Journal of Financial Economics

1974 - 2026

Current editor(s): G. William Schwert

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Operational shorting and ETF liquidity provision: Richard B. Evans, Rabih Moussawi, Michael S. Pagano and John Sedunov
Market feedback: Evidence from the horse’s mouth: Itay Goldstein, Bibo Liu and Liyan Yang
Dual peer effects and cross-stock predictability: Doron Avramov, Shuyi Ge, Shaoran Li and Oliver Linton
Did pandemic relief fraud inflate house prices?: John M. Griffin, Samuel Kruger and Prateek Mahajan
Foundational processes and growth: Wing Wah Tham, Salomé Baslandze, Elvira Sojli and Leo Liu
Cashless payment and financial inclusion: Shumiao Ouyang
Past is prologue: Inference from the cross section of returns around an event: Jonathan B. Cohn, Travis L. Johnson, Zack Liu and Malcolm I. Wardlaw
Face-to-face social interactions and local informational advantage: Robin Y. Lee
Patents that match your standards: Firm-level evidence on competition, innovation and growth: Antonin Bergeaud, Julia Schmidt and Riccardo Zago

Liquidity characteristics of market anomalies and institutional trading: Charles Cao, Bing Liang, Tong Yao and Andrew Zhang
Partial homeownership: A quantitative analysis: Eirik Eylands Brandsaas and Jens Soerlie Kvaerner
Which investors drive anomaly returns and how?: Yizhang Li, Stanislav Sokolinski and Andrea Tamoni
Innovation spillovers across U.S. tech clusters: Xavier Giroud, Ernest Liu and Holger Mueller
Intervening against the Fed: Alexander Rodnyansky, Yannick Timmer and Naoki Yago

Hidden alpha: Manuel Ammann, Alexander Cochardt, Lauren Cohen and Stephan Heller
Learning by lending securities: George C. Nurisso
Housing affordability and parental income support: The role of mortgage co-signing: Jason Allen, Kyra Carmichael, Robert Clark, Shaoteng Li and Nicolas Vincent
Hurdle rate buffers and bargaining power in asset acquisition: John W. Barry, Bruce I. Carlin, Alan D. Crane and John R. Graham
Duration-based stock valuation: Reassessing stock market performance and volatility: Jules H. van Binsbergen
Committing to trade: A theory of intermediation: Francesco Sannino
Picking partners: Manager selection in private markets: Amit Goyal, Sunil Wahal and M. Deniz Yavuz
How do income-driven repayment plans benefit student debt borrowers?: Sylvain Catherine, Mehran Ebrahimian and Constantine Yannelis

The incentives of SPAC sponsors: Felix Feng, Tom Nohel, Xuan Tian, Wenyu Wang and Yufeng Wu
Deep surrogates for finance: With an application to option pricing: Hui Chen, Antoine Didisheim and Simon Scheidegger
Constrained by law: The impact of fiduciary duties on portfolios and prices in US equity markets: Stefano Cassella, A. Emanuele Rizzo, Oliver G. Spalt and Leah Zimmerer
The secular decline in interest rates and the rise of shadow banks: Andrés Sarto and Olivier Wang
Index rebalancing and stock market composition: Do indexes time the market?: Marco Sammon and John J. Shim
Investments that make our homes greener: The role of regulation: Nuno Clara, João F. Cocco, S. Lakshmi Naaraayanan and Varun Sharma
Retail option traders and the implied volatility surface: Gregory W. Eaton, T. Clifton Green, Brian S. Roseman and Yanbin Wu

Windfall income shocks with finite planning horizons: Michael Boutros
Manufacturing risk-free government debt: Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Bank consolidation and uniform pricing: João Granja and Nuno Paixão
Public goods under financial distress: Pawel Janas
Richer earnings dynamics, consumption and portfolio choice over the life cycle: Julio Gálvez and Gonzalo Paz-Pardo
Appropriated growth: Yuchen Chen, Xuelin Li, Richard T. Thakor and Colin Ward
Investing in misallocation: Mete Kılıç and Şelale Tüzel
Sequential credit markets: Ulf Axelson and Igor Makarov
The benchmark greenium: D’Amico, Stefania, Johannes Klausmann and N. Aaron Pancost
Social media as a bank run catalyst: J. Anthony Cookson, Corbin Fox, Javier Gil-Bazo, Juan F. Imbet and Christoph Schiller
Do teams alleviate or exacerbate overreaction in beliefs?: Ricardo Barahona, Stefano Cassella, Kristy A.E. Jansen and Vincenzo Pezone
Prospect theory in the field: Revealed preferences from mutual fund flows: Bing Han, Pengfei Sui and Wenhao Yang
Intermediation frictions in equity markets: Bryan Seegmiller
Government bond risk and return in the US and China: Jennifer N. Carpenter, Fangzhou Lu and Robert F. Whitelaw
Regional Banks, Aggregate Effects: Quinn Maingi

The canary in the coal decline: Appalachian household finance and the transition from fossil fuels: Joshua Blonz, Brigitte Roth Tran and Erin Troland
Implicit extrapolation and the beliefs channel of investment demand: Haoyang Liu and Christopher Palmer
Policy news and stock market volatility: Scott R. Baker, Nicholas Bloom, Steven Davis and Kyle Kost
Institutions’ return expectations across assets and time: Magnus Dahlquist and Markus Ibert
Policy uncertainty reduces green innovation: Mengyu Wang, Jeffrey Wurgler and Hong Zhang
Discount factors and monetary policy: Evidence from dual-listed stocks: Quentin Vandeweyer, Minghao Yang and Constantine Yannelis
Demand disagreement: Christian Heyerdahl-Larsen and Philipp Illeditsch
Securing technological leadership? The cost of export controls on firms: Matteo Crosignani, Lina Han, Marco Macchiavelli and André Silva
Corrigendum to “Ripples into waves: Trade networks, economic activity, and asset prices” [Journal of Financial Economics, Volume 145, (July 2022) Pages 217–238/Article Number]: (Jinfan) Chang, Jeffery, Huancheng Du, Dong Lou and Christopher Polk
How costly are cultural biases? Evidence from FinTech: D’Acunto, Francesco, Pulak Ghosh and Alberto G. Rossi