Journal of Financial Economics

1974 - 2019

Current editor(s): G. William Schwert

From Elsevier
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Volume 133, issue 2, 2019

AAA pp. vi-vi

Clifford W. Smith

Why did the q theory of investment start working? pp. 251-272

Daniel Andrei, William Mann and Nathalie Moyen

Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation pp. 273-298

Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, Richard Roll and Junbo Wang

How news and its context drive risk and returns around the world pp. 299-336

Charles W. Calomiris and Harry Mamaysky

Government debt and corporate leverage: International evidence pp. 337-356

Irem Demirci, Jennifer Huang and Clemens Sialm

A capital structure channel of monetary policy pp. 357-378

Grosse-Rueschkamp, Benjamin, Sascha Steffen and Daniel Streitz

The effect of bank monitoring on public bond terms pp. 379-396

Zhiming Ma, Derrald Stice and Christopher Williams

Volatility and the cross-section of corporate bond returns pp. 397-417

Kee H. Chung, Junbo Wang and Chunchi Wu

Do firms hedge with foreign currency derivatives for employees? pp. 418-440

Pinghsun Huang, Hsin-Yi Huang and Yan Zhang

The role of executive cash bonuses in providing individual and team incentives pp. 441-471

Wayne R. Guay, John D. Kepler and David Tsui

The cash conversion cycle spread pp. 472-497

Baolian Wang

Does social capital mitigate agency problems? Evidence from Chief Executive Officer (CEO) compensation pp. 498-519

Hoi, Chun Keung(Stan), Qiang Wu and Hao Zhang

Interconnectedness in the interbank market pp. 520-538

Celso Brunetti, Jeffrey Harris, Shawn Mankad and George Michailidis

Volume 133, issue 1, 2019

Corporate control activism pp. 1-17

Adrian Aycan Corum and Doron Levit

Entrusted loans: A close look at China's shadow banking system pp. 18-41

Franklin Allen, Yiming Qian, Guoqian Tu and Frank Yu

Liquidity windfalls: The consequences of repo rehypothecation pp. 42-63

Sebastian Infante

Do firms issue more equity when markets become more liquid? pp. 64-82

Rogier M. Hanselaar, René M. Stulz and Mathijs van Dijk

Decision fatigue and heuristic analyst forecasts pp. 83-98

David Hirshleifer, Yaron Levi, Ben Lourie and Siew Hong Teoh

The information sensitivity of debt in good and bad times pp. 99-112

Emanuele Brancati and Marco Macchiavelli

Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market pp. 113-133

Paul Schultz and Zhaogang Song

The power of shareholder votes: Evidence from uncontested director elections pp. 134-153

Reena Aggarwal, Sandeep Dahiya and Nagpurnanand R. Prabhala

Generalized recovery pp. 154-174

Christian Skov Jensen, David Lando and Lasse Heje Pedersen

Institutional investor cliques and governance pp. 175-197

Alan D. Crane, Andrew Koch and Sébastien Michenaud

Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation pp. 198-224

Samuel Antill and Steven R. Grenadier

In search of preference shock risks: Evidence from longevity risks and momentum profits pp. 225-249

Zhanhui Chen and Bowen Yang

Volume 132, issue 3, 2019

Should retail investors’ leverage be limited? pp. 1-21

Rawley Heimer and Alp Simsek

Information and trading targets in a dynamic market equilibrium pp. 22-49

Jin Hyuk Choi, Kasper Larsen and Duane J. Seppi

Gold, platinum, and expected stock returns pp. 50-75

Darien Huang and Mete Kilic

Technological links and predictable returns pp. 76-96

Charles Lee, Stephen Teng Sun, Rongfei Wang and Ran Zhang

Once bitten, twice shy: The power of personal experiences in risk taking pp. 97-117

Steffen Andersen, Tobin Hanspal and Kasper Meisner Nielsen

Policy externalities and banking integration pp. 118-139

Michael Smolyansky

New goods and asset prices pp. 140-157

Paul Scanlon

The liquidity cost of private equity investments: Evidence from secondary market transactions pp. 158-181

Taylor D. Nadauld, Berk A. Sensoy, Keith Vorkink and Michael S. Weisbach

Should investors learn about the timing of equity risk? pp. 182-204

Michael Hasler, Mariana Khapko and Roberto Marfè

Government debt and the returns to innovation pp. 205-225

M.M. Croce, Thien T. Nguyen, S. Raymond and L. Schmid

How valuable are independent directors? Evidence from external distractions pp. 226-256

Ronald Masulis and Emma Jincheng Zhang

Volume 132, issue 2, 2019

Do private equity funds manipulate reported returns? pp. 267-297

Gregory W. Brown, Oleg R. Gredil and Steven N. Kaplan

Entry and competition in takeover auctions pp. 298-324

Matthew Gentry and Caleb Stroup

An anatomy of the market return pp. 325-350

Paul Schneider

Liquidity standards and the value of an informed lender of last resort pp. 351-368

João A.C. Santos and Javier Suarez

Attention allocation and return co-movement: Evidence from repeated natural experiments pp. 369-383

Shiyang Huang, Yulin Huang and Tse-Chun Lin

Capital flows and sovereign debt markets: Evidence from index rebalancings pp. 384-403

Lorenzo Pandolfi and Tomas Williams

Municipal borrowing costs and state policies for distressed municipalities pp. 404-426

Pengjie Gao, Chang Lee and Dermot Murphy

Mood, firm behavior, and aggregate economic outcomes pp. 427-450

Vidhi Chhaochharia, Dasol Kim, George M. Korniotis and Alok Kumar

Too good to be true? Fallacies in evaluating risk factor models pp. 451-471

Nikolay Gospodinov, Raymond Kan and Cesare Robotti

Financing intangible capital pp. 472-496

Qi Sun and Mindy Z. Xiaolan

The cross-section of labor leverage and equity returns pp. 497-518

Andres Donangelo, Francois Gourio, Matthias Kehrig and Miguel Palacios

Liquidity, innovation, and endogenous growth pp. 519-541

Semyon Malamud and Francesca Zucchi

Volume 132, issue 1, 2019

Are lemons sold first? Dynamic signaling in the mortgage market pp. 1-25

Manuel Adelino, Kristopher Gerardi and Hartman-Glaser, Barney

Indexing and stock market serial dependence around the world pp. 26-48

Guido Baltussen, Sjoerd van Bekkum and Zhi Da

Industry familiarity and trading: Evidence from the personal portfolios of industry insiders pp. 49-75

Itzhak Ben-David, Justin Birru and Andrea Rossi

Dynamic corporate liquidity pp. 76-102

Boris Nikolov, Lukas Schmid and Roberto Steri

Preference for dividends and return comovement pp. 103-125

Allaudeen Hameed and Jing Xie

Manager sentiment and stock returns pp. 126-149

Fuwei Jiang, Joshua Lee, Xiumin Martin and Guofu Zhou

Variance risk in aggregate stock returns and time-varying return predictability pp. 150-174

Sungjune Pyun

Acquirer reference prices and acquisition performance pp. 175-199

Qingzhong Ma, David A. Whidbee and Wei Zhang

What a difference a (birth) month makes: The relative age effect and fund manager performance pp. 200-221

Bai, John (Jianqiu), Linlin Ma, Kevin A. Mullally and David H. Solomon

Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns pp. 222-247

Jeewon Jang and Jangkoo Kang

The present value relation over six centuries: The case of the Bazacle company pp. 248-265

David le Bris, William N. Goetzmann and Sébastien Pouget