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 154, issue C, 2024

RegTech: Technology-driven compliance and its effects on profitability, operations, and market structure

Ben Charoenwong, Zachary T. Kowaleski, Alan Kwan and Andrew Sutherland

Human capital risk and portfolio choices: Evidence from university admission discontinuities

Philippe d'Astous and Stephen H. Shore

Causal effects of closing businesses in a pandemic

Jean-Noël Barrot, Maxime Bonelli, Basile Grassi and Julien Sauvagnat

Asset life, leverage, and debt maturity matching

Thomas Geelen, Jakub Hajda, Erwan Morellec and Adam Winegar

How does competition affect retail banking? Quasi-experimental evidence from bank mergers

Jack Liebersohn

Motivating collusion

Sangeun Ha, Fangyuan Ma and Alminas Zaldokas

Is it alpha or beta? Decomposing hedge fund returns when models are misspecified

David Ardia, Laurent Barras, Patrick Gagliardini and Olivier Scaillet

Investment when new capital is hard to find

Olivier Darmouni and Andrew Sutherland

Siphoned apart: A portfolio perspective on order flow segmentation

Markus Baldauf, Joshua Mollner and Bart Zhou Yueshen

Persistent and transitory components of firm characteristics: Implications for asset pricing

Fahiz Baba-Yara, Martijn Boons and Andrea Tamoni

J'Accuse! Antisemitism and financial markets in the time of the Dreyfus Affair

Quoc-Anh Do, Roberto Galbiati, Benjamin Marx and Miguel A. Ortiz Serrano

The proxy advisory industry: Influencing and being influenced

Chong Shu

Limited attention to detail in financial markets: Evidence from reduced-form and structural estimation

Henrik Cronqvist, Tomislav Ladika, Elisa Pazaj and Zacharias Sautner

Demand-and-supply imbalance risk and long-term swap spreads

Samuel G. Hanson, Aytek Malkhozov and Gyuri Venter

Volume 153, issue C, 2024

Disagreement, information quality and asset prices

Costas Xiouros and Fernando Zapatero

Regulatory costs of being public: Evidence from bunching estimation

Michael Ewens, Kairong Xiao and Ting Xu

Personality differences and investment decision-making

Zhengyang Jiang, Cameron Peng and Hongjun Yan

Collateral eligibility of corporate debt in the Eurosystem

Loriana Pelizzon, Max Riedel, Zorka Simon and Marti G. Subrahmanyam

Evergreening

Miguel Faria-e-Castro, Pascal Paul and Juan Sanchez

Capital budgeting, uncertainty, and misallocation

Ben Charoenwong, Yosuke Kimura, Alan Kwan and Eugene Tan

Delayed creative destruction: How uncertainty shapes corporate assets

Murillo Campello, Gaurav Kankanhalli and Hyunseob Kim

Harnessing the overconfidence of the crowd: A theory of SPACs

Snehal Banerjee and Martin Szydlowski

Fearing the Fed: How wall street reads main street

Vadim Elenev, Tzuo-Hann Law, Dongho Song and Amir Yaron

Charting by machines

Scott Murray, Yusen Xia and Houping Xiao

Corporate responses to stock price fragility

Richard Friberg, Itay Goldstein and Kristine W. Hankins

Volume 152, issue C, 2024

Delayed crises and slow recoveries

Xuewen Liu, Pengfei Wang and Zhongchao Yang

Learning about the consumption risk exposure of firms

Yongjin Kim, Lars-Alexander Kuehn and Kai Li

Stress tests and model monoculture

Keeyoung Rhee and Keshav Dogra

Why did shareholder liability disappear?

David A. Bogle, Gareth Campbell, Christopher Coyle and John Turner

Disagreement about public information quality and informational price efficiency

Chong Huang, Radhika Lunawat and Qiguang Wang

Quantifying the impact of red tape on investment: A survey data approach

Bruno Pellegrino and Geoffery Zheng

Independent regulators and financial stability evidence from gubernatorial election campaigns in the Progressive Era

Marco Del Angel and Gary Richardson

Volume 151, issue C, 2024

Monetary policy transmission in segmented markets

Jens Eisenschmidt, Yiming Ma and Anthony Lee Zhang

Artificial intelligence, firm growth, and product innovation

Tania Babina, Anastassia Fedyk, Alex He and James Hodson

The use of asset growth in empirical asset pricing models

Michael Cooper, Huseyin Gulen and Mihai Ion

Liquidity regulation and banks: Theory and evidence

Suresh Sundaresan and Kairong Xiao

Financial returns to household inventory management

Scott Baker, Stephanie Johnson and Lorenz Kueng

Volume 150, issue 3, 2023

Partisanship in loan pricing

Ramona Dagostino, Janet Gao and Pengfei Ma

CEO compensation: Evidence from the field

Alex Edmans, Tom Gosling and Dirk Jenter

Sorting out the effect of credit supply

Briana Chang, Matthieu Gomez and Harrison Hong

Retraction notice to “Common risk factors in the cross-section of corporate bond returns” [Journal of Financial Economics 131 (3) (2019) 619-642]

Jennie Bai, Turan G. Bali and Quan Wen

Intermediary balance sheets and the treasury yield curve

Wenxin Du, Benjamin Hebert and Wenhao Li

The jump leverage risk premium

Tim Bollerslev and Viktor Todorov

Return predictability with endogenous growth

Federico M. Bandi, Lorenzo Bretscher and Andrea Tamoni

Treasury option returns and models with unspanned risks

Gurdip Bakshi, John Crosby, Xiaohui Gao and Jorge W. Hansen

Machine learning and fund characteristics help to select mutual funds with positive alpha

Victor DeMiguel, Javier Gil-Bazo, Francisco J. Nogales and Andre Santos

Volume 150, issue 2, 2023

Priced risk in corporate bonds

Alexander Dickerson, Philippe Mueller and Cesare Robotti

Self-imposed liquidity constraints via voluntary debt repayment

Erkki Vihriälä

When large traders create noise

Sergei Glebkin and John Chi-Fong Kuong

Competition and selection in credit markets

Constantine Yannelis and Anthony Lee Zhang

International trade and the risk in bilateral exchange rates

Ramin Hassan, Erik Loualiche, Alexandre R. Pecora and Colin Ward

Disaster resilience and asset prices

Marco Pagano, Christian Wagner and Josef Zechner

Dynamics of subjective risk premia

Stefan Nagel and Zhengyang Xu

Do the rich gamble in the stock market? Low risk anomalies and wealthy households

Turan G. Bali, A. Doruk Gunaydin, Thomas Jansson and Yigitcan Karabulut

Cross-stock momentum and factor momentum

Jingda Yan and Jialin Yu

The labor effects of judicial bias in bankruptcy

Aloisio Araujo, Rafael Ferreira, Spyridon Lagaras, Flavio Moraes, Jacopo Ponticelli and Margarita Tsoutsoura

Volume 150, issue 1, 2023

Temperature shocks and industry earnings news pp. 1-45

Jawad M. Addoum, David T. Ng and Ariel Ortiz-Bobea

Cleansing by tight credit: Rational cycles and endogenous lending standards pp. 46-67

Maryam Farboodi and Péter Kondor

Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications pp. 68-93

Yesol Huh and You Suk Kim

Machine-learning the skill of mutual fund managers pp. 94-138

Ron Kaniel, Zihan Lin, Markus Pelger and Stijn Van Nieuwerburgh

Active trading and (poor) performance: The social transmission channel pp. 139-165

Laura Escobar and Alvaro Pedraza

The short- and long-run effects of remote work on U.S. housing markets pp. 166-184

Greg Howard, Jack Liebersohn and Adam Ozimek