Journal of Finance

1946 - 2025

From American Finance Association
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Volume 65, issue 6, 2010

Sticks or Carrots? Optimal CEO Compensation when Managers Are Loss Averse pp. 2015-2050

Ingolf Dittmann, Ernst Maug and Oliver Spalt

Why Are CEOs Rarely Fired? Evidence from Structural Estimation pp. 2051-2087

Lucian A. Taylor

The Cost of Debt pp. 2089-2136

Jules van Binsbergen, John R. Graham and Jie Yang

The Net Benefits to Leverage pp. 2137-2170

Arthur Korteweg

Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure pp. 2171-2212

Hui Chen

Who Blows the Whistle on Corporate Fraud? pp. 2213-2253

Alexander Dyck, Adair Morse and Luigi Zingales

Corporate Fraud and Business Conditions: Evidence from IPOs pp. 2255-2292

Tracy Yue Wang, Andrew Winton and Xiaoyun Yu

Collateral, Risk Management, and the Distribution of Debt Capacity pp. 2293-2322

Adriano Rampini and S Viswanathan

Leverage Choice and Credit Spreads when Managers Risk Shift pp. 2323-2362

Murray Carlson and Ali Lazrak

Lucky CEOs and Lucky Directors pp. 2363-2401

Lucian A. Bebchuk, Yaniv Grinstein and Urs Peyer

Managerial Legacies, Entrenchment, and Strategic Inertia pp. 2403-2436

Catherine Casamatta and Alexander Guembel

Volume 65, issue 5, 2010

Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States pp. 1637-1667

Thorsten Beck, Ross Levine and Alexey Levkov

Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall? pp. 1669-1702

Richard Green, Dan Li and Norman Schürhoff

Exploring the Nature of “Trader Intuition” pp. 1703-1723

Antoine J. Bruguier, Steven R. Quartz and Peter Bossaerts

Genetic Variation in Financial Decision‐Making pp. 1725-1754

David Cesarini, Magnus Johannesson, Paul Lichtenstein, Orjan Sandewall and Björn Wallace

Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status pp. 1755-1788

Nikolai Roussanov

Hedge Fund Contagion and Liquidity Shocks pp. 1789-1816

Nicole M. Boyson, Christof W. Stahel and René Stulz

Microstructure and Ambiguity pp. 1817-1846

David Easley and Maureen O'Hara

“Time for a Change”: Loan Conditions and Bank Behavior when Firms Switch Banks pp. 1847-1877

Vasso Ioannidou and Steven Ongena

Short Sellers and Financial Misconduct pp. 1879-1913

Jonathan Karpoff and Xiaoxia Lou

Luck versus Skill in the Cross‐Section of Mutual Fund Returns pp. 1915-1947

Eugene F. Fama and Kenneth French

A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks pp. 1949-1986

Steven R. Grenadier and Andrey Malenko

Individual Investors and Local Bias pp. 1987-2010

Mark S. Seasholes and Ning Zhu

Volume 65, issue 4, 2010

Presidential Address: Asset Price Dynamics with Slow‐Moving Capital pp. 1237-1267

Darrell Duffie

Disagreement and Learning: Dynamic Patterns of Trade pp. 1269-1302

Snehal Banerjee and Ilan Kremer

Generalized Disappointment Aversion and Asset Prices pp. 1303-1332

Bryan Routledge and Stanley Zin

Information Quality and Long‐Run Risk: Asset Pricing Implications pp. 1333-1367

Hengjie Ai

Intraday Patterns in the Cross‐section of Stock Returns pp. 1369-1407

Steven L. Heston, Robert Korajczyk and Ronnie Sadka

Sell‐Side School Ties pp. 1409-1437

Lauren Cohen, Andrea Frazzini and Christopher Malloy

Predictive Regressions: A Present‐Value Approach pp. 1439-1471

Jules van Binsbergen and Ralph Koijen

Do Limit Orders Alter Inferences about Investor Performance and Behavior? pp. 1473-1506

Juhani T. Linnainmaa

Why Do Foreign Firms Leave U.S. Equity Markets? pp. 1507-1553

Craig Doidge, G. Karolyi and René Stulz

Market Segmentation and Cross‐predictability of Returns pp. 1555-1580

Lior Menzly and Oguzhan Ozbas

Mutual Fund Incubation pp. 1581-1611

Richard B. Evans

Report of the Editor of The Journal of Finance for the Year 2009 pp. 1613-1627

Campbell R. Harvey

Volume 65, issue 3, 2010

Information and Incentives Inside the Firm: Evidence from Loan Officer Rotation pp. 795-828

Andrew Hertzberg, Jose Liberti and Daniel Paravisini

Networking as a Barrier to Entry and the Competitive Supply of Venture Capital pp. 829-859

Yael V. Hochberg, Alexander Ljungqvist and Yang Lu

Does Credit Competition Affect Small‐Firm Finance? pp. 861-889

Tara Rice and Philip E. Strahan

Human Capital, Bankruptcy, and Capital Structure pp. 891-926

Jonathan B. Berk, Richard Stanton and Josef Zechner

Stapled Finance pp. 927-953

Paul Povel and Rajdeep Singh

Cash Holdings and Corporate Diversification pp. 955-992

Ran Duchin

A Gap‐Filling Theory of Corporate Debt Maturity Choice pp. 993-1028

Robin Greenwood, Samuel Hanson and Jeremy Stein

The Political Economy of Financial Regulation: Evidence from U.S. State Usury Laws in the 19th Century pp. 1029-1073

Efraim Benmelech and Tobias J. Moskowitz

Risk and the Corporate Structure of Banks pp. 1075-1096

Giovanni Dell'ariccia and Robert Marquez

Financial Strength and Product Market Behavior: The Real Effects of Corporate Cash Holdings pp. 1097-1122

Laurent Fresard

Executive Compensation and the Maturity Structure of Corporate Debt pp. 1123-1161

Paul Brockman, Xiumin Martin and Emre Unlu

The Effect of SOX Section 404: Costs, Earnings Quality, and Stock Prices pp. 1163-1196

Peter Iliev

Capital Structure as a Strategic Variable: Evidence from Collective Bargaining pp. 1197-1232

David A. Matsa

Volume 65, issue 2, 2010

The Variability of IPO Initial Returns pp. 425-465

Michelle Lowry, Micah S. Officer and G. Schwert

Levered Returns pp. 467-494

João Gomes and Lukas Schmid

The New Game in Town: Competitive Effects of IPOs pp. 495-528

Hung‐chia Hsu, Adam Reed and Jörg Rocholl

Financial Structure, Acquisition Opportunities, and Firm Locations pp. 529-563

Andres Almazan, Adolfo de Motta, Sheridan Titman and Vahap Uysal

Taxes on Tax‐Exempt Bonds pp. 565-601

Andrew Ang, Vineer Bhansali and Yuhang Xing

Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models pp. 603-653

Torben Andersen and Luca Benzoni

Personal Bankruptcy and Credit Market Competition pp. 655-686

Astrid A. Dick and Andreas Lehnert

Corporate Political Contributions and Stock Returns pp. 687-724

Michael Cooper, Huseyin Gulen and Alexei Ovtchinnikov

The Interdependent and Intertemporal Nature of Financial Decisions: An Application to Cash Flow Sensitivities pp. 725-763

Vladimir A. Gatchev, Todd Pulvino and Vefa Tarhan

Performance and Persistence in Institutional Investment Management pp. 765-790

Jeffrey A. Busse, Amit Goyal and Sunil Wahal

Volume 65, issue 1, 2010

Product Market Competition, Insider Trading, and Stock Market Efficiency pp. 1-43

Joel Peress

Real and Financial Industry Booms and Busts pp. 45-86

Gerard Hoberg and Gordon Phillips

Global Currency Hedging pp. 87-121

John Campbell, Karine Serfaty‐ de Medeiros and Luis Viceira

A Habit‐Based Explanation of the Exchange Rate Risk Premium pp. 123-146

Adrien Verdelhan

Collateral Spread and Financial Development pp. 147-177

Jose Liberti and Atif Mian

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas pp. 179-216

Laurent Barras, Olivier Scaillet and Russell Wermers

Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation pp. 217-255

Ravi Jagannathan, Alexey Malakhov and Dmitry Novikov

Stock Market Declines and Liquidity pp. 257-293

Allaudeen Hameed, Wenjin Kang and S Viswanathan

Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues pp. 295-331

Carole Comerton‐forde, Terrence Hendershott, Charles Jones, Pamela C. Moulton and Mark S. Seasholes

The Impact of Deregulation and Financial Innovation on Consumers: The Case of the Mortgage Market pp. 333-360

Kristopher Gerardi, Harvey S. Rosen and Paul Willen

Individualism and Momentum around the World pp. 361-392

Andy C. W. Chui, Sheridan Titman and K.C. John Wei

Correlation Risk and Optimal Portfolio Choice pp. 393-420

Andrea Buraschi, Paolo Porchia and Fabio Trojani