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

4      Corruption culture and corporate misconduct

5      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

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

14      Asset Pricing and Ambiguity: Empirical Evidence

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

16      High frequency trading and extreme price movements

17      Cash flow duration and the term structure of equity returns

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

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

20      The illiquidity premium: International Evidence

21      Information Shocks and Short-Term Market Underreaction

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

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

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

25      X-CAPM: An extrapolative capital asset pricing model

26      The illiquidity premium: International evidence

27      Information Shocks and Short-Term Market Underreaction

28      Market Intraday Momentum

29      Trade credit and cross-country predictable firm returns

30      A five-factor asset pricing model

31      Momentum crashes

32      Hedge funds and discretionary liquidity restrictions

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

34      High frequency market microstructure

35      Regression-based estimation of dynamic asset pricing models

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

37      Confidence, bond risks, and equity returns

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

39      Non-myopic betas

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

41      The cross-sectional variation of volatility risk premia

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

43      Idiosyncratic risk and the manager

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

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

46      Asset pricing with beliefs-dependent risk aversion and learning

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

48      Market Microstructure

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

50      Skill and luck in private equity performance

51      Downside risks and the cross-section of asset returns

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

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

54      An extrapolative model of house price dynamics

55      Tail risk premia and return predictability

56      Accruals, cash flows, and operating profitability in the cross section of stock 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      Micro(structure) before Macro? The Predictive Power of Aggregate Illiquidity for Stock Returns and Economic Activity

62      Taxation and executive compensation: Evidence from stock options

63      Absolving beta of volatility’s effects

64      Volatility of aggregate volatility and hedge fund returns.

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

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

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

68      Generalized risk premia

69      An intertemporal CAPM with stochastic volatility

70      The design of securities

71      Price and volatility co-jumps

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

73      Board diversity, firm risk, and corporate policies

74      Term structures of asset prices and returns

75      Data Abundance and Asset Price Informativeness

76      Culture and R2

77      Signaling by Underpricing in the IPO Market

78      Short interest and aggregate stock returns

79      Why new issues are underpriced*1

80      The risk premia embedded in index options

81      Momentum has its moments

82      Generalized risk premia

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

84      Comovement revisited

85      Signaling by Underpricing in the IPO Market

86      Mean reversion in stock prices; evidence and implications

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

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

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

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

91      A five-factor asset pricing model

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

93      The illiquidity premium: International evidence

94      Common Risk Factors in the Returns on Stock and Bonds

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

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

97      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

98      Capital structure and product markets interactions: Evidence from business cycles(Article)

99      Proxies for the corporate marginal tax rate

100      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

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

102      The structure of information release and the factor structure of returns(Article)

103      Common Risk Factors in the Returns On Stocks And Bonds

104      Common Risk Factors in the Returns on Stock and Bonds

105      Managerial risk-taking behavior and equity-based compensation(Article)

106      Determinants of corporate borrowing*1

107      Managerial Control Benefits and Takeover Market Efficiency

108      Information Shocks and Short-Term Market Underreaction

109      Managerial incentives and risk-taking

110      Common Risk Factors in the Returns on Stock and Bonds

111      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

112      Acquirer-target social ties and merger outcomes

113      The market for corporate control *1 The scientific evidence

114      Cash flow duration and the term structure of equity returns

115      Common Risk Factors in the Returns on Stock and Bonds

116      Common Risk Factors in the Returns on Stock and Bonds

117      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

118      Corruption culture and corporate misconduct

119      Common Risk Factors in the Returns on Stock and Bonds

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

121      Finance and the sources of growth

122      How does the stock market absorb shocks?

123      Private Benefits From Block Ownership and Discounts On Closed-End Funds

124      The market for corporate control *1 The scientific evidence

125      The Use of Credit Default Swaps by Bond Mutual Funds: Liquidity Provision and Counterparty Risk

126      Taxation and executive compensation: Evidence from stock options

127      Common Risk Factors in the Returns on Stock and Bonds

128      Common risk factors in the returns on stocks and bonds*1

129      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

130      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

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

132      Asset Pricing with Beliefs-Dependent Risk Aversion and learning

133      Asset Pricing with Beliefs-Dependent Risk Aversion and Learning

134      The illiquidity premium: International evidence

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

136      The illiquidity premium: International evidence

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

138      Common Risk Factors in the Returns on Stock and Bonds

139      Common Risk Factors in the Returns on Stock and Bonds

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

141      Journal of business finance and accounting

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

143      In sickness and in debt: The COVID-19 impact on sovereign credit risk

144      封面和目录

145      Common Risk Factors in the Returns on Stock and Bonds

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

147      封面和目录

148      Independent boards and innovation(Article)

149      Erratum to “Equity tail risk and currency risk premia [Journal of Financial Economics 143/1 (2022) 484 –503]

150      Event Study Methodology under Conditions of Event-Induced Variance

151      Measuring Security Price Performance

152      A Nonparemetric Test for Abnormal Security-Price Performance in Event Studies

153      Determinants of corporate borrowing

154      Determinants of corporate borrowing

155      Sustainable investing with ESG rating uncertainty

156      Management ownership and market valuation : An empirical analysis

157      Management ownership and market valuation : An empirical analysis

158      Using Daily Stock Returns: The Case of Event Studies

159      Determinants of corporate borrowing