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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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

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

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

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

Systematic default and return predictability in the stock and bond markets pp. 349-377: Jack Bao, Kewei Hou and Shaojun Zhang
Momentum turning points pp. 378-406: Christian L. Goulding, Campbell R. Harvey and Michele G. Mazzoleni
Index providers: Whales behind the scenes of ETFs pp. 407-433: Yu An, Matteo Benetton and Yang Song
The limits of multi-dealer platforms pp. 434-450: Chaojun Wang
Creditor rights, collateral reuse, and credit supply pp. 451-472: Brittany Almquist Lewis
A credit-based theory of the currency risk premium pp. 473-496: Pasquale Della Corte, Alexandre Jeanneret and Ella D.S. Patelli
Debt dynamics and credit risk pp. 497-535: Peter Feldhütter and Stephen Schaefer
Collateral competition: Evidence from central counterparties pp. 536-556: Magdalena Grothe, N. Aaron Pancost and Stathis Tompaidis
Deputizing financial institutions to fight elder abuse pp. 557-577: Bruce Carlin, Tarik Umar and Hanyi Yi
Fire sale risk and expected stock returns pp. 578-609: George O. Aragon and Min S. Kim

Implicit guarantees and the rise of shadow banking: The case of trust products pp. 115-141: Franklin Allen, Xian Gu, C. Wei Li, Qian, Jun “qj” and Yiming Qian
Can the changes in fundamentals explain the attenuation of anomalies? pp. 142-160: Siu Kai Choy, Craig Lewis and Yongxian Tan
Angel investment and first impressions pp. 161-178: Xing Huang, Zoran Ivković, John Xuefeng Jiang and Isabel Yanyan Wang
Economic uncertainty and investor attention pp. 179-217: Daniel Andrei, Henry Friedman and N. Bugra Ozel
Financing the litigation arms race pp. 218-234: Samuel Antill and Steven R. Grenadier
Market power in wholesale funding: A structural perspective from the triparty repo market pp. 235-259: Amy Wang Huber
Loan guarantees, bank underwriting policies and financial stability pp. 260-295: Elena Carletti, Agnese Leonello and Robert Marquez
Firm-bank linkages and optimal policies after a rare disaster pp. 296-322: Anatoli Segura and Alonso Villacorta
The Big Three and board gender diversity: The effectiveness of shareholder voice pp. 323-348: Todd A. Gormley, Vishal K. Gupta, David A. Matsa, Sandra C. Mortal and Lukai Yang

When and how are rule 10b5-1 plans used for insider stock sales? pp. 1-26: Eliezer M. Fich, Robert Parrino and Anh Tran
Micro uncertainty and asset prices pp. 27-51: Bernard Herskovic, Thilo Kind and Howard Kung
What matters in a characteristic? pp. 52-72: Hugues Langlois
Product market competition with crypto tokens and smart contracts pp. 73-91: Jiri Chod and Evgeny Lyandres
When can the market identify old news? pp. 92-113: Anastassia Fedyk and James Hodson