Journal of Financial Economics

1974 - 2020

Current editor(s): G. William Schwert

From Elsevier
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Volume 137, issue 2, 2020

Is the credit spread puzzle a myth? pp. 297-319

Jennie Bai, Robert S. Goldstein and Fan Yang

Investor ideology pp. 320-352

Patrick Bolton, Tao Li, Enrichetta Ravina and Howard Rosenthal

Cheap-stock tunneling around preemptive rights pp. 353-370

Jesse M. Fried and Holger Spamann

Prime (information) brokerage pp. 371-391

Nitish Kumar, Kevin Mullally, Sugata Ray and Yuehua Tang

The importance of being special: Repo markets during the crisis pp. 392-429

Stefano Corradin and Angela Maddaloni

Disguised corruption: Evidence from consumer credit in China pp. 430-450

Sumit Agarwal, Wenlan Qian, Amit Seru and Jian Zhang

The economic impact of right-to-work laws: Evidence from collective bargaining agreements and corporate policies pp. 451-469

Sudheer Chava, András Danis and Alex Hsu

Institutional allocations in the primary market for corporate bonds pp. 470-490

Stanislava Nikolova, Liying Wang and Wu, Juan (Julie)

Terrorist attacks and investor risk preference: Evidence from mutual fund flows pp. 491-514

Albert Y. Wang and Michael Young

What you see is not what you get: The costs of trading market anomalies pp. 515-549

Andrew J. Patton and Brian M. Weller

Turning alphas into betas: Arbitrage and endogenous risk pp. 550-570

Thummim Cho

Heterogeneous beliefs and return volatility around seasoned equity offerings pp. 571-589

Ann Marie Hibbert, Qiang Kang, Alok Kumar and Suchi Mishra

Volume 137, issue 1, 2020

Dancing with activists pp. 1-41

Lucian A. Bebchuk, Alon Brav, Wei Jiang and Thomas Keusch

The financing of local government in China: Stimulus loan wanes and shadow banking waxes pp. 42-71

Zhuo Chen, Zhiguo He and Chun Liu

Why does public news augment information asymmetries? pp. 72-89

Julio A. Crego

Off-balance sheet funding, voluntary support and investment efficiency pp. 90-107

Anatoli Segura and Jing Zeng

Pre-trade hedging: Evidence from the issuance of retail structured products pp. 108-128

Brian J. Henderson, Neil D. Pearson and Li Wang

Who's paying attention? Measuring common ownership and its impact on managerial incentives pp. 152-178

Erik P. Gilje, Todd A. Gormley and Doron Levit

Short-term debt and incentives for risk-taking pp. 179-203

Marco Della Seta, Erwan Morellec and Francesca Zucchi

Security analysts and capital market anomalies pp. 204-230

Li Guo, Frank Weikai Li and K.C. John Wei

The persistent effect of initial success: Evidence from venture capital pp. 231-248

Ramana Nanda, Sampsa Samila and Olav Sorenson

Concentration of control rights in leveraged loan syndicates pp. 249-271

Mitchell Berlin, Greg Nini and Edison G. Yu

Mood beta and seasonalities in stock returns pp. 272-295

David Hirshleifer, Danling Jiang and Yuting Meng DiGiovanni

Volume 136, issue 3, 2020

Investor experiences and financial market dynamics pp. 597-622

Ulrike Malmendier, Demian Pouzo and Victoria Vanasco

Locked in by leverage: Job search during the housing crisis pp. 623-648

Jennifer Brown and David A. Matsa

Shared analyst coverage: Unifying momentum spillover effects pp. 649-675

Usman Ali and David Hirshleifer

Reducing information frictions in venture capital: The role of new venture competitions pp. 676-694

Sabrina T. Howell

Blockholder voting pp. 695-717

Heski Bar-Isaac and Joel Shapiro

Agency conflicts and short- versus long-termism in corporate policies pp. 718-742

Sebastian Gryglewicz, Simon Mayer and Erwan Morellec

The redistributive effects of bank capital regulation pp. 743-759

Elena Carletti, Robert Marquez and Silvio Petriconi

Information flows among rivals and corporate investment pp. 760-779

Darren Bernard, Terrence Blackburne and Jacob Thornock

Global currency hedging with common risk factors pp. 780-805

Wei Opie and Steven J. Riddiough

Liquidity supply by broker-dealers and real activity pp. 806-827

Jonathan Goldberg

Private money creation with safe assets and term premia pp. 828-856

Sebastian Infante

Managerial control benefits and takeover market efficiency pp. 857-878

Wenyu Wang and Yufeng Wu

Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program pp. 879-899

Kee H. Chung, Albert J. Lee and Dominik Rösch

Volume 136, issue 2, 2020

Does the stock market make firms more productive? pp. 281-306

Benjamin Bennett, René Stulz and Zexi Wang

The creation and evolution of entrepreneurial public markets pp. 307-329

Shai Bernstein, Abhishek Dev and Josh Lerner

International R&D spillovers and asset prices pp. 330-354

Federico Gavazzoni and Ana Maria Santacreu

Capital requirements, risk choice, and liquidity provision in a business-cycle model pp. 355-378

Juliane Begenau

Liquidity regimes and optimal dynamic asset allocation pp. 379-406

Pierre Collin-Dufresne, Kent Daniel and Mehmet Sağlam

Mutual fund investments in private firms pp. 407-443

Sungjoung Kwon, Michelle Lowry and Yiming Qian

Time-varying inflation risk and stock returns pp. 444-470

Martijn Boons, Fernando Duarte, Frans de Roon and Marta Szymanowska

I can see clearly now: The impact of disclosure requirements on 401(k) fees pp. 471-489

Dominique C. Badoer, Charles P. Costello and Christopher M. James

Risky bank guarantees pp. 490-522

Taneli Mäkinen, Lucio Sarno and Gabriele Zinna

Medicaid and household savings behavior: New evidence from tax refunds pp. 523-546

Emily A. Gallagher, Radhakrishnan Gopalan, Michal Grinstein-Weiss and Jorge Sabat

Do dividends convey information about future earnings? pp. 547-570

Charles G. Ham, Zachary R. Kaplan and Mark T. Leary

Democracy and credit pp. 571-596

Manthos Delis, Iftekhar Hasan and Steven Ongena

Volume 136, issue 1, 2020

Does size matter? Bailouts with large and small banks pp. 1-22

Eduardo Dávila and Ansgar Walther

Is the active fund management industry concentrated enough? pp. 23-43

David Feldman, Konark Saxena and Jingrui Xu

Adverse selection and the performance of private equity co-investments pp. 44-62

Reiner Braun, Tim Jenkinson and Christoph Schemmerl

Cross-asset signals and time series momentum pp. 63-85

Aleksi Pitkäjärvi, Matti Suominen and Lauri Vaittinen

OTC premia pp. 86-105

Gino Cenedese, Angelo Ranaldo and Michalis Vasios

Does protectionist anti-takeover legislation lead to managerial entrenchment? pp. 106-136

Marc Frattaroli

Real effects of workers’ financial distress: Evidence from teacher spillovers pp. 137-151

Gonzalo Maturana and Jordan Nickerson

Economic momentum and currency returns pp. 152-167

Magnus Dahlquist and Henrik Hasseltoft

Competition and cooperation in mutual fund families pp. 168-188

Richard Burtis Evans, Melissa Porras Prado and Rafael Zambrana

Monetary stimulus and bank lending pp. 189-218

Indraneel Chakraborty, Itay Goldstein and Andrew MacKinlay

Why do option returns change sign from day to night? pp. 219-238

Dmitriy Muravyev and Ni, Xuechuan (Charles)

The term structure of liquidity provision pp. 239-259

Jennifer Conrad and Sunil Wahal

Stress tests and small business lending pp. 260-279

Kristle R. Cortés, Yuliya Demyanyk, Lei Li, Elena Loutskina and Philip E. Strahan