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. 215-215: Michael C. Jensen, John Long, Richard S. Rurback, G. William Schwert, Clifford Smith and Jerold B. Warner
The effects of management buyouts on operating performance and value pp. 217-254: Steven Kaplan
The design of securities pp. 255-287: Milton Harris and Artur Raviv
Time-varying conditional covariances in tests of asset pricing models pp. 289-317: Campbell Harvey
Forward and futures prices in a general equilibrium monetary model pp. 319-341: Leslie Young and Glenn Boyle
How investment bankers determine the offer price and allocation of new issues pp. 343-361: Lawrence M. Benveniste and Paul A. Spindt
Information disclosure, method of payment, and takeover premiums: Public and private tender offers in France pp. 363-403: Bjorn Eckbo and Herwig Langohr

Clinical papers and their role in the development of financial economics pp. 3-6: Michael Jensen, Eugene F. Fama, John Long, Richard S. Ruback, G. Schwert, Clifford Smith and Jerold Warner
Decentralized investment banking: The case of discount dividend-reinvestment and stock-purchase plans pp. 7-35: Myron Scholes and Mark A. Wolfson
Triggering the 1987 stock market crash: Antitakeover provisions in the proposed house ways and means tax bill? pp. 37-68: Mark Mitchell and Jeffry M. Netter
Organizational form, share transferability, and firm performance: Evidence from the ANCSA corporations pp. 69-105: Jonathan Karpoff and Edward M. Rice
Equity valuation effects of forming master limited partnerships pp. 107-124: William T. Moore, Donald G. Christensen and Rodney L. Roenfeldt
A simple test of Baron's model of IPO underpricing pp. 125-135: Chris J. Muscarella and Michael R. Vetsuypens
Managerial performance, Tobin's Q, and the gains from successful tender offers pp. 137-154: Larry Lang, René Stulz and Ralph A. Walkling
Consumption volatility, production volatility, spot-rate volatility, and the returns on treasury bills and bonds pp. 155-179: Beni Lauterbach
Stock-price volatility, mean-reverting diffusion, and noise pp. 193-214: Larry J. Merville and Dan R. Pieptea

Editorial data pp. 193-193: Michael C. Jensen, John Long, Richard S. Ruback, Clifford Smith and Jerold B. Warner
A nonlinear general equilibrium model of the term structure of interest rates pp. 195-224: Francis Longstaff
Shareholder wealth effects of corporate takeovers: The U.K. experience 1955-1985 pp. 225-249: Julian R. Franks and Robert S. Harris
A direct test of Rock's model of the pricing of unseasoned issues pp. 251-272: Francis Koh and Terry Walter
Voluntary conversion of convertible securities and the optimal call strategy pp. 273-301: Kenneth B. Dunn and Kenneth M. Eades
Signalling by underpricing in the IPO market pp. 303-323: Franklin Allen and Gerald R. Faulhaber
A critique of latent variable tests of asset pricing models pp. 325-338: Simon M. Wheatley
Trader rationality in the exercise of futures options pp. 339-361: Gerald D. Gay, Robert W. Kolb and Kenneth Yung
The behavior of prices in the Nikkei spot and futures market pp. 363-383: Menachem Brenner, Marti G. Subrahmanyam and Jun Uno
A nonparametric test for abnormal security-price performance in event studies pp. 385-395: Charles Corrado

Editorial data pp. 1-1: Michael C. Jensen, John Long, Richard S. Ruback, Clifford Smith and Jerold B. Warner
Equity ownership concentration and firm value: Evidence from private equity financings pp. 3-28: Karen Hopper Wruck
Proxy contests and the governance of publicly held corporations pp. 29-59: Harry DeAngelo and Linda DeAngelo
Options markets and stock return volatility pp. 61-78: Douglas J. Skinner
The relation between the return interval and betas: Implications for the size effect pp. 79-100: Puneet Handa, S. P. Kothari and Charles Wasley
The rise in takeover premiums: An exploratory study pp. 101-119: Kevin S. Nathan and Terrence B. O'Keefe
Tax attributes as determinants of shareholder gains in corporate acquisitions pp. 121-153: Carla Hayn
Wealth effects of going private for senior securities pp. 155-191: Laurentius Marais, Katherine Schipper and Abbie Smith

Editorial data pp. 187-187: Michael C. Jensen, John Long, Richard S. Ruback, Clifford Smith and Jerold B. Warner
The Eurobond market and corporate financial policy: A test of the clientele hypothesis pp. 189-205: Yong Cheol Kim and René Stulz
The information effects of takeover bids and resistance pp. 207-227: John Pound
Trades, quotes, inventories, and information pp. 229-252: Joel Hasbrouck
An investigation of cost differences between public sales and private placements of debt pp. 253-278: David W. Blackwell and David S. Kidwell
Equilibrium pricing and portfolio composition in the presence of uncertain parameters pp. 279-303: Jeffrey Coles and Uri Loewenstein
The real term structure and consumption growth pp. 305-333: Campbell Harvey
Time-varying betas and risk premia in the pricing of forward foreign exchange contracts pp. 335-354: Nelson Mark
Risk aversion, uncertain information, and market efficiency pp. 355-385: Keith C. Brown, W. V. Harlow and Seha Tinic

Editorial data pp. 1-1: Michael C. Jensen, John Long, Richard S. Ruback, Clifford Smith and Jerold B. Warner
Dividend yields and expected stock returns pp. 3-25: Eugene F. Fama and Kenneth French
Mean reversion in stock prices: Evidence and Implications pp. 27-59: James Poterba and Lawrence Summers
Corporate payout policy: Cash Dividends versus Open-Market Repurchases pp. 61-82: Michael J. Barclay and Clifford Smith
Stock splits, stock prices, and transaction costs pp. 83-101: Michael Brennan and Thomas E. Copeland
The behavior of the volatility implicit in the prices of stock index options pp. 103-122: Theodore E. Day and Craig M. Lewis
Investigating security-price performance in the presence of event-date uncertainty pp. 123-153: Clifford A. Ball and Walter N. Torous
The effect of issuing preferred stock on common and preferred stockholder wealth pp. 155-184: Scott Linn and J. Michael Pinegar