Journal of Financial Economics

1974 - 2025

Current editor(s): G. William Schwert

From Elsevier
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Volume 63, issue 3, 2002

Mutual fund performance and seemingly unrelated assets pp. 315-349

Lubos Pastor and Robert Stambaugh

Investing in equity mutual funds pp. 351-380

Lubos Pastor and Robert Stambaugh

Do after-tax returns affect mutual fund inflows? pp. 381-414

Daniel Bergstresser and James Poterba

Expectation puzzles, time-varying risk premia, and affine models of the term structure pp. 415-441

Qiang Dai and Kenneth Singleton

Asymmetric correlations of equity portfolios pp. 443-494

Andrew Ang and Joseph Chen

Volume 63, issue 2, 2002

Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets pp. 161-210

Michael W. Brandt and Pedro Santa-Clara

Resources, real options, and corporate strategy pp. 211-234

Antonio E. Bernardo and Bhagwan Chowdhry

When a buyback isn't a buyback: open market repurchases and employee options pp. 235-261

Kathleen M. Kahle

Depositor discipline and changing strategies for regulating thrift institutions pp. 263-274

Lawrence G. Goldberg and Sylvia C. Hudgins

Corporate leverage and currency crises pp. 275-310

Arturo Bris and Yrjö Koskinen

Volume 63, issue 1, 2002

The jump-risk premia implicit in options: evidence from an integrated time-series study pp. 3-50

Jun Pan

Does diversification destroy value? Evidence from the industry shocks pp. 51-77

Owen Lamont and Christopher Polk

Contracting in the investment management industry: *1: evidence from mutual funds pp. 79-98

Daniel N. Deli and Raj Varma

Agents watching agents?: evidence from pension fund ownership and firm value pp. 99-131

Tracie Woidtke

Liquidity provision and specialist trading in NYSE-listed non-U.S. stocks pp. 133-158

Jeffrey M. Bacidore and George Sofianos

Volume 62, issue 3, 2001

Bankers on boards: *1: monitoring, conflicts of interest, and lender liability pp. 415-452

Randall S. Kroszner and Philip E. Strahan

Pay for performance? Government regulation and the structure of compensation contracts pp. 453-488

Tod Perry and Marc Zenner

Linking pay to performance--compensation proposals in the S&P 500 pp. 489-523

Angela Morgan and Annette B. Poulsen

Does Delaware law improve firm value? pp. 525-558

Robert Daines

Understanding the determinants of managerial ownership and the link between ownership and performance: comment pp. 559-571

Xianming Zhou

Volume 62, issue 2, 2001

An equilibrium model of irreversible investment pp. 201-245

Leonid Kogan

Convergence trading with wealth effects: an amplification mechanism in financial markets pp. 247-292

Wei Xiong

Extracting factors from heteroskedastic asset returns pp. 293-325

Christopher S. Jones

Evaluating the specification errors of asset pricing models pp. 327-376

Robert Hodrick and Xiaoyan Zhang

The performance of professional market timers: daily evidence from executed strategies pp. 377-411

Don M. Chance and Michael L. Hemler

Volume 62, issue 1, 2001

Factor dependence of Bermudan swaptions: fact or fiction? pp. 3-37

Leif Andersen and Jesper Andreasen

Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market pp. 39-66

Francis Longstaff, Pedro Santa-Clara and Eduardo S. Schwartz

Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability pp. 67-130

Anthony W. Lynch

Pricing and hedging in incomplete markets pp. 131-167

Peter Carr, Helyette Geman and Dilip B. Madan

The optimal spread and offering price for underwritten securities pp. 169-198

John C. Yeoman

Volume 61, issue 3, 2001

Capital budgeting and compensation with asymmetric information and moral hazard pp. 311-344

Antonio E. Bernardo, Hongbin Cai and Jiang Luo

Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices pp. 345-381

Joseph Chen, Harrison Hong and Jeremy Stein

Following the leader: *1: a study of individual analysts' earnings forecasts pp. 383-416

Rick A. Cooper, Theodore E. Day and Craig M. Lewis

Managerial timing and corporate liquidity: *1: evidence from actual share repurchases pp. 417-448

Paul Brockman and Dennis Y. Chung

The duration of bank relationships pp. 449-475

Steven Ongena and David C. Smith

Erratum to:'The option to withdraw IPOs during the premarket: empirical analysis': [Journal of Financial Economics 60 (2001) 73-102] pp. 477-478

Walid Y. Busaba, Lawrence M. Benveniste and Re-Jin Guo

Volume 61, issue 2, 2001

Asset liquidity, capital structure, and secured debt pp. 173-206

Erwan Morellec

An examination of executive stock option repricing pp. 207-225

Mary Ellen Carter and Luann J. Lynch

Discretionary reductions in warrant exercise prices pp. 227-252

John S. Howe and Tie Su

Stock option plans for non-executive employees pp. 253-287

John E. Core and Wayne R. Guay

Stealth-trading: Which traders' trades move stock prices? pp. 289-307

Sugato Chakravarty

Volume 61, issue 1, 2001

Information production, dilution costs, and optimal security design pp. 3-42

Paolo Fulghieri and Dmitry Lukin

The distribution of realized stock return volatility pp. 43-76

Torben Andersen, Tim Bollerslev, Francis Diebold and Heiko Ebens

Short-sellers, fundamental analysis, and stock returns pp. 77-106

Patricia M. Dechow, Amy P. Hutton, Lisa Meulbroek and Richard G. Sloan

CEO compensation and bank mergers pp. 107-138

Richard T. Bliss and Richard Rosen

Firm performance and executive compensation in the savings and loan industry pp. 139-170

Benjamin Hermalin and Nancy E. Wallace

Volume 60, issue 2-3, 2001

HBS-JFE conference volume: complementary research methods pp. 179-185

Peter Tufano

The theory and practice of corporate finance: evidence from the field pp. 187-243

John R. Graham and Campbell Harvey

Why do firms switch underwriters? pp. 245-284

Laurie Krigman, Wayne H. Shaw and Kent Womack

Where do merger gains come from? Bank mergers from the perspective of insiders and outsiders pp. 285-331

Joel F. Houston, Christopher James and Michael D. Ryngaert

Market reaction to public information: The atypical case of the Boston Celtics pp. 333-370

Gregory W. Brown and Jay C. Hartzell

Managing foreign exchange risk with derivatives pp. 401-448

Gregory W. Brown

Cephalon, Inc. Taking risk management theory seriously pp. 449-485

George Chacko, Peter Tufano and Geoffrey Verter

Credit enhancement through financial engineering: Freeport McMoRan's gold-denominated depositary shares pp. 487-528

N. K. Chidambaran, Chitru S. Fernando and Paul A. Spindt

The market for catastrophe risk: a clinical examination pp. 529-571

Kenneth Froot

Bond calls, credible commitment, and equity dilution: a theoretical and clinical analysis of simultaneous tender and call (STAC) offers pp. 573-611

Upinder S. Dhillon, Thomas Noe and Gabriel Ramirez

Volume 60, issue 1, 2001

Disappearing dividends: changing firm characteristics or lower propensity to pay? pp. 3-43

Eugene Fama and Kenneth French

Corporate payout policy and managerial stock incentives pp. 45-72

George W. Fenn and Nellie Liang

The option to withdraw IPOs during the premarket: empirical analysis pp. 73-102

Walid Y. Busaba, Lawrence M. Benveniste and Re-Jin Guo

Locking out rival bidders: The use of lockup options in corporate mergers pp. 103-141

Timothy R. Burch

On the choice and replacement of chief financial officers pp. 143-175

Shehzad Mian