期刊:Journal of Financial Economics 内的文献原文
1      Journal of business finance and accounting

2      Common Risk Factors in the Returns on Stock and Bonds

3      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

4      Stock return variances *1 The arrival of information and the reaction of traders

5      Corruption culture and corporate misconduct

6      Stock return variances *1 The arrival of information and the reaction of traders

7      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

8      Partial adjustment toward target capital structures

9      Foreign ownership restrictions and stock prices in the Thai capital market

10      Common Risk Factors in the Returns on Stock and Bonds

11      封面和目录

12      Foreign ownership restrictions and stock prices in the Thai capital market

13      The structure of information release and the factor structure of returns

14      High frequency trading and extreme price movements

15      Cash flow duration and the term structure of equity returns

16      Day of the week and the cross-section of returns

17      Analyzing volatility risk and risk premium in option contracts: A new theory

18      Why does the option to stock volume ratio predict stock returns?

19      X-CAPM: An extrapolative capital asset pricing model

20      The illiquidity premium: International evidence

21      The option to quit: The effect of employee stock options on turnover.

22      Asset Pricing and Ambiguity: Empirical Evidence

23      Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility

24      The illiquidity premium: International Evidence

25      Employee bargaining power, inter-firm competition, and equity-based compensation

26      Information Shocks and Short-Term Market Underreaction

27      How does the stock market absorb shocks?

28      Market Intraday Momentum

29      Trade credit and cross-country predictable firm returns

30      Information Shocks and Short-Term Market Underreaction

31      A five-factor asset pricing model

32      Idiosyncratic risk and the manager

33      Employee bargaining power, inter-firm competition, and equity-based compensation

34      Momentum crashes

35      High frequency market microstructure

36      Regression-based estimation of dynamic asset pricing models

37      Non-myopic betas

38      Theory of the Firm:Managerial Behavior, Agency Costs and Ownership Structure

39      Firm characteristics, consumption risk, and firm-level risk exposures

40      Confidence, bond risks, and equity returns

41      Theory of the firm: Managerial behavior, agency costs and ownership structure

42      Leverage constraints and asset prices: Insights from mutual fund risk taking

43      Explaining the negative returns to volatility claims: An equilibrium approach

44      The cross-sectional variation of volatility risk premia

45      Hedge funds and discretionary liquidity restrictions

46      The 52-week high, q–theory, and the cross section of stock returns

47      Skill and luck in private equity performance

48      State variables, macroeconomic activity, and the cross section of individual stocks

49      Tail risk premia and return predictability

50      Market Microstructure

51      Risk, ambiguity, and the exercise of employee stock options

52      An extrapolative model of house price dynamics

53      Asset pricing with beliefs-dependent risk aversion and learning

54      The common factor in idiosyncratic volatility: Quantitative asset pricing implications

55      The cross section of expected holding period returns and their dynamics: A present value approach

56      Downside risks and the cross-section of asset returns

57      Is economic uncertainty priced in the cross-section of stock returns?

58      Employee bargaining power, inter-firm competition, and equity-based compensation

59      Employee bargaining power, inter-firm competition, and equity-based compensation

60      Skill and luck in private equity performance

61      Taxation and executive compensation: Evidence from stock options

62      Absolving beta of volatility’s effects

63      Generalized risk premia

64      Micro(structure) before Macro? The Predictive Power of Aggregate Illiquidity for Stock Returns and Economic Activity

65      Reference-dependent preferences and the risk–return trade-off.

66      Volatility of aggregate volatility and hedge fund returns.

67      The term structure of credit spreads, firm fundamentals, and expectaed stock returns

68      The advantages of using excess returns to model the term structure

69      Board diversity, firm risk, and corporate policies

70      Term structures of asset prices and returns

71      Data Abundance and Asset Price Informativeness

72      The design of securities

73      Price and volatility co-jumps

74      A trend factor: Any economic gains from using information over investment horizons?

75      Accruals, cash flows, and operating profitability in the cross section of stock returns

76      Culture and R2

77      An intertemporal CAPM with stochastic volatility

78      Momentum has its moments

79      Short interest and aggregate stock returns

80      The risk premia embedded in index options

81      Signaling by Underpricing in the IPO Market

82      Why new issues are underpriced*1

83      Generalized risk premia

84      Employee bargaining power, inter-firm competition, and equity-based compensation

85      Comovement revisited

86      Signaling by Underpricing in the IPO Market

87      Mean reversion in stock prices; evidence and implications

88      Theory of the firm: Managerial behavior, agency costs and ownership structure

89      Synergistic gains from corporate acquisitions and their division between the stockholders of target and acquiring firms*1

90      How investment bankers determine the offer price and allocation of new issues*1

91      The illiquidity premium: International evidence

92      Common Risk Factors in the Returns on Stock and Bonds

93      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

94      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

95      Proxies for the corporate marginal tax rate