Journal of Financial Economics

1974 - 2018

Current editor(s): G. William Schwert

From Elsevier
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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 S. 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, Hernán Ortiz-Molina, 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 M. 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

Volume 127, issue 3, 2018

Alpha or beta in the eye of the beholder: What drives hedge fund flows? pp. 417-434

Vikas Agarwal, T. Clifton Green and Honglin Ren

The (dis)advantages of clearinghouses before the Fed pp. 435-458

Matthew Jaremski

Disagreement about inflation and the yield curve pp. 459-484

Paul Ehling, Michael Gallmeyer, Christian Heyerdahl-Larsen and Philipp Illeditsch

Resaleable debt and systemic risk pp. 485-504

Jason Roderick Donaldson and Eva Micheler

Securitization bubbles: Structured finance with disagreement about default risk pp. 505-518

Tobias Broer

Are overconfident CEOs better leaders? Evidence from stakeholder commitments pp. 519-545

Kenny Phua, T. Mandy Tham and Chishen Wei

The structure of information release and the factor structure of returns pp. 546-566

Thomas Gilbert, Christopher Hrdlicka and Avraham Kamara

Management sub-advising in the mutual fund industry pp. 567-587

David Moreno, Rosa Rodríguez and Rafael Zambrana

Board diversity, firm risk, and corporate policies pp. 588-612

Gennaro Bernile, Vineet Bhagwat and Scott Yonker

Volume 127, issue 2, 2018

Carry pp. 197-225

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

Gianpaolo Parise

Four centuries of return predictability pp. 248-263

Benjamin Golez and Peter Koudijs

Liquidity risk and maturity management over the credit cycle pp. 264-284

Atif Mian and Joao Santos

Taxation and executive compensation: Evidence from stock options pp. 285-302

Andrew Bird

Employee representation and financial leverage pp. 303-324

Chen Lin, Thomas Schmid and Yuhai Xuan

Leverage constraints and asset prices: Insights from mutual fund risk taking pp. 325-341

Oliver Boguth and Mikhail Simutin

Belief-free price formation pp. 342-365

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

Ferhat Akbas, Stanimir Markov, Musa Subasi and Eric Weisbrod

The consequences of managerial indiscretions: Sex, lies, and firm value pp. 389-415

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

Josh Lerner, Antoinette Schoar, Stanislav Sokolinski and Karen Wilson

Financial market frictions and diversification pp. 21-50

Gregor Matvos, Amit Seru and Rui C. Silva

The real effects of credit default swaps pp. 51-76

András Danis and Andrea Gamba

The buyers’ perspective on security design: Hedge funds and convertible bond call provisions pp. 77-93

Bruce D. Grundy and Patrick Verwijmeren

Non-rating revenue and conflicts of interest pp. 94-112

Ramin P. Baghai and Bo Becker

Capital gains lock-in and governance choices pp. 113-135

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

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

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

Thorsten Beck, Hans Degryse, Ralph De Haas and Neeltje Van Horen