Journal of Financial Economics

1974 - 2025

Current editor(s): G. William Schwert

From Elsevier
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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 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 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 Davila 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 Cortes, Yuliya Demyanyk, Lei Li, Elena Loutskina and Philip E. Strahan

Volume 135, issue 3, 2020

Empirical analysis of corporate tax reforms: What is the null and where did it come from? pp. 555-576

Christopher A. Hennessy, Akitada Kasahara and Ilya A. Strebulaev

Leveraged buyouts and bond credit spreads pp. 577-601

Yael Eisenthal-Berkovitz, Peter Feldhütter and Vikrant Vig

Do fire sales create externalities? pp. 602-628

Sergey Chernenko and Adi Sunderam

Betting against correlation: Testing theories of the low-risk effect pp. 629-652

Cliff Asness, Andrea Frazzini, Niels Gormsen and Lasse Pedersen

Are early stage investors biased against women? pp. 653-677

Michael Ewens and Richard R. Townsend

Employment effects of unconventional monetary policy: Evidence from QE pp. 678-703

Stephan Luck and Tom Zimmermann

Governance through shame and aspiration: Index creation and corporate behavior pp. 704-724

Akash Chattopadhyay, Matthew D. Shaffer and Charles C.Y. Wang

Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns pp. 725-753

Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas and A. Doruk Gunaydin

Pricing structured products with economic covariates pp. 754-773

Yong Seok Choi, Hitesh Doshi, Kris Jacobs and Stuart M. Turnbull

Time series momentum: Is it there? pp. 774-794

Dashan Huang, Jiangyuan Li, Liyao Wang and Guofu Zhou

A comparison of some structural models of private information arrival pp. 795-815

Jefferson Duarte, Edwin Hu and Lance Young

Portfolio rebalancing in general equilibrium pp. 816-834

Miles Kimball, Matthew Shapiro, Tyler Shumway and Jing Zhang

Volume 135, issue 2, 2020

Shrinking the cross-section pp. 271-292

Serhiy Kozak, Stefan Nagel and Shrihari Santosh

Trading and arbitrage in cryptocurrency markets pp. 293-319

Igor Makarov and Antoinette Schoar

Show me the money: The monetary policy risk premium pp. 320-339

Ali Ozdagli and Mihail Velikov

Quantify the quantitative easing: Impact on bonds and corporate debt issuance pp. 340-358

Karamfil Todorov

Trading out of sight: An analysis of cross-trading in mutual fund families pp. 359-378

Alexander Eisele, Tamara Nefedova, Gianpaolo Parise and Kim Peijnenburg

An ill wind? Terrorist attacks and CEO compensation pp. 379-398

Yunhao Dai, Raghavendra Rau, Aris Stouraitis and Weiqiang Tan

Measuring skewness premia pp. 399-424

Hugues Langlois

Reputations and credit ratings: Evidence from commercial mortgage-backed securities pp. 425-444

Ramin P. Baghai and Bo Becker

Financing dies in darkness? The impact of newspaper closures on public finance pp. 445-467

Pengjie Gao, Chang Lee and Dermot Murphy

An inconvenient cost: The effects of climate change on municipal bonds pp. 468-482

Marcus Painter

Institutional shareholders and corporate social responsibility pp. 483-504

Tao Chen, Hui Dong and Chen Lin

Inventor CEOs pp. 505-527

Emdad Islam and Jason Zein

Is information risk priced? Evidence from abnormal idiosyncratic volatility pp. 528-554

Yung Chiang Yang, Bohui Zhang and Chu Zhang

Volume 135, issue 1, 2020

Dynamic interventions and informational linkages pp. 1-15

Lin Cong, Steven R. Grenadier and Yunzhi Hu

Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds pp. 16-40

Michael A. Goldstein and Edith S. Hotchkiss

The job rating game: Revolving doors and analyst incentives pp. 41-67

Elisabeth Kempf

Potential pilot problems: Treatment spillovers in financial regulatory experiments pp. 68-87

Ekkehart Boehmer, Charles Jones and Xiaoyan Zhang

Idea sharing and the performance of mutual funds pp. 88-119

Julien Cujean

Squaring venture capital valuations with reality pp. 120-143

Will Gornall and Ilya A. Strebulaev

Exchanges of innovation resources inside venture capital portfolios pp. 144-168

Juanita González-Uribe

How do venture capitalists make decisions? pp. 169-190

Paul Gompers, Will Gornall, Steven Kaplan and Ilya A. Strebulaev

Shorting flows, public disclosure, and market efficiency pp. 191-212

Xue Wang, Yan, Xuemin (Sterling) and Lingling Zheng

Anomalies across the globe: Once public, no longer existent? pp. 213-230

Heiko Jacobs and Sebastian Müller

Earnings, retained earnings, and book-to-market in the cross section of expected returns pp. 231-254

Ray Ball, Joseph Gerakos, Juhani T. Linnainmaa and Valeri Nikolaev

Time to build and the real-options channel of residential investment pp. 255-269

Hyunseung Oh and Chamna Yoon