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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Differences in beliefs and currency risk premiums pp. 415-438: Alessandro Beber, Francis Breedon and Andrea Buraschi
Rating the ratings: How good are commercial governance ratings? pp. 439-461: Robert M. Daines, Ian D. Gow and David F. Larcker
Do subjective expectations explain asset pricing puzzles? pp. 462-477: Gurdip Bakshi and Georgios Skoulakis
Corporate venture capital and the returns to acquiring portfolio companies pp. 478-499: David Benson and Rosemarie H. Ziedonis
More insiders, more insider trading: Evidence from private-equity buyouts pp. 500-523: Viral Acharya and Timothy C. Johnson
Mispricing of dual-class shares: Profit opportunities, arbitrage, and trading pp. 524-549: Paul Schultz and Sophie Shive
The value of independent directors: Evidence from sudden deaths pp. 550-567: Bang Dang Nguyen and Kasper Meisner Nielsen
The market for certification by external parties: Evidence from underwriting and banking relationships pp. 568-582: Tiago Duarte-Silva
Nature or nurture: What determines investor behavior? pp. 583-604: Amir Barnea, Henrik Cronqvist and Stephan Siegel
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts pp. 605-625: Andrew Patton and Allan Timmermann
Bank activity and funding strategies: The impact on risk and returns pp. 626-650: Asli Demirguc-Kunt and Harry Huizinga

Auctioned IPOs: The US evidence pp. 177-194: Francois Degeorge, Francois Derrien and Kent Womack
Have the tax benefits of debt been overestimated? pp. 195-213: Jennifer Blouin, John E. Core and Wayne Guay
Club deals in leveraged buyouts pp. 214-240: Micah S. Officer, Oguzhan Ozbas and Berk A. Sensoy
Negotiations under the threat of an auction pp. 241-255: Nihat Aktas, Eric de Bodt and Richard Roll
Firm values and sovereign wealth fund investments pp. 256-278: Kathryn Dewenter, Xi Han and Paul Malatesta
The equity premium implied by production pp. 279-296: Urban Jermann
Does q-theory with investment frictions explain anomalies in the cross section of returns? pp. 297-314: Dongmei Li and Lu Zhang
Optimal exercise of executive stock options and implications for firm cost pp. 315-337: Jennifer Carpenter, Richard Stanton and Nancy Wallace
Inter-temporal variation in the illiquidity premium pp. 338-358: Gerald R. Jensen and Ted Moorman
The value of excess cash and corporate governance: Evidence from US cross-listings pp. 359-384: Laurent Frésard and Carolina Salva
Habit formation, the cross section of stock returns and the cash-flow risk puzzle pp. 385-413: Tano Santos and Pietro Veronesi

Tunneling through intercorporate loans: The China experience pp. 1-20: Guohua Jiang, Charles Lee and Heng Yue
Short selling in initial public offerings pp. 21-39: Amy Edwards and Kathleen Hanley
Identifying the effects of a lender of last resort on financial markets: Lessons from the founding of the fed pp. 40-53: Asaf Bernstein, Eric Hughson and Marc D. Weidenmier
Liquidity risk and the cross-section of hedge-fund returns pp. 54-71: Ronnie Sadka
Measuring the timing ability and performance of bond mutual funds pp. 72-89: Yong Chen, Wayne Ferson and Helen Peters
Heterogeneity and peer effects in mutual fund proxy voting pp. 90-112: Gregor Matvos and Michael Ostrovsky
Estimating affine multifactor term structure models using closed-form likelihood expansions pp. 113-144: Yacine Ait-Sahalia and Robert L. Kimmel
Pricing American options under stochastic volatility and stochastic interest rates pp. 145-159: Alexey Medvedev and Olivier Scaillet
What drives corporate liquidity? An international survey of cash holdings and lines of credit pp. 160-176: Karl Lins, Henri Servaes and Peter Tufano

The 2007-8 financial crisis: Lessons from corporate finance pp. 303-305: Anil Kashyap and Luigi Zingales
Unstable banking pp. 306-318: Andrei Shleifer and Robert Vishny
Bank lending during the financial crisis of 2008 pp. 319-338: Victoria Ivashina and David Scharfstein
Paulson's gift pp. 339-368: Pietro Veronesi and Luigi Zingales
Securitization and distressed loan renegotiation: Evidence from the subprime mortgage crisis pp. 369-397: Tomasz Piskorski, Amit Seru and Vikrant Vig
Will the U.S. bank recapitalization succeed? Eight lessons from Japan pp. 398-417: Takeo Hoshi and Anil Kashyap
Costly external finance, corporate investment, and the subprime mortgage credit crisis pp. 418-435: Ran Duchin, Oguzhan Ozbas and Berk A. Sensoy
The subprime credit crisis and contagion in financial markets pp. 436-450: Francis Longstaff
Auction failures and the market for auction rate securities pp. 451-469: John J. McConnell and Alessio Saretto
The real effects of financial constraints: Evidence from a financial crisis pp. 470-487: Murillo Campello, John R. Graham and Campbell Harvey

The world price of home bias pp. 191-217: Sie Ting Lau, Lilian Ng and Bohui Zhang
Optimal compensation contracts when managers can hedge pp. 218-238: Huasheng Gao
Payoff complementarities and financial fragility: Evidence from mutual fund outflows pp. 239-262: Qi Chen, Itay Goldstein and Wei Jiang
CEOs versus CFOs: Incentives and corporate policies pp. 263-278: Sudheer Chava and Amiyatosh Purnanandam
Evaluating asset pricing models using the second Hansen-Jagannathan distance pp. 279-301: Haitao Li, Yuewu Xu and Xiaoyan Zhang

Liquidity and valuation in an uncertain world pp. 1-11: David Easley and Maureen O'Hara
Why do firms appoint CEOs as outside directors? pp. 12-32: Ruediger Fahlenbrach, Angie Low and René Stulz
The marketing of seasoned equity offerings pp. 33-52: Xiaohui Gao and Jay Ritter
Multi-market trading and arbitrage pp. 53-80: Louis Gagnon and G. Karolyi
Local institutional investors, information asymmetries, and equity returns pp. 81-106: Bok Baik, Jun-Koo Kang and Jin-Mo Kim
Comovement, information production, and the business cycle pp. 107-129: Paul Brockman, Ivonne Liebenberg and Maria Schutte
Returns of claims on the upside and the viability of U-shaped pricing kernels pp. 130-154: Gurdip Bakshi, Dilip Madan and George Panayotov
Preferred risk habitat of individual investors pp. 155-173: Daniel Dorn and Gur Huberman
Board interlocks and the propensity to be targeted in private equity transactions pp. 174-189: Toby E. Stuart and Soojin Yim