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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Editorial data pp. 267-267: Michael C. Jensen, John Long, Wayne H. Mikkelson, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner
Posted versus effective spreads *1: Good prices or bad quotes? pp. 269-292: Mitchell Petersen and David Fialkowski
Venture capitalists and the decision to go public pp. 293-316: Josh Lerner
Bid-ask spreads in the interbank foreign exchange markets pp. 317-348: Hendrik Bessembinder
A comparison of financial recontracting in distressed exchanges and chapter 11 reorganizations pp. 349-370: Julian R. Franks and Walter N. Torous
Outside directors and the adoption of poison pills pp. 371-390: James A. Brickley, Jeffrey Coles and Rory L. Terry

Editorial data pp. 139-139: Michael C. Jensen, John Long, Wayne H. Mikkelson, Richard S. Ruback, G. William Schwert, Cliffford Smith and Jerold B. Warner
Implied volatility functions in arbitrage-free term structure models pp. 141-180: Kaushik I. Amin and Andrew J. Morton
Announcements of asset-quality problems and contagion effects in the life insurance industry pp. 181-198: George W. Fenn and Rebel Cole
Aftermarket support and underpricing of initial public offerings pp. 199-219: Paul H. Schultz and Mir A. Zaman
The costs of inefficient bargaining and financial distress *1: Evidence from corporate lawsuits pp. 221-247: Sanjai Bhagat, James A. Brickley and Jeffrey Coles
Voucher privatization pp. 249-266: Maxim Boycko, Andrei Shleifer and Robert Vishny

Editorial data pp. 1-1: Michael C. Jensen, John Long, Wayne H. Mikkelson, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner
The term structure of real interest rates and the Cox, Ingersoll, and Ross model pp. 3-42: Roger H. Brown and Stephen M. Schaefer
Markups, quantity risk, and bidding strategies at treasury coupon auctions pp. 43-62: David P. Simon
How managerial wealth affects the tender offer process pp. 63-97: James F. Cotter and Marc Zenner
An examination of voluntary versus involuntary security issuances by commercial banks *1: The impact of capital regulations on common stock returns pp. 99-122: Marcia Millon Cornett and Hassan Tehranian
Campeau's acquisition of Federated: Post-bankruptcy results pp. 123-136: Steven Kaplan

Editorial data pp. 279-279: Michael C. Jensen, John Long, Wayne H. Mikkelson, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner
Stealth trading and volatility: Which trades move prices? pp. 281-305: Michael J. Barclay and Jerold B. Warner
Portfolio return autocorrelation pp. 307-344: Timothy S. Mech
The international market for corporate control *1: Mergers and acquisitions of U.S. firms by Japanese firms pp. 345-371: Jun-Koo Kang
The seasonal behavior of the liquidity premium in asset pricing pp. 373-386: Venkat Eleswarapu and Marc R. Reinganum
Is the ex ante risk premium always positive? *1: A new approach to testing conditional asset pricing models pp. 387-408: Jacob Boudoukh, Matthew Richardson and Tom Smith

Underwriter price support and the IPO underpricing puzzle pp. 135-151: Judith S. Ruud
An empirical investigation of IPO returns and subsequent equity offerings pp. 153-175: Narasimhan Jegadeesh, Mark Weinstein and Ivo Welch
Price stabilization in the market for new issues pp. 177-197: Kathleen Hanley, A. Arun Kumar and Paul J. Seguin
Unit initial public offerings *1: A form of staged financing pp. 199-229: Paul Schultz
The underpricing of initial public offerings and the partial adjustment phenomenon pp. 231-250: Kathleen Hanley
The winner's curse, legal liability, and the long-run price performance of initial public offerings in Finland pp. 251-277: Matti Keloharju

Editorial data pp. 1-1: Michael C. Jensen, John Long, Wayne H. Mikkelson, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner
Capital structure and firm response to poor performance: An empirical analysis pp. 3-30: Eli Ofek
The hidden costs of stock market liquidity pp. 31-51: Amar Bhide
Investments of uncertain cost pp. 53-76: Robert Pindyck
Interest rate swaps: An empirical investigation pp. 77-99: Tong-sheng Sun, Suresh Sundaresan and Ching Wang
Corporate governance through the proxy process*1: Evidence from the 1989 Honeywell proxy solicitation pp. 101-132: Karen Van Nuys

Editorial data pp. 261-261: Michael C. Jensen, John Long, Wayne H. Mikkelson, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner
Private benefits from block ownership and discounts on closed-end funds pp. 263-291: Michael J. Barclay, Clifford G. Holderness and Jeffrey Pontiff
Restructuring through spinoffs*1: The stock market evidence pp. 293-311: Patrick J. Cusatis, James A. Miles and J. Randall Woolridge
An empirical study of the Mexican Treasury bill auction pp. 313-340: Steven R. Umlauf
Seniority and maturity of debt contracts pp. 341-368: Douglas Diamond
The journal of financial economics*1: A retrospective evaluation (1974-1991) pp. 369-424: G. Schwert

Editorial data pp. 147-147: Michael C. Jensen, John Long, Wayne H. Mikkelson, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner
Institutional trades and intraday stock price behavior pp. 173-199: Louis K. C. Chan and Josef Lakonishok
A reexamination of analysts' earnings forecasts for takeover targets pp. 201-225: Peter A. Brous and Omesh Kini
Transaction taxes and the behavior of the Swedish stock market pp. 227-240: Steven R. Umlauf
NYSE vs NASDAQ returns: Market microstructure or the poor performance of initial public offerings? pp. 241-260: Tim Loughran

Editorial data pp. 1-1: Michael C. Jensen, John Long, Wayne H. Mikkelson, Richard S. Ruback, G. William Schwert, Clifford Smith and Jerold B. Warner
Common risk factors in the returns on stocks and bonds pp. 3-56: Eugene Fama and Kenneth French
Trading volume, management solicitation, and shareholder voting pp. 57-71: Philip J. Young, James A. Millar and G. William Glezen
Measuring security price performance using daily NASDAQ returns pp. 73-92: Cynthia J. Campbell and Charles E. Wesley
Another look at time-varying risk and return in a long-horizon contrarian strategy pp. 119-144: Steven L. Jones