Journal of Financial Economics

1974 - 2025

Current editor(s): G. William Schwert

From Elsevier
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Securitized banking and the run on repo pp. 425-451: Gary Gorton and Andrew Metrick
Neglected risks, financial innovation, and financial fragility pp. 452-468: Nicola Gennaioli, Andrei Shleifer and Robert Vishny
Arbitrage crashes and the speed of capital pp. 469-490: Mark Mitchell and Todd Pulvino
The role of institutional investors in propagating the crisis of 2007–2008 pp. 491-518: Alberto Manconi, Massimo Massa and Ayako Yasuda
Asset commonality, debt maturity and systemic risk pp. 519-534: Franklin Allen, Ana Babus and Elena Carletti
Econometric measures of connectedness and systemic risk in the finance and insurance sectors pp. 535-559: Monica Billio, Mila Getmansky, Andrew Lo and Loriana Pelizzon

Time series momentum pp. 228-250: Tobias J. Moskowitz, Yao Hua Ooi and Lasse Pedersen
Realization utility pp. 251-271: Nicholas Barberis and Wei Xiong
Global, local, and contagious investor sentiment pp. 272-287: Malcolm Baker, Jeffrey Wurgler and Yu Yuan
The short of it: Investor sentiment and anomalies pp. 288-302: Robert Stambaugh, Jianfeng Yu and Yu Yuan
Chasing noise pp. 303-320: Brock Mendel and Andrei Shleifer
Peer performance and stock market entry pp. 321-338: Markku Kaustia and Samuli Knüpfer
IQ, trading behavior, and performance pp. 339-362: Mark Grinblatt, Matti Keloharju and Juhani T. Linnainmaa
Measuring investor sentiment with mutual fund flows pp. 363-382: Azi Ben-Rephael, Shmuel Kandel and Avi Wohl
Complicated firms pp. 383-400: Lauren Cohen and Dong Lou
Investor attention, psychological anchors, and stock return predictability pp. 401-419: Jun Li and Jianfeng Yu

Corporate ownership structure and bank loan syndicate structure pp. 1-22: Chen Lin, Yue Ma, Paul Malatesta and Yuhai Xuan
The flight home effect: Evidence from the syndicated loan market during financial crises pp. 23-43: Mariassunta Giannetti and Luc Laeven
Internal corporate governance, CEO turnover, and earnings management pp. 44-69: Sonali Hazarika, Jonathan Karpoff and Rajarishi Nahata
Executive stock options, differential risk-taking incentives, and firm value pp. 70-88: Christopher S. Armstrong and Rahul Vashishtha
(Interstate) Banking and (interstate) trade: Does real integration follow financial integration? pp. 89-117: Tomasz Michalski and Evren Ors
Reputation penalties for poor monitoring of executive pay: Evidence from option backdating pp. 118-144: Yonca Ertimur, Fabrizio Ferri and David A. Maber
Local investors, price discovery, and market efficiency pp. 145-161: Sophie Shive
Cash holdings, risk, and expected returns pp. 162-185: Berardino Palazzo
Optimal securitization with moral hazard pp. 186-202: Barney Hartman-Glaser, Tomasz Piskorski and Alexei Tchistyi
The effect of board structure on firm value: A multiple identification strategies approach using Korean data pp. 203-226: Bernard Black and Woochan Kim

Is momentum really momentum? pp. 429-453: Robert Novy-Marx
Do arbitrageurs amplify economic shocks? pp. 454-470: Harrison Hong, Jeffrey D. Kubik and Tal Fishman
Corporate bond liquidity before and after the onset of the subprime crisis pp. 471-492: Jens Dick-Nielsen, Peter Feldhütter and David Lando
Industry contagion in loan spreads pp. 493-506: Michael G. Hertzel and Micah S. Officer
Longevity risk, retirement savings, and financial innovation pp. 507-529: João F. Cocco and Francisco J. Gomes
Bargaining power and industry dependence in mergers pp. 530-550: Kenneth Ahern
Bankruptcy spillover effects on strategic alliance partners pp. 551-569: Audra L. Boone and Vladimir I. Ivanov
Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy pp. 570-587: George O. Aragon and Philip E. Strahan
Seeking safety: The relation between CEO inside debt holdings and the riskiness of firm investment and financial policies pp. 588-610: Cory A. Cassell, Shawn X. Huang, Juan Manuel Sanchez and Michael D. Stuart
Endogenous liquidity in credit derivatives pp. 611-631: Jiaping Qiu and Fan Yu
Cash flows and leverage adjustments pp. 632-646: Michael Faulkender, Mark Flannery, Kristine Hankins and Jason Smith

Trust and delegation pp. 221-234: Stephen Brown, William Goetzmann, Bing Liang and Christopher Schwarz
Litigation risk, strategic disclosure and the underpricing of initial public offerings pp. 235-254: Kathleen Hanley and Gerard Hoberg
The high volume return premium: Cross-country evidence pp. 255-279: Ron Kaniel, Arzu Ozoguz and Laura Starks
Counterparty credit risk and the credit default swap market pp. 280-293: Navneet Arora, Priyank Gandhi and Francis A. Longstaff
Delegated trading and the speed of adjustment in security prices pp. 294-307: Roger M. Edelen and Gregory B. Kadlec
Disclosure and agency conflict: Evidence from mutual fund commission bundling pp. 308-326: Roger M. Edelen, Richard B. Evans and Gregory B. Kadlec
Board connections and M&A transactions pp. 327-349: Ye Cai and Merih Sevilir
Tournament incentives, firm risk, and corporate policies pp. 350-376: Omesh Kini and Ryan Williams
Difference in interim performance and risk taking with short-sale constraints pp. 377-392: Suleyman Basak and Dmitry Makarov
Investment-cash flow sensitivity cannot be a good measure of financial constraints: Evidence from the time series pp. 393-410: Chen, Huafeng (Jason) and Chen, Shaojun (Jenny)
Endogenous technological progress and the cross-section of stock returns pp. 411-427: Xiaoji Lin

Red and blue investing: Values and finance pp. 1-19: Harrison Hong and Leonard Kostovetsky
Behavioral consistency in corporate finance: CEO personal and corporate leverage pp. 20-40: Henrik Cronqvist, Anil K. Makhija and Scott E. Yonker
How much of the diversification discount can be explained by poor corporate governance? pp. 41-60: Daniel Hoechle, Markus Schmid, Ingo Walter and David Yermack
When do high stock returns trigger equity issues? pp. 61-87: Aydoğan Altı and Johan Sulaeman
Institutional determinants of capital structure adjustment speeds pp. 88-112: Ozde Oztekin and Mark Flannery
Expropriation risk and technology pp. 113-129: Marcus Opp
Incentives to innovate and financial crises pp. 130-148: Anjan Thakor
Structural models and endogeneity in corporate finance: The link between managerial ownership and corporate performance pp. 149-168: Jeffrey Coles, Michael L. Lemmon and J. Felix Meschke
Friends with money pp. 169-188: Joseph Engelberg, Pengjie Gao and Christopher A. Parsons
Optimal clearing arrangements for financial trades pp. 189-203: Thorsten Koeppl, Cyril Monnet and Ted Temzelides
CAPM for estimating the cost of equity capital: Interpreting the empirical evidence pp. 204-220: Zhi Da, Re-Jin Guo and Ravi Jagannathan