Journal of Financial Economics

1974 - 2025

Current editor(s): G. William Schwert

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 96, issue 3, 2010

Going public to acquire? The acquisition motive in IPOs pp. 345-363

Ugur Celikyurt, Merih Sevilir and Anil Shivdasani

Average correlation and stock market returns pp. 364-380

Joshua M. Pollet and Mungo Wilson

Risk and CEO turnover pp. 381-398

Robert Bushman, Zhonglan Dai and Xue Wang

Profiting from government stakes in a command economy: Evidence from Chinese asset sales pp. 399-412

Charles Calomiris, Raymond Fisman and Yongxiang Wang

Trade credit, collateral liquidation, and borrowing constraints pp. 413-432

Daniela Fabbri and Anna Maria Menichini

Dynamic asset allocation with stochastic income and interest rates pp. 433-462

Claus Munk and Carsten Sørensen

Uncertainty about average profitability and the diversification discount pp. 463-484

John Hund, Donald Monk and Sheri Tice

Creditor rights, information sharing, and bank risk taking pp. 485-512

Joel F. Houston, Chen Lin, Ping Lin and Yue Ma

CFOs and CEOs: Who have the most influence on earnings management? pp. 513-526

John Jiang, Kathy R. Petroni and Isabel Yanyan Wang

Volume 96, issue 2, 2010

A skeptical appraisal of asset pricing tests pp. 175-194

Jonathan Lewellen, Stefan Nagel and Jay Shanken

When are outside directors effective? pp. 195-214

Ran Duchin, John Matsusaka and Oguzhan Ozbas

Liquidity biases in asset pricing tests pp. 215-237

Elena Asparouhova, Hendrik Bessembinder and Ivalina Kalcheva

The performance of emerging hedge funds and managers pp. 238-256

Rajesh Aggarwal and Philippe Jorion

Inside the black box: The role and composition of compensation peer groups pp. 257-270

Michael Faulkender and Jun Yang

Detecting jumps from Lévy jump diffusion processes pp. 271-290

Suzanne S. Lee and Jan Hannig

The Sarbanes-Oxley act and corporate investment: A structural assessment pp. 291-305

Qiang Kang, Qiao Liu and Rong Qi

The role of private equity group reputation in LBO financing pp. 306-330

Cem Demiroglu and Christopher James

Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance pp. 331-344

Todd Gormley, Hong Liu and Guofu Zhou

Volume 96, issue 1, 2010

O/S: The relative trading activity in options and stock pp. 1-17

Richard Roll, Eduardo Schwartz and Avanidhar Subrahmanyam

Performance persistence in entrepreneurship pp. 18-32

Paul Gompers, Anna Kovner, Josh Lerner and David Scharfstein

Quantifying private benefits of control from a structural model of block trades pp. 33-55

Rui Albuquerque and Enrique Schroth

A resolution of the distress risk and leverage puzzles in the cross section of stock returns pp. 56-79

Thomas J. George and Chuan-Yang Hwang

The good news in short interest pp. 80-97

Ekkehart Boehmer, Zsuzsa R. Huszar and Bradford Jordan

Institutional investors, intangible information, and the book-to-market effect pp. 98-126

Hao Jiang

The effect of state antitakeover laws on the firm's bondholders pp. 127-154

Bill B. Francis, Iftekhar Hasan, Kose John and Maya Waisman

How does law affect finance? An examination of equity tunneling in Bulgaria pp. 155-173

Vladimir Atanasov, Bernard Black, Conrad Ciccotello and Stanley Gyoshev

Volume 95, issue 3, 2010

Seasoned equity offerings, market timing, and the corporate lifecycle pp. 275-295

Harry DeAngelo, Linda DeAngelo and René Stulz

Bailouts, the incentive to manage risk, and financial crises pp. 296-311

Stavros Panageas

Does corporate governance matter in competitive industries? pp. 312-331

Xavier Giroud and Holger M. Mueller

The pecking order, debt capacity, and information asymmetry pp. 332-355

Mark T. Leary and Michael Roberts

Institutional monitoring through shareholder litigation pp. 356-383

C.S. Agnes Cheng, Henry He Huang, Yinghua Li and Gerald Lobo

Renegotiation of cash flow rights in the sale of VC-backed firms pp. 384-399

Brian Broughman and Jesse Fried

When should firms share credit with employees? Evidence from anonymously managed mutual funds pp. 400-424

Massimo Massa, Jonathan Reuter and Eric Zitzewitz

Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China pp. 425-442

Ferdinand Gul, Jeong-Bon Kim and Annie A. Qiu

Volume 95, issue 2, 2010

Escape from New York: The market impact of loosening disclosure requirements pp. 129-147

Nuno Fernandes, Ugur Lel and Darius P. Miller

Resolving the exposure puzzle: The many facets of exchange rate exposure pp. 148-173

Söhnke Bartram, Gregory W. Brown and Bernadette A. Minton

Sentiment and stock prices: The case of aviation disasters pp. 174-201

Guy Kaplanski and Haim Levy

Political rights and the cost of debt pp. 202-226

Yaxuan Qi, Lukas Roth and John K. Wald

Reduced-form valuation of callable corporate bonds: Theory and evidence pp. 227-248

Robert Jarrow, Haitao Li, Sheen Liu and Chunchi Wu

Capital structure decisions: Evidence from deregulated industries pp. 249-274

Alexei Ovtchinnikov

Volume 95, issue 1, 2010

Activist arbitrage: A study of open-ending attempts of closed-end funds pp. 1-19

Michael Bradley, Alon Brav, Itay Goldstein and Wei Jiang

First-passage probability, jump models, and intra-horizon risk pp. 20-40

Gurdip Bakshi and George Panayotov

Are family firms more tax aggressive than non-family firms? pp. 41-61

Shuping Chen, Xia Chen, Qiang Cheng and Terry Shevlin

Asset liquidity and financial contracts: Evidence from aircraft leases pp. 62-84

Alessandro Gavazza

Informed trading before analyst downgrades: Evidence from short sellers pp. 85-106

Stephen E. Christophe, Michael G. Ferri and Jim Hsieh

Market liquidity, asset prices, and welfare pp. 107-127

Jennifer Huang and Jiang Wang

Volume 94, issue 3, 2009

Options trading activity and firm valuation pp. 345-360

Richard Roll, Eduardo Schwartz and Avanidhar Subrahmanyam

Hidden liquidity: An analysis of order exposure strategies in electronic stock markets pp. 361-383

Hendrik Bessembinder, Marios Panayides and Kumar Venkataraman

The role of institutional investors in seasoned equity offerings pp. 384-411

Thomas Chemmanur, Shan He and Gang Hu

Predatory mortgage lending pp. 412-427

Philip Bond, David K. Musto and Bilge Yilmaz

Risk sharing, finance, and institutions in international portfolios pp. 428-447

Marcel Fratzscher and Jean Imbs

Cashflow risk, systematic earnings revisions, and the cross-section of stock returns pp. 448-468

Zhi Da and Mitchell Craig Warachka

Institutional industry herding pp. 469-491

Nicole Choi and Richard W. Sias

Hedging and competition pp. 492-507

Tingjun Liu and Christine A. Parlour

Volume 94, issue 2, 2009

Option markets and implied volatility: Past versus present pp. 171-191

Scott Mixon

What drives volatility persistence in the foreign exchange market? pp. 192-213

David Berger, Alain Chaboud and Erik Hjalmarsson

Global market integration: An alternative measure and its application pp. 214-232

Kuntara Pukthuanthong and Richard Roll

The impact of risk and uncertainty on expected returns pp. 233-263

Evan Anderson, Eric Ghysels and Jennifer L. Juergens

Technological innovations and aggregate risk premiums pp. 264-279

Po-Hsuan Hsu

CEO pay and the Lake Wobegon Effect pp. 280-290

Rachel M. Hayes and Scott Schaefer

Women in the boardroom and their impact on governance and performance pp. 291-309

Renee Adams and Daniel Ferreira

Cross-section of option returns and volatility pp. 310-326

Amit Goyal and Alessio Saretto

Subsidiary debt, capital structure and internal capital markets pp. 327-343

Adam C. Kolasinski

Volume 94, issue 1, 2009

Share issuance and cross-sectional returns: International evidence pp. 1-17

R. David McLean, Jeffrey Pontiff and Akiko Watanabe

Global private information in international equity markets pp. 18-46

Rui Albuquerque, Gregory Bauer and Martin Schneider

Can interest rate volatility be extracted from the cross section of bond yields? pp. 47-66

Pierre Collin-Dufresne, Robert S. Goldstein and Christopher S. Jones

Opaque financial reports, R2, and crash risk pp. 67-86

Amy P. Hutton, Alan Marcus and Hassan Tehranian

Predictability and the earnings-returns relation pp. 87-106

Gil Sadka and Ronnie Sadka

Deductio' ad absurdum: CEOs donating their own stock to their own family foundations pp. 107-123

David Yermack

Democratizing entry: Banking deregulations, financing constraints, and entrepreneurship pp. 124-149

William Kerr and Ramana Nanda

Stock market liquidity and firm value pp. 150-169

Vivian W. Fang, Thomas Noe and Sheri Tice