Journal of financial economics

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  Año 2012, Vol. 106, Número 3

  • Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options.

    Peter Christoffersen, Kris Jacobs, Chayawat Ornthanalai

    págs. 447-472

    

  • Technical trading revisited: False discoveries, persisitence tests, and transaction costs.

    Pierre Bajgrowicz, Olivier Scaillet

    págs. 473-491

    

  • The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors.

    Paul Schultz

    págs. 492-512

    

  • Stock option vesting conditions, CEO turnover, and myopic investment.

    Volker Laux

    págs. 513-526

    

  • "Dejà vol": Predictivie regressions for aggregate stock market volatility using macroeconomic variables.

    Bradley S. Paye

    págs. 527-546

    

  • Geographic dispersion and stock returns.

    Diego García, Oyvind Norli

    págs. 547-565

    

  • Pinning in the S&P 500 futures.

    Benjamin Golez, Jens Carsten Jackwerth

    págs. 566-585

    

  • Multifactor models and their consistency with theICAPM.

    Paulo Maío, Pedro Santa-Clara

    págs. 586-613

    

  • Bank valuation and accounting discretion during a financial crisis.

    Harry Huizinga, Luc Laeven

    págs. 614-634

    

  • Stock returns after major price shocks: The impact of information.

    Pavel G. Savor

    págs. 635-659

    

  • Currency momentum strategies

    Lukas Menkhoff, Lucio Sarno, Maik Schmeling, Andreas Schrimpf

    págs. 660-684