Journal of Financial Economics

1974 - 2025

Current editor(s): G. William Schwert

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Volume 142, issue 3, 2021

Dissecting bankruptcy frictions pp. 975-1000

Winston Dou, Lucian A. Taylor, Wei Wang and Wenyu Wang

Failing to forecast rare events pp. 1001-1016

Philip Bond and James Dow

Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence pp. 1017-1037

Jennie Bai, Turan G. Bali and Quan Wen

Optimal financing with tokens pp. 1038-1067

Sebastian Gryglewicz, Simon Mayer and Erwan Morellec

Core earnings: New data and evidence pp. 1068-1091

Ethan Rouen, Eric C. So and Charles C.Y. Wang

The bank as Grim Reaper: Debt composition and bankruptcy thresholds pp. 1092-1108

Mark Carey and Michael Gordy

Spillover effects in empirical corporate finance pp. 1109-1127

Tobias Berg, Markus Reisinger and Daniel Streitz

Global factor premiums pp. 1128-1154

Guido Baltussen, Laurens Swinkels and Pim Van Vliet

Does target firm insider trading signal the target's synergy potential in mergers and acquisitions? pp. 1155-1185

Inho Suk and Mengmeng Wang

Impact of marketplace lending on consumers’ future borrowing capacities and borrowing outcomes pp. 1186-1208

Sudheer Chava, Rohan Ganduri, Nikhil Paradkar and Yafei Zhang

The term structure of equity risk premia pp. 1209-1228

Ravi Bansal, Shane Miller, Dongho Song and Amir Yaron

Labor leverage, coordination failures, and aggregate risk pp. 1229-1252

Matthieu Bouvard and Adolfo de Motta

Informed trading in government bond markets pp. 1253-1274

Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang

Does regulatory cooperation help integrate equity markets? pp. 1275-1300

Roger Silvers

A day late and a dollar short: Liquidity and household formation among student borrowers pp. 1301-1323

Sarena Goodman, Adam Isen and Constantine Yannelis

M&A rumors about unlisted firms pp. 1324-1339

Yan Alperovych, Douglas Cumming, Veronika Czellar and Alexander Groh

Lifting the veil: The price formation of corporate bond offerings pp. 1340-1358

Liying Wang

Why are corporate payouts so high in the 2000s? pp. 1359-1380

Kathleen Kahle and René M. Stulz

Firm leverage and employment dynamics pp. 1381-1394

Xavier Giroud and Holger M. Mueller

Reconstructing the yield curve pp. 1395-1425

Yan Liu and Jing Cynthia Wu

GSIB surcharges and bank lending: Evidence from US corporate loan data pp. 1426-1443

Giovanni Favara, Ivan Ivanov and Marcelo Rezende

Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric pp. 1444-1469

Dmitry Livdan and Alexander Nezlobin

Volume 142, issue 2, 2021

Corporate green bonds pp. 499-516

Caroline Flammer

Do investors care about carbon risk? pp. 517-549

Patrick Bolton and Marcin Kacperczyk

Sustainable investing in equilibrium pp. 550-571

Lubos Pastor, Robert Stambaugh and Lucian A. Taylor

Responsible investing: The ESG-efficient frontier pp. 572-597

Lasse Pedersen, Shaun Fitzgibbons and Lukasz Pomorski

Socially responsible corporate customers pp. 598-626

Rui Dai, Hao Liang and Lilian Ng

Market expectations of a warming climate pp. 627-640

Wolfram Schlenker and Charles Taylor

Air pollution, behavioral bias, and the disposition effect in China pp. 641-673

Li, Jennifer (Jie), Massimo Massa, Hong Zhang and Jian Zhang

The Big Three and corporate carbon emissions around the world pp. 674-696

José Azar, Miguel Duro, Igor Kadach and Gaizka Ormazabal

Contracts with (Social) benefits: The implementation of impact investing pp. 697-718

Christopher Geczy, Jessica S. Jeffers, David K. Musto and Anne M. Tucker

High-cost debt and perceived creditworthiness: Evidence from the UK pp. 719-736

Andres Liberman, Daniel Paravisini and Vikram Pathania

Engineering lemons pp. 737-755

Petra Vokata

The benchmark inclusion subsidy pp. 756-774

Anil K Kashyap, Natalia Kovrijnykh, Jian Li and Anna Pavlova

Robust benchmark design pp. 775-802

Darrell Duffie and Piotr Dworczak

The role of financial conditions in portfolio choices: The case of insurers pp. 803-830

Shan Ge and Michael Weisbach

Dynastic control without ownership: Evidence from post-war Japan pp. 831-843

Morten Bennedsen, Vikas Mehrotra, Jungwook Shim and Yupana Wiwattanakantang

A tale of two types: Generalists vs. specialists in asset management pp. 844-861

Rafael Zambrana and Fernando Zapatero

Risk perceptions and politics: Evidence from the COVID-19 pandemic pp. 862-879

John Barrios and Yael V. Hochberg

Common shocks in stocks and bonds pp. 880-904

Anna Cieslak and Hao Pang

The effect of stock liquidity on cash holdings: The repurchase motive pp. 905-927

Kjell Nyborg and Zexi Wang

The trading response of individual investors to local bankruptcies pp. 928-953

Christine Laudenbach, Benjamin Loos, Jenny Pirschel and Johannes Wohlfart

Dynamic multitasking and managerial investment incentives pp. 954-974

Florian Hoffmann and Sebastian Pfeil

Volume 142, issue 1, 2021

And the children shall lead: Gender diversity and performance in venture capital pp. 1-22

Sophie Calder-Wang and Paul Gompers

Hedging macroeconomic and financial uncertainty and volatility pp. 23-45

Ian Dew-Becker, Stefano Giglio and Bryan Kelly

Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis pp. 46-68

Maureen O'Hara and Zhou, Xing (Alex)

Portfolio similarity and asset liquidation in the insurance industry pp. 69-96

Giulio Girardi, Kathleen W. Hanley, Stanislava (Stas) Nikolova, Loriana Pelizzon and Mila Getmansky Sherman

Should information be sold separately? Evidence from MiFID II pp. 97-126

Yifeng Guo and Lira Mota

Unemployment and credit risk pp. 127-145

Hang Bai

Entangled risks in incomplete FX markets pp. 146-165

Thomas Maurer and Ngoc-Khanh Tran

Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze pp. 166-194

Franklin Allen, Marlene D. Haas, Eric Nowak and Angel Tengulov

The impact of arbitrage on market liquidity pp. 195-213

Dominik Rösch

Spectral factor models pp. 214-238

Federico M. Bandi, Shomesh E. Chaudhuri, Andrew Lo and Andrea Tamoni

To ask or not to ask? Bank capital requirements and loan collateralization pp. 239-260

Hans Degryse, Artashes Karapetyan and Sudipto Karmakar

It’s not so bad: Director bankruptcy experience and corporate risk-taking pp. 261-292

Radhakrishnan Gopalan, Todd A. Gormley and Ankit Kalda

Persistent negative cash flows, staged financing, and the stockpiling of cash balances pp. 293-313

David J. Denis and Stephen B. McKeon

Bias in the effective bid-ask spread pp. 314-337

Björn Hagströmer

Psychological barrier and cross-firm return predictability pp. 338-356

Shiyang Huang, Tse-Chun Lin and Hong Xiang

Finance and the supply of housing quality pp. 357-376

Michael Reher

Hedging demand and market intraday momentum pp. 377-403

Guido Baltussen, Zhi Da, Sten Lammers and Martin Martens

Targeted monetary policy and bank lending behavior pp. 404-429

Matteo Benetton and Davide Fantino

The role of high-skilled foreign labor in startup performance: Evidence from two natural experiments pp. 430-452

Jun Chen, Shenje Hshieh and Feng Zhang

Why CEO option compensation can be a bad option for shareholders: Evidence from major customer relationships pp. 453-481

Claire Liu, Ronald Masulis and Jared Stanfield