Journal of Financial Economics

1974 - 2025

Current editor(s): G. William Schwert

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

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Time varying risk aversion pp. 403-421: Luigi Guiso, Paola Sapienza and Luigi Zingales
Cost of experimentation and the evolution of venture capital pp. 422-442: Michael Ewens, Ramana Nanda and Matthew Rhodes-Kropf
Are stock-financed takeovers opportunistic? pp. 443-465: Bjorn Eckbo, Tanakorn Makaew and Karin Thorburn
Managerial myopia and the mortgage meltdown pp. 466-485: Adam C. Kolasinski and Nan Yang
Cash flow duration and the term structure of equity returns pp. 486-503: Michael Weber
Asset pricing with beliefs-dependent risk aversion and learning pp. 504-534: Tony Berrada, Jerome Detemple and Marcel Rindisbacher
Playing favorites: Conflicts of interest in mutual fund management pp. 535-557: Diane Del Guercio, Egemen Genç and Hai Tran
The unintended consequences of divestment pp. 558-575: Shaun William Davies and Edward Dickersin Van Wesep
Are institutional investors with multiple blockholdings effective monitors? pp. 576-602: Jun-Koo Kang, Juan Luo and Hyun Seung Na

An intertemporal CAPM with stochastic volatility pp. 207-233: John Campbell, Stefano Giglio, Christopher Polk and Robert Turley
Choosing factors pp. 234-252: Eugene F. Fama and Kenneth French
High frequency trading and extreme price movements pp. 253-265: Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko and Konstantin Sokolov
Protection of trade secrets and capital structure decisions pp. 266-286: Sandy Klasa, Hernán Ortiz-Molina, Matthew Serfling and Shweta Srinivasan
Cash windfalls and acquisitions pp. 287-319: Bastian von Beschwitz
Bid anticipation, information revelation, and merger gains pp. 320-343: Wenyu Wang
Interest rate volatility, the yield curve, and the macroeconomy pp. 344-362: Scott Joslin and Yaniv Konchitchki
The effects of q and cash flow on investment in the presence of measurement error pp. 363-377: Andrew B. Abel
CEO attributes, compensation, and firm value: Evidence from a structural estimation pp. 378-401: T. Beau Page

Absolving beta of volatility’s effects pp. 1-15: Jianan Liu, Robert Stambaugh and Yu Yuan
Busy directors and firm performance: Evidence from mergers pp. 16-37: Roie Hauser
Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market pp. 38-65: Xindan Li, Avanidhar Subrahmanyam and Xuewei Yang
Do universal banks finance riskier but more productive firms? pp. 66-85: Daniel Neuhann and Farzad Saidi
Tradability of output, business cycles and asset prices pp. 86-102: Mary Tian
Quantitative easing auctions of Treasury bonds pp. 103-124: Zhaogang Song and Haoxiang Zhu
Agnostic fundamental analysis works pp. 125-147: Söhnke Bartram and Mark Grinblatt
The 52-week high, q-theory, and the cross section of stock returns pp. 148-163: Thomas J. George, Chuan-Yang Hwang and Yuan Li
The customer knows best: The investment value of consumer opinions pp. 164-182: Jiekun Huang
Network centrality and delegated investment performance pp. 183-206: Alberto G. Rossi, David Blake, Allan Timmermann, Ian Tonks and Russell Wermers

Alpha or beta in the eye of the beholder: What drives hedge fund flows? pp. 417-434: Vikas Agarwal, T. Clifton Green and Honglin Ren
The (dis)advantages of clearinghouses before the Fed pp. 435-458: Matthew Jaremski
Disagreement about inflation and the yield curve pp. 459-484: Paul Ehling, Michael Gallmeyer, Christian Heyerdahl-Larsen and Philipp Illeditsch
Resaleable debt and systemic risk pp. 485-504: Jason Roderick Donaldson and Eva Micheler
Securitization bubbles: Structured finance with disagreement about default risk pp. 505-518: Tobias Broer
Are overconfident CEOs better leaders? Evidence from stakeholder commitments pp. 519-545: Kenny Phua, T. Mandy Tham and Chishen Wei
The structure of information release and the factor structure of returns pp. 546-566: Thomas Gilbert, Christopher Hrdlicka and Avraham Kamara
Management sub-advising in the mutual fund industry pp. 567-587: David Moreno, Rosa Rodríguez and Rafael Zambrana
Board diversity, firm risk, and corporate policies pp. 588-612: Gennaro Bernile, Vineet Bhagwat and Scott Yonker

Carry pp. 197-225: Ralph S.J. Koijen, Tobias J. Moskowitz, Lasse Pedersen and Evert B. Vrugt
Threat of entry and debt maturity: Evidence from airlines pp. 226-247: Gianpaolo Parise
Four centuries of return predictability pp. 248-263: Benjamin Golez and Peter Koudijs
Liquidity risk and maturity management over the credit cycle pp. 264-284: Atif Mian and Joao Santos
Taxation and executive compensation: Evidence from stock options pp. 285-302: Andrew Bird
Employee representation and financial leverage pp. 303-324: Chen Lin, Thomas Schmid and Yuhai Xuan
Leverage constraints and asset prices: Insights from mutual fund risk taking pp. 325-341: Oliver Boguth and Mikhail Simutin
Belief-free price formation pp. 342-365: Johannes Hörner, Stefano Lovo and Tristan Tomala
Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System pp. 366-388: Ferhat Akbas, Stanimir Markov, Musa Subasi and Eric Weisbrod
The consequences of managerial indiscretions: Sex, lies, and firm value pp. 389-415: Brandon N. Cline, Ralph A. Walkling and Adam S. Yore

The globalization of angel investments: Evidence across countries pp. 1-20: Josh Lerner, Antoinette Schoar, Stanislav Sokolinski and Karen Wilson
Financial market frictions and diversification pp. 21-50: Gregor Matvos, Amit Seru and Rui C. Silva
The real effects of credit default swaps pp. 51-76: Andras Danis and Andrea Gamba
The buyers’ perspective on security design: Hedge funds and convertible bond call provisions pp. 77-93: Bruce D. Grundy and Patrick Verwijmeren
Non-rating revenue and conflicts of interest pp. 94-112: Ramin P. Baghai and Bo Becker
Capital gains lock-in and governance choices pp. 113-135: Stephen Dimmock, William Gerken, Zoran Ivković and Scott Weisbenner
The option to quit: The effect of employee stock options on turnover pp. 136-151: Serdar Aldatmaz, Paige Ouimet and Edward D Van Wesep
Pay me now (and later): Pension benefit manipulation before plan freezes and executive retirement pp. 152-173: Irina Stefanescu, Yupeng Wang, Kangzhen Xie and Jun Yang
When arm's length is too far: Relationship banking over the credit cycle pp. 174-196: Thorsten Beck, Hans Degryse, Ralph De Haas and Neeltje Van Horen