Journal of Financial Economics

1974 - 2011

Edited by G. William Schwert

from Elsevier
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Volume 102, issue 1, 2011

Behavioral biases of mutual fund investors pp. 1-27

Warren Bailey, Alok Kumar and David Ng

Payday lenders: Heroes or villains? pp. 28-44

Adair Morse

Long-run risk in durable consumption pp. 45-61

Wei Yang

Institutional investors and the limits of arbitrage pp. 62-80

Jonathan Lewellen

Short-term termination without deterring long-term investment: A theory of debt and buyouts pp. 81-101

Alex Edmans

Hedge fund leverage pp. 102-126

Andrew Ang, Sergiy Gorovyy and Gregory B. van Inwegen

Limits-to-arbitrage, investment frictions, and the asset growth anomaly pp. 127-149

F.Y. Eric C. Lam and K.C. John Wei

Creditor rights and corporate risk-taking pp. 150-166

Viral V. Acharya, Yakov Amihud and Lubomir Litov

Tracking down distress risk pp. 167-182

Nishad Kapadia

Corporate cash holdings and CEO compensation incentives pp. 183-198

Yixin Liu and David C. Mauer

The CEO pay slice pp. 199-221

Lucian A. Bebchuk, K.J. Martijn Cremers and Urs C. Peyer

Structural breaks, parameter uncertainty, and term structure puzzles pp. 222-232

George Bulkley and Paolo Giordani

Volume 101, issue 3, 2011

How did increased competition affect credit ratings? pp. 493-514

Bo Becker and Todd Milbourn

The role of risk management in mergers and merger waves pp. 515-532

Jon A. Garfinkel and Kristine Watson Hankins

Does geography matter? Firm location and corporate payout policy pp. 533-551

Kose John, Anzhela Knyazeva and Diana Knyazeva

Explaining asset pricing puzzles associated with the 1987 market crash pp. 552-573

Luca Benzoni, Pierre Collin-Dufresne and Robert S. Goldstein

Performance maximization of actively managed funds pp. 574-595

Paolo Guasoni, Gur Huberman and Zhenyu Wang

Regulatory pressure and fire sales in the corporate bond market pp. 596-620

Andrew Ellul, Chotibhak Jotikasthira and Christian T. Lundblad

Does the stock market fully value intangibles? Employee satisfaction and equity prices pp. 621-640

Alex Edmans

Do small shareholders count? pp. 641-665

Eugene Kandel, Massimo Massa and Andrei Simonov

Corporate financing decisions, managerial market timing, and real investment pp. 666-683

Alexander W. Butler, Jess Cornaggia, Gustavo Grullon and James P. Weston

Information asymmetry and self-selection bias in bank loan announcement studies pp. 684-694

Pankaj K. Maskara and Donald J. Mullineaux

CEO optimism and forced turnover pp. 695-712

T. Colin Campbell, Michael F. Gallmeyer, Shane A. Johnson, Jessica Rutherford and Brooke W. Stanley

CFOs versus CEOs: Equity incentives and crashes pp. 713-730

Jeong-Bon Kim, Yinghua Li and Liandong Zhang

Volume 101, issue 2, 2011

Recent trends in trading activity and market quality pp. 243-263

Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam

Equilibrium prices in the presence of delegated portfolio management pp. 264-296

Domenico Cuoco and Ron Kaniel

Liquidity risk management and credit supply in the financial crisis pp. 297-312

Marcia Millon Cornett, Jamie John McNutt, Philip E. Strahan and Hassan Tehranian

Time-varying rare disaster risk and stock returns pp. 313-332

Henk Berkman, Ben Jacobsen and John B. Lee

Labor income dynamics at business-cycle frequencies: Implications for portfolio choice pp. 333-359

Anthony W. Lynch and Sinan Tan

Friends or foes? Target selection decisions of sovereign wealth funds and their consequences pp. 360-381

Jason Kotter and Ugur Lel

IPO waves, product market competition, and the going public decision: Theory and evidence pp. 382-412

Thomas J Chemmanur and Jie He

Stock option grants to target CEOs during private merger negotiations pp. 413-430

Eliezer M. Fich, Jie Cai and Anh L. Tran

The market reaction to corporate governance regulation pp. 431-448

David F. Larcker, Gaizka Ormazabal and Daniel J. Taylor

Financial literacy and stock market participation pp. 449-472

Maarten van Rooij, Annamaria Lusardi and Rob Alessie

The value of a flow-through entity in an integrated corporate tax system pp. 473-491

Alexander Edwards and Terry Shevlin

Volume 101, issue 1, 2011

Information spillovers and performance persistence for hedge funds pp. 1-17

Vincent Glode and Richard C. Green

The effect of regulation on optimal corporate pension risk pp. 18-35

David Love, Paul A. Smith and David W. Wilcox

Do hedge funds' exposures to risk factors predict their future returns? pp. 36-68

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

Accelerated share repurchases pp. 69-89

Leonce Bargeron, Manoj Kulchania and Shawn Thomas

The term structures of equity and interest rates pp. 90-113

Martin Lettau and Jessica A. Wachter

Information aggregation around macroeconomic announcements: Revisions matter pp. 114-131

Thomas Gilbert

The causes and consequences of venture capital stage financing pp. 132-159

Xuan Tian

The costs of intense board monitoring pp. 160-181

Olubunmi Faleye, Rani Hoitash and Udi Hoitash

Real investment and risk dynamics pp. 182-205

Ilan Cooper and Richard Priestley

Missing the marks? Dispersion in corporate bond valuations across mutual funds pp. 206-226

Gjergji Cici, Scott Gibson and John J. Merrick

International diversification with frontier markets pp. 227-242

Dave Berger, Kuntara Pukthuanthong and J. Jimmy Yang

Volume 100, issue 3, 2011

Is market fragmentation harming market quality? pp. 459-474

O'Hara, Maureen and Mao Ye

Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios pp. 475-495

Gurdip Bakshi, George Panayotov and Georgios Skoulakis

Spot and forward volatility in foreign exchange pp. 496-513

Pasquale Della Corte, Lucio Sarno and Ilias Tsiakas

Forecasting stock market returns: The sum of the parts is more than the whole pp. 514-537

Miguel A. Ferreira and Pedro Santa-Clara

Are all CEOs above average? An empirical analysis of compensation peer groups and pay design pp. 538-555

John Bizjak, Michael Lemmon and Thanh Nguyen

Global retail lending in the aftermath of the US financial crisis: Distinguishing between supply and demand effects pp. 556-578

Manju Puri, Jörg Rocholl and Sascha Steffen

Dividend distributions and closed-end fund discounts pp. 579-593

Theodore E. Day, George Z. Li and Yexiao Xu

Vertical divestitures through equity carve-outs and spin-offs: A product markets perspective pp. 594-615

Bharat A. Jain, Omesh Kini and Jaideep Shenoy

A theory of equity carve-outs and negative stub values under heterogeneous beliefs pp. 616-638

Onur Bayar, Thomas J Chemmanur and Mark H. Liu

Corporate tax avoidance and stock price crash risk: Firm-level analysis pp. 639-662

Jeong-Bon Kim, Yinghua Li and Liandong Zhang

The role of securitization in bank liquidity and funding management pp. 663-684

Elena Loutskina

Volume 100, issue 2, 2011

The dark side of financial innovation: A case study of the pricing of a retail financial product pp. 227-247

Brian J. Henderson and Neil D. Pearson

Higher risk, lower returns: What hedge fund investors really earn pp. 248-263

Ilia D. Dichev and Gwen Yu

Banking system control, capital allocation, and economy performance pp. 264-283

Randall Morck, M. Deniz Yavuz and Bernard Yeung

Institutional stock trading on loan market information pp. 284-303

Victoria Ivashina and Zheng Sun

Asymmetric information, adverse selection, and the pricing of CMBS pp. 304-325

Xudong An, Yongheng Deng and Stuart A. Gabriel

Media ownership, concentration and corruption in bank lending pp. 326-350

Joel F. Houston, Chen Lin and Yue Ma

A model of dynamic compensation and capital structure pp. 351-366

Zhiguo He

Investor sentiment and the mean-variance relation pp. 367-381

Jianfeng Yu and Yu Yuan

Country-specific sentiment and security prices pp. 382-401

Byoung-Hyoun Hwang

Firm life expectancy and the heterogeneity of the book-to-market effect pp. 402-423

Chen, Huafeng (Jason)

The disparity between long-term and short-term forecasted earnings growth pp. 424-442

Zhi Da and Mitch Warachka

Ex post: The investment performance of collectible stamps pp. 443-458

Elroy Dimson and Christophe Spaenjers

Volume 100, issue 1, 2011

Ownership structure and the cost of corporate borrowing pp. 1-23

Chen Lin, Yue Ma, Paul H. Malatesta and Yuhai Xuan

The liquidity risk of liquid hedge funds pp. 24-44

Melvyn Teo

Strategic IPOs and product market competition pp. 45-67

Jiri Chod and Evgeny Lyandres

Institutional tax clienteles and payout policy pp. 68-84

Mihir A. Desai and Li Jin

Tests of ex ante versus ex post theories of collateral using private and public information pp. 85-97

Allen N. Berger, W Scott Frame and Vasso Ioannidou

Stock market aversion? Political preferences and stock market participation pp. 98-112

Markku Kaustia and Sami Torstila

Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation pp. 113-129

Abe de Jong, Marie Dutordoir and Patrick Verwijmeren

Employee treatment and firm leverage: A test of the stakeholder theory of capital structure pp. 130-153

Kee-Hong Bae, Jun-Koo Kang and Jin Wang

Does governance travel around the world? Evidence from institutional investors pp. 154-181

Reena Aggarwal, Isil Erel, Miguel Ferreira and Pedro Matos

Research for sale: Determinants and consequences of paid-for analyst research pp. 182-200

Marcus Kirk

Price impact and portfolio impact pp. 201-225

Jaksa Cvitanic and Semyon Malamud