No. 52-3, September 2023

Index

• Announcements
• Estimating contagion mechanism in global equity market with time‐zone effect
• Issue Information
• Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework
• Overselling corporate social responsibility
• The consequences of non‐trading institutional investors
• Tick size and price efficiency: Further evidence from the Tick Size Pilot Program
• What happens in Vegas stays in Vegas? Firsthand experience and EDGAR search activity in Las Vegas casino hotels