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Journal of Financial Economics

1974 - 2019

Current editor(s): G. William Schwert

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 120, issue 3, 2016

Why do firms use high discount rates? pp. 445-463 Downloads
Ravi Jagannathan, David A. Matsa, Iwan Meier and Vefa Tarhan
Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns pp. 464-490 Downloads
Tim Bollerslev, Sophia Zhengzi Li and Viktor Todorov
The leverage externalities of credit default swaps pp. 491-513 Downloads
Jay Yin Li and Dragon Yongjun Tang
Does rating analyst subjectivity affect corporate debt pricing? pp. 514-538 Downloads
Cesare Fracassi, Stefan Petry and Geoffrey Tate
Indexing and active fund management: International evidence pp. 539-560 Downloads
Martijn Cremers, Miguel Ferreira, Pedro Matos and Laura Starks
The commitment problem of secured lending pp. 561-584 Downloads
Daniela Fabbri and Anna Maria Menichini
Taxes and bank capital structure pp. 585-600 Downloads
Glenn Schepens
Why does the option to stock volume ratio predict stock returns? pp. 601-622 Downloads
Li Ge, Tse-Chun Lin and Neil D. Pearson
The causal effect of option pay on corporate risk management pp. 623-643 Downloads
Tor-Erik Bakke, Hamed Mahmudi, Chitru S. Fernando and Jesus M. Salas
The value of a good credit reputation: Evidence from credit card renegotiations pp. 644-660 Downloads
Andres Liberman

Volume 120, issue 2, 2016

Rethinking reversals pp. 211-228 Downloads
Timothy C. Johnson
Local financial capacity and asset values: Evidence from bank failures pp. 229-251 Downloads
Raghuram Rajan and Rodney Ramcharan
Shareholder nonparticipation in valuable rights offerings: New findings for an old puzzle pp. 252-268 Downloads
Clifford G. Holderness and Jeffrey Pontiff
Discerning information from trade data pp. 269-285 Downloads
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Adverse selection, slow-moving capital, and misallocation pp. 286-308 Downloads
William Fuchs, Brett Green and Dimitris Papanikolaou
Asset allocation and monetary policy: Evidence from the eurozone pp. 309-329 Downloads
Harald Hau and Sandy Lai
Time-to-produce, inventory, and asset prices pp. 330-345 Downloads
Zhanhui Chen
Does the geographic expansion of banks reduce risk? pp. 346-362 Downloads
Martin Goetz, Luc Laeven and Ross Levine
Bankruptcy law and bank financing pp. 363-382 Downloads
Giacomo Rodano, Nicolas Serrano-Velarde and Emanuele Tarantino
Underwriter deal pipeline and the pricing of IPOs pp. 383-399 Downloads
Kevin K. Boeh and Craig Dunbar
Revolving doors on Wall Street pp. 400-419 Downloads
Jess Cornaggia, Kimberly J. Cornaggia and Han Xia
Sentiments, financial markets, and macroeconomic fluctuations pp. 420-443 Downloads
Jess Benhabib, Xuewen Liu and Pengfei Wang

Volume 120, issue 1, 2016

Analyzing volatility risk and risk premium in option contracts: A new theory pp. 1-20 Downloads
Peter Carr and Liuren Wu
Volatility risk premia and exchange rate predictability pp. 21-40 Downloads
Pasquale Della Corte, Tarun Ramadorai and Lucio Sarno
The expected returns and valuations of private and public firms pp. 41-57 Downloads
Ilan Cooper and Richard Priestley
Dual ownership, returns, and voting in mergers pp. 58-80 Downloads
Andriy Bodnaruk and Marco Rossi
Spare tire? Stock markets, banking crises, and economic recoveries pp. 81-101 Downloads
Ross Levine, Chen Lin and Wensi Xie
Redacting proprietary information at the initial public offering pp. 102-123 Downloads
Audra L. Boone, Ioannis V. Floros and Shane A. Johnson
On secondary buyouts pp. 124-145 Downloads
Francois Degeorge, Jens Martin and Ludovic Phalippou
Are retail traders compensated for providing liquidity? pp. 146-168 Downloads
Jean-Noel Barrot, Ron Kaniel and David Sraer
Using options to measure the full value-effect of an event: Application to Obamacare pp. 169-193 Downloads
Paul Borochin and Joseph Golec
CEO overconfidence and financial crisis: Evidence from bank lending and leverage pp. 194-209 Downloads
Po-Hsin Ho, Chia-Wei Huang, Chih-Yung Lin and Ju-Fang Yen

Volume 119, issue 3, 2016

Systemic risk and the macroeconomy: An empirical evaluation pp. 457-471 Downloads
Stefano Giglio, Bryan Kelly and Seth Pruitt
Institutional investors and stock return anomalies pp. 472-488 Downloads
Roger M. Edelen, Ozgur S. Ince and Gregory B. Kadlec
State variables, macroeconomic activity, and the cross section of individual stocks pp. 489-511 Downloads
Martijn Boons
Corporate governance and risk management at unprotected banks: National banks in the 1890s pp. 512-532 Downloads
Charles W. Calomiris and Mark Carlson
Executive overconfidence and compensation structure pp. 533-558 Downloads
Mark Humphery-Jenner, Ling Lei Lisic, Vikram Nanda and Sabatino Dino Silveri
Ambiguity aversion and household portfolio choice puzzles: Empirical evidence pp. 559-577 Downloads
Stephen Dimmock, Roy Kouwenberg, Olivia Mitchell and Kim Peijnenburg
Nominal price illusion pp. 578-598 Downloads
Justin Birru and Baolian Wang
Debt-equity choices, R&D investment and market timing pp. 599-610 Downloads
Craig M. Lewis and Yongxian Tan
Heuristic portfolio trading rules with capital gain taxes pp. 611-625 Downloads
Marcel Fischer and Michael Gallmeyer
The cost of friendship pp. 626-644 Downloads
Paul A. Gompers, Vladimir Mukharlyamov and Yuhai Xuan
Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports pp. 645-672 Downloads
Yee Cheng Loon and Zhong, Zhaodong (Ken)

Volume 119, issue 2, 2016

The common factor in idiosyncratic volatility: Quantitative asset pricing implications pp. 249-283 Downloads
Bernard Herskovic, Bryan Kelly, Hanno Lustig and Stijn Van Nieuwerburgh
The expected cost of default pp. 284-299 Downloads
Brent Glover
Investment and the weighted average cost of capital pp. 300-315 Downloads
Murray Frank and Tao Shen
The ownership and trading of debt claims in Chapter 11 restructurings pp. 316-335 Downloads
Victoria Ivashina, Benjamin Iverson and David C. Smith
Optimal inside debt compensation and the value of equity and debt pp. 336-352 Downloads
T. Colin Campbell, Neal Galpin and Shane A. Johnson
The cross-sectional variation of volatility risk premia pp. 353-370 Downloads
González-Urteaga, Ana and Gonzalo Rubio
Can analysts pick stocks for the long-run? pp. 371-398 Downloads
Oya Altınkılıç, Robert Hansen and Liyu Ye
Bridging the gap: the design of bank loan contracts and distance pp. 399-419 Downloads
Stephan Hollander and Arnt Verriest
The effects of takeover defenses: Evidence from closed-end funds pp. 420-440 Downloads
Matthew E. Souther
Product market competition, R&D investment, and stock returns pp. 441-455 Downloads
Lifeng Gu

Volume 119, issue 1, 2016

Assessing asset pricing models using revealed preference pp. 1-23 Downloads
Jonathan B. Berk and Jules van Binsbergen
How do CEOs see their roles? Management philosophies and styles in family and non-family firms pp. 24-43 Downloads
William Mullins and Antoinette Schoar
Quadratic variance swap models pp. 44-68 Downloads
Damir Filipović, Elise Gourier and Loriano Mancini
The influence of political bias in state pension funds pp. 69-91 Downloads
Daniel Bradley, Christos Pantzalis and Xiaojing Yuan
Target revaluation after failed takeover attempts: Cash versus stock pp. 92-106 Downloads
Ulrike Malmendier, Marcus Opp and Farzad Saidi
Price and volatility co-jumps pp. 107-146 Downloads
F.M. Bandi and Roberto Renò
Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme pp. 147-167 Downloads
Fabian Eser and Bernd Schwaab
The real effects of share repurchases pp. 168-185 Downloads
Heitor Almeida, Vyacheslav Fos and Mathias Kronlund
Stock repurchases and liquidity pp. 186-209 Downloads
Alexander Hillert, Ernst Maug and Stefan Obernberger
Disagreement, speculation, and aggregate investment pp. 210-225 Downloads
Steven D. Baker, Burton Hollifield and Emilio Osambela
The product market effects of hedge fund activism pp. 226-248 Downloads
Hadiye Aslan and Praveen Kumar
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