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Journal of Financial Economics

August 2016 (Volume 121(2))


1. Capital structure effects on the prices of equity call
options
2. The volatility of a firm's assets and the leverage effect
3. Early option exercise: Never say never
4. Loans on sale: Credit market seasonality, borrower need,
and lender rents
5. Market conditions, fragility, and the economics of market
making
6. US political corruption and firm financial policies
7. The value of connections in turbulent times: Evidence from
the United States
8. Clouded judgment: The role of sentiment in credit
origination
9. Anxiety in the face of risk
10.
Time is money: Rational life cycle inertia and the
delegation of investment management
July 2016 (Volume 121(1))
1. The value of creditor control in corporate bonds
2. Accruals, cash flows, and operating profitability in the
cross section of stock returns
3. Short interest and aggregate stock returns
4. Under new management: Equity issues and the attribution
of past returns
5. Does variance risk have two prices? Evidence from the
equity and option markets
6. Performance measurement with selectivity, market and
volatility timing
7. Passive investors, not passive owners
8. Liquidity, resiliency and market quality around predictable
trades: Theory and evidence
9. Have we solved the idiosyncratic volatility puzzle?

10.

Borrower

protection

and

the

supply

of

credit:

Evidence from foreclosure laws


11.
How costly is corporate bankruptcy for the CEO?
June 2016 (Volume 120(3))
1. Why do firms use high discount rates?
2. Roughing up beta: Continuous versus discontinuous betas
and the cross section of expected stock returns
3. The leverage externalities of credit default swaps
4. Does rating analyst subjectivity affect corporate debt
pricing?
5. Indexing and active fund management: International
evidence
6. The commitment problem of secured lending
7. Taxes and bank capital structure
8. Why does the option to stock volume ratio predict stock
returns?
9. The causal effect of option pay on corporate risk
management
10.
The value of a good credit reputation: Evidence from
credit card renegotiations
May 2016 (Volume 120(2))
1. Rethinking reversals
2. Local financial capacity and asset values: Evidence from
bank failures
3. Shareholder nonparticipation in valuable rights offerings:
New findings for an old puzzle
4. Discerning information from trade data
5. Adverse selection, slow-moving capital, and misallocation
6. Asset allocation and monetary policy: Evidence from the
eurozone
7. Time-to-produce, inventory, and asset prices
8. Does the geographic expansion of banks reduce risk?
9. Bankruptcy law and bank financing

10.
11.
12.

Underwriter deal pipeline and the pricing of IPOs


Revolving doors on Wall Street
Sentiments, financial markets, and macroeconomic

fluctuations
April 2016 (Volume 120(1))
1. Analyzing volatility risk and risk premium in option
contracts: A new theory
2. Volatility risk premia and exchange rate predictability
3. The expected returns and valuations of private and public
firms
4. Dual ownership, returns, and voting in mergers
5. Spare tire? Stock markets, banking crises, and economic
recoveries
6. Redacting proprietary information at the initial public
offering
7. On secondary buyouts
8. Are retail traders compensated for providing liquidity?
9. Using options to measure the full value-effect of an event:
Application to Obamacare
10.
CEO overconfidence and financial crisis: Evidence
from bank lending and leverage
March 2016 (Volume 119(3))
1. Systemic risk and the macroeconomy: An empirical
evaluation
2. Institutional investors and stock return anomalies
3. State variables, macroeconomic activity, and the cross
section of individual stocks
4. Corporate governance and

risk

management

at

unprotected banks: National banks in the 1890s


5. Executive overconfidence and compensation structure
6. Ambiguity aversion and household portfolio choice
puzzles: Empirical evidence
7. Nominal price illusion

8. Debt-equity choices, R&D investment and market timing


9. Heuristic portfolio trading rules with capital gain taxes
10.
The cost of friendship
11.
Does Dodd-Frank affect OTC transaction costs and
liquidity? Evidence from real-time CDS trade reports
February 2016 (Volume 119(2))
1. The common factor in idiosyncratic volatility: Quantitative
asset pricing implications
2. The expected cost of default
3. Investment and the weighted average cost of capital
4. The ownership and trading of debt claims in Chapter 11
restructurings
5. Optimal inside debt compensation and the value of equity
and debt
6. The cross-sectional variation of volatility risk premia
7. Can analysts pick stocks for the long-run?
8. Bridging the gap: the design of bank loan contracts and
distance
9. The effects of takeover defenses: Evidence from closedend funds
10.
Product market competition, R&D investment, and
stock returns
January 2016 (Volume 119(1))
1. Assessing asset pricing models using revealed preference
2. How do CEOs see their roles? Management philosophies
and styles in family and non-family firms
3. Quadratic variance swap models
4. The influence of political bias in state pension funds
5. Target revaluation after failed takeover attempts: Cash
versus stock
6. Price and volatility co-jumps

7. Evaluating the impact of unconventional monetary policy


measures: Empirical evidence from the ECBs Securities
Markets Programme
8. The real effects of share repurchases
9. Stock repurchases and liquidity
10.
Disagreement,
speculation,

and

aggregate

investment
11. The product market effects of hedge fund activism

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