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Elsevier

Journal of Financial Economics

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Web page: http://www.elsevier.com/locate/inca/505576

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2012, Volume 106, Issue 1

1-23 A unified model of entrepreneurship dynamics
by Wang, Chong & Wang, Neng & Yang, Jinqiang
24-48 The politics of government investment
by Duchin, Ran & Sosyura, Denis
49-71 The effect of reference point prices on mergers and acquisitions
by Baker, Malcolm & Pan, Xin & Wurgler, Jeffrey
72-90 Public market staging: The timing of capital infusions in newly public firms
by Hertzel, Michael G. & Huson, Mark R. & Parrino, Robert
91-113 Securitization without adverse selection: The case of CLOs
by Benmelech, Efraim & Dlugosz, Jennifer & Ivashina, Victoria
114-131 Systematic risk and the cross section of hedge fund returns
by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur
132-156 Testing conditional factor models
by Ang, Andrew & Kristensen, Dennis
157-181 Predictive regressions with time-varying coefficients
by Dangl, Thomas & Halling, Michael
182-195 Entrepreneurial finance, credit cards, and race
by Chatterji, Aaron K. & Seamans, Robert C.
196-228 Political geography and stock returns: The value and risk implications of proximity to political power
by Kim, Chansog (Francis) & Pantzalis, Christos & Chul Park, Jung

2012, Volume 105, Issue 3

457-472 Size, value, and momentum in international stock returns
by Fama, Eugene F. & French, Kenneth R.
473-490 What does futures market interest tell us about the macroeconomy and asset prices?
by Hong, Harrison & Yogo, Motohiro
491-510 Displacement risk and asset returns
by Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros
511-522 Risk and the cross section of stock returns
by Burlacu, Radu & Fontaine, Patrice & Jimenez-Garcès, Sonia & Seasholes, Mark S.
523-541 Sell-order liquidity and the cross-section of expected stock returns
by Brennan, Michael J. & Chordia, Tarun & Subrahmanyam, Avanidhar & Tong, Qing
542-564 Limited arbitrage between equity and credit markets
by Kapadia, Nikunj & Pu, Xiaoling
565-580 Market fragility and international market crashes
by Berger, Dave & Pukthuanthong, Kuntara
581-606 Endogeneity and the dynamics of internal corporate governance
by Wintoki, M. Babajide & Linck, James S. & Netter, Jeffry M.
607-621 Does it matter who pays for bond ratings? Historical evidence
by Jiang, John (Xuefeng) & Harris Stanford, Mary & Xie, Yuan
622-639 Hedging labor income risk
by Betermier, Sebastien & Jansson, Thomas & Parlour, Christine & Walden, Johan
640-660 Adverse selection in mortgage securitization
by Agarwal, Sumit & Chang, Yan & Yavas, Abdullah
661-682 Competition and the cost of debt
by Valta, Philip

2012, Volume 105, Issue 2

229-259 U.S. stock market crash risk, 1926–2010
by Bates, David S.
260-278 How are shorts informed?
by Engelberg, Joseph E. & Reed, Adam V. & Ringgenberg, Matthew C.
279-310 Properties of foreign exchange risk premiums
by Sarno, Lucio & Schneider, Paul & Wagner, Christian
311-331 Financial constraints and share repurchases
by Chen, Sheng-Syan & Wang, Yanzhi
332-352 Did securitization affect the cost of corporate debt?
by Nadauld, Taylor D. & Weisbach, Michael S.
353-366 A darker side to decentralized banks: Market power and credit rationing in SME lending
by Canales, Rodrigo & Nanda, Ramana
367-392 Individual political contributions and firm performance
by Ovtchinnikov, Alexei V. & Pantaleoni, Eva
393-411 How (not) to pay for advice: A framework for consumer financial protection
by Inderst, Roman & Ottaviani, Marco
412-435 Do controlling shareholders' expropriation incentives imply a link between corporate governance and firm value? Theory and evidence
by Bae, Kee-Hong & Baek, Jae-Seung & Kang, Jun-Koo & Liu, Wei-Lin
436-456 A unique view of hedge fund derivatives usage: Safeguard or speculation?
by Aragon, George O. & Spencer Martin, J.

2012, Volume 105, Issue 1

1-17 The credit crisis around the globe: Why did some banks perform better?
by Beltratti, Andrea & Stulz, René M.
18-36 Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
by Friewald, Nils & Jankowitsch, Rainer & Subrahmanyam, Marti G.
37-61 Pricing of commercial real estate securities during the 2007–2009 financial crisis
by Driessen, Joost & Van Hemert, Otto
62-81 The cost and timing of financial distress
by Elkamhi, Redouane & Ericsson, Jan & Parsons, Christopher A.
82-112 Understanding commonality in liquidity around the world
by Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A.
113-130 Vertical integration to avoid contracting with potential competitors: Evidence from bankers' banks
by Brickley, James A. & Linck, James S. & Smith, Clifford W.
131-152 Payout yield, risk, and mispricing: A Bayesian analysis
by Shanken, Jay & Tamayo, Ane
153-173 Predicting fraud by investment managers
by Dimmock, Stephen G. & Gerken, William C.
174-190 Stock options and managerial incentives for risk taking: Evidence from FAS 123R
by Hayes, Rachel M. & Lemmon, Michael & Qiu, Mingming
191-208 Variance bounds on the permanent and transitory components of stochastic discount factors
by Bakshi, Gurdip & Chabi-Yo, Fousseni
209-227 Do foreigners facilitate information transmission in emerging markets?
by Bae, Kee-Hong & Ozoguz, Arzu & Tan, Hongping & Wirjanto, Tony S.

2012, Volume 104, Issue 3

425-451 Securitized banking and the run on repo
by Gorton, Gary & Metrick, Andrew
452-468 Neglected risks, financial innovation, and financial fragility
by Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert
469-490 Arbitrage crashes and the speed of capital
by Mitchell, Mark & Pulvino, Todd
491-518 The role of institutional investors in propagating the crisis of 2007–2008
by Manconi, Alberto & Massa, Massimo & Yasuda, Ayako
519-534 Asset commonality, debt maturity and systemic risk
by Allen, Franklin & Babus, Ana & Carletti, Elena
535-559 Econometric measures of connectedness and systemic risk in the finance and insurance sectors
by Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana

2012, Volume 104, Issue 2

228-250 Time series momentum
by Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje
251-271 Realization utility
by Barberis, Nicholas & Xiong, Wei
272-287 Global, local, and contagious investor sentiment
by Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu
288-302 The short of it: Investor sentiment and anomalies
by Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu
303-320 Chasing noise
by Mendel, Brock & Shleifer, Andrei
321-338 Peer performance and stock market entry
by Kaustia, Markku & Knüpfer, Samuli
339-362 IQ, trading behavior, and performance
by Grinblatt, Mark & Keloharju, Matti & Linnainmaa, Juhani T.
363-382 Measuring investor sentiment with mutual fund flows
by Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi
383-400 Complicated firms
by Cohen, Lauren & Lou, Dong
401-419 Investor attention, psychological anchors, and stock return predictability
by Li, Jun & Yu, Jianfeng

2012, Volume 104, Issue 1

1-22 Corporate ownership structure and bank loan syndicate structure
by Lin, Chen & Ma, Yue & Malatesta, Paul & Xuan, Yuhai
23-43 The flight home effect: Evidence from the syndicated loan market during financial crises
by Giannetti, Mariassunta & Laeven, Luc
44-69 Internal corporate governance, CEO turnover, and earnings management
by Hazarika, Sonali & Karpoff, Jonathan M. & Nahata, Rajarishi
70-88 Executive stock options, differential risk-taking incentives, and firm value
by Armstrong, Christopher S. & Vashishtha, Rahul
89-117 (Interstate) Banking and (interstate) trade: Does real integration follow financial integration?
by Michalski, Tomasz & Ors, Evren
118-144 Reputation penalties for poor monitoring of executive pay: Evidence from option backdating
by Ertimur, Yonca & Ferri, Fabrizio & Maber, David A.
145-161 Local investors, price discovery, and market efficiency
by Shive, Sophie
162-185 Cash holdings, risk, and expected returns
by Palazzo, Berardino
186-202 Optimal securitization with moral hazard
by Hartman-Glaser, Barney & Piskorski, Tomasz & Tchistyi, Alexei
203-226 The effect of board structure on firm value: A multiple identification strategies approach using Korean data
by Black, Bernard & Kim, Woochan

2012, Volume 103, Issue 3

429-453 Is momentum really momentum?
by Novy-Marx, Robert
454-470 Do arbitrageurs amplify economic shocks?
by Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal
471-492 Corporate bond liquidity before and after the onset of the subprime crisis
by Dick-Nielsen, Jens & Feldhütter, Peter & Lando, David
493-506 Industry contagion in loan spreads
by Hertzel, Michael G. & Officer, Micah S.
507-529 Longevity risk, retirement savings, and financial innovation
by Cocco, João F. & Gomes, Francisco J.
530-550 Bargaining power and industry dependence in mergers
by Ahern, Kenneth R.
551-569 Bankruptcy spillover effects on strategic alliance partners
by Boone, Audra L. & Ivanov, Vladimir I.
570-587 Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy
by Aragon, George O. & Strahan, Philip E.
588-610 Seeking safety: The relation between CEO inside debt holdings and the riskiness of firm investment and financial policies
by Cassell, Cory A. & Huang, Shawn X. & Manuel Sanchez, Juan & Stuart, Michael D.
611-631 Endogenous liquidity in credit derivatives
by Qiu, Jiaping & Yu, Fan
632-646 Cash flows and leverage adjustments
by Faulkender, Michael & Flannery, Mark J. & Hankins, Kristine Watson & Smith, Jason M.

2012, Volume 103, Issue 2

221-234 Trust and delegation
by Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher
235-254 Litigation risk, strategic disclosure and the underpricing of initial public offerings
by Hanley, Kathleen Weiss & Hoberg, Gerard
255-279 The high volume return premium: Cross-country evidence
by Kaniel, Ron & Ozoguz, Arzu & Starks, Laura
280-293 Counterparty credit risk and the credit default swap market
by Arora, Navneet & Gandhi, Priyank & Longstaff, Francis A.
294-307 Delegated trading and the speed of adjustment in security prices
by Edelen, Roger M. & Kadlec, Gregory B.
308-326 Disclosure and agency conflict: Evidence from mutual fund commission bundling
by Edelen, Roger M. & Evans, Richard B. & Kadlec, Gregory B.
327-349 Board connections and M&A transactions
by Cai, Ye & Sevilir, Merih
350-376 Tournament incentives, firm risk, and corporate policies
by Kini, Omesh & Williams, Ryan
377-392 Difference in interim performance and risk taking with short-sale constraints
by Basak, Suleyman & Makarov, Dmitry
393-410 Investment-cash flow sensitivity cannot be a good measure of financial constraints: Evidence from the time series
by Chen, Huafeng (Jason) & Chen, Shaojun (Jenny)
411-427 Endogenous technological progress and the cross-section of stock returns
by Lin, Xiaoji

2011, Volume 102, Issue 3

471-490 Stock price fragility
by Greenwood, Robin & Thesmar, David
491-506 The fragile capital structure of hedge funds and the limits to arbitrage
by Liu, Xuewen & Mello, Antonio S.
507-525 Directors' and officers' liability insurance and acquisition outcomes
by Lin, Chen & Officer, Micah S. & Zou, Hong
526-558 Liquidity mergers
by Almeida, Heitor & Campello, Murillo & Hackbarth, Dirk
559-578 The role of securitization in mortgage renegotiation
by Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D.
579-601 Local underwriter oligopolies and IPO underpricing
by Liu, Xiaoding & Ritter, Jay R.
602-620 Deviation from the target capital structure and acquisition choices
by Uysal, Vahap B.
621-642 Egalitarianism and international investment
by Siegel, Jordan I. & Licht, Amir N. & Schwartz, Shalom H.
643-670 The influence of governance on investment: Evidence from a hazard model
by Billett, Matthew T. & Garfinkel, Jon A. & Jiang, Yi
671-708 Religious beliefs, gambling attitudes, and financial market outcomes
by Kumar, Alok & Page, Jeremy K. & Spalt, Oliver G.

2011, Volume 102, Issue 2

233-250 Corporate bond default risk: A 150-year perspective
by Giesecke, Kay & Longstaff, Francis A. & Schaefer, Stephen & Strebulaev, Ilya
251-271 Equity grants to target CEOs during deal negotiations
by Heitzman, Shane
272-292 CEO ownership, external governance, and risk-taking
by Kim, E. Han & Lu, Yao
293-316 What determines stock option contract design?
by Liljeblom, Eva & Pasternack, Daniel & Rosenberg, Matts
317-343 Post-merger restructuring and the boundaries of the firm
by Maksimovic, Vojislav & Phillips, Gordon & Prabhala, N.R.
344-362 The price of liquidity: The effects of market conditions and bank characteristics
by Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg
363-389 Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
by Boguth, Oliver & Carlson, Murray & Fisher, Adlai & Simutin, Mikhail
390-415 Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models
by Kristensen, Dennis & Mele, Antonio
416-431 Ownership structure and financial constraints: Evidence from a structural estimation
by Lin, Chen & Ma, Yue & Xuan, Yuhai
432-453 Growth LBOs
by Boucly, Quentin & Sraer, David & Thesmar, David
454-469 Corporate governance when founders are directors
by Li, Feng & Srinivasan, Suraj

2011, Volume 102, Issue 1

1-27 Behavioral biases of mutual fund investors
by Bailey, Warren & Kumar, Alok & Ng, David
28-44 Payday lenders: Heroes or villains?
by Morse, Adair
45-61 Long-run risk in durable consumption
by Yang, Wei
62-80 Institutional investors and the limits of arbitrage
by Lewellen, Jonathan
81-101 Short-term termination without deterring long-term investment: A theory of debt and buyouts
by Edmans, Alex
102-126 Hedge fund leverage
by Ang, Andrew & Gorovyy, Sergiy & van Inwegen, Gregory B.
127-149 Limits-to-arbitrage, investment frictions, and the asset growth anomaly
by Lam, F.Y. Eric C. & Wei, K.C. John
150-166 Creditor rights and corporate risk-taking
by Acharya, Viral V. & Amihud, Yakov & Litov, Lubomir
167-182 Tracking down distress risk
by Kapadia, Nishad
183-198 Corporate cash holdings and CEO compensation incentives
by Liu, Yixin & Mauer, David C.
199-221 The CEO pay slice
by Bebchuk, Lucian A. & Cremers, K.J. Martijn & Peyer, Urs C.
222-232 Structural breaks, parameter uncertainty, and term structure puzzles
by Bulkley, George & Giordani, Paolo

2011, Volume 101, Issue 3

493-514 How did increased competition affect credit ratings?
by Becker, Bo & Milbourn, Todd
515-532 The role of risk management in mergers and merger waves
by Garfinkel, Jon A. & Hankins, Kristine Watson
533-551 Does geography matter? Firm location and corporate payout policy
by John, Kose & Knyazeva, Anzhela & Knyazeva, Diana
552-573 Explaining asset pricing puzzles associated with the 1987 market crash
by Benzoni, Luca & Collin-Dufresne, Pierre & Goldstein, Robert S.
574-595 Performance maximization of actively managed funds
by Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu
596-620 Regulatory pressure and fire sales in the corporate bond market
by Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T.
621-640 Does the stock market fully value intangibles? Employee satisfaction and equity prices
by Edmans, Alex
641-665 Do small shareholders count?
by Kandel, Eugene & Massa, Massimo & Simonov, Andrei
666-683 Corporate financing decisions, managerial market timing, and real investment
by Butler, Alexander W. & Cornaggia, Jess & Grullon, Gustavo & Weston, James P.
684-694 Information asymmetry and self-selection bias in bank loan announcement studies
by Maskara, Pankaj K. & Mullineaux, Donald J.
695-712 CEO optimism and forced turnover
by Campbell, T. Colin & Gallmeyer, Michael & Johnson, Shane A. & Rutherford, Jessica & Stanley, Brooke W.
713-730 CFOs versus CEOs: Equity incentives and crashes
by Kim, Jeong-Bon & Li, Yinghua & Zhang, Liandong

2011, Volume 101, Issue 2

243-263 Recent trends in trading activity and market quality
by Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar
264-296 Equilibrium prices in the presence of delegated portfolio management
by Cuoco, Domenico & Kaniel, Ron
297-312 Liquidity risk management and credit supply in the financial crisis
by Cornett, Marcia Millon & McNutt, Jamie John & Strahan, Philip E. & Tehranian, Hassan
313-332 Time-varying rare disaster risk and stock returns
by Berkman, Henk & Jacobsen, Ben & Lee, John B.
333-359 Labor income dynamics at business-cycle frequencies: Implications for portfolio choice
by Lynch, Anthony W. & Tan, Sinan
360-381 Friends or foes? Target selection decisions of sovereign wealth funds and their consequences
by Kotter, Jason & Lel, Ugur
382-412 IPO waves, product market competition, and the going public decision: Theory and evidence
by Chemmanur, Thomas J. & He, Jie
413-430 Stock option grants to target CEOs during private merger negotiations
by Fich, Eliezer M. & Cai, Jie & Tran, Anh L.
431-448 The market reaction to corporate governance regulation
by Larcker, David F. & Ormazabal, Gaizka & Taylor, Daniel J.
449-472 Financial literacy and stock market participation
by van Rooij, Maarten & Lusardi, Annamaria & Alessie, Rob
473-491 The value of a flow-through entity in an integrated corporate tax system
by Edwards, Alexander & Shevlin, Terry

2011, Volume 101, Issue 1

1-17 Information spillovers and performance persistence for hedge funds
by Glode, Vincent & Green, Richard C.
18-35 The effect of regulation on optimal corporate pension risk
by Love, David A. & Smith, Paul A. & Wilcox, David W.
36-68 Do hedge funds' exposures to risk factors predict their future returns?
by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur
69-89 Accelerated share repurchases
by Bargeron, Leonce & Kulchania, Manoj & Thomas, Shawn
90-113 The term structures of equity and interest rates
by Lettau, Martin & Wachter, Jessica A.
114-131 Information aggregation around macroeconomic announcements: Revisions matter
by Gilbert, Thomas
132-159 The causes and consequences of venture capital stage financing
by Tian, Xuan

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