Journal of Finance

1946 - 2025

From American Finance Association
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Volume 73, issue 6, 2018

Do ETFs Increase Volatility? pp. 2471-2535

Itzhak Ben‐david, Francesco Franzoni and Rabih Moussawi

Unscheduled News and Market Dynamics pp. 2537-2586

Jérôme Dugast

Arrested Development: Theory and Evidence of Supply‐Side Speculation in the Housing Market pp. 2587-2633

Charles G. Nathanson and Eric Zwick

Influencing Control: Jawboning in Risk Arbitrage pp. 2635-2675

Wei Jiang, Tao Li and Danqing Mei

The Politics of Foreclosures pp. 2677-2717

Sumit Agarwal, Gene Amromin, Itzhak Ben‐david and Serdar Dinc

Currency Risk Factors in a Recursive Multicountry Economy pp. 2719-2756

Ric Colacito, Mariano M. Croce, Federico Gavazzoni and Robert Ready

Collateral Constraints and the Law of One Price: An Experiment pp. 2757-2786

Marco Cipriani, Ana Fostel and Daniel Houser

The Impact of Bank Credit on Labor Reallocation and Aggregate Industry Productivity pp. 2787-2836

John (jianqiu) Bai, Daniel Carvalho and Gordon Phillips

Noncognitive Abilities and Financial Delinquency: The Role of Self‐Efficacy in Avoiding Financial Distress pp. 2837-2869

Camelia Kuhnen and Brian Melzer

Sensation Seeking and Hedge Funds pp. 2871-2914

Stephen Brown, Yan Lu, Sugata Ray and Melvyn Teo

AMERICAN FINANCE ASSOCIATION pp. 3025-3025

Kenneth Singleton

Volume 73, issue 5, 2018

Anomalies and News pp. 1971-2001

Joseph Engelberg, R. David McLean and Jeffrey Pontiff

Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China? pp. 2003-2039

Johan Hombert and Adrien Matray

Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds pp. 2041-2086

Aleksandar Andonov, Yael V. Hochberg and Joshua D. Rauh

The Geography of Financial Misconduct pp. 2087-2137

Christopher A. Parsons, Johan Sulaeman and Sheridan Titman

Expected Inflation and Other Determinants of Treasury Yields pp. 2139-2180

Greg Duffee

Asset Management within Commercial Banking Groups: International Evidence pp. 2181-2227

Miguel A. Ferreira, Pedro Matos and Pedro Pires

Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance pp. 2229-2269

Hao Jiang and Michela Verardo

Rankings and Risk‐Taking in the Finance Industry pp. 2271-2302

Michael Kirchler, Florian Lindner and Utz Weitzel

Quid Pro Quo? What Factors Influence IPO Allocations to Investors? pp. 2303-2341

Tim Jenkinson, Howard Jones and Felix Suntheim

Do Rare Events Explain CDX Tranche Spreads? pp. 2343-2383

Sang Byung Seo and Jessica A. Wachter

Creditor Control Rights and Board Independence pp. 2385-2423

Daniel Ferreira, Miguel A. Ferreira and Beatriz Mariano

CMBS and Conflicts of Interest: Evidence from Ownership Changes for Servicers pp. 2425-2458

Maisy Wong

Volume 73, issue 4, 2018

Presidential Address: Pension Policy and the Financial System pp. 1463-1512

David S. Scharfstein

Anticompetitive Effects of Common Ownership pp. 1513-1565

José Azar, Martin C. Schmalz and Isabel Tecu

A Tough Act to Follow: Contrast Effects in Financial Markets pp. 1567-1613

Samuel M. Hartzmark and Kelly Shue

Capital Commitment and Illiquidity in Corporate Bonds pp. 1615-1661

Hendrik Bessembinder, Stacey Jacobsen, William Maxwell and Kumar Venkataraman

Efficiently Inefficient Markets for Assets and Asset Management pp. 1663-1712

Nicolae Gârleanu and Lasse Pedersen

The Dynamics of Financially Constrained Arbitrage pp. 1713-1750

Denis Gromb and Dimitri Vayanos

Estimating Private Equity Returns from Limited Partner Cash Flows pp. 1751-1783

Andrew Ang, Bingxu Chen, William Goetzmann and Ludovic Phalippou

Networks in Production: Asset Pricing Implications pp. 1785-1818

Bernard Herskovic

Can Taxes Shape an Industry? Evidence from the Implementation of the “Amazon Tax” pp. 1819-1855

Brian Baugh, Itzhak Ben‐david and Hoonsuk Park

An Experimental Study of Bond Market Pricing pp. 1857-1892

Matthias Weber, John Duffy and Arthur Schram

On the Asset Allocation of a Default Pension Fund pp. 1893-1936

Magnus Dahlquist, Ofer Setty and Roine Vestman

Report of the Editor of the Journal of Finance for the Year 2017 pp. 1937-1951

Stefan Nagel

Volume 73, issue 3, 2018

Deviations from Covered Interest Rate Parity pp. 915-957

Wenxin Du, Alexander Tepper and Adrien Verdelhan

Is Sell‐Side Research More Valuable in Bad Times? pp. 959-1013

Roger K. Loh and René Stulz

The Fed, the Bond Market, and Gradualism in Monetary Policy pp. 1015-1060

Jeremy C. Stein and Adi Sunderam

Higher Order Effects in Asset Pricing Models with Long‐Run Risks pp. 1061-1111

Walt Pohl, Karl Schmedders and Ole Wilms

What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance pp. 1113-1137

Brice Corgnet, Mark Desantis and David Porter

How Do Financing Constraints Affect Firms’ Equity Volatility? pp. 1139-1182

Daniel Carvalho

Interpreting Factor Models pp. 1183-1223

Serhiy Kozak, Stefan Nagel and Shrihari Santosh

Belief Dispersion in the Stock Market pp. 1225-1279

Adem Atmaz and Suleyman Basak

Margin Requirements and the Security Market Line pp. 1281-1321

Petri Jylhä

Is Proprietary Trading Detrimental to Retail Investors? pp. 1323-1361

Falko Fecht, Andreas Hackethal and Yigitcan Karabulut

Real Options Models of the Firm, Capacity Overhang, and the Cross Section of Stock Returns pp. 1363-1415

Kevin Aretz and Peter F. Pope

Is Fraud Contagious? Coworker Influence on Misconduct by Financial Advisors pp. 1417-1450

Stephen Dimmock, William Gerken and Nathaniel P. Graham

Volume 73, issue 2, 2018

Unshrouding: Evidence from Bank Overdrafts in Turkey pp. 481-522

Sule Alan, Mehmet Cemalcilar, Dean Karlan and Jonathan Zinman

Homeowner Borrowing and Housing Collateral: New Evidence from Expiring Price Controls pp. 523-573

Anthony DeFusco

Wholesale Funding Dry‐Ups pp. 575-617

Christophe Perignon, David Thesmar and Guillaume Vuillemey

Liquidity as Social Expertise pp. 619-656

Pablo Kurlat

Institutional and Legal Context in Natural Experiments: The Case of State Antitakeover Laws pp. 657-714

Jonathan Karpoff and Michael Wittry

Comparing Asset Pricing Models pp. 715-754

Francisco Barillas and Jay Shanken

Short‐Selling Risk pp. 755-786

Joseph Engelberg, Adam V. Reed and Matthew Ringgenberg

Bank Capital and Lending Relationships pp. 787-830

Michael Schwert

Financial Literacy and Portfolio Dynamics pp. 831-859

Milo Bianchi

Option Mispricing around Nontrading Periods pp. 861-900

Christopher S. Jones and Joshua Shemesh

Volume 73, issue 1, 2018

Personal Lending Relationships pp. 5-49

Stephen Karolyi

Measuring Liquidity Mismatch in the Banking Sector pp. 51-93

Jennie Bai, Arvind Krishnamurthy and CHARLES†HENRI Weymuller

Optimal Debt and Profitability in the Trade†Off Theory pp. 95-143

Andrew B. Abel

The Leverage Ratchet Effect pp. 145-198

Anat Admati, Peter DeMarzo, Martin Hellwig and Paul Pfleiderer

Diagnostic Expectations and Credit Cycles pp. 199-227

Pedro Bordalo, Nicola Gennaioli and Andrei Shleifer

The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity pp. 229-274

James Dow and Jungsuk Han

Government Credit, a Double†Edged Sword: Evidence from the China Development Bank pp. 275-316

Hong Ru

A Model of Monetary Policy and Risk Premia pp. 317-373

Itamar Drechsler, Alexi Savov and Philipp Schnabl

The Share of Systematic Variation in Bilateral Exchange Rates pp. 375-418

Adrien Verdelhan

Agency, Firm Growth, and Managerial Turnover pp. 419-464

Ronald W. Anderson, M. Cecilia Bustamante, Stã‰phane Guibaud and Mihail Zervos

American Finance Association pp. 468-468

David Hirshleifer