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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Corporate earnings and the equity premium pp. 401-421: Francis Longstaff and Monika Piazzesi
Sources of gains in horizontal mergers: evidence from customer, supplier, and rival firms pp. 423-460: C. Edward Fee and Shawn Thomas
Measuring stock illiquidity: An investigation of the demand and supply schedules at the TASE pp. 461-486: Avner Kalay, Orly Sade and Avi Wohl
Disentangling diffusion from jumps pp. 487-528: Yacine Ait-Sahalia
An econometric model of serial correlation and illiquidity in hedge fund returns pp. 529-609: Mila Getmansky, Andrew Lo and Igor Makarov

Predicting returns with financial ratios pp. 209-235: Jonathan Lewellen
Managerial succession and firm performance pp. 237-275: Mark R. Huson, Paul Malatesta and Robert Parrino
Cross-country determinants of mergers and acquisitions pp. 277-304: Stefano Rossi and Paolo Volpin
Limited arbitrage and short sales restrictions: evidence from the options markets pp. 305-342: Eli Ofek, Matthew Richardson and Robert F. Whitelaw
Institutional trading and the turn-of-the-year effect pp. 343-366: Lilian Ng and Qinghai Wang
Style effects in the cross-section of stock returns pp. 367-398: Melvyn Teo and Sung-Jun Woo

The effect of capital structure when expected agency costs are extreme pp. 3-30: Campbell Harvey, Karl Lins and Andrew H. Roper
Conditional estimation of diffusion processes pp. 31-66: Minqiang Li, Neil D. Pearson and Allen M. Poteshman
Do security analysts exhibit persistent differences in stock picking ability? pp. 67-91: Michael B. Mikhail, Beverly R. Walther and Richard H. Willis
The choice of equity-selling mechanisms pp. 93-119: YiLin Wu
Earnings management and the market performance of acquiring firms pp. 121-148: Henock Louis
Gains in bank mergers: Evidence from the bond markets pp. 149-179: María Penas and Haluk Unal
A revealed preference approach to understanding corporate governance problems: Evidence from Canada pp. 181-206: Bob Chirinko and Huntley Schaller

Asset prices and real investment pp. 411-431: Leonid Kogan
The timing and value of forecast and recommendation revisions pp. 433-463: Zoran Ivkovic and Narasimhan Jegadeesh
Estimating the market risk premium pp. 465-496: E. Scott Mayfield
Who is in whose pocket? Director compensation, board independence, and barriers to effective monitoring pp. 497-524: Harley Ryan and Roy Wiggins
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies pp. 525-565: Steve Hogan, Robert Jarrow, Melvyn Teo and Mitch Warachka
Banking market structure and financial stability: Evidence from the Texas real estate crisis in the 1980s pp. 567-601: Jie Gan
Corrigendum to "Universal option valuation using quadrature methods": [Journal of Financial Economics 67 (2003) 447-471] pp. 603-603: Ari D. Andricopoulos, Martin Widdicks, Peter W. Duck and David P. Newton

Firm size and the gains from acquisitions pp. 201-228: Sara B. Moeller, Frederik Schlingemann and René Stulz
New lists: Fundamentals and survival rates pp. 229-269: Eugene Fama and Kenneth French
Appearing and disappearing dividends: The link to catering incentives pp. 271-288: Malcolm Baker and Jeffrey Wurgler
Why constrain your mutual fund manager? pp. 289-321: Andres Almazan, Keith C. Brown, Murray Carlson and David Chapman
The costs of shared ownership: Evidence from international joint ventures pp. 323-374: Mihir A. Desai, C. Fritz Foley and James Hines
Grandstanding, certification and the underpricing of venture capital backed IPOs pp. 375-407: Peggy M. Lee and Sunil Wahal

Does an electronic stock exchange need an upstairs market? pp. 3-36: Hendrik Bessembinder and Kumar Venkataraman
Common market makers and commonality in liquidity pp. 37-69: Jay F. Coughenour and Mohsen M. Saad
Leverage decision and manager compensation with choice of effort and volatility pp. 71-92: Abel Cadenillas, Jaksa Cvitanic and Fernando Zapatero
Performance fee contract change and mutual fund risk pp. 93-118: Joseph Golec and Laura Starks
CEO compensation and incentives: Evidence from M&A bonuses pp. 119-143: Yaniv Grinstein and Paul Hribar
The value of tax shields is NOT equal to the present value of tax shields pp. 145-165: Pablo Fernandez
The value of dividend imputation tax credits in Australia pp. 167-197: Damien Cannavan, Frank Finn and Stephen Gray

Are dividends disappearing? Dividend concentration and the consolidation of earnings pp. 425-456: Harry DeAngelo, Linda DeAngelo and Douglas J. Skinner
Portfolio choice and health status pp. 457-484: Harvey Rosen and Stephen Wu
Order imbalance and individual stock returns: Theory and evidence pp. 485-518: Tarun Chordia and Avanidhar Subrahmanyam
U.S. cross-listings and the private benefits of control: evidence from dual-class firms pp. 519-553: Craig Doidge
The role of syndicate structure in bank underwriting pp. 555-580: Rajesh P. Narayanan, Kasturi P. Rangan and N.K.Nanda K. Rangan
Smart investments by smart money: Evidence from seasoned equity offerings pp. 581-604: Scott Gibson, Assem Safieddine and Ramana Sonti
Tick size, NYSE rule 118, and ex-dividend day stock price behavior pp. 605-625: Keith Jakob and Tongshu Ma

On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach pp. 217-257: Michael W. Brandt and Qiang Kang
A theory of corporate spin-offs pp. 259-290: Thomas Chemmanur and An Yan
The importance of the loss function in option valuation pp. 291-318: Peter Christoffersen and Kris Jacobs
The effect of capital market characteristics on the value of start-up firms pp. 319-356: Roman Inderst and Holger M. Muller
The effects of government ownership on bank lending pp. 357-384: Paola Sapienza
Data-generating process uncertainty: What difference does it make in portfolio decisions? pp. 385-421: Jun Tu and Guofu Zhou

The illiquidity puzzle: theory and evidence from private equity pp. 3-40: Josh Lerner and Antoinette Schoar
The timing and terms of mergers motivated by economies of scale pp. 41-62: Bart M. Lambrecht
Management turnover in subsidiaries of conglomerates versus stand-alone firms pp. 63-96: Chris McNeil, Greg Niehaus and Eric Powers
Modeling the bid/ask spread: measuring the inventory-holding premium pp. 97-141: Nicolas P. B. Bollen, Tom Smith and Robert E. Whaley
Modeling the term structure of interest rates: A new approach pp. 143-183: Robert L. Kimmel
Information and bank credit allocation pp. 185-214: Giovanni Dell'ariccia and Robert Marquez