Journal of Financial Economics

1974 - 2025

Current editor(s): G. William Schwert

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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 83, issue 3, 2007

Housing, consumption and asset pricing pp. 531-569

Monika Piazzesi, Martin Schneider and Selale Tuzel

The price of corporate liquidity: Acquisition discounts for unlisted targets pp. 571-598

Micah S. Officer

Corporate governance and the value of cash holdings pp. 599-634

Amy Dittmar and Jan Mahrt-Smith

Multi-period corporate default prediction with stochastic covariates pp. 635-665

Darrell Duffie, Leandro Saita and Ke Wang

Disagreement, tastes, and asset prices pp. 667-689

Eugene F. Fama and Kenneth French

Testing Q theory with financing frictions pp. 691-717

Christopher A. Hennessy, Amnon Levy and Toni Whited

Heterogeneous preferences and equilibrium trading volume pp. 719-750

Tony Berrada, Julien Hugonnier and Marcel Rindisbacher

Local ownership as private information: Evidence on the monitoring-liquidity trade-off pp. 751-792

Jose-Miguel Gaspar and Massimo Massa

Volume 83, issue 2, 2007

Does backdating explain the stock price pattern around executive stock option grants? pp. 271-295

Randall A. Heron and Erik Lie

The effect of state laws on capital structure pp. 297-319

John K. Wald and Michael S. Long

Corporate capital structure and the characteristics of suppliers and customers pp. 321-365

Jayant R. Kale and Husayn Shahrur

Do industries lead stock markets? pp. 367-396

Harrison Hong, Walter Torous and Rossen Valkanov

Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market pp. 397-412

Jacob Boudoukh, Matthew Richardson, Shen, YuQing (Jeff) and Robert F. Whitelaw

Maximum likelihood estimation of stochastic volatility models pp. 413-452

Ai[diaeresis]t-Sahalia, Yacine and Robert Kimmel

Trade credit and bank credit: Evidence from recent financial crises pp. 453-469

Inessa Love, Lorenzo A. Preve and Virginia Sarria-Allende

Extending quadrature methods to value multi-asset and complex path dependent options pp. 471-499

Ari D. Andricopoulos, Martin Widdicks, David P. Newton and Peter W. Duck

Classified boards, firm value, and managerial entrenchment pp. 501-529

Olubunmi Faleye

Volume 83, issue 1, 2007

Firms' histories and their capital structures pp. 1-32

Ayla Kayhan and Sheridan Titman

Share restrictions and asset pricing: Evidence from the hedge fund industry pp. 33-58

George O. Aragon

The term structure of commercial paper rates pp. 59-86

Chris Downing and Stephen Oliner

Saving and investing for early retirement: A theoretical analysis pp. 87-121

Emmanuel Farhi and Stavros Panageas

Market price of risk specifications for affine models: Theory and evidence pp. 123-170

Patrick Cheridito, Damir Filipovic and Robert L. Kimmel

The empirical risk-return relation: A factor analysis approach pp. 171-222

Sydney Ludvigson and Serena Ng

Informed finance and technological change: Evidence from credit relationships pp. 223-269

Ana María Herrera and Raoul Minetti

Volume 82, issue 3, 2006

Profitability, investment and average returns pp. 491-518

Eugene F. Fama and Kenneth French

Capital structure, credit risk, and macroeconomic conditions pp. 519-550

Dirk Hackbarth, Jianjun Miao and Erwan Morellec

Financing decisions when managers are risk averse pp. 551-589

Katharina Lewellen

Entry regulation as a barrier to entrepreneurship pp. 591-629

Leora Klapper, Luc Laeven and Raghuram Rajan

A liquidity-augmented capital asset pricing model pp. 631-671

Weimin Liu

Does good corporate governance include employee representation? Evidence from German corporate boards pp. 673-710

Larry Fauver and Michael E. Fuerst

Volume 82, issue 2, 2006

Market transparency, liquidity externalities, and institutional trading costs in corporate bonds pp. 251-288

Hendrik Bessembinder, William Maxwell and Kumar Venkataraman

The conditional CAPM does not explain asset-pricing anomalies pp. 289-314

Jonathan Lewellen and Stefan Nagel

The other January effect pp. 315-341

Michael J. Cooper, John J. McConnell and Alexei Ovtchinnikov

Tunneling, propping, and expropriation: evidence from connected party transactions in Hong Kong pp. 343-386

Yan-Leung Cheung, Raghavendra Rau and Aris Stouraitis

Predicting stock returns pp. 387-415

Doron Avramov and Tarun Chordia

Asset pricing with unforeseen contingencies pp. 417-453

Alan Kraus and Jacob S. Sagi

Competition and cooperation among exchanges: A theory of cross-listing and endogenous listing standards pp. 455-489

Thomas Chemmanur and Paolo Fulghieri

Volume 82, issue 1, 2006

Strength of analyst coverage following IPOs pp. 1-34

Christopher James and Jason Karceski

On the marketing of IPOs pp. 35-61

Douglas O. Cook, Robert Kieschnick and Robert A. Van Ness

World markets for raising new capital pp. 63-101

Brian J. Henderson, Narasimhan Jegadeesh and Michael Weisbach

Stock price reaction to public and private information pp. 103-133

Clara Vega

Debt financing: Does it boost or hurt firm performance in product markets? pp. 135-172

Murillo Campello

Ripples through markets: Inter-market impacts generated by large trades pp. 173-196

Andrew Ellul

Asymmetric benchmarking in compensation: Executives are rewarded for good luck but not penalized for bad pp. 197-225

Gerald T. Garvey and Todd T. Milbourn

Estimation of continuous-time models with an application to equity volatility dynamics pp. 227-249

Gurdip Bakshi, Nengjiu Ju and Hui Ou-Yang

Volume 81, issue 3, 2006

External finance constraints and the intertemporal pattern of intermittent investment pp. 467-502

Toni Whited

Evidence on the effects of bank competition on firm borrowing and investment pp. 503-537

Rebecca Zarutskie

Dividend policy, signaling, and discounts on closed-end funds pp. 539-562

Shane Johnson, Ji-Chai Lin and Kyojik Roy Song

Tax shelters and corporate debt policy pp. 563-594

John R. Graham and Alan L. Tucker

Output and expected returns pp. 595-624

Jesper Rangvid

Stock market liberalization and operating performance at the firm level pp. 625-647

Todd Mitton

IPOs, acquisitions, and the use of convertible securities in venture capital pp. 649-679

Thomas Hellmann

Shareholder wealth effects and bid negotiation in freeze-out deals: Are minority shareholders left out in the cold? pp. 681-708

Thomas W. Bates, Michael L. Lemmon and James S. Linck

Volume 81, issue 2, 2006

Dividend policy and the earned/contributed capital mix: a test of the life-cycle theory pp. 227-254

Harry DeAngelo, Linda DeAngelo and René Stulz

Determinants of collateral pp. 255-281

Gabriel Jimenez, Vicente Salas and Jesús Saurina

Hedging, speculation, and shareholder value pp. 283-309

Tim R. Adam and Chitru S. Fernando

Feedback and the success of irrational investors pp. 311-338

David Hirshleifer, Avanidhar Subrahmanyam and Sheridan Titman

Investing in mutual funds when returns are predictable pp. 339-377

Doron Avramov and Russell Wermers

Own company stock in defined contribution pension plans: A takeover defense? pp. 379-410

Joshua D. Rauh

Political relationships, global financing, and corporate transparency: Evidence from Indonesia pp. 411-439

Christian Leuz and Felix Oberholzer-Gee

The strategy of professional forecasting pp. 441-466

Marco Ottaviani and Peter Sørensen

Volume 81, issue 1, 2006

Do a firm's equity returns reflect the risk of its pension plan? pp. 1-26

Li Jin, Robert Merton and Zvi Bodie

Efficient tests of stock return predictability pp. 27-60

John Campbell and Motohiro Yogo

Was there a Nasdaq bubble in the late 1990s? pp. 61-100

Lubos Pastor and Pietro Veronesi

Cross-sectional forecasts of the equity premium pp. 101-141

Christopher Polk, Samuel Thompson and Tuomo Vuolteenaho

On the role of arbitrageurs in rational markets pp. 143-173

Suleyman Basak and Benjamin Croitoru

The economic consequences of increased disclosure: Evidence from international cross-listings pp. 175-213

Warren Bailey, G. Karolyi and Carolina Salva

The value of tax shields IS equal to the present value of tax shields pp. 215-225

Ian A. Cooper and Kjell Nyborg