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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Volume 126, issue 3, 2017

Capital utilization, market power, and the pricing of investment shocks pp. 447-470

Lorenzo Garlappi and Zhongzhi Song

Is economic uncertainty priced in the cross-section of stock returns? pp. 471-489

Turan G. Bali, Stephen Brown and Yi Tang

Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct pp. 490-515

Usman Ali and David Hirshleifer

Offshore schemes and tax evasion: The role of banks pp. 516-542

Lucy Chernykh and Sergey Mityakov

Shaped by their daughters: Executives, female socialization, and corporate social responsibility pp. 543-562

Henrik Cronqvist and Frank Yu

Systemic co-jumps pp. 563-591

Massimiliano Caporin, Aleksey Kolokolov and Roberto Renò

Investor flows and fragility in corporate bond funds pp. 592-613

Itay Goldstein, Hao Jiang and David T. Ng

Advising shareholders in takeovers pp. 614-634

Doron Levit

Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis pp. 635-651

Florian Hett and Alexander Schmidt

Designated market makers still matter: Evidence from two natural experiments pp. 652-667

Adam D. Clark-Joseph, Mao Ye and Chao Zi

Confidence, bond risks, and equity returns pp. 668-688

Guihai Zhao

Tax uncertainty and retirement savings diversification pp. 689-712

David C. Brown, Scott Cederburg and O’Doherty, Michael S.

Volume 126, issue 2, 2017

Are corporate inversions good for shareholders? pp. 227-251

Anton Babkin, Brent Glover and Oliver Levine

Rollover risk as market discipline: A two-sided inefficiency pp. 252-269

Thomas Eisenbach

International correlation risk pp. 270-299

Philippe Mueller, Andreas Stathopoulos and Andrea Vedolin

Acquiring growth pp. 300-319

Oliver Levine

Idiosyncratic risk and the manager pp. 320-341

Brent Glover and Oliver Levine

Employee bargaining power, inter-firm competition, and equity-based compensation pp. 342-363

Francesco Bova and Liyan Yang

The effects of credit default swap trading on information asymmetry in syndicated loans pp. 364-382

Dan Amiram, William H. Beaver, Wayne R. Landsman and Jianxin Zhao

Precautionary savings, retirement planning and misperceptions of financial literacy pp. 383-398

Anders Anderson, Forest Baker and David Robinson

Early peek advantage? Efficient price discovery with tiered information disclosure pp. 399-421

Grace Xing Hu, Jun Pan and Jiang Wang

Staggered boards and long-term firm value, revisited pp. 422-444

K.J. Martijn Cremers, Lubomir P. Litov and Simone M. Sepe

Volume 126, issue 1, 2017

Intermediary asset pricing: New evidence from many asset classes pp. 1-35

Zhiguo He, Bryan Kelly and Asaf Manela

The impact of portfolio disclosure on hedge fund performance pp. 36-53

Zhen Shi

Activism mergers pp. 54-73

Nicole M. Boyson, Nickolay Gantchev and Anil Shivdasani

The source of information in prices and investment-price sensitivity pp. 74-96

Alex Edmans, Sudarshan Jayaraman and Jan Schneemeier

Do managers overreact to salient risks? Evidence from hurricane strikes pp. 97-121

Olivier Dessaint and Adrien Matray

Are foreign investors locusts? The long-term effects of foreign institutional ownership pp. 122-146

Jan Bena, Miguel Ferreira, Pedro Matos and Pedro Pires

An extrapolative model of house price dynamics pp. 147-170

Edward L. Glaeser and Charles G. Nathanson

The effects of institutional investor objectives on firm valuation and governance pp. 171-199

Paul Borochin and Jie Yang

Merger activity in industry equilibrium pp. 200-226

Theodosios Dimopoulos and Stefano Sacchetto

Volume 125, issue 3, 2017

Ambiguity and the corporation: Group disagreement and underinvestment pp. 417-433

Lorenzo Garlappi, Ron Giammarino and Ali Lazrak

Interbank networks in the National Banking Era: Their purpose and their role in the Panic of 1893 pp. 434-453

Charles W. Calomiris and Mark Carlson

Debt correlations in the wake of the financial crisis: What are appropriate default correlations for structured products? pp. 454-474

Jordan Nickerson and John M. Griffin

Fire sale discount: Evidence from the sale of minority equity stakes pp. 475-490

Serdar Dinc, Isil Erel and Rose Liao

Volatility of aggregate volatility and hedge fund returns pp. 491-510

Vikas Agarwal, Yakup Arisoy and Narayan Y. Naik

Systemic risk in clearing houses: Evidence from the European repo market pp. 511-536

Charles Boissel, Francois Derrien, Evren Ors and David Thesmar

The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs) pp. 537-560

Caitlin D. Dannhauser

Informed trading and price discovery before corporate events pp. 561-588

Shmuel Baruch, Marios Panayides and Kumar Venkataraman

Maximum likelihood estimation of the equity premium pp. 589-609

Efstathios Avdis and Jessica A. Wachter

Tail risk in hedge funds: A unique view from portfolio holdings pp. 610-636

Vikas Agarwal, Stefan Ruenzi and Florian Weigert

Reexamining staggered boards and shareholder value pp. 637-647

Alma Cohen and Charles C.Y. Wang

Volume 125, issue 2, 2017

Offshore activities and financial vs operational hedging pp. 217-244

Gerard Hoberg and S. Katie Moon

Reputation and signaling in asset sales pp. 245-265

Barney Hartman-Glaser

Bank capital, liquid reserves, and insolvency risk pp. 266-285

Julien Hugonnier and Erwan Morellec

The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China pp. 286-310

Laura Xiaolei Liu, Haibing Shu and K.C. John Wei

Moral hazard in active asset management pp. 311-325

David C. Brown and Shaun William Davies

Firm characteristics, consumption risk, and firm-level risk exposures pp. 326-343

Robert F. Dittmar and Christian T. Lundblad

U.S. multinationals and cash holdings pp. 344-368

Tiantian Gu

Employment protection and takeovers pp. 369-388

Olivier Dessaint, Andrey Golubov and Paolo Volpin

Option repricing, corporate governance, and the effect of shareholder empowerment pp. 389-415

Huseyin Gulen and William J. O'Brien

Volume 125, issue 1, 2017

Banking integration and house price co-movement pp. 1-25

Augustin Landier, David Sraer and David Thesmar

Information networks: Evidence from illegal insider trading tips pp. 26-47

Kenneth Ahern

CEO talent, CEO compensation, and product market competition pp. 48-71

Jung, Hae Won (Henny) and Ajay Subramanian

Explaining the negative returns to volatility claims: An equilibrium approach pp. 72-98

Bjørn Eraker and Yue Wu

The bright side of financial derivatives: Options trading and firm innovation pp. 99-119

Iván Blanco and David Wehrheim

Board reforms and firm value: Worldwide evidence pp. 120-142

Larry Fauver, Mingyi Hung, Xi Li and Alvaro G. Taboada

What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? pp. 143-162

Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka

The advantages of using excess returns to model the term structure pp. 163-181

Adam Golinski and Peter Spencer

Tracing out capital flows: How financially integrated banks respond to natural disasters pp. 182-199

Kristle Cortes and Philip E. Strahan

Endogenous intermediation in over-the-counter markets pp. 200-215

Ana Babus and Tai-Wei Hu