Journal of financial economics

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  Año 2021, Vol. 140, Número 2

  • Persistent government debt and aggregate risk distribution

    M. Croce, Thien T. Nguyen, S. Raymond

    págs. 347-367

    

  • The electronic evolution of corporate bond dealers

    Maureen O'Hara, Xing  Alex Zhou

    págs. 368-390

    

  • Asymmetric information risk in FX markets

    Angelo Ranaldo, Fabricius Somogyi

    págs. 391-411

    

  • Treasury yield implied volatility and real activity

    Martijn Cremers, Matthias Fleckenstein, Priyank Gandhi

    págs. 412-435

    

  • Why is stock market concentration bad for the economy?

    Kee-Hong Bae, Warren Bailey, Jisok Kang

    págs. 436-459

    

  • Salience theory and stock prices: Empirical evidence

    Mathijs Cosemans, Rik Frehen

    págs. 460-483

    

  • Do low search costs facilitate like-buys-like mergers? Evidence from common bank networks

    Jiakai Chen, Joon Ho Kim, S. Ghon Rhee

    págs. 484-513

    

  • A BIT goes a long way: Bilateral investment treaties and cross-border mergers

    Vineet Bhagwat, Jonathan Brogaard, Brandon Julio

    págs. 514-538

    

  • To own or not to own: Stock loans around dividend payments

    Peter N. Dixon, Corbin A. Fox, Eric K. Kelley

    págs. 539-559

    

  • Dynamic resource allocation with hidden volatility

    Felix Zhiyu Feng, Mark M. Westerfield

    págs. 560-581

    

  • Competition, profitability, and discount rates

    Winston Wei Dou, Yan Ji, Wei Wu

    págs. 582-620

    

  • Does personal liability deter individuals from serving as independent directors?

    S. Lakshmi Naaraayanan, Kasper Meisner Nielsen

    págs. 621-643

    

  • Frequency dependent risk

    Andreas Neuhierl, Rasmus T. Varneskov

    págs. 644-675

    

  • Surprise election for Trump connections

    Travers Barclay Child, Nadia Massoud, Mario Schabus, Yifan Zhou

    págs. 676-697