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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Predictable changes in yields and forward rates pp. 281-311: David Backus, Silverio Foresi, Abon Mozumdar and Liuren Wu
Do investment banks compete in IPOs?: the advent of the "7% plus contract" pp. 313-346: Robert Hansen
Do the individuals closest to internet firms believe they are overvalued pp. 347-381: Paul Schultz and Mir Zaman
Common factors in prices, order flows, and liquidity pp. 383-411: Joel Hasbrouck and Duane J. Seppi
Direct foreign ownership, institutional investors, and firm characteristics pp. 413-440: Magnus Dahlquist and Goran Robertsson
Exchange rate exposure and competition: evidence from the automotive industry pp. 441-475: Rohan Williamson
Leverage and internal capital markets: evidence from leveraged recapitalizations pp. 477-515: Urs Peyer and Anil Shivdasani

The portfolio flows of international investors pp. 151-193: Kenneth Froot, Paul G. J. O'Connell and Mark S. Seasholes
Aggregate price effects of institutional trading: a study of mutual fund flow and market returns pp. 195-220: Roger M. Edelen and Jerold B. Warner
Stockholder gains from focusing versus diversifying bank mergers pp. 221-252: Gayle L. DeLong
Sixteenths: direct evidence on institutional execution costs pp. 253-278: Charles Jones and Marc L. Lipson

Trading activity and expected stock returns pp. 3-32: Tarun Chordia, Avanidhar Subrahmanyam and V. Ravi Anshuman
The capital gain lock-in effect and long-horizon return reversal pp. 33-62: Peter Klein
Pricing the strategic value of putable securities in liquidity crises pp. 63-99: Alexander David
The structure of debt and active equity investors: The case of the buyout specialist pp. 101-147: James F. Cotter and Sarah W. Peck

Bankruptcy auctions: costs, debt recovery, and firm survival pp. 337-368: Karin Thorburn
Herding among security analysts pp. 369-396: Ivo Welch
The term structure of very short-term rates: New evidence for the expectations hypothesis pp. 397-415: Francis Longstaff
Testing static tradeoff against pecking order models of capital structure: a critical comment pp. 417-425: Bob Chirinko and Anuja R. Singha

Investor protection and corporate governance pp. 3-27: Rafael La Porta, Florencio Lopez-de-Silanes, Andrei Shleifer and Robert Vishny
Universal banking and the performance of German firms pp. 29-80: Gary Gorton and Frank A. Schmid
The separation of ownership and control in East Asian Corporations pp. 81-112: Stijn Claessens, Simeon Djankov and Larry Lang
The balance of power in closely held corporations pp. 113-139: Morten Bennedsen and Daniel Wolfenzon
Corporate governance in the Asian financial crisis pp. 141-186: Simon Johnson, Peter Boone, Alasdair Breach and Eric Friedman
Financial markets and the allocation of capital pp. 187-214: Jeffrey Wurgler
Finance and the sources of growth pp. 261-300: Thorsten Beck, Ross Levine and Norman Loayza
Do stock market liberalizations cause investment booms? pp. 301-334: Peter Henry

Special dividends and the evolution of dividend signaling pp. 309-354: Harry DeAngelo, Linda DeAngelo and Douglas J. Skinner
Financial flexibility and the choice between dividends and stock repurchases pp. 355-384: Murali Jagannathan, Clifford P. Stephens and Michael Weisbach
Liquidity, investment ability, and mutual fund structure pp. 417-443: Vikram Nanda, M. P. Narayanan and Vincent A. Warther
Making markets for structured mortgage derivatives pp. 445-471: George S. Oldfield

Alternative flotation methods, adverse selection, and ownership structure: evidence from seasoned equity issuance in the U.K pp. 157-190: M. B. Slovin, M. E. Sushka and K. W. L. Lai
Corporate policies restricting trading by insiders pp. 191-220: J. C. Bettis, Jeffrey Coles and M. L. Lemmon
Can book-to-market, size and momentum be risk factors that predict economic growth? pp. 221-245: Jimmy Liew and Maria Vassalou
Trade size, order imbalance, and the volatility-volume relation pp. 247-273: Kalok Chan and Wai-Ming Fong
Corporate governance proposals and shareholder activism: the role of institutional investors pp. 275-305: Stuart L. Gillan and Laura T. Starks

The value and incentive effects of nontraditional executive stock option plans pp. 3-34: Shane Johnson and Yisong S. Tian
Indexed executive stock options pp. 35-64: Shane Johnson and Yisong S. Tian
On the optimality of resetting executive stock options pp. 65-101: Viral Acharya, Kose John and Rangarajan K. Sundaram
Altering the terms of executive stock options pp. 103-128: Menachem Brenner, Rangarajan K. Sundaram and David Yermack
The 'repricing' of executive stock options pp. 129-154: Don M. Chance, Raman Kumar and Rebecca B. Todd

Comparing asset pricing models: an investment perspective pp. 335-381: Lubos Pastor and Robert Stambaugh
Speed of issuance and the adequacy of disclosure in the 144A high-yield debt market pp. 383-405: George W. Fenn
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation pp. 407-458: Mikhail Chernov and Eric Ghysels
Why firms issue targeted stock pp. 459-483: Julia D'Souza and John Jacob
From cradle to grave: How to loot a 401(k) plan pp. 485-516: Richard Stanton

Controlling stockholders and the disciplinary role of corporate payout policy: a study of the Times Mirror Company pp. 153-207: Harry DeAngelo and Linda DeAngelo
Is the abnormal return following equity issuances anomalous? pp. 209-249: Alon Brav, Christopher Geczy and Paul Gompers
Seasoned public offerings: resolution of the 'new issues puzzle' pp. 251-291: Bjorn Eckbo, Ronald Masulis and Oyvind Norli
Investment bank market share, contingent fee payments, and the performance of acquiring firms pp. 293-324: Raghavendra Rau
'Time to build, option value and investment decisions': a comment pp. 325-332: Alistair Milne and A Elizabeth Whalley

Commonality in liquidity pp. 3-28: Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam
Just another day in the inter-bank foreign exchange market pp. 29-64: Rajesh Chakrabarti
The costs and determinants of order aggressiveness pp. 65-88: Mark D. Griffiths, Brian F. Smith, D. Alasdair S. Turnbull and Robert W. White
The relative pricing of U.S. Treasury STRIPS: empirical evidence pp. 89-123: Bradford Jordan, Randy D. Jorgensen and David R. Kuipers
Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE pp. 125-149: Michael Goldstein and Kenneth A. Kavajecz