No. 43-1, March 2020

Index

• ACCRUALS AND MOMENTUM
• CORRELATED BEHAVIOR IN LIMIT ORDER CANCELLATIONS, COMOVEMENT IN ASSET RETURNS, AND COMMONALITY IN LIQUIDITY
• EARNINGS CONFERENCE CALLS AND INSTITUTIONAL MONITORING: EVIDENCE FROM TEXTUAL ANALYSIS
• IMPLICATIONS OF UNSUSTAINABLE DIVIDENDS
• Issue Information
• ON INDUSTRY MOMENTUM STRATEGIES
• PRICE PRESSURE OF TRADING AND EQUITY PRICES IN HEDGE FUND ACTIVISM
• SOFT INFORMATION PRODUCTION IN SME LENDING