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Journal of Finance

1946 - 2016

From American Finance Association
Contact information at EDIRC.

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Volume 59, issue 6, 2004

A Multinational Perspective on Capital Structure Choice and Internal Capital Markets pp. 2451-2487 Downloads
Mihir A. Desai, C. Fritz Foley and James Hines
Bank and Nonbank Financial Intermediation pp. 2489-2529 Downloads
Philip Bond
Moral Hazard and Optimal Subsidiary Structure for Financial Institutions pp. 2531-2575 Downloads
Charles Kahn and Andrew Winton
Corporate Investment and Asset Price Dynamics: Implications for the Cross-section of Returns pp. 2577-2603 Downloads
Murray Carlson, Adlai Fisher and Ron Giammarino
Does Stock Return Momentum Explain the "Smart Money" Effect? pp. 2605-2622 Downloads
Travis Sapp and Ashish Tiwari
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve pp. 2623-2654 Downloads
Michael W. Brandt and Kenneth A. Kavajecz
Near-sighted Justice pp. 2655-2684 Downloads
Dan Bernhardt and Ed Nosal
Market Valuation and Merger Waves pp. 2685-2718 Downloads
Matthew Rhodes-Kropf and S Viswanathan
Collars and Renegotiation in Mergers and Acquisitions pp. 2719-2743 Downloads
Micah S. Officer
How to Discount Cashflows with Time-Varying Expected Returns pp. 2745-2783 Downloads
Andrew Ang and Jun Liu
Financial Development and Intersectoral Allocation: A New Approach pp. 2785-2807 Downloads
Raymond Fisman and Inessa Love
Systemic Risk and International Portfolio Choice pp. 2809-2834 Downloads
Sanjiv Das and Raman Uppal
The Choice of Private Versus Public Capital Markets: Evidence from Privatizations pp. 2835-2870 Downloads
William L. Megginson, Robert C. Nash, Jeffry M. Netter and Annette B. Poulsen
Do Initial Public Offering Firms Purchase Analyst Coverage with Underpricing? pp. 2871-2901 Downloads
Michael T. Cliff and David J. Denis
The Effect of Banking Relationships on the Firm's IPO Underpricing pp. 2903-2958 Downloads
Carola Schenone
Luxury Goods and the Equity Premium pp. 2959-3004 Downloads
Yacine Aït-Sahalia, Jonathan Parker and Motohiro Yogo

Volume 59, issue 5, 2004

Forecast Dispersion and the Cross Section of Expected Returns pp. 1957-1978 Downloads
Timothy C. Johnson
Predictable Investment Horizons and Wealth Transfers among Mutual Fund Shareholders pp. 1979-2012 Downloads
Woodrow Johnson
Hedge Funds and the Technology Bubble pp. 2013-2040 Downloads
Markus Brunnermeier and Stefan Nagel
Cash and Corporate Control pp. 2041-2060 Downloads
Olubunmi Faleye
Investment-Cash Flow Sensitivities: Constrained versus Unconstrained Firms pp. 2061-2092 Downloads
Nathalie Moyen
Dividend Changes and the Persistence of Past Earnings Changes pp. 2093-2116 Downloads
Adam S. Koch and Amy X. Sun
Correlated Trading and Location pp. 2117-2144 Downloads
Lei Feng and Mark S. Seasholes
The 52-Week High and Momentum Investing pp. 2145-2176 Downloads
Thomas J. George and Chuan-Yang Hwang
Characteristics, Contracts, and Actions: Evidence from Venture Capitalist Analyses pp. 2177-2210 Downloads
Steven Kaplan and Per Stromberg
Idiosyncratic Consumption Risk and the Cross Section of Asset Returns pp. 2211-2252 Downloads
Kris Jacobs and Kevin Q. Wang
Bond Insurance: What Is Special About Munis? pp. 2253-2280 Downloads
Vikram Nanda and Rajdeep Singh
Remuneration, Retention, and Reputation Incentives for Outside Directors pp. 2281-2308 Downloads
David Yermack
Bids and Allocations in European IPO Bookbuilding pp. 2309-2338 Downloads
Tim Jenkinson and Howard Jones
The Development of Secondary Market Liquidity for NYSE-Listed IPOs pp. 2339-2374 Downloads
Shane A. Corwin, Jeffrey Harris and Marc L. Lipson
Risk-Neutral Parameter Shifts and Derivatives Pricing in Discrete Time pp. 2375-2402 Downloads
Mark Schroder
Monitoring as a Motivation for IPO Underpricing pp. 2403-2420 Downloads
Onur Arugaslan, Douglas O. Cook and Robert Kieschnick
Competition and Coalition among Underwriters: The Decision to Join a Syndicate pp. 2421-2444 Downloads
Wei-Ling Song

Volume 59, issue 4, 2004

Presidential Address, Committing to Commit: Short-term Debt When Enforcement Is Costly pp. 1447-1479 Downloads
Douglas Diamond
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles pp. 1481-1509 Downloads
Ravi Bansal and Amir Yaron
The Nature of Discipline by Corporate Takeovers pp. 1511-1552 Downloads
Omesh Kini, William Kracaw and Shehzad Mian
Information and the Cost of Capital pp. 1553-1583 Downloads
David Easley and Maureen O'hara
Employee Stock Options, Corporate Taxes, and Debt Policy pp. 1585-1618 Downloads
John R. Graham, Mark H. Lang and Douglas Shackelford
Why Do Firms Use Incentives That Have No Incentive Effects? pp. 1619-1650 Downloads
Paul Oyer
The Timing of Option Repricing pp. 1651-1676 Downloads
Sandra Renfro Callaghan, P. Jane Saly and Chandra Subramaniam
Diversification as a Public Good: Community Effects in Portfolio Choice pp. 1677-1716 Downloads
Peter DeMarzo, Ron Kaniel and Ilan Kremer
Tobin's "Q", Debt Overhang, and Investment pp. 1717-1742 Downloads
Christopher A. Hennessy
Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing pp. 1743-1776 Downloads
Michael J. Brennan, Ashley W. Wang and Yihong Xia
The Cash Flow Sensitivity of Cash pp. 1777-1804 Downloads
Heitor Almeida, Murillo Campello and Michael Weisbach
What Do Entrepreneurs Pay for Venture Capital Affiliation? pp. 1805-1844 Downloads
David H. Hsu
Short-Selling Prior to Earnings Announcements pp. 1845-1876 Downloads
Stephen E. Christophe, Michael G. Ferri and James Angel
Electricity Forward Prices: A High-Frequency Empirical Analysis pp. 1877-1900 Downloads
Francis Longstaff and Ashley W. Wang
The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation pp. 1901-1930 Downloads
Honghui Chen, Gregory Noronha and Vijay Singal
Report of the Editor of "The Journal of Finance" for the Year 2003 pp. 1931-1932 Downloads
Robert Stambaugh
Minutes of the Annual Membership Meeting pp. 1933-1934 Downloads
David H. Pyle
Report of the Executive Secretary and Treasurer pp. 1935-1948 Downloads
David H. Pyle

Volume 59, issue 3, 2004

Are Judgment Errors Reflected in Market Prices and Allocations? Experimental Evidence Based on the Monty Hall Problem pp. 969-998 Downloads
Brian D. Kluger and Steve B. Wyatt
Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing pp. 999-1037 Downloads
Robert M. Dammon, Chester S. Spatt and Harold Zhang
Are Momentum Profits Robust to Trading Costs? pp. 1039-1082 Downloads
Robert Korajczyk and Ronnie Sadka
Analyzing the Analysts: When Do Recommendations Add Value? pp. 1083-1124 Downloads
Narasimhan Jegadeesh, Joonghyuk Kim, Susan D. Krische and Charles Lee
A Catering Theory of Dividends pp. 1125-1165 Downloads
Malcolm Baker and Jeffrey Wurgler
Executive Option Repricing, Incentives, and Retention pp. 1167-1200 Downloads
Mark A. Chen
Economic News and the Impact of Trading on Bond Prices pp. 1201-1234 Downloads
T. Clifton Green
Informed Trading in Stock and Option Markets pp. 1235-1258 Downloads
Sugato Chakravarty, Huseyin Gulen and Stewart Mayhew
Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards pp. 1259-1294 Downloads
Werner Antweiler and Murray Frank
Risk Sharing and Asset Prices: Evidence from a Natural Experiment pp. 1295-1324 Downloads
Anusha Chari and Peter Henry
The Foundations of Freezeout Laws in Takeovers pp. 1325-1344 Downloads
Yakov Amihud, Marcel Kahan and Rangarajan K. Sundaram
Market States and Momentum pp. 1345-1365 Downloads
Michael J. Cooper, Roberto C. Gutierrez and Allaudeen Hameed
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices pp. 1367-1404 Downloads
Bjørn Eraker
Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes pp. 1405-1440 Downloads
Jingzhi Huang and Liuren Wu

Volume 59, issue 2, 2004

Diversification Discount or Premium? New Evidence from the Business Information Tracking Series pp. 479-506 Downloads
Belén Villalonga
Optimal Diversification: Reconciling Theory and Evidence pp. 507-535 Downloads
João Gomes and Dmitry Livdan
Private Benefits of Control: An International Comparison pp. 537-600 Downloads
Isaac Dyck and Luigi Zingales
Banks versus Venture Capital: Project Evaluation, Screening, and Expropriation pp. 601-621 Downloads
Masako Ueda
An Examination of Long-Term Abnormal Stock Returns and Operating Performance Following R&D Increases pp. 623-650 Downloads
Allan C. Eberhart, William F. Maxwell and Akhtar R. Siddique
The Information Content of Share Repurchase Programs pp. 651-680 Downloads
Gustavo Grullon and Roni Michaely
Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours pp. 681-710 Downloads
Michael J. Barclay and Terrence Hendershott
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? pp. 711-753 Downloads
Nicolas P. B. Bollen and Robert E. Whaley
News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns pp. 755-793 Downloads
John Maheu and Tom McCurdy
Option Pricing on Stocks in Mergers and Acquisitions pp. 795-829 Downloads
Ajay Subramanian
Default Risk in Equity Returns pp. 831-868 Downloads
Maria Vassalou and Yuhang Xing
International Evidence on Institutional Trading Behavior and Price Impact pp. 869-898 Downloads
Chiraphol N. Chiyachantana, Pankaj Jain, Christine Jiang and Robert A. Wood
Trading Activity and Price Volatility in the Municipal Bond Market pp. 899-931 Downloads
Chris Downing and Frank Zhang
Toward a National Market System for U.S. Exchange-listed Equity Options pp. 933-962 Downloads
Robert Battalio, Brian Hatch and Robert Jennings

Volume 59, issue 1, 2004

Endogenous Liquidity in Asset Markets pp. 1-30 Downloads
Andrea Eisfeldt
Price Pressure around Mergers pp. 31-63 Downloads
Mark Mitchell, Todd Pulvino and Erik Stafford
Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation pp. 65-105 Downloads
Artyom Durnev, Randall Morck and Bernard Yeung
Bondholder Wealth Effects in Mergers and Acquisitions: New Evidence from the 1980s and 1990s pp. 107-135 Downloads
Matthew T. Billett, Tao-Hsien Dolly King and David C. Mauer
Social Interaction and Stock-Market Participation pp. 137-163 Downloads
Harrison Hong, Jeffrey D. Kubik and Jeremy C. Stein
Market Imperfections, Investment Flexibility, and Default Spreads pp. 165-205 Downloads
Sheridan Titman, Stathis Tompaidis and Sergey Tsyplakov
Compensation, Incentives, and the Duality of Risk Aversion and Riskiness pp. 207-225 Downloads
Stephen Ross
The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models pp. 227-260 Downloads
Michael Johannes
Are Investors Rational? Choices among Index Funds pp. 261-288 Downloads
Edwin J. Elton, Martin J. Gruber and Jeffrey A. Busse
Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets pp. 289-338 Downloads
Hong Liu
Informed Trading When Information Becomes Stale pp. 339-390 Downloads
Dan Bernhardt and Jianjun Miao
Convertible Bond Design and Capital Investment: The Role of Call Provisions pp. 391-405 Downloads
Timo Korkeamaki and William T. Moore
Option-Implied Risk Aversion Estimates pp. 407-446 Downloads
Robert R. Bliss and Nikolaos Panigirtzoglou
How Do Exchanges Select Stocks for Option Listing? pp. 447-471 Downloads
Stewart Mayhew and Vassil Mihov
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