Journal of Financial Economics

1974 - 2019

Current editor(s): G. William Schwert

From Elsevier
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Volume 131, issue 2, 2019

Regulating a model pp. 251-268

Yaron Leitner and Bilge Yilmaz

The CAPM strikes back? An equilibrium model with disasters pp. 269-298

Hang Bai, Kewei Hou, Howard Kung, Erica X.N. Li and Lu Zhang

Collateralizing liquidity pp. 299-322

Cecilia Parlatore

Inferring latent social networks from stock holdings pp. 323-344

Harrison Hong and Jiangmin Xu

Who benefits in a crisis? Evidence from hedge fund stock and option holdings pp. 345-361

George O. Aragon, J. Spencer Martin and Zhen Shi

The profitability and investment premium: Pre-1963 evidence pp. 362-377

Sunil Wahal

How effective are trading pauses? pp. 378-403

Nikolaus Hautsch and Akos Horvath

Mark Twain’s Cat: Investment experience, categorical thinking, and stock selection pp. 404-432

Xing Huang

The impact of jumps on carry trade returns pp. 433-455

Suzanne S. Lee and Minho Wang

Firms’ innovation strategy under the shadow of analyst coverage pp. 456-483

Bing Guo, Pérez-Castrillo, David and Toldrà-Simats, Anna

Trade credit and supplier competition pp. 484-505

Jiri Chod, Evgeny Lyandres and S. Alex Yang

Volume 131, issue 1, 2019

The rise in student loan defaults pp. 1-19

Holger M. Mueller and Constantine Yannelis

Bubbles for Fama pp. 20-43

Robin Greenwood, Andrei Shleifer and Yang You

Public hedge funds pp. 44-60

Lin Sun and Melvyn Teo

Pay now or pay later? The economics within the private equity partnership pp. 61-87

Victoria Ivashina and Josh Lerner

How do valuations impact outcomes of asset sales with heterogeneous bidders? pp. 88-117

Alexander S. Gorbenko

Good disclosure, bad disclosure pp. 118-138

Itay Goldstein and Liyan Yang

Institutional herding and its price impact: Evidence from the corporate bond market pp. 139-167

Fang Cai, Song Han, Dan Li and Yi Li

The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk pp. 168-185

George O. Aragon, Lei Li and Qian, Jun ‘qj’

The leverage effect and the basket-index put spread pp. 186-205

Jennie Bai, Robert S. Goldstein and Fan Yang

Do insiders time management buyouts and freezeouts to buy undervalued targets? pp. 206-231

Jarrad Harford, Jared Stanfield and Feng Zhang

The value of access to finance: Evidence from M&As pp. 232-250

Jess Cornaggia and Jay Yin Li

Volume 130, issue 3, 2018

Fintech, regulatory arbitrage, and the rise of shadow banks pp. 453-483

Greg Buchak, Gregor Matvos, Tomasz Piskorski and Amit Seru

Corporate debt maturity profiles pp. 484-502

Jaewon Choi, Dirk Hackbarth and Josef Zechner

Asset pricing and ambiguity: Empirical evidence⁎ pp. 503-531

Menachem Brenner and Yehuda Izhakian

Home away from home? Foreign demand and London house prices pp. 532-555

Cristian Badarinza and Tarun Ramadorai

When do CDS spreads lead? Rating events, private entities, and firm-specific information flows pp. 556-578

Jongsub Lee, Andy Naranjo and Guner Velioglu

Momentum in Imperial Russia pp. 579-591

William N. Goetzmann and Simon Huang

Government guarantees and the two-way feedback between banking and sovereign debt crises pp. 592-619

Agnese Leonello

Investment, Tobin’s q, and interest rates pp. 620-640

Xiaoji Lin, Chong Wang, Neng Wang and Jinqiang Yang

Director skill sets pp. 641-662

Renée B. Adams, Ali C. Akyol and Patrick Verwijmeren

One fundamental and two taxes: When does a Tobin tax reduce financial price volatility? pp. 663-692

Yongheng Deng, Xin Liu and Shang-Jin Wei

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 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