Journal of Financial Economics

1974 - 2021

Current editor(s): G. William Schwert

From Elsevier
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Volume 141, issue 2, 2021

The local innovation spillovers of listed firms pp. 395-412

Adrien Matray

Lucky factors pp. 413-435

Campbell R. Harvey and Yan Liu

Uncertainty, access to debt, and firm precautionary behavior pp. 436-453

Giovanni Favara, Janet Gao and Mariassunta Giannetti

Angels and venture capitalists: Substitutes or complements? pp. 454-478

Thomas Hellmann, Paul Schure and Dan H. Vo

Macro risks and the term structure of interest rates pp. 479-504

Geert Bekaert, Eric Engstrom and Andrey Ermolov

Heterogeneous intermediary asset pricing pp. 505-532

Mahyar Kargar

The rate of communication pp. 533-550

Shiyang Huang, Byoung-Hyoun Hwang and Dong Lou

Capital supply and corporate bond issuances: Evidence from mutual fund flows pp. 551-572

Qifei Zhu

Pervasive underreaction: Evidence from high-frequency data pp. 573-599

Hao Jiang, Sophia Zhengzi Li and Hao Wang

Reciprocal lending relationships in shadow banking pp. 600-619

Yi Li

Compensation disclosures and strategic commitment: Evidence from revenue-based pay pp. 620-643

Matthew J. Bloomfield

Out of sight no more? The effect of fee disclosures on 401(k) investment allocations pp. 644-668

Mathias Kronlund, Veronika K. Pool, Clemens Sialm and Irina Stefanescu

Factors and risk premia in individual international stock returns pp. 669-692

Ines Chaieb, Hugues Langlois and Olivier Scaillet

Bank capital, government bond holdings, and sovereign debt capacity pp. 693-704

Matteo Crosignani

Network structure and pricing in the FX market pp. 705-729

Joel Hasbrouck and Richard M. Levich

The telegraph and modern banking development, 1881–1936 pp. 730-749

Chen Lin, Chicheng Ma, Yuchen Sun and Yuchen Xu

Regulatory effects on short-term interest rates pp. 750-770

Angelo Ranaldo, Patrick Schaffner and Michalis Vasios

Ransomware activity and blockchain congestion pp. 771-782

Konstantin Sokolov

Life after LIBOR pp. 783-801

Sven Klingler and Olav Syrstad

Corporate immunity to the COVID-19 pandemic pp. 802-830

Wenzhi Ding, Ross Levine, Chen Lin and Wensi Xie

Volume 141, issue 1, 2021

Banks as patient lenders: Evidence from a tax reform pp. 6-26

Elena Carletti, Filippo De Marco, Vasso Ioannidou and Enrico Sette

The design and transmission of central bank liquidity provisions pp. 27-47

Luisa Carpinelli and Matteo Crosignani

Color and credit: Race, regulation, and the quality of financial services pp. 48-65

Taylor A. Begley and Amiyatosh Purnanandam

Brexit and the contraction of syndicated lending pp. 66-82

Tobias Berg, Anthony Saunders, Larissa Schäfer and Sascha Steffen

Are disagreements agreeable? Evidence from information aggregation pp. 83-101

Dashan Huang, Jiangyuan Li and Liyao Wang

Entrepreneurship and information on past failures: A natural experiment pp. 102-121

Christophe Cahn, Mattia Girotti and Augustin Landier

Testing the effectiveness of consumer financial disclosure: Experimental evidence from savings accounts pp. 122-147

Paul Adams, Stefan Hunt, Christopher Palmer and Redis Zaliauskas

Banks funding, leverage, and investment pp. 148-171

Alessandro Barattieri, Laura Moretti and Vincenzo Quadrini

The cross-section of intraday and overnight returns pp. 172-194

Vincent Bogousslavsky

Asset pricing with index investing pp. 195-216

Georgy Chabakauri and Oleg Rytchkov

Volatility, intermediaries, and exchange rates pp. 217-233

Xiang Fang and Yang Liu

Eye in the sky: Private satellites and government macro data pp. 234-254

Abhiroop Mukherjee, George Panayotov and Janghoon Shon

Internet searching and stock price crash risk: Evidence from a quasi-natural experiment pp. 255-275

Yongxin Xu, Yuhao Xuan and Gaoping Zheng

Asset prices, midterm elections, and political uncertainty pp. 276-296

Kam Fong Chan and Terry Marsh

Mispricing, short-sale constraints, and the cross-section of option returns pp. 297-321

Lakshmi Shankar Ramachandran and Jitendra Tayal

Does common ownership really increase firm coordination? pp. 322-344

Katharina Lewellen and Michelle Lowry

The impact of consumer credit access on self-employment and entrepreneurship pp. 345-371

Kyle Herkenhoff, Gordon Phillips and Ethan Cohen-Cole

Do activist hedge funds target female CEOs? The role of CEO gender in hedge fund activism pp. 372-393

Bill B. Francis, Iftekhar Hasan, Shen, Yinjie (Victor) and Qiang Wu

Volume 140, issue 3, 2021

Why are firms with more managerial ownership worth less? pp. 699-725

Kornelia Fabisik, Rüdiger Fahlenbrach, René M. Stulz and Jérôme P. Taillard

Understanding momentum and reversal pp. 726-743

Bryan T. Kelly, Tobias J. Moskowitz and Seth Pruitt

Do limits to arbitrage explain the benefits of volatility-managed portfolios? pp. 744-767

Pedro Barroso and Andrew Detzel

Geographic diversification and bank lending during crises pp. 768-788

Sebastian Doerr and Philipp Schaz

Monetary policy at work: Security and credit application registers evidence pp. 789-814

Jose-Luis Peydro, Andrea Polo and Enrico Sette

Negative peer disclosure pp. 815-837

Sean Shun Cao, Vivian W. Fang and (Gillian) Lei, Lijun

Family comes first: Reproductive health and the gender gap in entrepreneurship pp. 838-864

Jonathan Zandberg

Calendar rotations: A new approach for studying the impact of timing using earnings announcements pp. 865-893

Suzie Noh, Eric C. So and Rodrigo S. Verdi

Directors’ career concerns: Evidence from proxy contests and board interlocks pp. 894-915

Shuran Zhang

Information shocks, disagreement, and drift pp. 916-940

Will J. Armstrong, Laura Cardella and Nasim Sabah

Asset pricing with heterogeneous agents and long-run risk pp. 941-964

Walter Pohl, Karl Schmedders and Ole Wilms

Learning from noise: Evidence from India’s IPO lotteries pp. 965-986

Santosh Anagol, Vimal Balasubramaniam and Tarun Ramadorai

Contracting without contracting institutions: The trusted assistant loan in 19th century China pp. 987-1007

Meng Miao, Guanjie Niu and Thomas Noe

Volume 140, issue 2, 2021

Persistent government debt and aggregate risk distribution pp. 347-367

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

The electronic evolution of corporate bond dealers pp. 368-390

Maureen O'Hara and Xing Alex Zhou

Asymmetric information risk in FX markets pp. 391-411

Angelo Ranaldo and Fabricius Somogyi

Treasury yield implied volatility and real activity pp. 412-435

Martijn Cremers, Matthias Fleckenstein and Priyank Gandhi

Why is stock market concentration bad for the economy? pp. 436-459

Kee-Hong Bae, Warren Bailey and Jisok Kang

Salience theory and stock prices: Empirical evidence pp. 460-483

Mathijs Cosemans and Rik Frehen

Do low search costs facilitate like-buys-like mergers? Evidence from common bank networks1 pp. 484-513

Jiakai Chen, Joon Ho Kim and S. Ghon Rhee

A BIT goes a long way: Bilateral investment treaties and cross-border mergers pp. 514-538

Vineet Bhagwat, Jonathan Brogaard and Brandon Julio

To own or not to own: Stock loans around dividend payments pp. 539-559

Peter N. Dixon, Corbin A. Fox and Eric K. Kelley

Dynamic resource allocation with hidden volatility pp. 560-581

Felix Zhiyu Feng and Mark M. Westerfield

Competition, profitability, and discount rates pp. 582-620

Winston Wei Dou, Yan Ji and Wei Wu

Does personal liability deter individuals from serving as independent directors? pp. 621-643

S. Lakshmi Naaraayanan and Kasper Meisner Nielsen

Frequency dependent risk pp. 644-675

Andreas Neuhierl and Rasmus T. Varneskov

Surprise election for Trump connections pp. 676-697

Travers Barclay Child, Nadia Massoud, Mario Schabus and Yifan Zhou

Volume 140, issue 1, 2021

Inspecting the mechanism of quantitative easing in the euro area pp. 1-20

Ralph S.J. Koijen, Francois Koulischer, Benoît Nguyen and Motohiro Yogo

Voluntary disclosure with evolving news pp. 21-53

Cyrus Aghamolla and Byeong-Je An

What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles pp. 54-73

Nicolae Gârleanu and Stavros Panageas

Benchmark interest rates when the government is risky pp. 74-100

P. Augustin, Mikhail Chernov, L. Schmid and D. Song

Estimating the anomaly base rate pp. 101-126

Alex Chinco, Andreas Neuhierl and Michael Weber

Implied volatility duration: A measure for the timing of uncertainty resolution pp. 127-144

Christian Schlag, Julian Thimme and Rüdiger Weber

Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability? pp. 145-174

Toni Ahnert, Kristin Forbes, Christian Friedrich and Dennis Reinhardt

Extrapolative beliefs in the cross-section: What can we learn from the crowds? pp. 175-196

Zhi Da, Xing Huang and Lawrence J. Jin

Real effects of share repurchases legalization on corporate behaviors pp. 197-219

Zigan Wang, Qie Ellie Yin and Luping Yu

Competition among liquidity providers with access to high-frequency trading technology pp. 220-249

Dion Bongaerts and Mark Van Achter

Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform pp. 250-269

Marco Cipriani and Gabriele La Spada

What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market pp. 270-291

Craig W. Holden, Dong Lu, Volodymyr Lugovskyy and Daniela Puzzello

Common pricing across asset classes: Empirical evidence revisited pp. 292-324

Nikolay Gospodinov and Cesare Robotti

The high volume return premium and economic fundamentals pp. 325-345

Zijun Wang