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Journal of Financial Economics

1974 - 2019

Current editor(s): G. William Schwert

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 108, issue 3, 2013

Are there too many safe securities? Securitization and the incentives for information production pp. 565-584 Downloads
Samuel Hanson and Adi Sunderam
New evidence on the first financial bubble pp. 585-607 Downloads
Rik G.P. Frehen, William Goetzmann and K. Rouwenhorst
General equilibrium with heterogeneous participants and discrete consumption times pp. 608-614 Downloads
Oldrich Alfons Vasicek
A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts? pp. 615-640 Downloads
Eric C. So
The role of state and foreign owners in corporate risk-taking: Evidence from privatization pp. 641-658 Downloads
Narjess Boubakri, Jean-Claude Cosset and Walid Saffar
CEO contract design: How do strong principals do it? pp. 659-674 Downloads
Henrik Cronqvist and Ruediger Fahlenbrach
Labor unions and tax aggressiveness pp. 675-698 Downloads
James A. Chyz, Winnie Siu Ching Leung, Oliver Zhen Li and Oliver Rui
The cross section of conditional mutual fund performance in European stock markets pp. 699-726 Downloads
Ayelen Banegas, Ben Gillen, Allan Timmermann and Russ Wermers
“When the cat's away the mice will play”: Does regulation at home affect bank risk-taking abroad? pp. 727-750 Downloads
Steven Ongena, Alexander Popov and Gregory Udell
Exploring the role Delaware plays as a domestic tax haven pp. 751-772 Downloads
Scott D. Dyreng, Bradley P. Lindsey and Jacob R. Thornock
Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis pp. 773-797 Downloads
Amber Anand, Paul Irvine, Andy Puckett and Kumar Venkataraman
Pyramidal ownership and the creation of new firms pp. 798-821 Downloads
Jan Bena and Ortiz-Molina, Hernán
Gender and corporate finance: Are male executives overconfident relative to female executives? pp. 822-839 Downloads
Jiekun Huang and Darren J. Kisgen
Adoptive expectations: Rising sons in Japanese family firms pp. 840-854 Downloads
Vikas Mehrotra, Randall Morck, Jungwook Shim and Yupana Wiwattanakantang

Volume 108, issue 2, 2013

The role of shorting, firm size, and time on market anomalies pp. 275-301 Downloads
Ronen Israel and Tobias J. Moskowitz
Connecting two markets: An equilibrium framework for shorts, longs, and stock loans pp. 302-322 Downloads
Jesse Blocher, Adam Reed and Edward D. Van Wesep
Learning and the disappearing association between governance and returns pp. 323-348 Downloads
Lucian A. Bebchuk, Alma Cohen and Charles C.Y. Wang
What do boards really do? Evidence from minutes of board meetings☆☆Miriam Schwartz-Ziv is from Harvard University and Northeastern University, e-mail: miriam.schwartz@mail.huji.ac.il. Michael S. Weisbach is from Ohio State University, NBER, and SIFR, e-mail: weisbach@fisher.osu.edu. Miriam Schwartz-Ziv is very grateful to Eugene Kandel and Michael Weisbach, the co-advisors of her Hebrew University doctoral dissertation, upon which this paper is based. We thank the executive and non-executive employees of the Government Companies Authority of Israel who allowed us both formally and practically to conduct this research; the companies studied that kindly provided us with private and sensitive data; and seminar participants at Babson University, Brown University, Northeastern University, Ohio State University, Purdue University, the European Financial Management Association 2011 conference, the Western Economic Association 2012 conference, and the Financial Management Association 2012 conference, as well as the following people who shared their thoughts and advice at different stages of the preparation of this paper: Renée Adams, Amir Barnea, Steven Davidoff, Ada Demb, Dave Denis, Alon Eizenberg, Isil Erel, Rudi Fahlenbrach, Julian Franks, Ann Gillette, Ilan Guttman, Assaf Hamdani, Randal Heron, E. Han Kim, Stephanie Kramer, Saul Lach, Alexander Ljungqvist, Udi Nisan, Nadya Malenko, Avri Ravid, Artur Raviv, Karen Selody, Daniel Schwartz, Schraga Schwartz, Eytan Sheshinski, Léa Stern, Yuhai Xuan, Jun Yang, Scott Yonker, Tammar Zilber, and Clifford Smith, the referee, Miriam Schwartz-Ziv also thanks the Israeli Ministry of Science and Technology and Hebrew University's School of Business Administration for financial support pp. 349-366 Downloads
Schwartz-Ziv, Miriam and Michael Weisbach
Valuation of VIX derivatives pp. 367-391 Downloads
Javier Mencia and Enrique Sentana
Real effects of stock underpricing pp. 392-408 Downloads
Harald Hau and Sandy Lai
Risk and return: Long-run relations, fractional cointegration, and return predictability pp. 409-424 Downloads
Tim Bollerslev, Daniela Osterrieder, Natalia Sizova and George Tauchen
Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply pp. 425-448 Downloads
D’Amico, Stefania and Thomas King
Labor unemployment risk and corporate financing decisions pp. 449-470 Downloads
Ashwini Agrawal and David A. Matsa
Generalists versus specialists: Lifetime work experience and chief executive officer pay pp. 471-492 Downloads
Claudia Custodio, Miguel Ferreira and Pedro Matos
The economics of club bidding and value creation pp. 493-505 Downloads
Robert Marquez and Rajdeep Singh
Mutual fund risk and market share-adjusted fund flows pp. 506-528 Downloads
Matthew Spiegel and Hong Zhang
The asset growth effect: Insights from international equity markets pp. 529-563 Downloads
Akiko Watanabe, Yan Xu, Tong Yao and Tong Yu

Volume 108, issue 1, 2013

The other side of value: The gross profitability premium pp. 1-28 Downloads
Novy-Marx, Robert
Systemic risk and the refinancing ratchet effect pp. 29-45 Downloads
Amir E. Khandani, Andrew Lo and Robert Merton
Rating agencies in the face of regulation pp. 46-61 Downloads
Christian Opp, Marcus Opp and Milton Harris
Ratings quality over the business cycle pp. 62-78 Downloads
Heski Bar-Isaac and Joel Shapiro
CEO wage dynamics: Estimates from a learning model pp. 79-98 Downloads
Lucian A. Taylor
Learning from repetitive acquisitions: Evidence from the time between deals pp. 99-117 Downloads
Nihat Aktas, Eric de Bodt and Richard Roll
The earnings announcement premium around the globe pp. 118-138 Downloads
Brad Barber, Emmanuel T. De George, Reuven Lehavy and Brett Trueman
Anomalies and financial distress pp. 139-159 Downloads
Doron Avramov, Tarun Chordia, Gergana Jostova and Alexander Philipov
Peer choice in CEO compensation pp. 160-181 Downloads
Ana M. Albuquerque, Gus De Franco and Rodrigo S. Verdi
Why are US firms using more short-term debt? pp. 182-212 Downloads
Claudia Custodio, Miguel Ferreira and Luís Laureano
Does shareholder coordination matter? Evidence from private placements pp. 213-230 Downloads
Indraneel Chakraborty and Nickolay Gantchev
Cross section of option returns and idiosyncratic stock volatility pp. 231-249 Downloads
Jie Cao and Bing Han
The acquisitiveness of youth: CEO age and acquisition behavior pp. 250-273 Downloads
Soojin Yim

Volume 107, issue 3, 2013

Securitization without risk transfer pp. 515-536 Downloads
Viral V. Acharya, Philipp Schnabl and Gustavo Suarez
The “out-of-sample” performance of long run risk models pp. 537-556 Downloads
Wayne Ferson, Suresh Nallareddy and Biqin Xie
Inventory investment and the cost of capital pp. 557-579 Downloads
Christopher S. Jones and Selale Tuzel
Probability weighting functions implied in options prices pp. 580-609 Downloads
Valery Polkovnichenko and Feng Zhao
The costs of shareholder activism: Evidence from a sequential decision model pp. 610-631 Downloads
Nickolay Gantchev
Innovative efficiency and stock returns pp. 632-654 Downloads
David Hirshleifer, Po-Hsuan Hsu and Dongmei Li
Strategic alliances, venture capital, and exit decisions in early stage high-tech firms pp. 655-670 Downloads
Umit Ozmel, David Robinson and Toby E. Stuart
Alliances and corporate governance pp. 671-693 Downloads
Andriy Bodnaruk, Massimo Massa and Andrei Simonov
The inefficiency of refinancing: Why prepayment penalties are good for risky borrowers pp. 694-714 Downloads
Chris Mayer, Tomasz Piskorski and Alexei Tchistyi
Prospect theory, the disposition effect, and asset prices pp. 715-739 Downloads
Yan Li and Liyan Yang
Inequality, stock market participation, and the equity premium pp. 740-759 Downloads
Jack Favilukis
Political activism, information costs, and stock market participation pp. 760-786 Downloads
Yosef Bonaparte and Alok Kumar

Volume 107, issue 2, 2013

Delegated asset management, investment mandates, and capital immobility pp. 239-258 Downloads
Zhiguo He and Wei Xiong
Is there price discovery in equity options? pp. 259-283 Downloads
Dmitriy Muravyev, Neil D. Pearson and John Broussard
Realizing smiles: Options pricing with realized volatility pp. 284-304 Downloads
Fulvio Corsi, Nicola Fusari and Davide La Vecchia
Government spending, political cycles, and the cross section of stock returns pp. 305-324 Downloads
Frederico Belo, Vito D. Gala and Jun Li
Growth to value: Option exercise and the cross section of equity returns pp. 325-349 Downloads
Hengjie Ai and Dana Kiku
Growth options, macroeconomic conditions, and the cross section of credit risk pp. 350-385 Downloads
Marc Arnold, Alexander Wagner and Ramona Westermann
Contagion of a liquidity crisis between two firms pp. 386-400 Downloads
Frederick Dongchuhl Oh
Capacity constraints, investor information, and hedge fund returns pp. 401-416 Downloads
Tarun Ramadorai
The impact of investor protection law on corporate policy and performance: Evidence from the blue sky laws pp. 417-435 Downloads
Ashwini Agrawal
Nonlinear incentives and mortgage officers’ decisions pp. 436-453 Downloads
Konstantinos Tzioumis and Matthew Gee
The impact of securitization on the expansion of subprime credit pp. 454-476 Downloads
Taylor D. Nadauld and Shane Sherlund
CEO compensation contagion: Evidence from an exogenous shock pp. 477-493 Downloads
Frederick L. Bereskin and David C. Cicero
Changes to the ownership and control of East Asian corporations between 1996 and 2008: The primacy of politics pp. 494-513 Downloads
Richard W. Carney and Travers Barclay Child

Volume 107, issue 1, 2013

Payout taxes and the allocation of investment pp. 1-24 Downloads
Bo Becker, Marcus Jacob and Martin Jacob
Laying off credit risk: Loan sales versus credit default swaps pp. 25-45 Downloads
Christine A. Parlour and Andrew Winton
Market skewness risk and the cross section of stock returns pp. 46-68 Downloads
Bo Young Chang, Peter Christoffersen and Kris Jacobs
Riding the merger wave: Uncertainty, reduced monitoring, and bad acquisitions pp. 69-88 Downloads
Ran Duchin and Breno Schmidt
Do stock prices influence corporate decisions? Evidence from the technology bubble pp. 89-110 Downloads
Murillo Campello and John R. Graham
Optimal incentives and securitization of defaultable assets pp. 111-135 Downloads
Semyon Malamud, Huaxia Rui and Andrew Whinston
Style investing, comovement and return predictability pp. 136-154 Downloads
Sunil Wahal and M. Deniz Yavuz
The market for borrowing corporate bonds pp. 155-182 Downloads
Paul Asquith, Andrea S. Au, Thomas Covert and Parag Pathak
A nonlinear wealth transfer from shareholders to creditors around Chapter 11 filing pp. 183-198 Downloads
Yuanzhi Li
Diagnosing affine models of options pricing: Evidence from VIX pp. 199-219 Downloads
Gang Li and Chu Zhang
Are mutual funds sitting ducks? pp. 220-237 Downloads
Sophie Shive and Hayong Yun
Page updated 2019-09-17