The Journal of finance

• 

  Año 2014, Vol. 69, Número 1

  • A mean-variance benchmark for intertemporal portfolio theory

    John H. Cochrane

    • Resumen

    págs. 1-49

    

  • Sources of entropy in representative agent models

    David Backus, Mikhail Chernov, Stanley Zin

    • Resumen

    págs. 51-99

    

  • When uncertainty blows in the Orchard: : comovement and equilibrium volatility risk premia

    Andrea Buraschi, Fabio Trojani, Andrea Vedolin

    • Resumen

    págs. 101-137

    

  • Do peer firms affect corporate financial policy

    Mark T. Leary, Michael R. Roberts

    • Resumen

    págs. 139-178

    

  • Strategic asset allocation in money management

    Suleyman Basak, Dmitry Makarov

    • Resumen

    págs. 179-217

    

  • Mergers and acquisitions accounting and the diversification discount

    Cláudia Custódio

    • Resumen

    págs. 219-240

    

  • Who writes the news? corporate press releases during merger negotiations

    Kenneth R. Ahern, Denis Sosyura

    • Resumen

    págs. 241-291

    

  • Product market threats, payouts, and financial flexibility

    Gerard Hoberg, Gordon Phillips, Nagpurnanand Prabhala

    • Resumen

    págs. 293-324

    

  • Biased beliefs, asset prices, and investment: : a structural approach

    Aydogan Alti, Paul C. Tetlock

    • Resumen

    págs. 325-361

    

  • Informed trading through the accounts of children

    Henk Berkman, Paul D. Koch, P. Joakim Westerholm

    págs. 363-403

    

  • Asset pricing with dynamic margin constraints

    Oleg Rytchkov

    • Resumen

    págs. 405-452

    

  • An anatomy of commodity futures risk premia

    Marta Szymanowska, Frans De Roon, Theo Nijman, Rob Van Den Goorbergh

    • Resumen

    págs. 453-482