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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Playing it safe? Managerial preferences, risk, and agency conflicts pp. 431-455: Todd A. Gormley and David A. Matsa
Should we be afraid of the dark? Dark trading and market quality pp. 456-481: Sean Foley and Talis Putnins
Failure to refinance pp. 482-499: Benjamin Keys, Devin Pope and Jaren Pope
Say on pay laws, executive compensation, pay slice, and firm valuation around the world pp. 500-520: Ricardo Correa and Ugur Lel
Cyclicality, performance measurement, and cash flow liquidity in private equity pp. 521-543: David Robinson and Berk A. Sensoy
Short selling meets hedge fund 13F: An anatomy of informed demand pp. 544-567: Yawen Jiao, Massimo Massa and Hong Zhang
Information tradeoffs in dynamic financial markets pp. 568-584: Efstathios Avdis
Socially responsible firms pp. 585-606: Allen Ferrell, Hao Liang and Luc Renneboog
Limited attention, marital events and hedge funds pp. 607-624: Yan Lu, Sugata Ray and Melvyn Teo
Have financial markets become more informative? pp. 625-654: Jennie Bai, Thomas Philippon and Alexi Savov

Momentum crashes pp. 221-247: Kent Daniel and Tobias J. Moskowitz
Who neglects risk? Investor experience and the credit boom pp. 248-269: Sergey Chernenko, Samuel Hanson and Adi Sunderam
Market maturity and mispricing pp. 270-287: Heiko Jacobs
Patient capital outperformance: The investment skill of high active share managers who trade infrequently pp. 288-306: Martijn Cremers and Ankur Pareek
Corruption culture and corporate misconduct pp. 307-327: Xiaoding Liu
Mortgage companies and regulatory arbitrage pp. 328-351: Yuliya Demyanyk and Elena Loutskina
A trend factor: Any economic gains from using information over investment horizons? pp. 352-375: Yufeng Han, Guofu Zhou and Yingzi Zhu
Underwriter networks, investor attention, and initial public offerings pp. 376-408: Emanuele Bajo, Thomas Chemmanur, Karen Simonyan and Hassan Tehranian
The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program pp. 409-429: Nathan Foley-Fisher, Rodney Ramcharan and Edison Yu

Taxes and leverage at multinational corporations pp. 1-20: Michael Faulkender and Jason M. Smith
Leverage dynamics over the business cycle pp. 21-41: Michael Halling, Jin Yu and Josef Zechner
Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors pp. 42-64: Juhani T. Linnainmaa, Walter Torous and James Yae
Are Friday announcements special? Overcoming selection bias pp. 65-85: Roni Michaely, Amir Rubin and Alexander Vedrashko
Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? pp. 86-115: Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno
Disaster recovery and the term structure of dividend strips pp. 116-134: Michael Hasler and Roberto Marfe
Double bank runs and liquidity risk management pp. 135-154: Filippo Ippolito, Jose-Luis Peydro, Andrea Polo and Enrico Sette
Gambling preference and individual equity option returns pp. 155-174: Suk-Joon Byun and Da-Hea Kim
Golden hellos: Signing bonuses for new top executives pp. 175-195: Jin Xu and Jun Yang
Relative peer quality and firm performance pp. 196-219: Bill Francis, Iftekhar Hasan, Sureshbabu Mani and Pengfei Ye

What do private equity firms say they do? pp. 449-476: Paul Gompers, Steven Kaplan and Vladimir Mukharlyamov
Decision-making approaches and the propensity to default: Evidence and implications pp. 477-495: Jeffrey Brown, Anne M. Farrell and Scott Weisbenner
Can information be locked up? Informed trading ahead of macro-news announcements pp. 496-520: Gennaro Bernile, Jianfeng Hu and Yuehua Tang
Capitalizing on Capitol Hill: Informed trading by hedge fund managers pp. 521-545: Meng Gao and Jiekun Huang
Shorting at close range: A tale of two types pp. 546-568: Carole Comerton-Forde, Charles Jones and Talis Putnins
Securities trading by banks and credit supply: Micro-evidence from the crisis pp. 569-594: Puriya Abbassi, Rajkamal Iyer, Jose-Luis Peydro and Francesc Rodríguez Tous
Fragility in money market funds: Sponsor support and regulation pp. 595-623: Cecilia Parlatore
Comovement revisited pp. 624-644: Honghui Chen, Vijay Singal and Robert F. Whitelaw
Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates pp. 645-663: Peter Joos, Joseph D. Piotroski and Suraj Srinivasan

Capital structure effects on the prices of equity call options pp. 231-253: Robert Geske, Avanidhar Subrahmanyam and Yi Zhou
The volatility of a firm's assets and the leverage effect pp. 254-277: Jaewon Choi and Matthew Richardson
Early option exercise: Never say never pp. 278-299: Mads Vestergaard Jensen and Lasse Pedersen
Loans on sale: Credit market seasonality, borrower need, and lender rents pp. 300-326: Justin Murfin and Mitchell Petersen
Market conditions, fragility, and the economics of market making pp. 327-349: Amber Anand and Kumar Venkataraman
US political corruption and firm financial policies pp. 350-367: Jared D. Smith
The value of connections in turbulent times: Evidence from the United States pp. 368-391: Daron Acemoglu, Simon Johnson, Amir Kermani, James Kwak and Todd Mitton
Clouded judgment: The role of sentiment in credit origination pp. 392-413: Kristle Cortes, Ran Duchin and Denis Sosyura
Anxiety in the face of risk pp. 414-426: Thomas Eisenbach and Martin Schmalz
Time is money: Rational life cycle inertia and the delegation of investment management pp. 427-447: Hugh Hoikwang Kim, Raimond Maurer and Olivia Mitchell

The value of creditor control in corporate bonds pp. 1-27: Peter Feldhütter, Edith Hotchkiss and Oğuzhan Karakaş
Accruals, cash flows, and operating profitability in the cross section of stock returns pp. 28-45: Ray Ball, Joseph Gerakos, Juhani T. Linnainmaa and Valeri Nikolaev
Short interest and aggregate stock returns pp. 46-65: David E. Rapach, Matthew Ringgenberg and Guofu Zhou
Under new management: Equity issues and the attribution of past returns pp. 66-78: Malcolm Baker and Yuhai Xuan
Does variance risk have two prices? Evidence from the equity and option markets pp. 79-92: Laurent Barras and Aytek Malkhozov
Performance measurement with selectivity, market and volatility timing pp. 93-110: Wayne Ferson and Haitao Mo
Passive investors, not passive owners pp. 111-141: Ian R. Appel, Todd A. Gormley and Donald B. Keim
Liquidity, resiliency and market quality around predictable trades: Theory and evidence pp. 142-166: Hendrik Bessembinder, Allen Carrion, Laura Tuttle and Kumar Venkataraman
Have we solved the idiosyncratic volatility puzzle? pp. 167-194: Kewei Hou and Roger K. Loh
Borrower protection and the supply of credit: Evidence from foreclosure laws pp. 195-209: Jihad Dagher and Yangfan Sun
How costly is corporate bankruptcy for the CEO? pp. 210-229: Bjorn Eckbo, Karin Thorburn and Wei Wang