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Journal of Financial Economics

1974 - 2018

Current editor(s): G. William Schwert

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 128, issue 2, 2018

An intertemporal CAPM with stochastic volatility pp. 207-233 Downloads
John Y. Campbell, Stefano Giglio, Christopher Polk and Robert Turley
Choosing factors pp. 234-252 Downloads
Eugene F. Fama and Kenneth R. French
High frequency trading and extreme price movements pp. 253-265 Downloads
Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko and Konstantin Sokolov
Protection of trade secrets and capital structure decisions pp. 266-286 Downloads
Sandy Klasa, Hernán Ortiz-Molina, Matthew Serfling and Shweta Srinivasan
Cash windfalls and acquisitions pp. 287-319 Downloads
Bastian von Beschwitz
Bid anticipation, information revelation, and merger gains pp. 320-343 Downloads
Wenyu Wang
Interest rate volatility, the yield curve, and the macroeconomy pp. 344-362 Downloads
Scott Joslin and Yaniv Konchitchki
The effects of q and cash flow on investment in the presence of measurement error pp. 363-377 Downloads
Andrew B. Abel
CEO attributes, compensation, and firm value: Evidence from a structural estimation pp. 378-401 Downloads
T. Beau Page

Volume 128, issue 1, 2018

Absolving beta of volatility’s effects pp. 1-15 Downloads
Jianan Liu, Robert F. Stambaugh and Yu Yuan
Busy directors and firm performance: Evidence from mergers pp. 16-37 Downloads
Roie Hauser
Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market pp. 38-65 Downloads
Xindan Li, Avanidhar Subrahmanyam and Xuewei Yang
Do universal banks finance riskier but more productive firms? pp. 66-85 Downloads
Daniel Neuhann and Farzad Saidi
Tradability of output, business cycles and asset prices pp. 86-102 Downloads
Mary Tian
Quantitative easing auctions of Treasury bonds pp. 103-124 Downloads
Zhaogang Song and Haoxiang Zhu
Agnostic fundamental analysis works pp. 125-147 Downloads
Söhnke M. Bartram and Mark Grinblatt
The 52-week high, q-theory, and the cross section of stock returns pp. 148-163 Downloads
Thomas J. George, Chuan-Yang Hwang and Yuan Li
The customer knows best: The investment value of consumer opinions pp. 164-182 Downloads
Jiekun Huang
Network centrality and delegated investment performance pp. 183-206 Downloads
Alberto G. Rossi, David Blake, Allan Timmermann, Ian Tonks and Russ Wermers

Volume 127, issue 3, 2018

Alpha or beta in the eye of the beholder: What drives hedge fund flows? pp. 417-434 Downloads
Vikas Agarwal, T. Clifton Green and Honglin Ren
The (dis)advantages of clearinghouses before the Fed pp. 435-458 Downloads
Matthew Jaremski
Disagreement about inflation and the yield curve pp. 459-484 Downloads
Paul Ehling, Michael Gallmeyer, Christian Heyerdahl-Larsen and Philipp Illeditsch
Resaleable debt and systemic risk pp. 485-504 Downloads
Jason Roderick Donaldson and Eva Micheler
Securitization bubbles: Structured finance with disagreement about default risk pp. 505-518 Downloads
Tobias Broer
Are overconfident CEOs better leaders? Evidence from stakeholder commitments pp. 519-545 Downloads
Kenny Phua, T. Mandy Tham and Chishen Wei
The structure of information release and the factor structure of returns pp. 546-566 Downloads
Thomas Gilbert, Christopher Hrdlicka and Avraham Kamara
Management sub-advising in the mutual fund industry pp. 567-587 Downloads
David Moreno, Rosa Rodríguez and Rafael Zambrana
Board diversity, firm risk, and corporate policies pp. 588-612 Downloads
Gennaro Bernile, Vineet Bhagwat and Scott Yonker

Volume 127, issue 2, 2018

Carry pp. 197-225 Downloads
Ralph S.J. Koijen, Tobias J. Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt
Threat of entry and debt maturity: Evidence from airlines pp. 226-247 Downloads
Gianpaolo Parise
Four centuries of return predictability pp. 248-263 Downloads
Benjamin Golez and Peter Koudijs
Liquidity risk and maturity management over the credit cycle pp. 264-284 Downloads
Atif Mian and João A.C. Santos
Taxation and executive compensation: Evidence from stock options pp. 285-302 Downloads
Andrew Bird
Employee representation and financial leverage pp. 303-324 Downloads
Chen Lin, Thomas Schmid and Yuhai Xuan
Leverage constraints and asset prices: Insights from mutual fund risk taking pp. 325-341 Downloads
Oliver Boguth and Mikhail Simutin
Belief-free price formation pp. 342-365 Downloads
Johannes Hörner, Stefano Lovo and Tristan Tomala
Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System pp. 366-388 Downloads
Ferhat Akbas, Stanimir Markov, Musa Subasi and Eric Weisbrod
The consequences of managerial indiscretions: Sex, lies, and firm value pp. 389-415 Downloads
Brandon N. Cline, Ralph A. Walkling and Adam S. Yore

Volume 127, issue 1, 2018

The globalization of angel investments: Evidence across countries pp. 1-20 Downloads
Josh Lerner, Antoinette Schoar, Stanislav Sokolinski and Karen Wilson
Financial market frictions and diversification pp. 21-50 Downloads
Gregor Matvos, Amit Seru and Rui C. Silva
The real effects of credit default swaps pp. 51-76 Downloads
András Danis and Andrea Gamba
The buyers’ perspective on security design: Hedge funds and convertible bond call provisions pp. 77-93 Downloads
Bruce D. Grundy and Patrick Verwijmeren
Non-rating revenue and conflicts of interest pp. 94-112 Downloads
Ramin P. Baghai and Bo Becker
Capital gains lock-in and governance choices pp. 113-135 Downloads
Stephen Dimmock, William Gerken, Zoran Ivković and Scott J. Weisbenner
The option to quit: The effect of employee stock options on turnover pp. 136-151 Downloads
Serdar Aldatmaz, Paige Ouimet and Edward D Van Wesep
Pay me now (and later): Pension benefit manipulation before plan freezes and executive retirement pp. 152-173 Downloads
Irina Stefanescu, Yupeng Wang, Kangzhen Xie and Jun Yang
When arm's length is too far: Relationship banking over the credit cycle pp. 174-196 Downloads
Thorsten Beck, Hans Degryse, Ralph De Haas and Neeltje Van Horen

Volume 126, issue 3, 2017

Capital utilization, market power, and the pricing of investment shocks pp. 447-470 Downloads
Lorenzo Garlappi and Zhongzhi Song
Is economic uncertainty priced in the cross-section of stock returns? pp. 471-489 Downloads
Turan G. Bali, Stephen Brown and Yi Tang
Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct pp. 490-515 Downloads
Usman Ali and David Hirshleifer
Offshore schemes and tax evasion: The role of banks pp. 516-542 Downloads
Lucy Chernykh and Sergey Mityakov
Shaped by their daughters: Executives, female socialization, and corporate social responsibility pp. 543-562 Downloads
Henrik Cronqvist and Frank Yu
Systemic co-jumps pp. 563-591 Downloads
Massimiliano Caporin, Aleksey Kolokolov and Roberto Renò
Investor flows and fragility in corporate bond funds pp. 592-613 Downloads
Itay Goldstein, Hao Jiang and David T. Ng
Advising shareholders in takeovers pp. 614-634 Downloads
Doron Levit
Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis pp. 635-651 Downloads
Florian Hett and Alexander Schmidt
Designated market makers still matter: Evidence from two natural experiments pp. 652-667 Downloads
Adam D. Clark-Joseph, Mao Ye and Chao Zi
Confidence, bond risks, and equity returns pp. 668-688 Downloads
Guihai Zhao
Tax uncertainty and retirement savings diversification pp. 689-712 Downloads
David C. Brown, Scott Cederburg and O’Doherty, Michael S.

Volume 126, issue 1, 2017

Intermediary asset pricing: New evidence from many asset classes pp. 1-35 Downloads
Zhiguo He, Bryan Kelly and Asaf Manela
The impact of portfolio disclosure on hedge fund performance pp. 36-53 Downloads
Zhen Shi
Activism mergers pp. 54-73 Downloads
Nicole M. Boyson, Nickolay Gantchev and Anil Shivdasani
The source of information in prices and investment-price sensitivity pp. 74-96 Downloads
Alex Edmans, Sudarshan Jayaraman and Jan Schneemeier
Do managers overreact to salient risks? Evidence from hurricane strikes pp. 97-121 Downloads
Olivier Dessaint and Adrien Matray
Are foreign investors locusts? The long-term effects of foreign institutional ownership pp. 122-146 Downloads
Jan Bena, Miguel A Ferreira, Pedro Matos and Pedro Pires
An extrapolative model of house price dynamics pp. 147-170 Downloads
Edward L. Glaeser and Charles G. Nathanson
The effects of institutional investor objectives on firm valuation and governance pp. 171-199 Downloads
Paul Borochin and Jie Yang
Merger activity in industry equilibrium pp. 200-226 Downloads
Theodosios Dimopoulos and Stefano Sacchetto
Page updated 2018-05-23