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. 319-319: Michael C. Jensen and G. William Schwert
The relation between forward prices and futures prices pp. 321-346: John C. Cox, Jonathan Ingersoll and Stephen Ross
A continuous time equilibrium model of forward prices and futures prices in a multigood economy pp. 347-371: Scott F. Richard and M. Sundaresan
Forward contracts and futures contracts pp. 373-382: Robert Jarrow and George S. Oldfield
A model of international asset pricing pp. 383-406: ReneM. Stulz

Information aggregation in a noisy rational expectations economy pp. 221-235: Douglas Diamond and Robert E. Verrecchia
Convertible calls and security returns pp. 237-264: Wayne H. Mikkelson
Does the investment interest limitation explain the existence of dividends? pp. 265-269: Daniel Feenberg
Valuation of risky assets in arbitrage-free economies with transactions costs pp. 271-280: Mark B. Garman and James Ohlson
Risky debt, jump processes, and safety covenants pp. 281-307: Scott P. Mason and Sudipto Bhattacharya
Assimilating earnings and split information: Is the capital market becoming more efficient? pp. 309-315: William D. Nichols and Stewart L. Brown

Editorial data pp. 111-111: Michael C. Jensen
Common stock repurchases: An analysis of returns to bondholders and stockholders pp. 113-138: Larry Y. Dann
Common stock repurchases and market signalling: An empirical study pp. 139-183: Theo Vermaelen
Risk and return on long-lived tangible assets pp. 185-205: Richard Schmalensee
On the valuation of American call options on stocks with known dividends pp. 207-211: Robert E. Whaley
Comments on Whaley's note pp. 213-215: Robert Geske

Editorial data pp. 1-1: Michael C. Jensen
The relationship between return and market value of common stocks pp. 3-18: Rolf W. Banz
Misspecification of capital asset pricing: Empirical anomalies based on earnings' yields and market values pp. 19-46: Marc R. Reinganum
Optimal dealer pricing under transactions and return uncertainty pp. 47-73: Thomas Ho and Hans Stoll
Option pricing in a lognormal securities market with discrete trading pp. 75-101: Wayne Y. Lee, Ramesh K. S. Rao and J. F. G. Auchmuty
The consumption based asset pricing model: A note on potential tests and applications pp. 103-108: Bradford Cornell

Editorial data pp. 321-321: Michael C. Jensen
On estimating the expected return on the market: An exploratory investigation pp. 323-361: Robert Merton
An ex ante analysis of put-call parity pp. 363-378: Robert C. Klemkosky and Bruce Resnick
Corporate leverage and growth the game-theoretic issues pp. 379-399: Varouj Aivazian and Jeffrey L. Callen

Editorial data pp. 203-203: Michael C. Jensen
Measuring security price performance pp. 205-258: Stephen Brown and Jerold B. Warner
Discretely adjusted option hedges pp. 259-282: Phelim P. Boyle and David Emanuel
Mutual fund insurance pp. 283-317: Mary Ann Gatto, Robert Geske, Robert Litzenberger and Howard Sosin
Call for papers pp. 319-319: Stanley Block

Editorial data pp. 103-103: Michael C. Jensen
Merger proposals, management discretion and stockholder wealth pp. 105-137: Peter Dodd
The effects of capital structure change on security prices: A study of exchange offers pp. 139-178: Ronald Masulis
Trading costs for listed options: The implications for market efficiency pp. 179-201: Susan M. Phillips and Clifford Smith

Editorial data pp. 1-1: Michael C. Jensen
Optimal capital structure under corporate and personal taxation pp. 3-29: Harry DeAngelo and Ronald Masulis
Dealership market: Market-making with inventory pp. 31-53: Yakov Amihud and Haim Mendelson
Stock returns and the weekend effect pp. 55-69: Kenneth French
Admissible uncertainty in the intertemporal asset pricing model pp. 71-86: George Constantinides
The Mayers-Rice conjecture: A counterexample pp. 87-100: Robert E. Verrecchia

Editorial data pp. 319-319: Michael C. Jensen
The market speed of adjustment to new information pp. 321-345: S. C. Hillmer and P. L. Yu
Liquidity preference under uncertainty: A model of dynamic investment in illiquid opportunities pp. 347-374: Carliss Y. Baldwin and Richard F. Meyer
A note on an analytical valuation formula for unprotected American call options on stocks with known dividends pp. 375-380: Robert Geske
Asymmetric information and portfolio performance measurement pp. 381-390: Bradford Cornell
A reply to Mayers and Rice (1979) pp. 391-400: Richard Roll

Editorial data pp. 227-227: Michael C. Jensen
Option pricing: A simplified approach pp. 229-263: John C. Cox, Stephen Ross and Mark Rubinstein
An intertemporal asset pricing model with stochastic consumption and investment opportunities pp. 265-296: Douglas T. Breeden
Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital pp. 297-318: Robert Shiller and Franco Modigliani

Editorial data pp. 115-115: Michael C. Jensen
On financial contracting: An analysis of bond covenants pp. 117-161: Clifford Smith and Jerold B. Warner
The effect of personal taxes and dividends on capital asset prices: Theory and empirical evidence pp. 163-195: Robert H. Litzenberger and Krishna Ramaswamy
Risk measurement when shares are subject to infrequent trading pp. 197-226: Elroy Dimson

Editorial data pp. 1-1: Michael C. Jensen
Measuring portfolio performance and the empirical content of asset pricing models pp. 3-28: David Mayers and Edward M. Rice
Information dissemination, market efficiency and the frequency of transactions pp. 29-61: M. Barry Goldman and Howard B. Sosin
The valuation of compound options pp. 63-81: Robert Geske
Financial leverage clienteles: Theory and evidence pp. 83-109: E. Han Kim, Wilbur G. Lewellen and John J. McConnell