Journal of Financial Economics

1974 - 2018

Current editor(s): G. William Schwert

From Elsevier
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Volume 130, issue 2, 2018

Financing investment spikes in the years surrounding World War I⁎ pp. 215-236

Leonce Bargeron, David Denis and Kenneth Lehn

How does hedge fund activism reshape corporate innovation? pp. 237-264

Alon Brav, Wei Jiang, Song Ma and Xuan Tian

Inefficiencies and externalities from opportunistic acquirers pp. 265-290

Di Li, Lucian A. Taylor and Wenyu Wang

Does improved information improve incentives? pp. 291-307

Pierre Chaigneau, Alex Edmans and Daniel Gottlieb

The execution quality of corporate bonds pp. 308-326

Hara, Maureen O’, Yihui Wang and (Alex) Zhou, Xing

Corporate governance of banks and financial stability pp. 327-346

Deniz Anginer, Demirguc-Kunt, Asli, Harry Huizinga and Kebin Ma

Regulating dark trading: Order flow segmentation and market quality pp. 347-366

Comerton-Forde, Carole, Katya Malinova and Andreas Park

Data abundance and asset price informativeness pp. 367-391

Jérôme Dugast and Thierry Foucault

Are CEOs born leaders? Lessons from traits of a million individuals pp. 392-408

Renée Adams, Matti Keloharju and Samuli Knüpfer

Do elections delay regulatory action? pp. 409-427

J. Tyler Leverty and Martin F. Grace

Company stock price reactions to the 2016 election shock: Trump, taxes, and trade pp. 428-451

Alexander F. Wagner, Richard J. Zeckhauser and Alexandre Ziegler

Volume 130, issue 1, 2018

In search of ideas: Technological innovation and executive pay inequality pp. 1-24

Carola Frydman and Dimitris Papanikolaou

Creditor rights and innovation: Evidence from patent collateral pp. 25-47

William Mann

Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity pp. 48-73

Yong Chen, Gregory W. Eaton and Bradley S. Paye

Patent collateral, investor commitment, and the market for venture lending pp. 74-94

Yael V. Hochberg, Carlos J. Serrano and Rosemarie H. Ziedonis

The Volcker Rule and corporate bond market making in times of stress pp. 95-113

Jack Bao, O’Hara, Maureen and (Alex) Zhou, Xing

Informative fund size, managerial skill, and investor rationality pp. 114-134

Min Zhu

Do an insider's wealth and income matter in the decision to engage in insider trading? pp. 135-165

Jenni Kallunki, Juha-Pekka Kallunki, Henrik Nilsson and Mikko Puhakka

Managing stigma during a financial crisis pp. 166-181

Sriya Anbil

Day of the week and the cross-section of returns pp. 182-214

Justin Birru

Volume 129, issue 3, 2018

Equity issuances and agency costs: The telling story of shareholder approval around the world pp. 415-439

Clifford G. Holderness

Do stocks outperform Treasury bills? pp. 440-457

Hendrik Bessembinder

Stocks with extreme past returns: Lotteries or insurance? pp. 458-478

Alexander Barinov

Size matters, if you control your junk pp. 479-509

Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz and Lasse H. Pedersen

Financing as a supply chain: The capital structure of banks and borrowers pp. 510-530

Will Gornall and Ilya A. Strebulaev

Does policy uncertainty affect mergers and acquisitions? pp. 531-558

Alice Bonaime, Huseyin Gulen and Mihai Ion

Private equity portfolio company fees pp. 559-585

Ludovic Phalippou, Christian Rauch and Marc Umber

The effect of mortgage securitization on foreclosure and modification pp. 586-607

Samuel Kruger

Loan prospecting and the loss of soft information pp. 608-628

Sumit Agarwal and Ben-David, Itzhak

Volume 129, issue 2, 2018

Extrapolation and bubbles pp. 203-227

Nicholas Barberis, Robin Greenwood, Lawrence Jin and Andrei Shleifer

Spillovers from good-news and other bankruptcies: Real effects and price responses pp. 228-249

Nina Baranchuk and Michael J. Rebello

Warehouse banking pp. 250-267

Jason Roderick Donaldson, Giorgia Piacentino and Anjan Thakor

Cyclical investment behavior across financial institutions pp. 268-286

Yannick Timmer

Financial intermediation in private equity: How well do funds of funds perform? pp. 287-305

Robert S. Harris, Tim Jenkinson, Steven N. Kaplan and Ruediger Stucke

Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base pp. 306-328

Harry Huizinga, Johannes Voget and Wolf Wagner

What makes the bonding stick? A natural experiment testing the legal bonding hypothesis pp. 329-356

Amir N. Licht, Christopher Poliquin, Jordan I. Siegel and Xi Li

Non-myopic betas pp. 357-381

Semyon Malamud and Grigory Vilkov

Tax distortions and bond issue pricing pp. 382-393

Mattia Landoni

Market intraday momentum pp. 394-414

Lei Gao, Yufeng Han, Sophia Zhengzi Li and Guofu Zhou

Volume 129, issue 1, 2018

Term structures of asset prices and returns pp. 1-23

David Backus, Nina Boyarchenko and Mikhail Chernov

When saving is gambling pp. 24-45

J. Anthony Cookson

Flexible prices and leverage pp. 46-68

D’Acunto, Francesco, Ryan Liu, Carolin Pflueger and Michael Weber

Downside risks and the cross-section of asset returns pp. 69-86

Adam Farago and Roméo Tédongap

Competition, reach for yield, and money market funds pp. 87-110

Gabriele La Spada

Human capital relatedness and mergers and acquisitions pp. 111-135

Kyeong Hun Lee, David C. Mauer and Emma Qianying Xu

How does the stock market absorb shocks? pp. 136-153

Murray Z. Frank and Ali Sanati

Exploring the sources of default clustering pp. 154-183

S Azizpour, K. Giesecke and G. Schwenkler

The effects of media slant on firm behavior pp. 184-202

Vishal P. Baloria and Jonas Heese

Volume 128, issue 3, 2018

Time varying risk aversion pp. 403-421

Luigi Guiso, Paola Sapienza and Luigi Zingales

Cost of experimentation and the evolution of venture capital pp. 422-442

Michael Ewens, Ramana Nanda and Matthew Rhodes-Kropf

Are stock-financed takeovers opportunistic? pp. 443-465

B. Espen Eckbo, Tanakorn Makaew and Karin Thorburn

Managerial myopia and the mortgage meltdown pp. 466-485

Adam C. Kolasinski and Nan Yang

Cash flow duration and the term structure of equity returns pp. 486-503

Michael Weber

Asset pricing with beliefs-dependent risk aversion and learning pp. 504-534

Tony Berrada, Jérôme Detemple and Marcel Rindisbacher

Playing favorites: Conflicts of interest in mutual fund management pp. 535-557

Diane Del Guercio, Egemen Genç and Hai Tran

The unintended consequences of divestment pp. 558-575

Shaun William Davies and Edward Dickersin Van Wesep

Are institutional investors with multiple blockholdings effective monitors? pp. 576-602

Jun-Koo Kang, Juan Luo and Hyun Seung Na

Volume 128, issue 2, 2018

An intertemporal CAPM with stochastic volatility pp. 207-233

John Campbell, Stefano Giglio, Christopher Polk and Robert Turley

Choosing factors pp. 234-252

Eugene F. Fama and Kenneth R. French

High frequency trading and extreme price movements pp. 253-265

Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko and Konstantin Sokolov

Protection of trade secrets and capital structure decisions pp. 266-286

Sandy Klasa, Ortiz-Molina, Hernán, Matthew Serfling and Shweta Srinivasan

Cash windfalls and acquisitions pp. 287-319

Bastian von Beschwitz

Bid anticipation, information revelation, and merger gains pp. 320-343

Wenyu Wang

Interest rate volatility, the yield curve, and the macroeconomy pp. 344-362

Scott Joslin and Yaniv Konchitchki

The effects of q and cash flow on investment in the presence of measurement error pp. 363-377

Andrew B. Abel

CEO attributes, compensation, and firm value: Evidence from a structural estimation pp. 378-401

T. Beau Page

Volume 128, issue 1, 2018

Absolving beta of volatility’s effects pp. 1-15

Jianan Liu, Robert F. Stambaugh and Yu Yuan

Busy directors and firm performance: Evidence from mergers pp. 16-37

Roie Hauser

Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market pp. 38-65

Xindan Li, Avanidhar Subrahmanyam and Xuewei Yang

Do universal banks finance riskier but more productive firms? pp. 66-85

Daniel Neuhann and Farzad Saidi

Tradability of output, business cycles and asset prices pp. 86-102

Mary Tian

Quantitative easing auctions of Treasury bonds pp. 103-124

Zhaogang Song and Haoxiang Zhu

Agnostic fundamental analysis works pp. 125-147

Söhnke Bartram and Mark Grinblatt

The 52-week high, q-theory, and the cross section of stock returns pp. 148-163

Thomas J. George, Chuan-Yang Hwang and Yuan Li

The customer knows best: The investment value of consumer opinions pp. 164-182

Jiekun Huang

Network centrality and delegated investment performance pp. 183-206

Alberto G. Rossi, David Blake, Allan Timmermann, Ian Tonks and Russ Wermers