EconPapers    
Economics at your fingertips  
 

Journal of Financial Economics

1974 - 2013

Edited by G. William Schwert

from Elsevier
Series data maintained by Wendy Shamier ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 107, issue 2, 2013

Delegated asset management, investment mandates, and capital immobility pp. 239-258 Downloads
Zhiguo He and Wei Xiong
Is there price discovery in equity options? pp. 259-283 Downloads
Dmitriy Muravyev, Neil D. Pearson and John Paul Broussard
Realizing smiles: Options pricing with realized volatility pp. 284-304 Downloads
Fulvio Corsi, Nicola Fusari and Davide La Vecchia
Government spending, political cycles, and the cross section of stock returns pp. 305-324 Downloads
Frederico Belo, Vito D. Gala and Jun Li
Growth to value: Option exercise and the cross section of equity returns pp. 325-349 Downloads
Hengjie Ai and Dana Kiku
Growth options, macroeconomic conditions, and the cross section of credit risk pp. 350-385 Downloads
Marc Arnold, Alexander F. Wagner and Ramona Westermann
Contagion of a liquidity crisis between two firms pp. 386-400 Downloads
Frederick Dongchuhl Oh
Capacity constraints, investor information, and hedge fund returns pp. 401-416 Downloads
Tarun Ramadorai
The impact of investor protection law on corporate policy and performance: Evidence from the blue sky laws pp. 417-435 Downloads
Ashwini K. Agrawal
Nonlinear incentives and mortgage officers’ decisions pp. 436-453 Downloads
Konstantinos Tzioumis and Matthew Gee
The impact of securitization on the expansion of subprime credit pp. 454-476 Downloads
Taylor D. Nadauld and Shane M. Sherlund
CEO compensation contagion: Evidence from an exogenous shock pp. 477-493 Downloads
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 Downloads
Richard W. Carney and Travers Barclay Child

Volume 107, issue 1, 2013

Payout taxes and the allocation of investment pp. 1-24 Downloads
Bo Becker, Marcus Jacob and Martin Jacob
Laying off credit risk: Loan sales versus credit default swaps pp. 25-45 Downloads
Christine A. Parlour and Andrew Winton
Market skewness risk and the cross section of stock returns pp. 46-68 Downloads
Bo Young Chang, Peter F. Christoffersen and Kris Jacobs
Riding the merger wave: Uncertainty, reduced monitoring, and bad acquisitions pp. 69-88 Downloads
Ran Duchin and Breno Schmidt
Do stock prices influence corporate decisions? Evidence from the technology bubble pp. 89-110 Downloads
Murillo Campello and John R. Graham
Optimal incentives and securitization of defaultable assets pp. 111-135 Downloads
Semyon Malamud, Huaxia Rui and Andrew Whinston
Style investing, comovement and return predictability pp. 136-154 Downloads
Sunil Wahal and M. Deniz Yavuz
The market for borrowing corporate bonds pp. 155-182 Downloads
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 Downloads
Yuanzhi Li
Diagnosing affine models of options pricing: Evidence from VIX pp. 199-219 Downloads
Gang Li and Chu Zhang
Are mutual funds sitting ducks? pp. 220-237 Downloads
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 Downloads
Peter F. Christoffersen, Kris Jacobs and Chayawat Ornthanalai
Technical trading revisited: False discoveries, persistence tests, and transaction costs pp. 473-491 Downloads
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 Downloads
Paul Schultz
Stock option vesting conditions, CEO turnover, and myopic investment pp. 513-526 Downloads
Volker Laux
‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables pp. 527-546 Downloads
Bradley S. Paye
Geographic dispersion and stock returns pp. 547-565 Downloads
Diego García and Øyvind Norli
Pinning in the S&P 500 futures pp. 566-585 Downloads
Benjamin Golez and Jens Carsten Jackwerth
Multifactor models and their consistency with the ICAPM pp. 586-613 Downloads
Paulo Maio and Pedro Santa-Clara
Bank valuation and accounting discretion during a financial crisis pp. 614-634 Downloads
Harry P. Huizinga and Luc Laeven
Stock returns after major price shocks: The impact of information pp. 635-659 Downloads
Pavel Gregory Savor
Currency momentum strategies pp. 660-684 Downloads
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 Downloads
Naveen Khanna and Richmond D. Mathews
The sources of value destruction in acquisitions by entrenched managers pp. 247-261 Downloads
Jarrad Harford, Mark Laurence Humphery-Jenner and Ronan Powell
The option to stock volume ratio and future returns pp. 262-286 Downloads
Travis L. Johnson and Eric C. So
Entrepreneurial risk, investment, and innovation pp. 287-307 Downloads
Andrea Caggese
Information effect of entry into credit ratings market: The case of insurers' ratings pp. 308-330 Downloads
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 Downloads
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 Downloads
Viral Acharya and Hassan Naqvi
The term structure of inflation expectations pp. 367-394 Downloads
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 Downloads
Cristian L. Dezső and David Gaddis Ross
Optimal capital structure, bargaining, and the supplier market structure pp. 411-426 Downloads
Yongqiang Chu
Profitability and capital structure: Evidence from import penetration pp. 427-446 Downloads
Jin Xu

Volume 106, issue 1, 2012

A unified model of entrepreneurship dynamics pp. 1-23 Downloads
Chong Wang, Neng Wang and Jinqiang Yang
The politics of government investment pp. 24-48 Downloads
Ran Duchin and Denis Sosyura
The effect of reference point prices on mergers and acquisitions pp. 49-71 Downloads
Malcolm Baker, Xin Pan and Jeffrey Wurgler
Public market staging: The timing of capital infusions in newly public firms pp. 72-90 Downloads
Michael G. Hertzel, Mark R. Huson and Robert Parrino
Securitization without adverse selection: The case of CLOs pp. 91-113 Downloads
Efraim Benmelech, Jennifer Dlugosz and Victoria Ivashina
Systematic risk and the cross section of hedge fund returns pp. 114-131 Downloads
Turan G. Bali, Stephen J. Brown and Mustafa Onur Caglayan
Testing conditional factor models pp. 132-156 Downloads
Andrew Ang and Dennis Kristensen
Predictive regressions with time-varying coefficients pp. 157-181 Downloads
Thomas Dangl and Michael Halling
Entrepreneurial finance, credit cards, and race pp. 182-195 Downloads
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 Downloads
Kim, Chansog (Francis), Christos Pantzalis and Jung Chul Park
Page updated 2013-05-24