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. 331-331: Michael C. Jensen
Dividends and taxes pp. 333-364: Merton Miller and Myron Scholes
An application of a three-factor performance index to measure stockholder gains from merger pp. 365-383: Terence C. Langetieg
Market proxies and the conditional prediction of returns pp. 385-398: I. G. Morgan
Taxes and portfolio composition pp. 399-410: Edwin J. Elton and Martin J. Gruber

Editorial data pp. 93-93: Michael C. Jensen
Some anomalous evidence regarding market efficiency pp. 95-101: Michael Jensen
Anomalies in relationships between securities' yields and yield-surrogates pp. 103-126: Ray Ball
The information content of discounts and premiums on closed-end fund shares pp. 151-186: Rex Thompson
Empirical tests of boundary conditions for CBOE options pp. 187-211: Dan Galai
The information content of option prices and a test of market efficiency pp. 213-234: Donald P. Chiras and Steven Manaster
The market valuation of cash dividends: A case to consider pp. 235-264: John Long
Split information, stock returns and market efficiency-I pp. 265-296: Guy Charest
Dividend information, stock returns and market efficiency-II pp. 297-330: Guy Charest

Editorial data pp. 1-1: Michael C. Jensen
The pricing of supershares pp. 3-10: Mark B. Garman
Generalized two parameter asset pricing models: Some empirical evidence pp. 11-32: Robert R. Grauer
An arbitrage model of the term structure of interest rates pp. 33-57: Scott F. Richard
On the term structure of interest rates pp. 59-69: L. Uri Dothan
Valuation of general contingent claims: Existence, uniqueness, and comparisons of solutions pp. 71-87: Alan Gleit
Journal of business finance and accounting pp. 91-92: J. R. Perrin

Editorial data pp. 271-271: Michael C. Jensen
Alternative methods for raising capital: Rights versus underwritten offerings pp. 273-307: Clifford Smith
Estimating betas from nonsynchronous data pp. 309-327: Myron Scholes and Joseph Williams
Tender offers and stockholder returns: An empirical analysis pp. 351-373: Peter Dodd and Richard Ruback
The impact of variance estimation in option valuation models pp. 375-387: Phelim P. Boyle and A. L. Ananthanarayanan
An autoregressive jump process for common stock returns pp. 389-418: George Oldfield, Richard J. Rogalski and Robert Jarrow
Taxes, transactions costs and the clientele effect of dividends pp. 419-436: R. Richardson Pettit

Editorial data pp. 113-113: Michael C. Jensen
Asset returns and inflation pp. 115-146: Eugene F. Fama and G. Schwert
Determinants of corporate borrowing pp. 147-175: Stewart C. Myers
An equilibrium characterization of the term structure pp. 177-188: Oldrich Vasicek
Capital market equilibrium in a mean-lower partial moment framework pp. 189-200: Vijay S. Bawa and Eric B. Lindenberg
Portfolio strategies and performance pp. 201-218: Ted Bloomfield, Richard Leftwich and John Long
Capital asset prices with heterogeneous beliefs pp. 219-239: Joseph T. Williams
On the pricing of contingent claims and the Modigliani-Miller theorem pp. 241-249: Robert Merton
An analytic valuation formula for unprotected American call options on stocks with known dividends pp. 251-258: Richard Roll
A note on qualitative results for investment proportions pp. 259-263: Andrew Rudd
Comments on qualitative results for investment proportions pp. 265-268: Richard Roll and Stephen Ross

Risk-adjusted discount rates and capital budgeting under uncertainty pp. 3-24: Eugene F. Fama
Efficient portfolio choice with differential taxation of dividends and capital gains pp. 25-53: John B. Long
Spot rates, forward rates and exchange market efficiency pp. 55-65: Bradford Cornell
Savings bonds, retractable bonds and callable bonds pp. 67-88: Michael Brennan and Eduardo S. Schwartz
The effect of limited information and estimation risk on optimal portfolio diversification pp. 89-111: Roger Klein and Vijay S. Bawa

Editorial data pp. 237-237: Michael C. Jensen
Bankruptcy, absolute priority, and the pricing of risky debt claims pp. 239-276: Jerold B. Warner
Portfolio choice and equilibrium in capital markets with safety-first investors pp. 277-288: Enrique Arzac and Vijay S. Bawa
A contingent-claims valuation of convertible securities pp. 289-321: Jonathan Ingersoll
Options: A Monte Carlo approach pp. 323-338: Phelim P. Boyle
Long-term dependence in common stock returns pp. 339-349: Myron T. Greene and Bruce D. Fielitz

Editorial data pp. 127-127: Michael C. Jensen
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory pp. 129-176: Richard Roll
Leverage, output effects, and the M-M theorems pp. 177-202: Gailen L. Hite
The structure and management of dual purpose funds pp. 203-230: Robert H. Litzenberger and Howard B. Sosin
An algorithmic approach to deriving the minimum-variance zero-beta portfolio pp. 231-236: Gordon Alexander

Editorial data pp. 1-1: Michael C. Jensen
Trading rules, large blocks and the speed of price adjustment pp. 3-22: Larry Y. Dann, David Mayers and Robert Raab
The impact of maturity regulation on high interest rate lenders and borrowers pp. 23-49: George J. Benston
Stock exchange seats as capital assets pp. 51-78: G. Schwert
The valuation of warrants: Implementing a new approach pp. 79-93: Eduardo S. Schwartz
Human capital and capital market equilibrium pp. 95-125: Eugene F. Fama and G. Schwert