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Journal of Financial Economics

1974 - 2011

Edited by G. William Schwert

from Elsevier
Series data maintained by Jeroen Loos ().

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Volume 102, issue 1, 2011

Behavioral biases of mutual fund investors pp. 1-27 Downloads
Warren Bailey, Alok Kumar and David Ng
Payday lenders: Heroes or villains? pp. 28-44 Downloads
Adair Morse
Long-run risk in durable consumption pp. 45-61 Downloads
Wei Yang
Institutional investors and the limits of arbitrage pp. 62-80 Downloads
Jonathan Lewellen
Short-term termination without deterring long-term investment: A theory of debt and buyouts pp. 81-101 Downloads
Alex Edmans
Hedge fund leverage pp. 102-126 Downloads
Andrew Ang, Sergiy Gorovyy and Gregory B. van Inwegen
Limits-to-arbitrage, investment frictions, and the asset growth anomaly pp. 127-149 Downloads
F.Y. Eric C. Lam and K.C. John Wei
Creditor rights and corporate risk-taking pp. 150-166 Downloads
Viral V. Acharya, Yakov Amihud and Lubomir Litov
Tracking down distress risk pp. 167-182 Downloads
Nishad Kapadia
Corporate cash holdings and CEO compensation incentives pp. 183-198 Downloads
Yixin Liu and David C. Mauer
The CEO pay slice pp. 199-221 Downloads
Lucian A. Bebchuk, K.J. Martijn Cremers and Urs C. Peyer
Structural breaks, parameter uncertainty, and term structure puzzles pp. 222-232 Downloads
George Bulkley and Paolo Giordani

Volume 101, issue 3, 2011

How did increased competition affect credit ratings? pp. 493-514 Downloads
Bo Becker and Todd Milbourn
The role of risk management in mergers and merger waves pp. 515-532 Downloads
Jon A. Garfinkel and Kristine Watson Hankins
Does geography matter? Firm location and corporate payout policy pp. 533-551 Downloads
Kose John, Anzhela Knyazeva and Diana Knyazeva
Explaining asset pricing puzzles associated with the 1987 market crash pp. 552-573 Downloads
Luca Benzoni, Pierre Collin-Dufresne and Robert S. Goldstein
Performance maximization of actively managed funds pp. 574-595 Downloads
Paolo Guasoni, Gur Huberman and Zhenyu Wang
Regulatory pressure and fire sales in the corporate bond market pp. 596-620 Downloads
Andrew Ellul, Chotibhak Jotikasthira and Christian T. Lundblad
Does the stock market fully value intangibles? Employee satisfaction and equity prices pp. 621-640 Downloads
Alex Edmans
Do small shareholders count? pp. 641-665 Downloads
Eugene Kandel, Massimo Massa and Andrei Simonov
Corporate financing decisions, managerial market timing, and real investment pp. 666-683 Downloads
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 Downloads
Pankaj K. Maskara and Donald J. Mullineaux
CEO optimism and forced turnover pp. 695-712 Downloads
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 Downloads
Jeong-Bon Kim, Yinghua Li and Liandong Zhang

Volume 101, issue 2, 2011

Recent trends in trading activity and market quality pp. 243-263 Downloads
Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam
Equilibrium prices in the presence of delegated portfolio management pp. 264-296 Downloads
Domenico Cuoco and Ron Kaniel
Liquidity risk management and credit supply in the financial crisis pp. 297-312 Downloads
Marcia Millon Cornett, Jamie John McNutt, Philip E. Strahan and Hassan Tehranian
Time-varying rare disaster risk and stock returns pp. 313-332 Downloads
Henk Berkman, Ben Jacobsen and John B. Lee
Labor income dynamics at business-cycle frequencies: Implications for portfolio choice pp. 333-359 Downloads
Anthony W. Lynch and Sinan Tan
Friends or foes? Target selection decisions of sovereign wealth funds and their consequences pp. 360-381 Downloads
Jason Kotter and Ugur Lel
IPO waves, product market competition, and the going public decision: Theory and evidence pp. 382-412 Downloads
Thomas J Chemmanur and Jie He
Stock option grants to target CEOs during private merger negotiations pp. 413-430 Downloads
Eliezer M. Fich, Jie Cai and Anh L. Tran
The market reaction to corporate governance regulation pp. 431-448 Downloads
David F. Larcker, Gaizka Ormazabal and Daniel J. Taylor
Financial literacy and stock market participation pp. 449-472 Downloads
Maarten van Rooij, Annamaria Lusardi and Rob Alessie
The value of a flow-through entity in an integrated corporate tax system pp. 473-491 Downloads
Alexander Edwards and Terry Shevlin

Volume 101, issue 1, 2011

Information spillovers and performance persistence for hedge funds pp. 1-17 Downloads
Vincent Glode and Richard C. Green
The effect of regulation on optimal corporate pension risk pp. 18-35 Downloads
David Love, Paul A. Smith and David W. Wilcox
Do hedge funds' exposures to risk factors predict their future returns? pp. 36-68 Downloads
Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan
Accelerated share repurchases pp. 69-89 Downloads
Leonce Bargeron, Manoj Kulchania and Shawn Thomas
The term structures of equity and interest rates pp. 90-113 Downloads
Martin Lettau and Jessica A. Wachter
Information aggregation around macroeconomic announcements: Revisions matter pp. 114-131 Downloads
Thomas Gilbert
The causes and consequences of venture capital stage financing pp. 132-159 Downloads
Xuan Tian
The costs of intense board monitoring pp. 160-181 Downloads
Olubunmi Faleye, Rani Hoitash and Udi Hoitash
Real investment and risk dynamics pp. 182-205 Downloads
Ilan Cooper and Richard Priestley
Missing the marks? Dispersion in corporate bond valuations across mutual funds pp. 206-226 Downloads
Gjergji Cici, Scott Gibson and John J. Merrick
International diversification with frontier markets pp. 227-242 Downloads
Dave Berger, Kuntara Pukthuanthong and J. Jimmy Yang

Volume 100, issue 3, 2011

Is market fragmentation harming market quality? pp. 459-474 Downloads
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 Downloads
Gurdip Bakshi, George Panayotov and Georgios Skoulakis
Spot and forward volatility in foreign exchange pp. 496-513 Downloads
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 Downloads
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 Downloads
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 Downloads
Manju Puri, Jörg Rocholl and Sascha Steffen
Dividend distributions and closed-end fund discounts pp. 579-593 Downloads
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 Downloads
Bharat A. Jain, Omesh Kini and Jaideep Shenoy
A theory of equity carve-outs and negative stub values under heterogeneous beliefs pp. 616-638 Downloads
Onur Bayar, Thomas J Chemmanur and Mark H. Liu
Corporate tax avoidance and stock price crash risk: Firm-level analysis pp. 639-662 Downloads
Jeong-Bon Kim, Yinghua Li and Liandong Zhang
The role of securitization in bank liquidity and funding management pp. 663-684 Downloads
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 Downloads
Brian J. Henderson and Neil D. Pearson
Higher risk, lower returns: What hedge fund investors really earn pp. 248-263 Downloads
Ilia D. Dichev and Gwen Yu
Banking system control, capital allocation, and economy performance pp. 264-283 Downloads
Randall Morck, M. Deniz Yavuz and Bernard Yeung
Institutional stock trading on loan market information pp. 284-303 Downloads
Victoria Ivashina and Zheng Sun
Asymmetric information, adverse selection, and the pricing of CMBS pp. 304-325 Downloads
Xudong An, Yongheng Deng and Stuart A. Gabriel
Media ownership, concentration and corruption in bank lending pp. 326-350 Downloads
Joel F. Houston, Chen Lin and Yue Ma
A model of dynamic compensation and capital structure pp. 351-366 Downloads
Zhiguo He
Investor sentiment and the mean-variance relation pp. 367-381 Downloads
Jianfeng Yu and Yu Yuan
Country-specific sentiment and security prices pp. 382-401 Downloads
Byoung-Hyoun Hwang
Firm life expectancy and the heterogeneity of the book-to-market effect pp. 402-423 Downloads
Chen, Huafeng (Jason)
The disparity between long-term and short-term forecasted earnings growth pp. 424-442 Downloads
Zhi Da and Mitch Warachka
Ex post: The investment performance of collectible stamps pp. 443-458 Downloads
Elroy Dimson and Christophe Spaenjers

Volume 100, issue 1, 2011

Ownership structure and the cost of corporate borrowing pp. 1-23 Downloads
Chen Lin, Yue Ma, Paul H. Malatesta and Yuhai Xuan
The liquidity risk of liquid hedge funds pp. 24-44 Downloads
Melvyn Teo
Strategic IPOs and product market competition pp. 45-67 Downloads
Jiri Chod and Evgeny Lyandres
Institutional tax clienteles and payout policy pp. 68-84 Downloads
Mihir A. Desai and Li Jin
Tests of ex ante versus ex post theories of collateral using private and public information pp. 85-97 Downloads
Allen N. Berger, W Scott Frame and Vasso Ioannidou
Stock market aversion? Political preferences and stock market participation pp. 98-112 Downloads
Markku Kaustia and Sami Torstila
Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation pp. 113-129 Downloads
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 Downloads
Kee-Hong Bae, Jun-Koo Kang and Jin Wang
Does governance travel around the world? Evidence from institutional investors pp. 154-181 Downloads
Reena Aggarwal, Isil Erel, Miguel Ferreira and Pedro Matos
Research for sale: Determinants and consequences of paid-for analyst research pp. 182-200 Downloads
Marcus Kirk
Price impact and portfolio impact pp. 201-225 Downloads
Jaksa Cvitanic and Semyon Malamud
Page updated 2012-05-22