Journal of Finance

1946 - 2025

From American Finance Association
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Volume 69, issue 6, 2014

Repo Runs: Evidence from the Tri-Party Repo Market pp. 2343-2380

Adam Copeland, Antoine Martin and Michael Walker

Sizing Up Repo pp. 2381-2417

Arvind Krishnamurthy, Stefan Nagel and Dmitry Orlov

The Cross-Section of Credit Risk Premia and Equity Returns pp. 2419-2469

Nils Friewald, Christian Wagner and Josef Zechner

Volatility, the Macroeconomy, and Asset Prices pp. 2471-2511

Ravi Bansal, Dana Kiku, Ivan Shaliastovich and Amir Yaron

Strategic and Financial Bidders in Takeover Auctions pp. 2513-2555

Alexander S. Gorbenko and Andrey Malenko

Financial Intermediaries and the Cross-Section of Asset Returns pp. 2557-2596

Tobias Adrian, Erkko Etula and Tyler Muir

The Global Crisis and Equity Market Contagion pp. 2597-2649

Geert Bekaert, Michael Ehrmann, Marcel Fratzscher and Arnaud Mehl

The Real Product Market Impact of Mergers pp. 2651-2688

Albert Sheen

A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk pp. 2689-2739

Viral Acharya, Itamar Drechsler and Philipp Schnabl

Investment-Based Corporate Bond Pricing pp. 2741-2776

Lars-Alexander Kuehn and Lukas Schmid

Duration of Executive Compensation pp. 2777-2817

Radhakrishnan Gopalan, Todd Milbourn, Fenghua Song and Anjan Thakor

Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas pp. 2819-2870

Andrea Buraschi, Robert Kosowski and Worrawat Sritrakul

Volume 69, issue 5, 2014

Private Equity Performance: What Do We Know? pp. 1851-1882

Robert S. Harris, Tim Jenkinson and Steven Kaplan

Agency Conflicts and Cash: Estimates from a Dynamic Model pp. 1883-1921

Boris Nikolov and Toni Whited

Corporate Innovations and Mergers and Acquisitions pp. 1923-1960

Jan Bena and Kai Li

Have Rating Agencies Become More Conservative? Implications for Capital Structure and Debt Pricing pp. 1961-2005

Ramin P. Baghai, Henri Servaes and Ane Tamayo

The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes pp. 2007-2043

Joel Peress

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market pp. 2045-2084

Alain P. Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Clara Vega

Does Stock Liquidity Enhance or Impede Firm Innovation? pp. 2085-2125

Vivian W. Fang, Xuan Tian and Sheri Tice

Financial Protectionism? First Evidence pp. 2127-2149

Andrew Rose and Tomasz Wieladek

The TIPS-Treasury Bond Puzzle pp. 2151-2197

Matthias Fleckenstein, Francis A. Longstaff and Hanno Lustig

What's Not There: Odd Lots and Market Data pp. 2199-2236

Maureen O'Hara, Chen Yao and Mao Ye

Shaping Liquidity: On the Causal Effects of Voluntary Disclosure pp. 2237-2278

Karthik Balakrishnan, Mary Brooke Billings, Bryan Kelly and Alexander Ljungqvist

The Joint Cross Section of Stocks and Options pp. 2279-2337

Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici

Volume 69, issue 4, 2014

Presidential Address: Investment Noise and Trends pp. 1415-1453

Robert Stambaugh

Time-Varying Fund Manager Skill pp. 1455-1484

Marcin Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp

Stock Options as Lotteries pp. 1485-1527

Brian H. Boyer and Keith Vorkink

The Executive Turnover Risk Premium pp. 1529-1563

Florian S. Peters and Alexander Wagner

Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity pp. 1565-1596

Wayne Ferson and Jerchern Lin

Skin in the Game and Moral Hazard pp. 1597-1641

Gilles Chemla and Christopher A. Hennessy

Measuring Readability in Financial Disclosures pp. 1643-1671

Tim Loughran and Bill McDonald

Mutual Fund Performance and the Incentive to Generate Alpha pp. 1673-1704

Diane Del Guercio and Jonathan Reuter

Merger Negotiations with Stock Market Feedback pp. 1705-1745

Sandra Betton, Bjorn Eckbo, Rex Thompson and Karin Thorburn

Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions pp. 1747-1785

Craig W. Holden and Stacey Jacobsen

Securitization and Capital Structure in Nonfinancial Firms: An Empirical Investigation pp. 1787-1825

Michael Lemmon, Laura Xiaolei Liu, Mike Qinghao Mao and Greg Nini

Report of the Editor of the Journal of Finance for the Year 2013 pp. 1827-1842

Kenneth Singleton

Minutes of the 2014 Annual Membership Meeting pp. 1843-1844

Jim Schallheim

Report of the Executive Secretary and Treasurer pp. 1845-1846

Jim Schallheim

Volume 69, issue 3, 2014

Refinancing Risk and Cash Holdings pp. 975-1012

Jarrad Harford, Sandy Klasa and William F. Maxwell

CEO Ownership, Stock Market Performance, and Managerial Discretion pp. 1013-1050

Ulf von Lilienfeld-Toal and Stefan Ruenzi

The Cross-Section of Managerial Ability, Incentives, and Risk Preferences pp. 1051-1098

Ralph S.J. Koijen

Connected Stocks pp. 1099-1127

Miguel Antón and Christopher Polk

Legal Investor Protection and Takeovers pp. 1129-1165

Mike Burkart, Denis Gromb, Holger M. Mueller and Fausto Panunzi

Thirty Years of Shareholder Rights and Firm Value pp. 1167-1196

Martijn Cremers and Allen Ferrell

Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks pp. 1197-1233

Scott Joslin, Marcel Priebsch and Kenneth Singleton

The Market Value of Corporate Votes: Theory and Evidence from Option Prices pp. 1235-1271

Avner Kalay, Oǧuzhan Karakaş and Shagun Pant

Broad-Based Employee Stock Ownership: Motives and Outcomes pp. 1273-1319

E. Han Kim and Paige Ouimet

Labor Mobility: Implications for Asset Pricing pp. 1321-1346

Andres Donangelo

The Real Impact of Improved Access to Finance: Evidence from Mexico pp. 1347-1376

Miriam Bruhn and Inessa Love

The Business Cycle, Investor Sentiment, and Costly External Finance pp. 1377-1409

R. David McLean and Mengxin Zhao

Volume 69, issue 2, 2014

Managerial Incentives and Stock Price Manipulation pp. 487-526

Lin Peng and Ailsa Röell

The Importance of Industry Links in Merger Waves pp. 527-576

Kenneth Ahern and Jarrad Harford

The Real Effects of Government-Owned Banks: Evidence from an Emerging Market pp. 577-609

Daniel Carvalho

Sequential Learning, Predictability, and Optimal Portfolio Returns pp. 611-644

Michael Johannes, Arthur Korteweg and Nicholas Polson

Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time Stamp Delays pp. 645-673

Daniel Bradley, Jonathan Clarke, Suzanne Lee and Chayawat Ornthanalai

Growth Opportunities, Technology Shocks, and Asset Prices pp. 675-718

Leonid Kogan and Dimitris Papanikolaou

A Theory of Debt Maturity: The Long and Short of Debt Overhang pp. 719-762

Douglas Diamond and Zhiguo He

Why Do Firms Evade Taxes? The Role of Information Sharing and Financial Sector Outreach pp. 763-817

Thorsten Beck, Chen Lin and Yue Ma

Sovereign Default, Domestic Banks, and Financial Institutions pp. 819-866

Nicola Gennaioli, Alberto Martin and Stefano Rossi

Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios pp. 867-906

Laurent Calvet and Paolo Sodini

Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility pp. 907-946

Cary Frydman, Nicholas Barberis, Colin Camerer, Peter Bossaerts and Antonio Rangel

Self-Fulfilling Liquidity Dry-Ups pp. 947-970

Frederic Malherbe

Volume 69, issue 1, 2014

A Mean-Variance Benchmark for Intertemporal Portfolio Theory pp. 1-49

John Cochrane

Sources of Entropy in Representative Agent Models pp. 51-99

David Backus, Mikhail Chernov and Stanley Zin

When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia pp. 101-137

Andrea Buraschi, Fabio Trojani and Andrea Vedolin

Do Peer Firms Affect Corporate Financial Policy? pp. 139-178

Mark T. Leary and Michael Roberts

Strategic Asset Allocation in Money Management pp. 179-217

Suleyman Basak and Dmitry Makarov

Mergers and Acquisitions Accounting and the Diversification Discount pp. 219-240

Claudia Custodio

Who Writes the News? Corporate Press Releases during Merger Negotiations pp. 241-291

Kenneth Ahern and Denis Sosyura

Product Market Threats, Payouts, and Financial Flexibility pp. 293-324

Gerard Hoberg, Gordon Phillips and Nagpurnanand Prabhala

Biased Beliefs, Asset Prices, and Investment: A Structural Approach pp. 325-361

Aydoğan Alti and Paul C. Tetlock

Informed Trading through the Accounts of Children pp. 363-404

Henk Berkman, Paul D. Koch and Joakim Westerholm

Asset Pricing with Dynamic Margin Constraints pp. 405-452

Oleg Rytchkov

An Anatomy of Commodity Futures Risk Premia pp. 453-482

Marta Szymanowska, Frans Roon, Theo Nijman and Rob van den Goorbergh