Journal of financial economics

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  Año 2013, Vol. 108, Número 2

  • The role of shorting, firm size, and time on market anomalies.

    Ronen Israel, Tobias J. Moskowitz

    págs. 275-301

    

  • Connecting two markets: An equilibrium framework for shorts, longs, and stock loans.

    Jesse Blocher, Adam V. Reed, Edward D. Van Wesep

    págs. 302-322

    

  • Learning and the disappearing association between governance and returns.

    Lucian Arye Bebchuk, Alma Cohen, Charles C.Y. Wang

    págs. 323-348

    

  • What do boards really do? Evidence from minutes of board meetings.

    Mirian Schwartz-Ziv, Michael S. Weisbach

    págs. 349-366

    

  • Valuation of VIX derivatives.

    Javier Mencía, Enrique Sentana Iváñez

    págs. 367-391

    

  • Real effects of stock underpricing.

    Harald Hau, Sandy Lai

    págs. 392-408

    

  • Risk and return: Long-run relations, fractional cointegration, and return predictability.

    Tim Bollerslev, Daniela Osterrieder, Natalia Sizova, George Tauchen

    págs. 409-424

    

  • Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply.

    Stefania D'Amico, Thomas B. King

    págs. 425-448

    

  • Labor unemployment risk and corporate financing decisions.

    Ashwini K. Agrawal, David A. Matsa

    págs. 449-470

    

  • Generalists versus specialists: Lifetime work experience and chief executive officer pay.

    Cláudia Custódio, Miguel A. Ferreira, Pedro Matos

    págs. 471-492

    

  • The economics of club bidding and value creation.

    Robert Marquez, Rajdeep Singh

    págs. 493-505

    

  • Mutual fund risk and market share-adjusted fund flows.

    Matthew Spiegel, Hong Zhang

    págs. 506-528

    

  • The asset growth effect: Insights from international equity markets.

    Akiko Watanabe, Yan Xu, Tong Yao, Tong Yu

    págs. 529-563