Items where journal is Journal of Financial Economics

A

Agarwal, V, Arisoy, Y E and Naik, N (2017) Volatility of aggregate volatility and hedge fund returns. Journal of Financial Economics, 125 (3). pp. 491-510. ISSN 0304-405X

Atmaz, A and Basak, S (2019) Option prices and costly short-selling. Journal of Financial Economics, 134 (1). pp. 1-28. ISSN 0304-405X

B

Bai, H, Hou, K, Kung, H, Li, E X N and Zhang, L (2019) The CAPM strikes back? An equilibrium model with disasters. Journal of Financial Economics, 131 (2). pp. 269-298. ISSN 0304-405X

Barrot, J-N, Bonelli, M, Grassi, B and Sauvagnat, J (2024) Causal effects of closing businesses in a pandemic. Journal of Financial Economics, 154. p. 103794. ISSN 0304-405X (In Press)

Basak, S and Makarov, D (2012) Difference in interim performance and risk taking with short-sale constraints. Journal of Financial Economics, 103 (2). pp. 377-392. ISSN 0304-405X

Bernard, D, Blackburne, T and Thornock, J (2020) Information flows among rivals and corporate investment. Journal of Financial Economics, 136 (3). pp. 760-779. ISSN 0304-405X

Bond, P and Dow, J (2021) Failing to forecast rare events. Journal of Financial Economics, 142 (3). pp. 1001-1016. ISSN 0304-405X

Boutros, M, Clara, N and Gomes, F (2024) Borrow Now, Pay Even Later: A Quantitative Analysis of Student Debt Payment Plans. Journal of Financial Economics, 159. ISSN 0304-405X (In Press)

Bretscher, L, Hsu, A and Tamoni, A (2020) Fiscal policy driven bond risk premia. Journal of Financial Economics, 138 (1). pp. 53-73. ISSN 0304-405X

C

Chaigneau, P, Edmans, A J and Gottlieb, D (2018) Does improved information improve incentives? Journal of Financial Economics, 130 (2). pp. 291-307. ISSN 0304-405X

Chod, J, Lyandres, E and Yang, S A (2019) Trade credit and supplier competition. Journal of Financial Economics, 131 (2). pp. 484-505. ISSN 0304-405X

Cocco, J F and Gomes, F (2012) Longevity risk, retirement savings, and financial innovation. Journal of Financial Economics, 103 (3). pp. 507-529. ISSN 0304-405X

D

De George, E, Barber, B M, Lehavy, R and Trueman, B (2013) The earnings announcement premium around the globe. Journal of Financial Economics, 108 (1). pp. 118-138. ISSN 0304-405X

DeMiguel, V, Gil-Bazo, J, Nogales, F J and Santos, A A P (2023) Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive Alpha. Journal of Financial Economics, 150 (3). p. 103737. ISSN 0304-405X

Dimson, E, Rousseau, P L and Spaenjers, C (2015) The price of wine. Journal of Financial Economics, 118 (2). pp. 431-449. ISSN 0304-405X

Dow, J (2013) Boards, CEO entrenchment, and the cost of capital. Journal of Financial Economics, 110 (3). pp. 680-695. ISSN 0304-405X

Dow, J and Han, J (2015) Contractual incompleteness, limited liability and asset price bubbles. Journal of Financial Economics, 116 (2). pp. 383-409. ISSN 0304-405X

Dow, J, Han, J and Sangiorgi, F (2024) The short-termism trap: Catering to informed investors with limited horizons. Journal of Financial Economics, 159. p. 103884. ISSN 0304-405X

E

Edmans, A (2011) Does the stock market fully value intangibles? Employee satisfaction and equity prices. Journal of Financial Economics, 101 (3). pp. 621-640. ISSN 0304-405X

Edmans, A, Fernandez-Perez, A, Garel, A and Indriawan, I (2022) Music sentiment and stock returns around the world. Journal of Financial Economics, 145 (2). pp. 234-254. ISSN 0304-405X

Edmans, A, Gosling, T and Jenter, D (2023) CEO compensation: evidence from the field. Journal of Financial Economics. ISSN 0304-405X (In Press)

Edmans, A, Jayaraman, S and Schneemeier, J (2017) The source of information in prices and investment-price sensitivity. Journal of Financial Economics, 126 (1). pp. 74-96. ISSN 0304-405X

Ehling, P, Gallmeyer, M, Heyerdahl-Larsen, C and Illeditsch, P (2018) Disagreement about inflation and the yield curve. Journal of Financial Economics, 127 (3). pp. 459-484. ISSN 0304-405X

Eisenthal-Berkovitz, Y, Feldhütter, P and Vig, V (2020) Leveraged buyouts and bond credit spreads. Journal of Financial Economics, 135 (3). pp. 577-601. ISSN 0304-405X

F

Feldhutter, P and Schaefer, S M (2023) Debt dynamics and credit risk. Journal of Financial Economics, 149 (3). pp. 497-535. ISSN 0304-405X

Feldhütter, P, Dick-Nielson, J and Lando, D (2012) Corporate bond liquidity before and after the onset of the subprime crisis. Journal of Financial Economics, 103 (3). pp. 471-492. ISSN 0304-405X

Feldhütter, P, Hotchkiss, E and Karakaş, O (2016) The value of creditor control in corporate bonds. Journal of Financial Economics, 121 (1). pp. 1-27. ISSN 0304-405X

Feldhütter, P and Lando, D (2008) Decomposing swap spreads. Journal of Financial Economics, 88 (2). pp. 375-405. ISSN 0304-405X

G

Gala, V D, Belo, F and Li, J (2013) Government spending, political cycles, and the cross section of stock returns. Journal of Financial Economics, 107 (2). pp. 305-324. ISSN 0304-405X

Giesecke, K, Longstaff, F A, Schaefer, S M and Strebulaev, I (2014) Macroeconomic effects of corporate default crisis: A long-term perspective. Journal of Financial Economics, 111 (2). pp. 297-310. ISSN 0304-405X

Gomez-Cram, R and Grotteria, M (2022) Real-time price discovery via verbal communication: Method and application to Fedspeak. Journal of Financial Economics, 143 (3). pp. 993-1025. ISSN 0304-405X

H

Hennessy, C and Chemla, G (2022) Signaling, instrumentation, and CFO decision-making. Journal of Financial Economics, 144 (3). pp. 849-863. ISSN 0304-405X

Hennessy, C, Kasahara, A and Strebulaev, I (2020) Empirical analysis of corporate tax reforms: What is the null and where did it come from? Journal of Financial Economics, 135 (3). pp. 555-576. ISSN 0304-405X

Hennessy, C and Livdan, D (2009) Debt, bargaining, and credibility in firm-supplier relationships. Journal of Financial Economics, 93 (3). pp. 382-399. ISSN 0304-405X

Herskovic, B, Kind, T and Kung, H (2023) Micro uncertainty and asset prices. Journal of Financial Economics, 149 (1). pp. 27-51. ISSN 0304-405X (In Press)

K

Kashyap, A K, Kovrijnykh, N, Li, Jian and Pavlova, A (2021) The benchmark inclusion subsidy. Journal of Financial Economics, 142 (2). pp. 756-774. ISSN 0304-405X

Knupfer, S and Kaustia, M (2012) Peer performance and stock market entry. Journal of Financial Economics, 104 (2). pp. 321-338. ISSN 0304-405X

Koijen, R, van Hemert, O and van Nieuwerburgh, S (2009) Mortgage timing. Journal of Financial Economics, 93 (2). pp. 292-324. ISSN 0304-405X

Kung, H (2015) Macroeconomic linkages between monetary policy and the term structure of interest rates. Journal of Financial Economics, 115 (1). pp. 42-57. ISSN 0304-405X

L

Li, S, DeMiguel, V and Martin-Utrera, A (2024) Comparing Factor Models with Price-Impact Costs. Journal of Financial Economics. ISSN 0304-405X (In Press)

M

Matvos, G, Seru, A and Silva, R (2018) Financial market frictions and diversification. Journal of Financial Economics, 127 (1). pp. 21-50. ISSN 0304-405X

N

Naaraayanan, L and Nielsen, K M (2021) Does personal liability deter individuals from serving as independent directors? Journal of Financial Economics, 140 (2). pp. 621-643. ISSN 0304-405X

Naik, N, Avramov, D, Kosowski, R and Teo, M (2011) Hedge funds, managerial skill, and macroeconomic variables. Journal of Financial Economics, 99 (3). pp. 672-692. ISSN 0304-405X

R

Rajan, U, Seru, A and Vig, V (2015) The failure of models that predict failure: Distance, incentives, and defaults. Journal of Financial Economics, 115 (2). pp. 237-260. ISSN 0304-405X

S

Schaefer, S M, Giesecke, K, Longstaff, F A and Strebulaev, I (2011) Corporate bond default risk: A 150-year perspective. Journal of Financial Economics, 102 (2). pp. 233-250. ISSN 0304-405X

Schaefer, S M and Strebulaev, I (2008) Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds. Journal of Financial Economics, 90 (1). pp. 1-19. ISSN 0304-405X

Servaes, H, Lins, K V and Tufano, P (2010) What drives corporate liquidity? An international survey of cash holdings and lines of credit. Journal of Financial Economics, 98 (1). pp. 160-176. ISSN 0304-405X

T

Tahoun, A (2014) The role of stock ownership by US Members of Congress on the market for political favors. Journal of Financial Economics, 111 (1). pp. 86-110. ISSN 0304-405X

V

van Binsbergen, Jules H., Diamond, William F. and Grotteria, M (2021) Risk-Free Interest Rates. Journal of Financial Economics, 143 (1). pp. 1-29. ISSN 0304-405X