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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 129, issue 3, 2018

Equity issuances and agency costs: The telling story of shareholder approval around the world pp. 415-439 Downloads
Clifford G. Holderness
Do stocks outperform Treasury bills? pp. 440-457 Downloads
Hendrik Bessembinder
Stocks with extreme past returns: Lotteries or insurance? pp. 458-478 Downloads
Alexander Barinov
Size matters, if you control your junk pp. 479-509 Downloads
Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz and Lasse H. Pedersen
Financing as a supply chain: The capital structure of banks and borrowers pp. 510-530 Downloads
Will Gornall and Ilya A. Strebulaev
Does policy uncertainty affect mergers and acquisitions? pp. 531-558 Downloads
Alice Bonaime, Huseyin Gulen and Mihai Ion
Private equity portfolio company fees pp. 559-585 Downloads
Ludovic Phalippou, Christian Rauch and Marc Umber
The effect of mortgage securitization on foreclosure and modification pp. 586-607 Downloads
Samuel Kruger
Loan prospecting and the loss of soft information pp. 608-628 Downloads
Sumit Agarwal and Itzhak Ben-David

Volume 129, issue 2, 2018

Extrapolation and bubbles pp. 203-227 Downloads
Nicholas Barberis, Robin Greenwood, Lawrence Jin and Andrei Shleifer
Spillovers from good-news and other bankruptcies: Real effects and price responses pp. 228-249 Downloads
Nina Baranchuk and Michael J. Rebello
Warehouse banking pp. 250-267 Downloads
Jason Roderick Donaldson, Giorgia Piacentino and Anjan Thakor
Cyclical investment behavior across financial institutions pp. 268-286 Downloads
Yannick Timmer
Financial intermediation in private equity: How well do funds of funds perform? pp. 287-305 Downloads
Robert S. Harris, Tim Jenkinson, Steven N. Kaplan and Ruediger Stucke
Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base pp. 306-328 Downloads
Harry Huizinga, Johannes Voget and Wolf Wagner
What makes the bonding stick? A natural experiment testing the legal bonding hypothesis pp. 329-356 Downloads
Amir N. Licht, Christopher Poliquin, Jordan I. Siegel and Xi Li
Non-myopic betas pp. 357-381 Downloads
Semyon Malamud and Grigory Vilkov
Tax distortions and bond issue pricing pp. 382-393 Downloads
Mattia Landoni
Market intraday momentum pp. 394-414 Downloads
Lei Gao, Yufeng Han, Sophia Zhengzi Li and Guofu Zhou

Volume 129, issue 1, 2018

Term structures of asset prices and returns pp. 1-23 Downloads
David Backus, Nina Boyarchenko and Mikhail Chernov
When saving is gambling pp. 24-45 Downloads
J. Anthony Cookson
Flexible prices and leverage pp. 46-68 Downloads
D’Acunto, Francesco, Ryan Liu, Carolin Pflueger and Michael Weber
Downside risks and the cross-section of asset returns pp. 69-86 Downloads
Adam Farago and Roméo Tédongap
Competition, reach for yield, and money market funds pp. 87-110 Downloads
Gabriele La Spada
Human capital relatedness and mergers and acquisitions pp. 111-135 Downloads
Kyeong Hun Lee, David C. Mauer and Emma Qianying Xu
How does the stock market absorb shocks? pp. 136-153 Downloads
Murray Frank and Ali Sanati
Exploring the sources of default clustering pp. 154-183 Downloads
S Azizpour, K. Giesecke and G. Schwenkler
The effects of media slant on firm behavior pp. 184-202 Downloads
Vishal P. Baloria and Jonas Heese

Volume 128, issue 3, 2018

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

Volume 128, issue 2, 2018

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

Volume 128, issue 1, 2018

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