Journal of Financial Economics

1974 - 2013

Edited by G. William Schwert

from Elsevier
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Volume 107, issue 2, 2013

Delegated asset management, investment mandates, and capital immobility pp. 239-258

Zhiguo He and Wei Xiong

Is there price discovery in equity options? pp. 259-283

Dmitriy Muravyev, Neil D. Pearson and John Paul Broussard

Realizing smiles: Options pricing with realized volatility pp. 284-304

Fulvio Corsi, Nicola Fusari and Davide La Vecchia

Government spending, political cycles, and the cross section of stock returns pp. 305-324

Frederico Belo, Vito D. Gala and Jun Li

Growth to value: Option exercise and the cross section of equity returns pp. 325-349

Hengjie Ai and Dana Kiku

Growth options, macroeconomic conditions, and the cross section of credit risk pp. 350-385

Marc Arnold, Alexander F. Wagner and Ramona Westermann

Contagion of a liquidity crisis between two firms pp. 386-400

Frederick Dongchuhl Oh

Capacity constraints, investor information, and hedge fund returns pp. 401-416

Tarun Ramadorai

The impact of investor protection law on corporate policy and performance: Evidence from the blue sky laws pp. 417-435

Ashwini K. Agrawal

Nonlinear incentives and mortgage officers’ decisions pp. 436-453

Konstantinos Tzioumis and Matthew Gee

The impact of securitization on the expansion of subprime credit pp. 454-476

Taylor D. Nadauld and Shane M. Sherlund

CEO compensation contagion: Evidence from an exogenous shock pp. 477-493

Frederick L. Bereskin and David C. Cicero

Changes to the ownership and control of East Asian corporations between 1996 and 2008: The primacy of politics pp. 494-513

Richard W. Carney and Travers Barclay Child

Volume 107, issue 1, 2013

Payout taxes and the allocation of investment pp. 1-24

Bo Becker, Marcus Jacob and Martin Jacob

Laying off credit risk: Loan sales versus credit default swaps pp. 25-45

Christine A. Parlour and Andrew Winton

Market skewness risk and the cross section of stock returns pp. 46-68

Bo Young Chang, Peter F. Christoffersen and Kris Jacobs

Riding the merger wave: Uncertainty, reduced monitoring, and bad acquisitions pp. 69-88

Ran Duchin and Breno Schmidt

Do stock prices influence corporate decisions? Evidence from the technology bubble pp. 89-110

Murillo Campello and John R. Graham

Optimal incentives and securitization of defaultable assets pp. 111-135

Semyon Malamud, Huaxia Rui and Andrew Whinston

Style investing, comovement and return predictability pp. 136-154

Sunil Wahal and M. Deniz Yavuz

The market for borrowing corporate bonds pp. 155-182

Paul Asquith, Andrea S. Au, Thomas Covert and Parag Pathak

A nonlinear wealth transfer from shareholders to creditors around Chapter 11 filing pp. 183-198

Yuanzhi Li

Diagnosing affine models of options pricing: Evidence from VIX pp. 199-219

Gang Li and Chu Zhang

Are mutual funds sitting ducks? pp. 220-237

Sophie Shive and Hayong Yun

Volume 106, issue 3, 2012

Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options pp. 447-472

Peter F. Christoffersen, Kris Jacobs and Chayawat Ornthanalai

Technical trading revisited: False discoveries, persistence tests, and transaction costs pp. 473-491

Pierre Bajgrowicz and Olivier Scaillet

The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors pp. 492-512

Paul Schultz

Stock option vesting conditions, CEO turnover, and myopic investment pp. 513-526

Volker Laux

‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables pp. 527-546

Bradley S. Paye

Geographic dispersion and stock returns pp. 547-565

Diego García and Øyvind Norli

Pinning in the S&P 500 futures pp. 566-585

Benjamin Golez and Jens Carsten Jackwerth

Multifactor models and their consistency with the ICAPM pp. 586-613

Paulo Maio and Pedro Santa-Clara

Bank valuation and accounting discretion during a financial crisis pp. 614-634

Harry P. Huizinga and Luc Laeven

Stock returns after major price shocks: The impact of information pp. 635-659

Pavel Gregory Savor

Currency momentum strategies pp. 660-684

Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf

Volume 106, issue 2, 2012

Doing battle with short sellers: The conflicted role of blockholders in bear raids pp. 229-246

Naveen Khanna and Richmond D. Mathews

The sources of value destruction in acquisitions by entrenched managers pp. 247-261

Jarrad Harford, Mark Laurence Humphery-Jenner and Ronan Powell

The option to stock volume ratio and future returns pp. 262-286

Travis L. Johnson and Eric C. So

Entrepreneurial risk, investment, and innovation pp. 287-307

Andrea Caggese

Information effect of entry into credit ratings market: The case of insurers' ratings pp. 308-330

Neil A. Doherty, Anastasia V. Kartasheva and Richard D. Phillips

Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban pp. 331-348

Bruce D. Grundy, Bryan Lim and Patrick Verwijmeren

The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle pp. 349-366

Viral Acharya and Hassan Naqvi

The term structure of inflation expectations pp. 367-394

Mikhail Chernov and Philippe Mueller

Are banks happy when managers go long? The information content of managers’ vested option holdings for loan pricing pp. 395-410

Cristian L. Dezső and David Gaddis Ross

Optimal capital structure, bargaining, and the supplier market structure pp. 411-426

Yongqiang Chu

Profitability and capital structure: Evidence from import penetration pp. 427-446

Jin Xu

Volume 106, issue 1, 2012

A unified model of entrepreneurship dynamics pp. 1-23

Chong Wang, Neng Wang and Jinqiang Yang

The politics of government investment pp. 24-48

Ran Duchin and Denis Sosyura

The effect of reference point prices on mergers and acquisitions pp. 49-71

Malcolm Baker, Xin Pan and Jeffrey Wurgler

Public market staging: The timing of capital infusions in newly public firms pp. 72-90

Michael G. Hertzel, Mark R. Huson and Robert Parrino

Securitization without adverse selection: The case of CLOs pp. 91-113

Efraim Benmelech, Jennifer Dlugosz and Victoria Ivashina

Systematic risk and the cross section of hedge fund returns pp. 114-131

Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan

Testing conditional factor models pp. 132-156

Andrew Ang and Dennis Kristensen

Predictive regressions with time-varying coefficients pp. 157-181

Thomas Dangl and Michael Halling

Entrepreneurial finance, credit cards, and race pp. 182-195

Aaron K. Chatterji and Robert C. Seamans

Political geography and stock returns: The value and risk implications of proximity to political power pp. 196-228

Kim, Chansog (Francis), Christos Pantzalis and Jung Chul Park