample|other,none,False,unclear,True,False,False,moderate,4,4,0.8,5,5,910,True,False,False,False,1.0,train212jof_12953,2020.0,article,45,10482,0,104,8,16,114,13,8,7,64,61,55,2338,10,0.22304903644342683,374,0.03568021369967563,0.0,0.1703873306620874,0.0,0.0,False,False,False,True,1310.25,5.819500095401641,1.240221331806907,Introduction (unnumbered) | I The Index CDS Market | II Data and Identification Algorithms | III Transaction Costs | IV The Dynamics of Trades and Quotes | V Segmentation of Interdealer Order Flow | VI Price Improvement of Client Trades | VII Dispersion in Client Transaction Costs | VIII Conclusion,0.963,True,empirical,market_microstructure,reduced_form_regression,2,False,True,False,False,True,False,True,0,-1,-1,1,-1,4,motivation|literature_gap|preview_of_approach|preview_of_results|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|policy_or_broader_implication|related_literature_positioning|related_literature_positioning,12,9,new_evidence|new_data_or_measure,False,False,inside_introduction,True,unclear,True,none_seen,,unclear,True,unclear,True,True,False,moderate,6,6,0.8,5,10,1455,False,False,False,False,1.0,train213jof_12954,2020.0,article,43,13299,0,94,6,9,93,3,7,7,34,31,53,2317,8,0.17422362583652906,349,0.026242574629671403,0.0,0.0,0.3852921272276111,0.0,False,True,False,True,1899.857142857143,2.331002331002331,0.22558087074216107,Introduction (unnumbered) | I Related Literature | II Background and Data | III Research Design | IV Results | V Interpretation | VI Conclusion,0.963,True,empirical,household_finance,difference_in_differences,4,True,True,False,True,True,False,False,0,-1,1,1,-1,-1,motivation|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|mechanism_or_theory_sketch|robustness_mention|mechanism_or_theory_sketch|preview_of_results,9,-1,new_evidence,False,False,separate_section,True,mixed,True,within_results,subsample|alternative_specification|other,unclear,False,unclear,True,True,True,moderate,7,6,0.85,4,8,1429,False,False,False,False,0.833,train214jof_12955,2020.0,article,35,8987,0,103,4,9,72,12,11,3,41,59,31,1636,7,0.18204072549237788,275,0.030599755201958383,0.0,0.11104929342383443,0.48080560810058975,0.0,False,False,False,True,817.0,6.565038388783798,1.335262045176366,Introduction (unnumbered) | I Financing Labor Inputs | II Data | III Results | IV Conclusion,0.963,True,empirical,corporate_finance,difference_in_differences,4,True,True,False,True,True,False,True,0,-1,0,1,-1,4,motivation|motivation|mechanism_or_theory_sketch|preview_of_results|contribution_statement|related_literature_positioning|related_literature_positioning|policy_or_broader_implication|roadmap,9,3,new_evidence,True,True,inside_introduction,True,unclear,False,within_results,falsification|alternative_specification,unclear,True,unclear,True,True,False,moderate,6,6,0.8,6,7,926,False,True,False,False,1.0,train215jof_12958,2020.0,article,41,10506,1807,70,5,14,315,17,1,11,44,45,30,1910,11,0.18180087569008185,146,0.013896820864268038,0.0,0.0,0.0,0.26889396535313154,True,False,True,True,10506.0,4.283266704740148,1.6181229773462784,Introduction (unnumbered) | I The Environment | II The First-Order Approach | III Residual Cash Flow Heterogeneity | IV Empirical Relevance | V Conclusion | Appendix A: Participation Constraint and Bank Closure | Appendix B: Proofs | Appendix C: Solving the Problem with Discrete Loans | Appendix D: Additional Numerical Results,0.963,True,theoretical,financial_intermediation_banking,theoretical_model_analytical,1,False,False,False,False,True,False,True,-1,-1,-1,3,-1,4,motivation|tension_or_puzzle|mechanism_or_theory_sketch|mechanism_or_theory_sketch|mechanism_or_theory_sketch|mechanism_or_theory_sketch|mechanism_or_theory_sketch|contribution_statement|contribution_statement|related_literature_positioning|preview_of_results|related_literature_positioning|other|policy_or_broader_implication|roadmap,15,5,new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,True,unclear,False,mixed,sensitivity_to_parameters|alternative_specification,none,False,no,True,True,False,moderate,5,5,0.85,5,11,1050,False,True,False,False,0.857,train216jof_12959,2020.0,article,41,12237,0,98,4,9,100,22,8,3,38,48,32,1666,5,0.1361444798561739,423,0.03456729590585928,0.2561902427065457,0.08376236005556918,0.4893356214758519,0.0,False,False,False,True,1529.625,3.9225300318705565,1.7978262646073384,Introduction (unnumbered) | I Theoretical Framework | II Data | III Empirical Results | IV Conclusion,0.963,True,mixed_theory_empirical,financial_intermediation_banking,reduced_form_regression,3,True,True,True,True,True,False,False,0,1,3,2,-1,-1,motivation|contribution_statement|mechanism_or_theory_sketch|preview_of_results|identification_defense|preview_of_results|related_literature_positioning|literature_gap|roadmap,9,3,new_theory_or_model|new_evidence,True,True,inside_introduction,True,unclear,True,none_seen,,unclear,True,unclear,False,False,False,low,5,5,0.8,4,5,833,False,True,False,False,1.0,train217jof_12961,2020.0,article,44,13213,4711,103,7,11,642,23,0,4,28,38,33,2972,8,0.22492999318852644,547,0.04139862256868236,0.1718761825474911,0.0,0.0,0.0,False,False,True,True,13213.0,2.875955498372815,1.7407099069098615,Introduction (unnumbered) | I A Model of Corporate Credit Ratings | II The Benchmark: No CRA | III Credit Ratings | IV The CRA’s Real Effects under Rating Inflation | V Empirical Predictions | VI The Role of Dispersed Beliefs | VII Conclusion | Appendix A: Proofs,0.938,True,theoretical,corporate_finance,theoretical_model_analytical,3,False,True,False,True,True,False,True,0,-1,0,3,-1,4,motivation|tension_or_puzzle|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|preview_of_results|related_literature_positioning|related_literature_positioning|roadmap,9,5,new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,False,unclear,False,mixed,other,none,False,no,True,True,True,moderate,6,6,0.85,5,8,1573,False,False,False,False,1.0,train218jof_12964,2020.0,article,44,13916,0,111,6,14,96,2,10,3,24,49,41,1653,7,0.11878413337165852,416,0.029893647599885026,0.0,0.0,0.19912331129634953,0.17929002586950274,True,False,False,True,1391.6,3.5211267605633805,0.14371945961483185,Introduction (unnumbered) | I Prudential Supervision | II Identification Strategy | III Measuring the Impact of Supervision | IV Empirical Results | V Additional Analyses | VI Conclusions,0.963,True,empirical,financial_intermediation_banking,reduced_form_regression,3,True,True,False,True,True,False,True,0,-1,1,2,-1,3,motivation|literature_gap|preview_of_approach|preview_of_results|literature_gap|preview_of_approach|preview_of_results|policy_or_broader_implication|identification_defense|robustness_mention|mechanism_or_theory_sketch|related_literature_positioning|contribution_statement|roadmap,14,5,new_evidence|new_data_or_measure|new_identification,True,True,inside_introduction,True,unclear,False,mixed,alternative_specification|alternative_sample_period|other,clustered,True,unclear,True,True,False,moderate,6,6,0.82,6,7,994,False,True,False,False,1.0,train219jof_12966,2020.0,article,44,11840,0,90,8,4,68,9,12,4,52,72,71,1440,5,0.12162162162162163,285,0.024070945945945946,0.0,0.3829391891891892,0.0,0.0,False,False,False,True,986.6666666666666,6.081081081081081,0.7601351351351351,Introduction (unnumbered) | I Data | II Geographical Segmentation | III Investment and Local Public Debt | IV Local Crowding-Out and Firm Location | V Crowding-Out and Industry Financial Needs | VI Cash-Flow Sensitivity with Exogenous Sample Split | VII Cash-Flow Sensitivity with Endogenous Sample Split | VIII Conclusion,0.963,True,empirical,corporate_finance,reduced_form_regression,4,True,False,False,True,True,False,True,-1,-1,1,0,-1,1,motivation|preview_of_results|identification_defense|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_approach|preview_of_results|related_literature_positioning|literature_gap|related_literature_positioning|contribution_statement,12,4,new_evidence|new_data_or_measure|new_identification,False,False,inside_introduction,True,unclear,False,mixed,alternative_specification|alternative_measure|other,unclear,True,unclear,True,True,False,moderate,8,8,0.8,4,5,829,False,True,False,False,0.6,train220jof_12967,2020.0,article,40,11758,2096,102,4,30,624,65,0,4,107,38,39,1588,6,0.1350569824800136,315,0.02679027045415887,0.4863922435788399,0.0,0.0,0.0,False,False,True,True,11758.0,3.2318421500255146,5.528151046096275,Introduction (unnumbered) | I Baseline Model | II Application to the Supply and Demand for Safe Assets | III Empirical Asset Pricing Implications | IV Conclusion | Appendix A: Proofs of Results,0.938,True,theoretical,financial_intermediation_banking,theoretical_model_analytical,3,False,True,False,True,True,False,False,0,-1,1,3,-1,-1,motivation|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|preview_of_results|policy_or_broader_implication|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|roadmap,10,0,new_theory_or_model,True,True,inside_introduction,False,unclear,False,none_seen,,none,False,no,True,True,True,moderate,5,5,0.85,5,6,1030,False,False,False,False,1.0,train221jof_12968,2020.0,article,45,10118,0,98,7,7,97,11,13,1,42,52,64,2032,7,0.2008302035975489,455,0.04496936153389998,0.0,0.3235817355208539,0.1960861830401265,0.13688475983395929,True,False,False,True,778.3076923076923,5.139355603874283,1.0871713777426368,Introduction (unnumbered) | I Data | II Research Design | III Main Results | IV Measurement Error | V Heterogeneity | VI Robustness Tests | VII Conclusion | Summary of Literature Review | Sample Selection | First Stage for Capital Gains | First Stage for Dividend Income,0.963,True,empirical,household_finance,instrumental_variables,4,True,True,False,True,True,True,False,0,-1,1,2,2,-1,motivation|policy_or_broader_implication|literature_gap|identification_defense|preview_of_approach|identification_defense|preview_of_results|robustness_mention|mechanism_or_theory_sketch|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,13,6,new_evidence|new_identification|new_data_or_measure,True,True,both,True,unclear,True,main_text_section,alternative_specification|subsample|alternative_measure|other,unclear,True,no,True,False,False,moderate,8,8,0.8,5,7,1166,True,True,False,False,0.6,train222jof_12969,2020.0,article,29,7663,0,99,4,9,52,4,8,2,29,52,54,1840,7,0.24011483753099308,285,0.03719170037844186,0.0,0.15215972856583584,0.5123319848623255,0.0,False,True,False,True,957.875,6.785854104136761,0.5219887772412893,Introduction (unnumbered) | I Institutional Background | II Data and Sample | III Empirical Findings | IV Conclusions,0.963,True,empirical,market_microstructure,natural_experiment_event_study,3,True,True,True,True,True,False,False,1,1,2,3,-1,-1,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|other|preview_of_approach|preview_of_results|related_literature_positioning|related_literature_positioning|identification_defense|contribution_statement|policy_or_broader_implication|roadmap,14,5,new_evidence|new_data_or_measure|new_identification,True,True,inside_introduction,True,unclear,True,mixed,alternative_measure|falsification|other,unclear,True,unclear,True,False,False,moderate,7,6,0.8,5,7,1020,False,True,False,False,0.8,train223jof_12407,2017.0,article,42,10588,0,100,8,10,54,0,11,1,32,48,26,1401,6,0.13231960710238005,448,0.04231205137891953,0.0,0.061390253116735925,0.0,0.07366830374008311,True,True,False,True,962.5454545454545,4.533434076312807,0.0,Introduction (unnumbered) | I Background and Literature Review | II Data | III The Impact of Local Resident Networks on Firm-Level Trade | IV Japanese Internment Camps of World War II | V The Real Effects of Strategic Trading Activity | VI The Impact of Resident Networks on Other Firm-Level Decisions: M&A Activity and Segment Sales | VII Additional Tests of the Mechanism | VIII Conclusion,0.938,True,empirical,corporate_finance,instrumental_variables,4,True,False,False,True,True,False,True,-1,-1,1,0,-1,3,motivation|preview_of_approach|preview_of_results|identification_defense|preview_of_results|preview_of_results|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|roadmap,10,-1,new_evidence|new_data_or_measure|new_identification,True,True,separate_section,True,stars_and_tstats,True,mixed,placebo|alternative_measure|subsample|other,unclear,True,no_figures,False,False,False,low,7,7,0.8,4,6,855,False,False,False,False,1.0,heldout224jof_12432,2017.0,article,40,10929,417,105,5,12,87,0,13,0,22,55,64,1814,14,0.16598041906853325,341,0.031201390795132216,0.0,0.12389056638301765,0.4658248696129563,0.17394089120688078,True,False,True,True,840.6923076923077,5.032482386311648,0.0,Introduction (unnumbered) | I Motivation | II Data Description | III Main Results | IV Robustness Tests | V Conclusion | Appendix: Data Sources for Natural Disasters,0.938,True,empirical,corporate_finance,reduced_form_regression,3,True,True,True,False,True,False,True,1,0,-1,2,-1,1,motivation|related_literature_positioning|literature_gap|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|identification_defense|robustness_mention|contribution_statement|policy_or_broader_implication|roadmap,12,11,new_evidence|new_identification,True,True,both,True,unclear,True,main_text_section,alternative_measure|placebo|alternative_specification|other,unclear,True,no_figures,False,False,True,moderate,7,7,0.8,5,14,1227,False,False,False,False,1.0,heldout225jof_12439,2017.0,article,34,9791,0,108,6,11,76,6,6,3,44,40,43,1619,6,0.1653559391277704,330,0.03370442242876111,0.2042692268409764,0.0,0.0,0.17873557348585437,True,False,False,True,1631.8333333333333,4.085384536819528,0.6128076805229292,Introduction (unnumbered) | I Empirical Setting | II Trade with External Firms | III Vertical Integration and Reduced Procurement | IV Exclusive Relationships and the Effects of the Agreement | V Trade Credit as an Incentive Mechanism | VI Conclusion,0.963,True,empirical,corporate_finance,difference_in_differences,4,True,True,False,True,True,True,True,0,-1,2,2,2,0,motivation|literature_gap|contribution_statement|preview_of_approach|preview_of_results|robustness_mention|identification_defense|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|policy_or_broader_implication|roadmap,12,0,new_evidence|new_identification,True,True,inside_introduction,True,unclear,True,mixed,placebo|alternative_specification|falsification,unclear,True,unclear,True,True,False,moderate,6,6,0.85,6,6,1025,True,True,False,False,0.5,heldout226jof_12464,2017.0,article,44,11952,1043,112,5,21,198,25,10,3,43,47,61,1667,8,0.13947456492637217,318,0.026606425702811246,0.08057228915662651,0.0,0.0,0.0,False,False,True,True,1195.2,3.93239625167336,2.0917001338688084,"Introduction (unnumbered) | I The Aggregate Dynamics of Buyout Activity | Activityt = α + λrp ˆrpt + γ ′(Credit Factors)t + ut. | II A Simple Model of the Buyout Transaction | min{k0,k1} NPV(k0 + k1 pH  ̃Y) -W0 | III The Composition of Buyout Activity | Dealit = αi + λrp ˆrpt + γ ′(Credit Factors)t + εit. | Dealit = α + λββit + λσσ(ε)it + γ ′Controlsit + εit. | IV Other Corporate Transactions | V Final Remarks | Appendix A: Deriving the Cost of Capital | Appendix B: Model Extensions",0.963,True,mixed_theory_empirical,entrepreneurial_finance_private_equity,reduced_form_regression,4,True,True,False,True,True,False,True,0,-1,3,1,-1,5,motivation|related_literature_positioning|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|robustness_mention|preview_of_results|identification_defense|preview_of_results|contribution_statement|related_literature_positioning|roadmap,13,6,new_evidence|new_theory_or_model,True,False,inside_introduction,True,mixed,True,within_results,alternative_measure|alternative_specification,mixed,True,no,True,False,True,low,8,8,0.8,8,8,1160,False,True,False,False,1.0,heldout227jof_12466,2017.0,article,42,9845,41,101,6,8,91,6,10,0,25,54,88,1744,6,0.1771457592686643,282,0.028643981716607415,0.0,0.1324530218384967,0.0,0.18638902996444895,True,False,True,True,984.5,5.485017775520569,0.6094464195022854,"Introduction (unnumbered) | I Motivation and Previous Work | II Data and Descriptive Statistics | III Industry Experience, Relative Forecast Accuracy, Career Outcomes, and Market Reactions to Analyst Forecasts | IV The Allocation of Analysts and the Real Effects of Analysts’ Industry Experience on Covered Firms’ Information Environment | V Robustness Tests | VI Conclusion | Appendix A: “What Investors Really Want: Ranks of Attributes by Respondents to the Institutional Investor Survey” | Appendix B: Data Screening and Collection | Appendix C: Variable Definitions",0.963,True,empirical,asset_pricing,reduced_form_regression,3,True,False,False,True,True,False,True,-1,-1,0,0,-1,2,motivation|related_literature_positioning|literature_gap|mechanism_or_theory_sketch|identification_defense|preview_of_results|preview_of_results|preview_of_results|contribution_statement|roadmap,10,4,new_evidence|new_data_or_measure,True,True,both,True,unclear,True,mixed,alternative_measure|alternative_specification|subsample|other,unclear,True,no_figures,True,False,False,moderate,8,7,0.8,3,6,872,False,True,False,False,1.0,heldout228jof_12483,2017.0,article,36,8530,43,113,6,9,49,0,9,0,28,40,39,1406,4,0.16483001172332942,236,0.027667057444314185,0.0,0.1694021101992966,0.0,0.06483001172332943,True,True,True,True,947.7777777777778,4.6893317702227435,0.0,Introduction (unnumbered) | I Related Literature | II Data | III Employment Dynamics | IV Exchanges of Favors between Private Equity Firms and Politicians | V Robustness Tests | VI Conclusions | Appendix: Keywords Used to Identify Politically Connected Private Equity Firms,0.938,True,empirical,entrepreneurial_finance_private_equity,difference_in_differences,3,True,True,False,False,True,False,False,0,-1,-1,1,-1,-1,motivation|related_literature_positioning|preview_of_approach|identification_defense|preview_of_results|identification_defense|preview_of_results|mechanism_or_theory_sketch|preview_of_results|contribution_statement,10,3,new_evidence,False,False,both,True,unclear,False,mixed,placebo|alternative_specification|alternative_measure,unclear,True,no_figures,True,False,False,moderate,7,7,0.8,6,4,860,False,True,False,False,1.0,heldout229jof_12484,2017.0,article,46,11882,1940,90,5,26,153,22,6,13,47,65,67,1448,4,0.1218650058912641,384,0.0323177916175728,0.21149638108062616,0.1609156707624979,0.2650227234472311,0.0,False,False,True,True,1980.3333333333333,5.470459518599562,1.851540144756775,Introduction (unnumbered) | I Data | II Estimation | III Model | IV Results | V Conclusion | Appendix A: Earnings Variances and Human Wealth | Labor Income Process: Age Polynomials | Appendix B: Data Treatment and Identification | Appendix C: Tail Risk: Stock Market Collapses in Norway | Large Stock Market Drops Experienced by Households | Net Returns on Risky Assets in 2008,0.963,True,mixed_theory_empirical,household_finance,structural_estimation,2,False,False,False,True,True,False,True,-1,-1,1,0,-1,0,contribution_statement|preview_of_approach|related_literature_positioning|tension_or_puzzle|preview_of_approach|identification_defense|preview_of_results|literature_gap,8,0,new_evidence|new_data_or_measure|new_theory_or_model|resolution_of_puzzle,False,False,inside_introduction,True,unclear,True,internet_appendix,alternative_specification,unclear,True,unclear,True,False,False,moderate,5,4,0.8,2,4,752,False,True,False,False,1.0,heldout230jof_12486,2017.0,article,52,11985,1876,97,8,12,186,21,2,25,99,39,37,2932,12,0.24463913224864414,689,0.05748852732582395,0.08911138923654568,0.0,0.18531497705465164,0.0,False,False,True,True,5992.5,3.254067584480601,1.7521902377972465,Introduction (unnumbered) | I S&P 500 Equity-Index Options | II Setting and Notation | III Seminonparametric Models for Short-Maturity Option Pricing | IV Estimation and Inference | V Empirical Results for Alternative Jump Size Distributions | VI Characterizing the Time-Varying Jump Distributions | VII Asset Pricing Implications | VIII Concluding Remarks | Appendix A: Illustrative Shifts in the Left Option Tail | Appendix B: Quality of the Chicago Mercantile Exchange Group (CME) High-Frequency Option Data | Appendix C: Data Filters | Appendix D: Additional Filters | Appendix E: On the Computation of Option Prices | Appendix F: Seminonparametric Estimation with Fixed Jump Parameters | Estimation Results for the Seminonparametric Models (9) and (10) | Appendix G: Seminonparametric Estimation with Time-Varying Jump Parameters | Estimation Results for the Seminonparametric Models (11) and (12) | Appendix H: Results for a Standard Parametric Model and Regular Options | Estimation Results for the Parametric Model Defined by Equations (H1) and (H2) | Appendix I: Construction of the Variance Risk Premium (VRP) Measure,0.963,True,mixed_theory_empirical,asset_pricing,structural_estimation,2,False,True,True,True,True,False,True,0,1,2,2,-1,3,motivation|tension_or_puzzle|preview_of_approach|contribution_statement|related_literature_positioning|preview_of_results|mechanism_or_theory_sketch|identification_defense|other|preview_of_results|identification_defense|preview_of_results|related_literature_positioning|roadmap,14,2,new_method|new_evidence|new_data_or_measure,True,True,inside_introduction,True,mixed,False,appendix,alternative_specification|alternative_measure|other,newey_west,True,mixed,True,False,True,moderate,7,7,0.8,4,12,2034,False,False,False,False,1.0,heldout231jof_12488,2017.0,article,50,12452,1945,104,5,22,312,41,6,8,64,57,41,1547,9,0.12423707035014456,200,0.016061676839061997,0.31529071635078704,0.0,0.0,0.0,False,False,True,True,2075.3333333333335,4.577577899132669,3.2926437520077094,Introduction (unnumbered) | I The Linear-Rational Framework | II The Linear-Rational Square-Root Model | III Extended State Price Density Specification | IV Empirical Analysis | V Conclusion | Appendix A: Proofs | 1⊤,0.963,True,mixed_theory_empirical,asset_pricing,structural_estimation,1,False,False,False,True,True,False,True,-1,-1,0,2,-1,1,motivation|literature_gap|contribution_statement|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|related_literature_positioning|related_literature_positioning|preview_of_results|roadmap,12,0,new_theory_or_model|new_evidence,True,True,inside_introduction,True,mixed,True,within_results,alternative_specification|subsample,mixed,True,unclear,False,False,True,low,7,6,0.85,3,9,1406,False,True,False,False,1.0,heldout232jof_12494,2017.0,article,38,9017,0,113,5,15,118,4,9,3,25,33,40,1574,4,0.1745591660197405,246,0.027281801042475323,0.22313408007097704,0.16901408450704225,0.0,0.0,False,False,False,False,1001.8888888888889,3.6597537983808364,0.44360652101585896,Introduction (unnumbered) | I Theory and Testable Implications | II Data and Summary Statistics | III Loan-Level Analysis | IV Zip Code–Level Analysis | V Conclusion,0.963,True,mixed_theory_empirical,financial_intermediation_banking,instrumental_variables,3,True,True,False,True,True,False,True,0,-1,1,2,-1,0,motivation|literature_gap|contribution_statement|preview_of_approach|identification_defense|robustness_mention|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|preview_of_results|identification_defense,11,0,new_evidence|new_theory_or_model,False,False,inside_introduction,True,unclear,True,within_results,alternative_specification|subsample|other,unclear,True,no,False,True,True,moderate,7,7,0.8,6,4,761,False,False,False,False,1.0,heldout233jof_12498,2017.0,article,32,7028,0,106,3,6,100,1,5,4,42,60,57,1795,46,0.2554069436539556,184,0.02618099032441662,0.0,0.0,0.0,0.0,False,True,False,True,1405.6,8.537279453614115,0.14228799089356858,Introduction (unnumbered) | I Institutional Background and Data | II Methodology and Results | III Conclusion,0.963,True,empirical,market_microstructure,reduced_form_regression,2,False,True,False,True,True,False,False,0,-1,2,2,-1,-1,motivation|motivation|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|preview_of_results|related_literature_positioning|preview_of_results|contribution_statement|roadmap,10,45,new_evidence,True,True,inside_introduction,True,unclear,True,none_seen,,unclear,True,unclear,True,True,False,moderate,6,6,0.72,6,46,1247,False,True,False,False,0.5,heldout234jof_12499,2017.0,article,40,10294,1302,98,4,16,147,17,13,4,25,35,41,2129,9,0.2068195065086458,219,0.021274528851758307,0.17592772488828443,0.07499514280163203,0.0,0.0,False,False,True,True,791.8461538461538,3.400038857586944,1.6514474451136585,Introduction (unnumbered) | I Theoretical Framework | II Data | III Empirical Analysis | CAD | GBP | NZD | IV Conclusions | Appendix A: Proofs and Derivations,0.963,True,mixed_theory_empirical,international_finance,natural_experiment_event_study,2,False,False,False,True,True,False,True,-1,-1,2,0,-1,2,motivation|preview_of_results|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|preview_of_results|preview_of_results|robustness_mention|contribution_statement|related_literature_positioning|related_literature_positioning|related_literature_positioning|roadmap,16,6,new_evidence|new_theory_or_model,True,True,inside_introduction,True,stars_and_tstats,True,mixed,alternative_measure|falsification|other|alternative_specification,unclear,True,mixed,True,False,False,moderate,7,7,0.85,4,9,1341,False,True,False,False,1.0,heldout235jof_12584,2018.0,article,46,10801,3434,93,7,11,366,12,0,9,58,56,91,1599,3,0.14804184797703918,1681,0.1556337376168873,0.30339783353393207,0.0,0.2022960836959541,0.06712341449865754,True,True,True,True,10801.0,5.184705119896306,1.1110082399777799,Introduction (unnumbered) | I Literature Review | II Model | III Equilibrium | IV Main Results | V Extension: Endogenous Margin Constraints | VI Discussion | VII Conclusion | Appendix A: Summary of Notation | Appendix B: Proofs,0.938,True,theoretical,asset_pricing,theoretical_model_analytical,2,False,True,False,True,True,False,True,0,-1,1,2,-1,4,motivation|related_literature_positioning|tension_or_puzzle|preview_of_approach|mechanism_or_theory_sketch|preview_of_results,6,2,new_theory_or_model|resolution_of_puzzle,False,False,both,False,unclear,False,main_text_section,alternative_specification|sensitivity_to_parameters,none,False,no,True,True,False,moderate,5,5,0.85,5,3,624,False,False,False,False,0.9,heldout236jof_12586,2018.0,article,29,9482,0,101,6,9,213,15,0,3,32,57,71,1516,6,0.1598818814596077,138,0.014553891584053997,0.4159460029529635,0.0,0.0446108415946003,0.0,False,False,False,True,9482.0,6.01139000210926,1.5819447373971736,"Introduction (unnumbered) | I Evidence on Expectations and Credit Spreads | Actual, Forecast, and Error of Future Credit Spreads | Forecast Revisions of Credit Spreads | II Diagnostic Expectations | III A Model of Credit Cycles | IV Diagnostic Expectations and Equilibrium Credit Spreads | V Safe Debt | VI Conclusion",0.938,True,mixed_theory_empirical,macro_finance,theoretical_model_analytical,2,False,False,False,True,True,False,True,-1,-1,0,4,-1,3,motivation|preview_of_approach|related_literature_positioning|motivation|mechanism_or_theory_sketch|contribution_statement|mechanism_or_theory_sketch|preview_of_results|preview_of_results|related_literature_positioning|literature_gap,11,3,new_theory_or_model|synthesis|new_evidence,False,False,inside_introduction,False,unclear,False,none_seen,,unclear,False,no,True,False,False,moderate,5,5,0.8,6,6,966,False,False,False,False,1.0,heldout237jof_12589,2018.0,article,45,11556,586,101,7,9,203,13,9,3,52,49,65,2338,9,0.202319141571478,152,0.013153340256143994,0.0,0.1536863966770509,0.0,0.04534440983039114,True,False,True,True,1284.0,4.240221529941156,1.124956732433368,"Introduction (unnumbered) | I Measurement and Sample Selection | II Lender Choice and Loan Contracting | III Personal Lending Relationships, Financial Flexibility, and Macroeconomic Downturns | IV The Real Effects of Personal Lending Relationships | V Aggregation of Real Effects | VI Additional Tests | VII Concluding Remarks | Appendix: Variables",0.963,True,empirical,financial_intermediation_banking,instrumental_variables,4,True,True,False,True,True,True,False,0,-1,0,1,1,-1,motivation|tension_or_puzzle|mechanism_or_theory_sketch|preview_of_approach|identification_defense|preview_of_results|identification_defense|preview_of_approach|preview_of_results|preview_of_results|policy_or_broader_implication|contribution_statement|related_literature_positioning|roadmap,14,6,new_evidence|new_data_or_measure|new_identification|resolution_of_puzzle,True,True,inside_introduction,True,unclear,True,mixed,placebo|alternative_specification|other,unclear,False,unclear,False,False,False,moderate,6,6,0.8,4,9,1408,True,True,False,False,1.0,heldout238jof_12590,2018.0,article,49,12990,5682,103,8,8,565,90,1,3,82,18,7,2351,8,0.18098537336412626,1113,0.08568129330254041,0.0,0.0,0.0,0.0,False,False,True,True,12990.0,1.3856812933025404,6.928406466512702,"Introduction (unnumbered) | I The Firm’s Economic Environment | II Optimal Debt, Firm Value, and Shareholder Equity | III Three Scenarios | IV Scenario II | V Threshold Tax Rates | VI Effect of a Rightward Translation of F(φ) | VII Persistence of Profitability across Regimes | VIII Concluding Remarks | Appendix A: Proofs | Appendix B: Calculation of the Value of the Firm",0.963,True,theoretical,corporate_finance,theoretical_model_analytical,1,False,False,False,True,True,False,True,-1,-1,0,3,-1,4,motivation|tension_or_puzzle|related_literature_positioning|preview_of_approach|preview_of_approach|preview_of_approach|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|preview_of_results|roadmap,13,0,new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,False,unclear,False,main_text_section,other,none,False,no,True,False,True,moderate,6,6,0.88,5,8,1553,False,False,False,False,1.0,heldout239jof_12605,2018.0,article,29,6873,957,95,5,5,87,6,7,5,21,48,63,1548,7,0.22522915757311218,263,0.03826567728793831,0.0,0.13516659391823077,0.0,0.0,False,False,True,True,981.8571428571429,6.983849847228284,0.8729812309035355,Introduction (unnumbered) | I Data | II Financial Literacy | III Portfolio Returns | IV Portfolio Choices | V Conclusion | Appendix: Description of Variables,0.963,True,empirical,household_finance,reduced_form_regression,2,False,False,False,True,True,True,False,-1,-1,0,2,1,-1,motivation|literature_gap|preview_of_approach|contribution_statement|preview_of_results|mechanism_or_theory_sketch|preview_of_results|tension_or_puzzle|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning,12,2,new_evidence|new_data_or_measure,False,False,inside_introduction,True,stars_and_tstats,True,mixed,subsample|alternative_specification|other,robust,True,mixed,True,True,False,moderate,6,5,0.85,4,7,930,True,True,False,True,1.0,heldout240jof_12607,2018.0,article,40,11814,1764,96,8,12,155,31,5,6,45,52,59,1493,5,0.12637548671068224,319,0.027001862197392923,0.8466226510919248,0.0,0.0,0.0,False,False,True,True,2362.8,4.401557474183172,2.6240054173015066,Introduction (unnumbered) | I Testing a Pricing Model Against a General Alternative | II Relative versus Absolute Model Tests | III Simultaneous Comparison of All Models Based on a Set of Factors | IV Comparing Models with Categorical Factors | V Model Comparison Results with 10 Prominent Factors | VI Out-of-Sample Model Performance | VII Absolute Tests of the Best Model | VIII Conclusion | Appendix A: Marginal Likelihoods and the Bayes Factor | Appendix B: Derivation of the Formulas for Qand BF | Appendix C: Aggregation over Different Versions of the Categorical Factors,0.963,True,methodological_econometric,asset_pricing,other,1,False,False,False,True,True,False,True,-1,-1,0,2,-1,1,motivation|literature_gap|contribution_statement|related_literature_positioning|literature_gap|preview_of_approach|preview_of_results|preview_of_approach|preview_of_approach|preview_of_results,10,0,new_method|new_evidence,False,False,inside_introduction,True,mixed,True,mixed,sensitivity_to_parameters|alternative_sample_period|other,unclear,True,no,True,False,True,moderate,7,6,0.8,3,5,964,False,False,False,False,0.75,heldout241jof_12689,2018.0,article,38,14166,0,104,4,27,259,48,0,0,43,43,34,2257,8,0.15932514471269235,307,0.02167160807567415,0.26867146689255966,0.0,0.0,0.0,False,False,False,True,14166.0,3.035436961739376,3.3883947479881407,Introduction (unnumbered) | I The Model | II Riskless Arbitrage | III Risky Arbitrage | IV Conclusion,0.938,True,theoretical,asset_pricing,theoretical_model_analytical,1,False,False,False,True,True,False,False,-1,-1,0,1,-1,-1,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|policy_or_broader_implication|contribution_statement|related_literature_positioning|related_literature_positioning|related_literature_positioning,15,5,new_theory_or_model,False,False,inside_introduction,False,unclear,False,none_seen,,none,False,no_figures,True,False,False,low,6,6,0.85,6,8,1174,False,True,False,False,1.0,heldout242jof_12692,2018.0,article,39,10952,21,78,5,11,94,8,10,2,29,32,67,1445,5,0.13193937180423668,192,0.017531044558071585,0.0,0.17065376186997808,0.32715485756026297,0.15147918188458728,True,False,True,True,1095.2,2.9218407596785974,0.7304601899196493,Introduction (unnumbered) | I Data | II Methodology | III Empirical Results | IV Mechanisms and Consequences | V Conclusion | Appendix: Variable Definitions | Variable Definitions—Continued | Variable Definitions—Continued,0.963,True,empirical,corporate_finance,regression_discontinuity,4,True,False,False,False,True,True,True,-1,-1,-1,0,0,3,motivation|related_literature_positioning|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|other|tension_or_puzzle|contribution_statement|related_literature_positioning,11,4,new_evidence,False,False,inside_introduction,True,unclear,False,mixed,alternative_specification|placebo|alternative_measure|sensitivity_to_parameters|falsification,unclear,False,mixed,True,False,False,moderate,7,7,0.8,4,5,808,True,True,False,False,0.889,heldout243jof_12695,2018.0,article,36,13184,0,102,4,18,102,7,4,8,25,56,40,2524,5,0.19144417475728157,656,0.04975728155339806,0.22618325242718446,0.0,0.2945236650485437,0.0,False,False,False,True,3296.0,4.247572815533981,0.5309466019417476,Introduction (unnumbered) | I Bond Market Models | II Experimental Design and Procedures | III Results | IV Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,survey_or_experiment,2,False,True,True,True,True,False,True,2,3,4,6,-1,3,motivation|literature_gap|contribution_statement|literature_gap|related_literature_positioning|related_literature_positioning|related_literature_positioning,7,0,new_evidence|new_theory_or_model,False,False,inside_introduction,True,p_values,False,none_seen,,none,False,no,True,False,True,moderate,4,4,0.8,7,5,1046,False,False,False,False,1.0,heldout244jof_12701,2018.0,article,32,8606,0,112,4,5,58,0,5,5,35,69,79,2046,16,0.23774111085289332,1024,0.11898675342784104,0.0,0.0,0.0,0.0,False,False,False,True,1721.2,8.017662096211945,0.0,Introduction (unnumbered) | I Investment Experiment with Professionals (PROF) | II Investment Experiment with Students (STUD) | III Additional Experiments Testing Identity Transfer | IV Conclusion,0.938,True,empirical,behavioral_finance,survey_or_experiment,4,True,True,True,True,True,False,False,1,0,1,2,-1,-1,motivation|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_approach|preview_of_results|tension_or_puzzle|robustness_mention|contribution_statement|related_literature_positioning|related_literature_positioning|related_literature_positioning|policy_or_broader_implication,13,5,new_evidence,False,False,inside_introduction,False,unclear,False,main_text_section,alternative_specification|subsample|other,unclear,True,unclear,True,True,True,moderate,6,6,0.8,8,16,1330,False,True,False,False,1.0,heldout245jof_12704,2018.0,article,51,10890,582,60,6,16,150,3,15,2,35,69,71,1692,17,0.15537190082644628,302,0.02773186409550046,0.048117539026629935,0.12718089990817263,0.0,0.19981634527089073,True,False,True,False,726.0,6.336088154269972,0.27548209366391185,Introduction (unnumbered) | I A Simple Model of Financial Misconduct | II Data | III City Effects in Financial Misconduct | IV A Culture of Misconduct | V Alternative Explanations | VI Conclusion | Appendix A: Calculation of Prescription-Payment Sensitivities,0.963,True,empirical,corporate_finance,reduced_form_regression,3,True,False,False,False,True,True,False,-1,-1,-1,1,0,-1,motivation|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|roadmap|preview_of_approach|preview_of_approach|preview_of_results|preview_of_results|identification_defense|mechanism_or_theory_sketch|related_literature_positioning|policy_or_broader_implication|related_literature_positioning|policy_or_broader_implication,17,15,new_evidence|new_data_or_measure,True,False,inside_introduction,True,mixed,True,mixed,alternative_specification|subsample|alternative_measure|alternative_sample_period,unclear,True,unclear,True,False,True,moderate,6,6,0.82,4,17,1216,False,True,False,False,1.0,heldout246jof_12705,2018.0,article,41,10965,0,90,6,14,151,24,7,11,48,47,51,1291,5,0.11773825809393525,322,0.029366165070679434,0.37729138166894666,0.027906976744186046,0.0,0.0,False,False,False,True,1566.4285714285713,4.286365709074327,2.188782489740082,Introduction (unnumbered) | I Model | II Data | III Calibration | IV Evaluation | V Implications for Other Asset Classes | VI Conclusion,0.963,True,mixed_theory_empirical,asset_pricing,calibration_simulation,2,False,True,False,True,True,False,False,0,-1,3,3,-1,-1,motivation|motivation|literature_gap|preview_of_approach|related_literature_positioning|tension_or_puzzle|mechanism_or_theory_sketch|preview_of_results|preview_of_results|contribution_statement|policy_or_broader_implication,11,4,new_theory_or_model|new_evidence|resolution_of_puzzle,False,False,inside_introduction,True,unclear,True,within_results,sensitivity_to_parameters|alternative_specification,none,True,unclear,True,False,True,moderate,7,7,0.82,4,5,869,False,False,False,False,1.0,heldout247jof_12718,2018.0,article,31,9433,0,83,6,17,92,4,10,1,8,46,58,1936,14,0.20523693416728506,317,0.03360542775363087,0.0,0.25378988656843,0.1574260574578607,0.0,False,False,False,True,943.3,4.876497402735079,0.424043252411746,Introduction (unnumbered) | I Sample and Data | II The Stylized Facts: Anomaly Returns on Information Days | III Risk as an Explanation for the Anomaly-News Findings | IV Biased Expectations | V Data Mining | VI Conclusions,0.963,True,empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,True,True,1,-1,2,3,0,2,motivation|tension_or_puzzle|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|identification_defense|mechanism_or_theory_sketch|preview_of_results|identification_defense|preview_of_results|related_literature_positioning|contribution_statement|contribution_statement|contribution_statement|roadmap,19,10,new_evidence|new_identification,True,True,inside_introduction,True,unclear,True,within_results,alternative_specification|subsample|falsification|other,unclear,True,unclear,True,False,True,moderate,8,8,0.85,4,14,1713,True,False,False,False,0.8,heldout248jof_12730,2019.0,article,41,8637,3210,97,5,14,272,6,12,5,26,48,99,1788,13,0.20701632511288642,487,0.05638531897649647,0.2837790899617923,0.0,0.12886418895449808,0.0,False,False,True,False,719.75,5.5574852379298365,0.6946856547412296,Introduction (unnumbered) | I Evidence on Investment at U.S. Public Companies | II The Baseline Model | III Operating Leverage | IV Labor Leverage | V Conclusion | Appendix A: Data | Appendix B: A Three-Period Model | Appendix C: The Role of Investment Adjustment Costs in Zhang (2005),0.963,True,mixed_theory_empirical,asset_pricing,calibration_simulation,2,False,False,False,True,True,True,False,-1,-1,1,0,1,-1,motivation|related_literature_positioning|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|preview_of_results|tension_or_puzzle|robustness_mention|related_literature_positioning|contribution_statement|related_literature_positioning|policy_or_broader_implication|other|roadmap,15,8,new_evidence,True,True,inside_introduction,True,unclear,True,main_text_section,alternative_specification|sensitivity_to_parameters,none,True,no,True,False,True,moderate,6,6,0.8,3,13,1123,False,True,False,False,0.857,heldout249jof_12731,2019.0,article,48,9673,1658,96,5,8,212,63,16,9,26,51,67,1433,3,0.1481443192391192,239,0.02470794996381681,0.3662772666184224,0.0,0.0,0.0,False,False,True,True,604.5625,5.272407732864675,6.512974258244598,"Introduction (unnumbered) | I The Dividend Model | 0, | II Parameter Uncertainty and Learning | III Learning about Dividends and the Time-Variation in Discount Rates | IV Learning about Dividends in a Dynamic Equilibrium Model | V Conclusion | Appendix A: Estimation of Parameters in Our Dividend Model | 0, | Appendix B: Bootstrap Simulation | Appendix C: Proof of Proposition 1 | Appendix D: Derivation of Price-Dividend Ratios and Expected Returns in Long-Run Risks Model | Appendix E: Estimation of ω, σλ, and γ",0.963,True,mixed_theory_empirical,asset_pricing,structural_estimation,2,False,False,False,True,True,True,True,-1,-1,0,1,0,2,motivation|tension_or_puzzle|related_literature_positioning|preview_of_results|mechanism_or_theory_sketch|preview_of_approach|preview_of_results,7,-1,new_theory_or_model|new_evidence|new_method,False,False,inside_introduction,True,mixed,True,mixed,alternative_specification|alternative_measure|subsample|other,mixed,False,unclear,False,False,False,moderate,5,5,0.8,3,3,607,True,True,False,False,0.9,heldout250jof_12737,2019.0,article,48,9856,2194,84,5,26,330,52,2,13,66,59,57,1706,8,0.17309253246753248,269,0.02729301948051948,0.08228490259740259,0.0,0.0,0.0,False,False,True,True,4928.0,5.986201298701299,5.275974025974026,Introduction (unnumbered) | I Motivating (Almost) Model-Free Recovery | II Minimum Variance Recovery | RJR′ | -1 RJ =: EQ | RJ | R′ | RJ | III Constraints on Physical Moments | IV Empirical Minimum Variance Recovery | V Conclusion | Appendix A: Proofs | Appendix B: Implementation | Appendix C: Affine Models and Pricing Kernels,0.963,True,mixed_theory_empirical,asset_pricing,other,1,False,False,False,True,True,False,True,-1,-1,0,1,-1,0,motivation|literature_gap|related_literature_positioning|tension_or_puzzle|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|related_literature_positioning|contribution_statement|contribution_statement|roadmap,12,1,new_method|new_evidence,True,True,inside_introduction,True,unclear,True,within_results,alternative_specification|falsification,unclear,False,unclear,True,False,False,moderate,6,6,0.72,3,8,970,False,False,False,False,1.0,heldout251jof_12739,2019.0,article,48,12687,4330,98,6,22,364,31,2,2,50,56,55,1303,7,0.10270355481989438,2398,0.18901237487191613,0.0,0.0,0.0,0.0,False,True,True,True,6343.5,4.4139670528887835,2.4434460471348625,"Introduction (unnumbered) | I Prior Research | II Shareholder Financing Costs | III How Funding Costs Affect Swap Valuation | IV FVA and Covered Interest Parity Violations | V Valuation Adjustments for Long-Term Swaps | VI Concluding Discussion | Appendix A: A Pecking Order of Financing Choices | Appendix B: Proofs for Sections II and III | 1D | 1D | 1D | 1D | -δE∗[γ 1D(X -K)+] -δ(1 -κ)ψ0, | Appendix C: The Continuous-Time Reduced-Form Model",0.963,True,theoretical,financial_intermediation_banking,theoretical_model_analytical,1,False,True,False,False,True,False,True,0,-1,-1,1,-1,5,preview_of_results|preview_of_results|mechanism_or_theory_sketch|tension_or_puzzle|literature_gap|contribution_statement|preview_of_approach|preview_of_results|related_literature_positioning|policy_or_broader_implication|roadmap,11,4,new_theory_or_model|resolution_of_puzzle,True,True,both,True,unclear,True,mixed,sensitivity_to_parameters,none,True,no,True,True,True,moderate,8,8,0.82,6,7,797,False,False,False,False,1.0,heldout252jof_12746,2019.0,article,41,8949,1389,115,4,13,280,40,10,5,19,22,18,1876,4,0.20963236115767125,201,0.022460610124036204,0.3621633702089619,0.13342272879651357,0.23991507430997877,0.0,False,False,True,True,894.9,2.458375237456699,4.46977315901218,Introduction (unnumbered) | I Modeling the Robustness of Earnings Surprise Measures | II Data | III Empirical Findings | 2(bb′ + D)-11. | (bb′ + D)-1 = D-1 -D-1bb′D-1 | IV Conclusion | Appendix A: Proofs,0.963,True,mixed_theory_empirical,asset_pricing,theoretical_model_analytical,2,False,True,True,True,True,False,True,0,1,1,2,-1,3,motivation|related_literature_positioning|tension_or_puzzle|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|policy_or_broader_implication,7,2,new_data_or_measure|new_theory_or_model|new_evidence,False,False,inside_introduction,True,stars_and_tstats,True,within_results,alternative_measure|subsample|alternative_specification|other,unclear,True,no,False,False,False,low,6,6,0.8,7,4,510,False,False,False,False,1.0,heldout253jof_12748,2019.0,article,54,13062,1418,111,6,11,189,26,16,0,47,94,100,2603,10,0.19928035522890827,198,0.01515847496554892,0.5400398101362731,0.0,0.06859592711682744,0.13673250650742613,True,False,True,True,816.375,7.196447710917164,1.9905068136579391,Introduction (unnumbered) | I Valuation Model | EQ | II Model Descriptives | III Model Performance | IV Additional Tests for Mispricing | V International Evidence | VI Conclusion | Appendix A: Numerical Details on the Valuation Model | Appendix B: Distress Measure,0.963,True,mixed_theory_empirical,asset_pricing,calibration_simulation,2,False,True,False,True,True,True,False,0,-1,0,1,2,-1,motivation|literature_gap|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|identification_defense|robustness_mention|mechanism_or_theory_sketch|mechanism_or_theory_sketch|related_literature_positioning|roadmap,12,1,new_evidence|new_data_or_measure,True,True,inside_introduction,True,stars_and_tstats,True,mixed,alternative_specification|subsample|alternative_measure|alternative_sample_period|falsification,unclear,True,no_figures,True,False,False,moderate,7,7,0.8,6,10,1622,True,True,False,False,0.778,heldout254jof_12749,2019.0,article,52,13362,23,107,6,21,94,2,8,0,38,75,79,2270,8,0.16988474779224666,429,0.03210597215985631,0.0,0.15708726238587037,0.0,0.0,False,True,True,True,1670.25,5.612932195779075,0.149678191887442,"Introduction (unnumbered) | I Institutional Background | II Data, Variables, and Sample Overview | III Determinants of Portfolio Manager Compensation Structures | IV Determinants of Performance Evaluation Period | V Fund Performance, Fees, and Portfolio Manager Compensation | VI Concluding Remarks | Appendix: Variable Definitions | Variable Definitions—Continued",0.963,True,empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,0,2,-1,1,motivation|literature_gap|other|preview_of_results|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning|tension_or_puzzle,12,6,new_evidence|new_data_or_measure,False,False,inside_introduction,True,unclear,True,within_results,placebo|alternative_specification|other,unclear,True,no_figures,True,False,False,moderate,7,7,0.8,7,8,1332,False,True,False,False,0.833,heldout255jof_12750,2019.0,article,36,9671,1799,93,6,18,216,15,9,2,29,43,58,1935,7,0.2000827215386206,159,0.016440905800847897,0.14393547719987593,0.0,0.18705407920587322,0.0,False,False,True,True,1074.5555555555557,4.446282700858236,1.551028849136594,Introduction (unnumbered) | I Motivating Evidence | II Demand for and Supply of Duration | III Illustrative Theory | IV Empirical Analysis for U.S. Swap Spreads | V International Evidence | VI Conclusion | Appendix: Model and Proofs | Appendix: Data Description,0.963,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,3,True,True,True,True,True,False,True,0,1,2,4,-1,1,motivation|preview_of_approach|tension_or_puzzle|mechanism_or_theory_sketch|identification_defense|robustness_mention|preview_of_results|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,11,5,new_evidence|new_data_or_measure|new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,False,unclear,False,main_text_section,alternative_specification|alternative_measure|alternative_sample_period|subsample|falsification,unclear,True,no,True,False,False,moderate,7,7,0.8,7,7,1096,False,True,False,False,1.0,heldout256jof_12752,2019.0,article,42,11920,254,97,6,11,110,7,9,0,27,60,73,675,2,0.05662751677852349,361,0.03028523489932886,0.0,0.3080536912751678,0.0,0.0,False,True,True,False,1324.4444444444443,5.033557046979865,0.587248322147651,Introduction (unnumbered) | I Previous Literature | II Valuation and Estimation Methodology | III Data and Variable Construction | IV Estimation Results | V Implications for Employee Option Cost to Firms | VI Conclusion | Appendix A: Simulation Details,0.963,True,empirical,corporate_finance,structural_estimation,2,False,True,False,True,True,True,True,0,-1,1,2,2,4,motivation|tension_or_puzzle|literature_gap|preview_of_approach|preview_of_results|roadmap,6,0,new_method|new_evidence|new_data_or_measure,True,True,separate_section,True,unclear,False,none_seen,,unclear,True,no_figures,False,False,False,low,6,6,0.75,5,2,328,True,False,False,False,0.857,heldout257jof_12757,2019.0,article,35,12785,0,106,6,8,241,54,0,2,36,46,36,2038,6,0.15940555338287055,393,0.03073914743840438,0.669691044192413,0.0,0.0,0.0,False,False,False,True,12785.0,3.597966366836136,4.223699648025029,Introduction (unnumbered) | I Model | II Equilibrium with Short-Maturity Assets | III Equilibrium with Long-Maturity Assets | IV Liquidity Risk | V Positive Supply | VI Conclusion,0.938,True,theoretical,asset_pricing,theoretical_model_analytical,1,False,False,False,True,True,False,False,-1,-1,0,2,-1,-1,motivation|preview_of_approach|contribution_statement|preview_of_results|mechanism_or_theory_sketch|preview_of_results|related_literature_positioning|preview_of_results|related_literature_positioning|related_literature_positioning,10,0,new_theory_or_model,False,False,inside_introduction,False,unclear,False,none_seen,,none,False,no,True,False,True,moderate,6,6,0.85,6,6,1204,False,False,False,False,1.0,heldout258jof_12777,2019.0,article,45,12825,1865,109,5,25,167,10,8,7,42,39,42,1705,6,0.13294346978557506,298,0.023235867446393763,0.0,0.11859649122807017,0.0,0.303625730994152,True,False,True,True,1603.125,3.0409356725146197,0.7797270955165692,Introduction (unnumbered) | I Data and Motivating Facts | II Capital and Spreads | III Other Considerations and Robustness | IV Additional Analysis | V Conclusion | Appendix A: Additional Facts about the CDS Market | Appendix B: Additional Information,0.963,True,empirical,asset_pricing,reduced_form_regression,4,True,True,False,True,True,True,True,0,-1,0,1,1,3,motivation|mechanism_or_theory_sketch|related_literature_positioning|tension_or_puzzle|preview_of_results|preview_of_results|preview_of_results|preview_of_results,8,-1,new_evidence|new_data_or_measure,False,False,inside_introduction,True,stars_and_tstats,True,mixed,placebo|alternative_measure|subsample|alternative_sample_period|other,clustered,True,unclear,True,True,False,moderate,6,6,0.8,5,6,870,True,False,True,True,1.0,heldout259jof_12786,2019.0,corrigendum_or_replication,10,342,0,0,0,0,13,0,0,0,1,169,1,342,13,1.0,0,0.0,0.0,0.0,0.0,0.0,False,False,False,True,342.0,494.15204678362574,0.0,Introduction (unnumbered),0.562,True,replication_or_correction,asset_pricing,none,1,False,False,False,False,False,False,False,-1,-1,-1,-1,-1,-1,motivation|other|other|preview_of_results|other,5,-1,replication_or_correction,False,False,none,False,unclear,True,none_seen,,none,False,no_figures,True,False,False,low,4,2,0.85,0,13,342,False,False,False,False,1.0,heldout260jof_12819,2019.0,article,52,11352,947,104,8,22,107,3,15,7,32,52,14,2133,4,0.18789640591966172,471,0.041490486257928116,0.0,0.09311134601832276,0.0,0.0,False,False,True,True,756.8,4.580690627202255,0.2642706131078224,Introduction (unnumbered) | I Data | II Understanding the Effect of Experiences on Expectations | III Experiences and U.S. House Price Expectations | IV Own Experiences and U.S. Unemployment Expectation | V Effects by Respondent Characteristics and Implications for Interpretation | VI Expectations of Other Outcomes | VII Expectations and Outcomes | VIII Conclusion | Appendix A: Different Levels of Local House Prices | Appendix B: History of Local House Prices—Lasso Estimation | Appendix C: Robustness—Local House Prices | Difference between U.S. and ZIP Code Level House Price Expectations,0.963,True,empirical,household_finance,reduced_form_regression,4,True,False,False,True,True,False,True,-1,-1,0,1,-1,0,motivation|literature_gap|preview_of_approach|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|preview_of_results|contribution_statement|related_literature_positioning|policy_or_broader_implication,10,3,new_evidence|new_data_or_measure,False,False,inside_introduction,True,stars_and_tstats,True,mixed,alternative_measure|alternative_specification|subsample|other,clustered,True,unclear,False,False,False,moderate,7,7,0.8,6,4,755,False,True,True,True,1.0,heldout261jof_12821,2019.0,article,53,16271,0,110,6,26,100,7,9,12,28,40,48,3040,12,0.18683547415647472,789,0.04849118062811136,0.0,0.22395673283756376,0.0,0.3397455595845369,True,False,False,True,1807.888888888889,2.4583615020588776,0.4302132628603036,Introduction (unnumbered) | I Data and Empirical Strategy | II Main Specification—Defaults | III Mechanisms | IV Discussion: Macroeconomic Channels | V Robustness | VI Conclusion,0.963,True,empirical,household_finance,instrumental_variables,4,True,False,False,True,True,True,False,-1,-1,0,1,1,-1,motivation|mechanism_or_theory_sketch|literature_gap|contribution_statement|preview_of_approach|identification_defense|preview_of_results|related_literature_positioning|preview_of_approach|identification_defense|preview_of_results|preview_of_results|preview_of_results|preview_of_results|preview_of_results|related_literature_positioning|roadmap,17,1,new_identification|new_evidence|new_data_or_measure,True,True,inside_introduction,True,unclear,True,mixed,placebo|subsample|falsification|alternative_measure,unclear,True,unclear,True,True,False,moderate,8,8,0.8,4,12,1773,True,True,False,False,0.667,heldout262jof_12829,2019.0,article,42,12399,368,99,5,10,100,5,8,6,52,58,78,1966,11,0.15856117428824906,139,0.011210581498507944,0.021211388015162515,0.18275667392531655,0.24913299459633842,0.0,False,False,True,True,1549.875,4.677796596499718,0.40325832728445843,"Introduction (unnumbered) | I Theoretical Framework and Testable Hypotheses | II Data Sources and Sample Selection | III Empirical Strategy | IV Results | Rights and Interest Rates, Deposits, and Loans | V Concluding Remarks | Appendix A: Variable Definitions",0.963,True,empirical,financial_intermediation_banking,difference_in_differences,4,True,True,False,True,True,False,True,0,-1,2,2,-1,3,other|motivation|preview_of_approach|mechanism_or_theory_sketch|preview_of_approach|identification_defense|preview_of_results|related_literature_positioning|related_literature_positioning|contribution_statement|roadmap,11,9,new_evidence,True,True,inside_introduction,True,stars_and_tstats,True,mixed,placebo|alternative_specification|subsample|falsification,clustered,True,unclear,False,True,False,low,6,6,0.8,5,11,1017,False,False,True,True,1.0,heldout263jof_12834,2020.0,article,41,8726,5928,99,4,13,627,17,0,4,69,48,26,2076,2,0.23790969516387805,237,0.027160210864084346,0.0,0.0,0.0,0.1399266559706624,True,False,True,True,8726.0,5.50080220032088,1.9482007792803118,Introduction (unnumbered) | I Analysis | II Extensions | III Applications and Empirical Implications | IV Concluding Remarks | Appendix A: Proofs,0.938,True,theoretical,corporate_finance,theoretical_model_analytical,1,False,True,False,True,True,False,True,1,-1,1,2,-1,4,other|motivation|literature_gap|preview_of_results|policy_or_broader_implication|preview_of_approach,6,1,new_theory_or_model,False,False,inside_introduction,False,unclear,False,main_text_section,other,none,False,no,False,True,False,low,5,5,0.85,5,2,231,False,False,False,False,0.75,heldout264jof_12851,2020.0,article,48,9353,0,101,6,12,74,7,10,4,25,59,86,1520,5,0.16251470116540148,366,0.039131829359563775,0.0,0.15781032823692934,0.0,0.11771624077835989,True,False,False,True,935.3,6.308136426814926,0.7484229658932963,Introduction (unnumbered) | I Data and Natural Experiment | II Estimating the Causal Effect of Information Display on the Disposition Effect | III Individual Differences in Trading Behavior | IV Potential Mechanisms | V Robustness Checks | VI Conclusion,0.963,True,empirical,behavioral_finance,difference_in_differences,5,True,True,False,True,True,True,False,0,-1,1,2,2,-1,motivation|tension_or_puzzle|literature_gap|preview_of_approach|identification_defense|related_literature_positioning|contribution_statement|related_literature_positioning|contribution_statement|roadmap,10,3,new_evidence|new_identification,True,True,inside_introduction,True,unclear,False,mixed,alternative_specification|placebo|alternative_measure|alternative_sample_period|subsample|other,clustered,True,unclear,False,False,False,low,8,8,0.85,5,5,671,True,True,True,False,0.8,heldout265jof_12852,2020.0,article,56,12033,998,103,5,17,113,8,12,7,36,55,84,2204,6,0.18316296850328265,442,0.036732319454832546,0.0,0.23036649214659685,0.0,0.06050029086678301,True,False,True,True,1002.75,4.570763733067398,0.6648383611734398,Introduction (unnumbered) | I Data | II Measuring Sentiment and Disagreement | III Empirical Analysis of Disagreement | IV Robustness | V Conclusion | Appendix A,0.963,True,empirical,behavioral_finance,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,1,2,-1,3,motivation|literature_gap|preview_of_approach|identification_defense|preview_of_results|robustness_mention|preview_of_results|robustness_mention|contribution_statement|related_literature_positioning|related_literature_positioning|contribution_statement,12,4,new_evidence|new_data_or_measure,False,False,inside_introduction,True,unclear,True,mixed,alternative_specification|subsample|alternative_measure|other,unclear,True,unclear,True,False,False,moderate,7,7,0.8,4,6,1197,False,False,False,False,1.0,heldout266jof_12871,2020.0,article,42,10197,5624,109,5,14,497,39,0,0,66,40,27,2703,8,0.26507796410709034,534,0.052368343630479555,0.20584485633029323,0.0,0.0,0.0,False,False,True,False,10197.0,3.922722369324311,3.824654310091203,Introduction (unnumbered) | I Equilibrium Price | II Comparative Statics and Limiting Cases | III Speculation | IV A Planner with Limited Instruments | V Conclusion | Appendix A: Adding Linear Costs | Appendix B: Heterogeneous Costs | Appendix C: Quadratic Costs on Values of Positions | Appendix D: Optimal Control Representation | Appendix E: Examples | Appendix F: Proofs,0.938,True,theoretical,asset_pricing,theoretical_model_analytical,2,False,False,True,True,True,False,True,-1,0,2,3,-1,4,motivation|related_literature_positioning|preview_of_approach|literature_gap|mechanism_or_theory_sketch|contribution_statement|preview_of_results|preview_of_results|related_literature_positioning|related_literature_positioning|roadmap,11,1,new_theory_or_model,True,True,inside_introduction,False,unclear,False,appendix,alternative_specification|other,none,False,no_figures,True,True,False,moderate,5,5,0.85,6,8,1357,False,True,False,False,1.0,heldout267jof_12885,2020.0,article,45,10390,0,457,5,10,130,0,11,9,36,38,34,2811,20,0.27054860442733397,505,0.04860442733397498,0.0,0.1645813282001925,0.0,0.27757459095283926,True,True,False,True,944.5454545454545,3.6573628488931664,0.0,Introduction (unnumbered) | I Background and Related Literature | II Data and Summary Statistics | III The Implications of Changes in Reporting Behavior | IV Mechanism | V Conclusion,0.875,True,empirical,asset_pricing,machine_learning_textual,2,False,False,False,True,True,True,True,-1,-1,0,0,1,3,motivation|literature_gap|contribution_statement|motivation|other|other|other|other|other|preview_of_approach|preview_of_results|identification_defense|preview_of_results|preview_of_results|mechanism_or_theory_sketch|robustness_mention|robustness_mention|mechanism_or_theory_sketch|preview_of_approach|roadmap,20,2,new_evidence|new_data_or_measure,True,True,both,True,stars_and_tstats,True,mixed,alternative_measure|alternative_specification|subsample|other,unclear,True,unclear,True,False,True,moderate,8,8,0.85,14,20,2701,True,False,False,False,0.8,heldout268jof_12888,2020.0,article,51,11213,5699,100,5,23,642,32,0,9,42,38,36,2191,8,0.1953981985195755,263,0.023454918398287703,0.14679389993757247,0.0,0.0,0.0,False,False,True,True,11213.0,3.3889235708552574,2.8538303754570586,Introduction (unnumbered) | I The Model | II Preliminary Analysis | III Two-Star Equilibria | IV Star Rating Property in Other Equilibria | V Conclusions | Appendix A: Proofs,0.938,True,theoretical,asset_pricing,theoretical_model_analytical,1,False,True,False,True,True,False,True,0,-1,1,4,-1,0,motivation|tension_or_puzzle|preview_of_approach|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|preview_of_results|mechanism_or_theory_sketch|related_literature_positioning|contribution_statement|related_literature_positioning|roadmap,12,6,new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,False,unclear,False,none_seen,,none,False,no,True,False,False,moderate,6,6,0.85,6,8,1325,False,True,False,False,1.0,heldout269jof_12896,2020.0,article,40,10063,513,111,4,9,65,5,12,6,33,53,41,1316,4,0.1307761105038259,332,0.032992149458412,0.0,0.21762893769253702,0.0,0.0,False,True,True,True,838.5833333333334,5.266819040047699,0.4968697207592169,"Introduction (unnumbered) | I Literature Review | II Data Description | III Empirical Design and Results | IV Conclusions | Appendix A: Variable Definitions and Sources | Loan quality and lending relationship—Source: Credit Register, Bank of Italy | Bank characteristics—Source: Supervisory Reports, Bank of Italy | Efficiency of justice—Source: Authors’ estimates from data dissemi- nated by the Italian Ministry of Justice | Appendix B: Additional Results",0.963,True,empirical,financial_intermediation_banking,reduced_form_regression,4,True,False,False,True,True,False,True,-1,-1,1,0,-1,6,motivation|preview_of_results|preview_of_approach|identification_defense|preview_of_results|identification_defense|tension_or_puzzle|preview_of_results|mechanism_or_theory_sketch|policy_or_broader_implication,10,0,new_evidence,False,False,separate_section,True,stars_and_tstats,True,within_results,alternative_specification|alternative_measure|subsample|other,clustered,True,unclear,True,True,False,moderate,8,8,0.82,8,4,769,False,False,True,True,0.9,heldout270jof_12898,2020.0,article,42,10174,475,99,4,11,104,12,5,15,44,50,57,1631,5,0.16031059563593472,311,0.030568114802437586,0.0,0.0,0.32258698643601336,0.0,False,False,True,True,2034.8,4.914487910359741,1.1794770984863376,Introduction (unnumbered) | I Methodology | II Estimation | III Empirical Results | Explained Variation for Constant and Time-Varying Loadings | IV Conclusion | Appendix A: High-Frequency Data,0.963,True,empirical,asset_pricing,other,1,False,True,False,True,True,False,False,0,-1,1,2,-1,-1,motivation|other|preview_of_approach|related_literature_positioning|literature_gap|literature_gap|contribution_statement|preview_of_results|roadmap,9,3,new_evidence|new_method|new_data_or_measure,True,True,inside_introduction,True,unclear,False,mixed,subsample|alternative_measure|sensitivity_to_parameters,none,True,unclear,True,False,False,low,5,5,0.8,5,5,637,False,True,False,False,1.0,heldout271jof_12900,2020.0,article,40,11514,23,96,4,15,180,25,8,9,44,56,51,1869,9,0.16232412714955707,304,0.026402640264026403,0.0,0.0,0.0,0.0,False,False,True,True,1439.25,4.863644259162759,2.1712697585548026,Introduction (unnumbered) | I Relationships in the U.S. Corporate Loan Market | The Extensive Margin of Credit: 2004 to 2010 | II Estimating Informational Frictions | III Estimation and Results | IV Conclusion | Appendix: Additional Results,0.963,True,mixed_theory_empirical,financial_intermediation_banking,structural_estimation,3,True,True,False,True,True,False,True,0,-1,2,3,-1,2,motivation|policy_or_broader_implication|contribution_statement|preview_of_approach|preview_of_results|preview_of_approach|mechanism_or_theory_sketch|identification_defense|preview_of_results|tension_or_puzzle|related_literature_positioning|related_literature_positioning|related_literature_positioning,13,1,new_evidence|new_identification|new_method|new_theory_or_model,False,False,inside_introduction,True,confidence_intervals,False,mixed,subsample|alternative_measure|other,bootstrap,True,unclear,True,False,False,moderate,7,7,0.8,5,9,1297,False,True,False,False,0.75,heldout272jof_12903,2020.0,article,52,11835,0,104,5,18,112,3,8,9,44,55,42,2215,9,0.18715673848753697,352,0.029742289818335446,0.17051119560625264,0.1870722433460076,0.0,0.0,False,False,False,True,1479.375,4.647232784114913,0.2534854245880862,"Introduction (unnumbered) | I Overview of Bubbles, Bitcoin, Tether, and Hypotheses | II Data, Algorithms, and Flows between Major Accounts | III Are Bitcoin Prices Related to Tether? | IV Is Tether Pushed or Pulled? | V Conclusion",0.963,True,empirical,market_microstructure,reduced_form_regression,4,True,True,False,True,True,False,True,0,-1,1,1,-1,3,motivation|mechanism_or_theory_sketch|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_results|preview_of_results|robustness_mention|preview_of_results|identification_defense|roadmap,11,-1,new_evidence|new_data_or_measure,True,True,separate_section,True,unclear,True,within_results,placebo|falsification|other,unclear,True,mixed,True,True,False,moderate,6,6,0.8,6,9,1401,False,False,False,False,1.0,heldout273jof_12910,2020.0,article,46,9176,1015,481,5,10,155,14,5,15,38,82,88,2175,5,0.2370313862249346,185,0.020161290322580645,0.36998692240627723,0.0,0.10581952920662598,0.0,False,False,True,True,1835.2,8.93635571054926,1.5257192676547515,Introduction (unnumbered) | I Motivation and Theoretical Framework | II Setup of Empirical Analysis | III Empirical Analysis | IV Discussion and Additional Results | V Conclusion | Appendix: Simulation Study,0.9,True,mixed_theory_empirical,asset_pricing,reduced_form_regression,2,False,True,False,True,True,False,True,0,-1,1,2,-1,0,motivation|contribution_statement|mechanism_or_theory_sketch|preview_of_results|preview_of_approach|preview_of_results|preview_of_results|tension_or_puzzle|related_literature_positioning,9,0,new_evidence|new_theory_or_model|resolution_of_puzzle|new_data_or_measure,False,False,inside_introduction,True,unclear,True,mixed,alternative_specification|alternative_measure|other,unclear,False,unclear,True,False,False,moderate,6,6,0.8,17,5,1055,False,False,False,False,0.667,heldout274jof_12948,2020.0,article,36,12117,502,109,4,17,162,5,9,5,8,58,72,2167,12,0.17883964677725508,413,0.0340843443096476,0.2588099364529174,0.0,0.0,0.0,False,False,True,True,1346.3333333333333,4.786663365519518,0.41264339357926877,Introduction (unnumbered) | I A Primer on U.S. Sovereign CDS | II The Model | III Quantitative Analysis | IV Conclusion | Appendix: Computational Procedure,0.963,True,mixed_theory_empirical,macro_finance,calibration_simulation,2,False,True,False,True,True,False,False,1,-1,2,3,-1,-1,motivation|tension_or_puzzle|preview_of_approach|mechanism_or_theory_sketch|preview_of_results|mechanism_or_theory_sketch|preview_of_results|preview_of_results|policy_or_broader_implication|other|contribution_statement|related_literature_positioning|related_literature_positioning|related_literature_positioning|related_literature_positioning|roadmap,16,6,new_theory_or_model|synthesis,True,True,inside_introduction,True,unclear,True,within_results,sensitivity_to_parameters|alternative_sample_period,none,True,mixed,True,True,True,moderate,6,6,0.82,6,12,1472,False,True,False,False,1.0,heldout275jof_12952,2020.0,article,50,15038,0,104,5,24,115,10,6,8,42,48,63,2408,6,0.16012767655273308,215,0.014297113977922596,0.0,0.04827769650219444,0.0,0.39054395531320657,True,True,False,True,2506.3333333333335,3.1919138183269053,0.6649820454847719,Introduction (unnumbered) | I Institutional Background | II Data and Sample | III The Combined Effect of SLR Policy Changes | IV Mechanisms | V Conclusion,0.963,True,empirical,household_finance,difference_in_differences,4,True,True,False,True,True,False,True,0,-1,2,3,-1,4,motivation|literature_gap|identification_defense|preview_of_results|preview_of_approach|preview_of_results|identification_defense|related_literature_positioning|contribution_statement|related_literature_positioning|contribution_statement,11,4,new_evidence,False,False,inside_introduction,True,unclear,True,within_results,alternative_specification|subsample,unclear,True,unclear,True,True,True,moderate,5,5,0.82,6,6,1168,False,True,False,False,0.6,heldout276jof_12962,2020.0,corrigendum_or_replication,23,7058,0,101,4,6,104,9,5,3,13,34,23,1863,10,0.26395579484273163,322,0.045621989232077075,0.0,0.0,0.3321054122981014,0.0,False,False,False,True,1411.6,4.817228676678946,1.2751487673561916,Introduction (unnumbered) | I Measuring Mutual Fund Fire-Sale Pressure | II Analysis of Key Results | III Evidence of Postevent Reversals | IV Conclusion,0.963,True,replication_or_correction,corporate_finance,reduced_form_regression,3,True,True,True,True,True,False,True,0,1,1,2,-1,3,motivation|preview_of_approach|preview_of_results|mechanism_or_theory_sketch|mechanism_or_theory_sketch|tension_or_puzzle|mechanism_or_theory_sketch|other|related_literature_positioning|contribution_statement|roadmap,11,8,replication_or_correction|new_method,True,True,inside_introduction,True,stars_and_tstats,False,none_seen,,mixed,True,unclear,True,False,True,moderate,5,5,0.8,4,10,1171,False,False,True,False,1.0,heldout277jof_12965,2020.0,article,42,12200,0,87,4,27,257,40,6,5,50,66,69,2020,9,0.16557377049180327,141,0.011557377049180327,0.31254098360655735,0.0,0.0,0.0,False,False,False,True,2033.3333333333333,5.409836065573771,3.278688524590164,Introduction (unnumbered) | I Empirical Relation between LC Bond Risks and LC Debt Shares | II Model | III Quantitative Evaluation | IV Conclusion,0.963,True,mixed_theory_empirical,international_finance,calibration_simulation,2,False,False,False,True,True,False,False,-1,-1,1,0,-1,-1,motivation|tension_or_puzzle|mechanism_or_theory_sketch|preview_of_approach|preview_of_results|preview_of_approach|preview_of_results|preview_of_results|contribution_statement|related_literature_positioning|related_literature_positioning|roadmap,12,5,new_evidence|new_theory_or_model|resolution_of_puzzle,True,True,inside_introduction,True,unclear,False,within_results,alternative_measure|alternative_specification|sensitivity_to_parameters,unclear,True,unclear,True,True,False,moderate,5,5,0.8,4,9,1280,False,True,False,False,1.0,heldout278