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Journal of Finance

1946 - 2019

From American Finance Association
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Volume 61, issue 6, 2006

Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis pp. 2551-2595 Downloads
Robert Kosowski, Allan Timmermann, Russ Wermers and Halbert White
Political Connections and Corporate Bailouts pp. 2597-2635 Downloads
Mara Faccio, Ronald Masulis and J. McCONNELL John
A Theory of Pyramidal Ownership and Family Business Groups pp. 2637-2680 Downloads
Heitor V. Almeida and Daniel Wolfenzon
Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model pp. 2681-2724 Downloads
Peter DeMarzo and Yuliy Sannikov
Does the Contribution of Corporate Cash Holdings and Dividends to Firm Value Depend on Governance? A Cross‐country Analysis pp. 2725-2751 Downloads
Lee Pinkowitz, René Stulz and Rohan Williamson
Estimating the Gains from Trade in Limit‐Order Markets pp. 2753-2804 Downloads
Burton Hollifield, Robert A. Miller, Patrik Sandås and Joshua Slive
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model pp. 2805-2840 Downloads
Andrew Lo and Jiang Wang
Model Uncertainty and Option Markets with Heterogeneous Beliefs pp. 2841-2897 Downloads
Andrea Buraschi and Alexei Jiltsov
Information, Trading, and Volatility: Evidence from Weather‐Sensitive Markets pp. 2899-2930 Downloads
Jeff Fleming, Chris Kirby and Barbara Ostdiek
Insider Trading, News Releases, and Ownership Concentration pp. 2931-2973 Downloads
Jana P. Fidrmuc, Marc Goergen and Luc Renneboog
When Financial Institutions Are Large Shareholders: The Role of Macro Corporate Governance Environments pp. 2975-3007 Downloads
Donghui Li, Fariborz Moshirian, Peter Kien Pham and Jason Zein
Analyst Coverage and Financing Decisions pp. 3009-3048 Downloads
Xin Chang, Sudipto Dasgupta and Gilles Hilary
Tax‐Loss Selling and the January Effect: Evidence from Municipal Bond Closed‐End Funds pp. 3049-3067 Downloads
Laura T. Starks, Li Yong and Lu Zheng
Derivative Pricing 60 Years before Black–Scholes: Evidence from the Johannesburg Stock Exchange pp. 3069-3098 Downloads
Lyndon Moore and Steve Juh

Volume 61, issue 5, 2006

Options and the Bubble pp. 2071-2102 Downloads
Robert Battalio and Paul Schultz
The Evolution of Security Designs pp. 2103-2135 Downloads
Thomas Noe, Michael J. Rebello and Jun Wang
Informed Lending and Security Design pp. 2137-2162 Downloads
Roman Inderst and Holger M. Mueller
The Value Premium and the CAPM pp. 2163-2185 Downloads
Eugene F. Fama and Kenneth French
Dynamic Portfolio Selection by Augmenting the Asset Space pp. 2187-2217 Downloads
Michael W. Brandt and Pedro Santa‐clara
Liquidity and Credit Risk pp. 2219-2250 Downloads
Jan Ericsson and Olivier Renault
Bayesian Alphas and Mutual Fund Persistence pp. 2251-2288 Downloads
Jeffrey A. Busse and Paul J. Irvine
Are IPO Allocations for Sale? Evidence from Mutual Funds pp. 2289-2324 Downloads
Jonathan Reuter
A Nonlinear Factor Analysis of S&P 500 Index Option Returns pp. 2325-2363 Downloads
Christopher S. Jones
Liquidity and Autocorrelations in Individual Stock Returns pp. 2365-2394 Downloads
Doron Avramov, Tarun Chordia and Amit Goyal
Automation versus Intermediation: Evidence from Treasuries Going Off the Run pp. 2395-2414 Downloads
Michael J. Barclay, Terrence Hendershott and Kenneth Kotz
Business Groups and Tunneling: Evidence from Private Securities Offerings by Korean Chaebols pp. 2415-2449 Downloads
Jae‐seung Baek, Jun‐koo Kang and Inmoo Lee
Retail Investor Sentiment and Return Comovements pp. 2451-2486 Downloads
Alok Kumar and Charles Lee
Executive Stock Options: Early Exercise Provisions and Risk‐taking Incentives pp. 2487-2509 Downloads
Neil Brisley
Lending Booms and Lending Standards pp. 2511-2546 Downloads
Giovanni Dell'ariccia and Robert Marquez

Volume 61, issue 4, 2006

Household Finance pp. 1553-1604 Downloads
John Campbell
Market Reactions to Tangible and Intangible Information pp. 1605-1643 Downloads
Kent Daniel and Sheridan Titman
Investor Sentiment and the Cross‐Section of Stock Returns pp. 1645-1680 Downloads
Malcolm Baker and Jeffrey Wurgler
How Persistent Is the Impact of Market Timing on Capital Structure? pp. 1681-1710 Downloads
Aydoğan Alti
Predicting Returns with Managerial Decision Variables: Is There a Small‐Sample Bias? pp. 1711-1730 Downloads
Malcolm Baker, Ryan Taliaferro and Jeffrey Wurgler
Can Managers Successfully Time the Maturity Structure of Their Debt Issues? pp. 1731-1758 Downloads
Alexander Butler, Gustavo Grullon and James P. Weston
CEO Turnover after Acquisitions: Are Bad Bidders Fired? pp. 1759-1811 Downloads
Kenneth M. Lehn and Mengxin Zhao
CEOs' Outside Employment Opportunities and the Lack of Relative Performance Evaluation in Compensation Contracts pp. 1813-1844 Downloads
Shivaram Rajgopal, Terry Shevlin and Valentina Zamora
Information Control, Career Concerns, and Corporate Governance pp. 1845-1896 Downloads
Fenghua Song and Anjan Thakor
Do Banks Affect the Level and Composition of Industrial Volatility? pp. 1897-1925 Downloads
Borja Larrain
Industry Concentration and Average Stock Returns pp. 1927-1956 Downloads
Kewei Hou and David Robinson
Corporate Financial Policy and the Value of Cash pp. 1957-1990 Downloads
Michael Faulkender and Rong Wang
Does Corporate Headquarters Location Matter for Stock Returns? pp. 1991-2015 Downloads
Christo Pirinsky and Qinghai Wang
The Disposition Effect and Underreaction to News pp. 2017-2046 Downloads
Andrea Frazzini
Report of the Editor of The Journal of Finance for the Year 2005 pp. 2047-2062 Downloads
Robert Stambaugh

Volume 61, issue 3, 2006

Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance pp. 1009-1034 Downloads
Murray Carlson, Adlai Fisher and Ron Giammarino
Credit Ratings and Capital Structure pp. 1035-1072 Downloads
Darren J. Kisgen
Asset Float and Speculative Bubbles pp. 1073-1117 Downloads
Harrison Hong, Jose Scheinkman and Wei Xiong
The Effect of Short Selling on Bubbles and Crashes in Experimental Spot Asset Markets pp. 1119-1157 Downloads
Ernan Haruvy and Charles Noussair
Analysts' Selective Coverage and Subsequent Performance of Newly Public Firms pp. 1159-1185 Downloads
Somnath Das, Re‐jin Guo and Huai Zhang
Investor Sentiment and Pre‐IPO Markets pp. 1187-1216 Downloads
Francesca Cornelli, David Goldreich and Alexander Ljungqvist
Corporate Equity Ownership and the Governance of Product Market Relationships pp. 1217-1251 Downloads
C. Edward Fee, Charles J. Hadlock and Shawn Thomas
The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization pp. 1253-1303 Downloads
Arturo Bris, Ivo Welch and Ning Zhu
Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors pp. 1305-1336 Downloads
John R. Graham and Alok Kumar
Does a Parent–Subsidiary Structure Enhance Financing Flexibility? pp. 1337-1360 Downloads
Anand M. Vijh
Secondary Trading Costs in the Municipal Bond Market pp. 1361-1397 Downloads
Lawrence E. Harris and Michael S. Piwowar
Capital Gains Tax Overhang and Price Pressure pp. 1399-1431 Downloads
Li Jin
Uncovering the Risk–Return Relation in the Stock Market pp. 1433-1463 Downloads
Hui Guo and Robert F. Whitelaw
Distance Constraints: The Limits of Foreign Lending in Poor Economies pp. 1465-1505 Downloads
Atif Mian
Which Investors Fear Expropriation? Evidence from Investors' Portfolio Choices pp. 1507-1547 Downloads
Mariassunta Giannetti and Andrei Simonov

Volume 61, issue 2, 2006

Bank Mergers and Crime: The Real and Social Effects of Credit Market Competition pp. 495-538 Downloads
Mark J. Garmaise and Tobias J. Moskowitz
A Consumption‐Based Explanation of Expected Stock Returns pp. 539-580 Downloads
Motohiro Yogo
Do the Fama–French Factors Proxy for Innovations in Predictive Variables? pp. 581-612 Downloads
Ralitsa Petkova
Risk, Reputation, and IPO Price Support pp. 613-653 Downloads
Katharina Lewellen
Does Weak Governance Cause Weak Stock Returns? An Examination of Firm Operating Performance and Investors' Expectations pp. 655-687 Downloads
John E. Core, Wayne R. Guay and Tjomme O. Rusticus
Are Busy Boards Effective Monitors? pp. 689-724 Downloads
Eliezer M. Fich and Anil Shivdasani
Does Investor Misvaluation Drive the Takeover Market? pp. 725-762 Downloads
Ming Dong, David Hirshleifer, Scott Richardson and Siew Hong Teoh
Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds pp. 763-801 Downloads
Gur Huberman and Wei Jiang
The Entrepreneur's Choice between Private and Public Ownership pp. 803-836 Downloads
Arnoud Boot, Radhakrishnan Gopalan and Anjan Thakor
Market Valuation of Tax‐Timing Options: Evidence from Capital Gains Distributions pp. 837-865 Downloads
J. B. Chay, Dosoung Choi and Jeffrey Pontiff
Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market pp. 867-892 Downloads
Evan Gatev and Philip E. Strahan
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers pp. 893-919 Downloads
Yanbo Jin and Philippe Jorion
Pension Plan Funding and Stock Market Efficiency pp. 921-956 Downloads
Francesco Franzoni and Jose Marin
How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices pp. 957-1003 Downloads
Brian H. Boyer, Tomomi Kumagai and Kathy Yuan

Volume 61, issue 1, 2006

What Works in Securities Laws? pp. 1-32 Downloads
Rafael La Porta, Florencio Lopez‐ de‐silanes and Andrei Shleifer
Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans pp. 33-71 Downloads
Joshua D. Rauh
Favoritism in Mutual Fund Families? Evidence on Strategic Cross‐Fund Subsidization pp. 73-104 Downloads
José‐miguel Gaspar, Massimo Massa and Pedro Matos
Information Uncertainty and Stock Returns pp. 105-137 Downloads
X. Frank Zhang
Asset Pricing Implications of Nonconvex Adjustment Costs and Irreversibility of Investment pp. 139-170 Downloads
Ilan Cooper
Empirical Evidence on Capital Investment, Growth Options, and Security Returns pp. 171-194 Downloads
Christopher W. Anderson and Luis Garcia‐feijóo
The Price Impact and Survival of Irrational Traders pp. 195-229 Downloads
Leonid Kogan, Stephen Ross, Jiang Wang and Mark Westerfield
The Limits of Investor Behavior pp. 231-258 Downloads
Mark Loewenstein and Gregory A. Willard
The Cross‐Section of Volatility and Expected Returns pp. 259-299 Downloads
Andrew Ang, Robert Hodrick, Yuhang Xing and Xiaoyan Zhang
Competing for Securities Underwriting Mandates: Banking Relationships and Analyst Recommendations pp. 301-340 Downloads
Alexander Ljungqvist, Felicia Marston and William J. Wilhelm
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives pp. 341-378 Downloads
Haitao Li and Feng Zhao
Wealth and Executive Compensation pp. 379-397 Downloads
Bo Becker
Initial Public Offerings: An Analysis of Theory and Practice pp. 399-436 Downloads
James C. Brau and Stanley E. Fawcett
Finance as a Barrier to Entry: Bank Competition and Industry Structure in Local U.S. Markets pp. 437-461 Downloads
Nicola Cetorelli and Philip E. Strahan
Investor Tax Heterogeneity and Ex‐Dividend Day Trading Volume pp. 463-490 Downloads
Dan Dhaliwal and Oliver Zhen Li
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