Journal of Finance

1946 - 2025

From American Finance Association
Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 68, issue 6, 2013

Borrow Cheap, Buy High? The Determinants of Leverage and Pricing in Buyouts pp. 2223-2267

Ulf Axelson, Tim Jenkinson, Per Stromberg and Michael Weisbach

Country Size, Currency Unions, and International Asset Returns pp. 2269-2308

Tarek Hassan

Dynamic Trading with Predictable Returns and Transaction Costs pp. 2309-2340

Nicolae Gârleanu and Lasse Pedersen

Noise as Information for Illiquidity pp. 2341-2382

Grace Xing Hu, Jun Pan and Jiang Wang

Do Hedge Funds Manipulate Stock Prices? pp. 2383-2434

Itzhak Ben‐david, Francesco Franzoni, Augustin Landier and Rabih Moussawi

Structural Shifts in Credit Rating Standards pp. 2435-2470

Aysun Alp

Economic Nationalism in Mergers and Acquisitions pp. 2471-2514

I. Serdar Dinc and Isil Erel

Exit as Governance: An Empirical Analysis pp. 2515-2547

Sreedhar T. Bharath, Sudarshan Jayaraman and Venky Nagar

Fire Sales in a Model of Complexity pp. 2549-2587

Ricardo Caballero and Alp Simsek

Consumption Volatility Risk pp. 2589-2615

Oliver Boguth and Lars‐alexander Kuehn

Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology pp. 2617-2649

Raymond Kan, Cesare Robotti and Jay Shanken

International Asset Pricing with Recursive Preferences pp. 2651-2686

Riccardo Colacito and Mariano M. Croce

Volume 68, issue 5, 2013

Market Expectations in the Cross-Section of Present Values pp. 1721-1756

Bryan Kelly and Seth Pruitt

Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies pp. 1757-1803

Andrew Ellul and Vijay Yerramilli

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums pp. 1805-1841

Loriano Mancini, Angelo Ranaldo and Jan Wrampelmeyer

Uncertainty, Time-Varying Fear, and Asset Prices pp. 1843-1889

Itamar Drechsler

The Effects of Stock Lending on Security Prices: An Experiment pp. 1891-1936

Steven Kaplan, Tobias J. Moskowitz and Berk A. Sensoy

Trading Complex Assets pp. 1937-1960

Bruce Ian Carlin, Shimon Kogan and Richard Lowery

Corporate Diversification and the Cost of Capital pp. 1961-1999

Rebecca N. Hann, Maria Ogneva and Oguzhan Ozbas

Optimal CEO Compensation with Search: Theory and Empirical Evidence pp. 2001-2058

Melanie Cao and Rong Wang

Aggregate Risk and the Choice between Cash and Lines of Credit pp. 2059-2116

Viral Acharya, Heitor Almeida and Murillo Campello

Debt Specialization pp. 2117-2141

Paolo Colla, Filippo Ippolito and Kai Li

Risk Management and Firm Value: Evidence from Weather Derivatives pp. 2143-2176

Francisco Pérez-González and Hayong Yun

Private and Public Merger Waves pp. 2177-2217

Vojislav Maksimovic, Gordon Phillips and Liu Yang

Volume 68, issue 4, 2013

Financial Markets and Investment Externalities pp. 1307-1329

Sheridan Titman

A Model of Shadow Banking pp. 1331-1363

Nicola Gennaioli, Andrei Shleifer and Robert W. Vishny

Organization Capital and the Cross-Section of Expected Returns pp. 1365-1406

Andrea Eisfeldt and Dimitris Papanikolaou

The Real Effects of Financial Shocks: Evidence from Exogenous Changes in Analyst Coverage pp. 1407-1440

Francois Derrien and Ambrus Kecskés

Taxes, Theft, and Firm Performance pp. 1441-1472

Maxim Mironov

The Determinants of Attitudes toward Strategic Default on Mortgages pp. 1473-1515

Luigi Guiso, Paola Sapienza and Luigi Zingales

Law, Stock Markets, and Innovation pp. 1517-1549

James Brown, Gustav Martinsson and Bruce Petersen

Cheap Credit, Lending Operations, and International Politics: The Case of Global Microfinance pp. 1551-1576

Mark J. Garmaise and Gabriel Natividad

Opening the Black Box: Internal Capital Markets and Managerial Power pp. 1577-1631

Markus Glaser, Florencio Lopez-de-Silanes and Zacharias Sautner

International Stock Return Predictability: What Is the Role of the United States? pp. 1633-1662

David E. Rapach, Jack K. Strauss and Guofu Zhou

Evidence on the Benefits of Alternative Mortgage Products pp. 1663-1690

João F. Cocco

Report of the Editor of The Journal of Finance for the Year 2012 pp. 1691-1705

Kenneth Singleton, Bruno Biais and Michael Roberts

Volume 68, issue 3, 2013

Reverse Survivorship Bias pp. 789-813

Juhani T. Linnainmaa

The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market pp. 815-848

Daniel Covitz, Nellie Liang and Gustavo Suarez

Equilibrium Subprime Lending pp. 849-879

Igor Makarov and Guillaume Plantin

Access to Collateral and Corporate Debt Structure: Evidence from a Natural Experiment pp. 881-928

Vikrant Vig

Value and Momentum Everywhere pp. 929-985

Clifford S. Asness, Tobias J. Moskowitz and Lasse Pedersen

Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? pp. 987-1035

Jessica Wachter

State-Level Business Cycles and Local Return Predictability pp. 1037-1096

George M. Korniotis and Alok Kumar

Do Hostile Takeovers Stifle Innovation? Evidence from Antitakeover Legislation and Corporate Patenting pp. 1097-1131

Julian Atanassov

Decentralized Investment Management: Evidence from the Pension Fund Industry pp. 1133-1178

David Blake, Alberto G. Rossi, Allan Timmermann, Ian Tonks and Russell Wermers

Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity pp. 1179-1228

Sebnem Kalemli-Ozcan, Elias Papaioannou and Jose-Luis Peydro

How Wise Are Crowds? Insights from Retail Orders and Stock Returns pp. 1229-1265

Eric K. Kelley and Paul C. Tetlock

Sentiment during Recessions pp. 1267-1300

Diego García

Volume 68, issue 2, 2013

Divisional Managers and Internal Capital Markets pp. 387-429

Ran Duchin and Denis Sosyura

Monitoring Managers: Does It Matter? pp. 431-481

Francesca Cornelli, Zbigniew Kominek and Alexander Ljungqvist

The Maturity Rat Race pp. 483-521

Markus Brunnermeier and Martin Oehmke

Outsourcing Mutual Fund Management: Firm Boundaries, Incentives, and Performance pp. 523-558

Joseph Chen, Harrison Hong, Wenxi Jiang and Jeffrey D. Kubik

A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market pp. 559-595

Adam C. Kolasinski, Adam Reed and Matthew Ringgenberg

On the High-Frequency Dynamics of Hedge Fund Risk Exposures pp. 597-635

Andrew Patton and Tarun Ramadorai

The Cost of Short-Selling Liquid Securities pp. 637-664

Snehal Banerjee and Jeremy J. Graveline

Noisy Prices and Inference Regarding Returns pp. 665-714

Elena Asparouhova, Hendrik Bessembinder and Ivalina Kalcheva

How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility pp. 715-737

Burcu Duygan-Bump, Patrick Parkinson, Eric Rosengren, Gustavo Suarez and Paul Willen

Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide pp. 739-783

Vikas Agarwal, Wei Jiang, Yuehua Tang and Baozhong Yang

Volume 68, issue 1, 2013

Efficient Recapitalization pp. 1-42

Thomas Philippon and Philipp Schnabl

Industry-Specific Human Capital, Idiosyncratic Risk, and the Cross-Section of Expected Stock Returns pp. 43-84

Esther Eiling

Ex Ante Skewness and Expected Stock Returns pp. 85-124

Jennifer Conrad, Robert F. Dittmar and Eric Ghysels

Dynamic Competition, Valuation, and Merger Activity pp. 125-172

Matthew Spiegel and Heather Tookes

Conflicting Family Values in Mutual Fund Families pp. 173-200

Utpal Bhattacharya, Jung H. Lee and Veronika K. Pool

What Do Consumers’ Fund Flows Maximize? Evidence from Their Brokers’ Incentives pp. 201-235

Susan Christoffersen, Richard Evans and David K. Musto

Capital Budgeting versus Market Timing: An Evaluation Using Demographics pp. 237-270

Stefano DellaVigna and Joshua M. Pollet

Analyst Forecast Consistency pp. 271-297

Gilles Hilary and Charles Hsu

Liquidity Cycles and Make/Take Fees in Electronic Markets pp. 299-341

Thierry Foucault, Ohad Kadan and Eugene Kandel

Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis pp. 343-381

Alessandro Beber and Marco Pagano