Journal of financial economics

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  Año 2016, Vol. 119, Número 3

  • Systemic risk and the macroeconomy: An empirical evaluationOriginal

    Stefano Giglio, Bryan Kelly, Seth Pruitt

    págs. 457-471

    

  • Institutional investors and stock return anomalies

    Roger M. Edelen, Ozgur S. Ince, Gregory B. Kadlec

    págs. 472-488

    

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

    Martijn Boons

    págs. 489-511

    

  • Executive overconfidence and compensation structure

    Mark Humphery-Jenner, Ling Lei Lisic, Vikram Nanda, Sabatino Dino Silveri

    págs. 533-558

    

  • Ambiguity aversion and household portfolio choice puzzles: Empirical evidence

    Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell, Kim Peijnenburg

    págs. 559-577

    

  • Nominal price illusion

    Justin Birru, Baolian Wang

    págs. 578-598

    

  • Debt-equity choices, R&D investment and market timing

    Craig M. Lewis, Yongxian Tan

    págs. 599-610

    

  • Heuristic protfolio trading rules with capital gain taxes

    Marcel Fischer, Michael F. Gallmeyer

    págs. 611-625

    

  • The cost of friendship

    Paul A. Gompers, Vladimir Mukharlyamov, Yuhai Xuan

    págs. 626-644

    

  • Dos dodd-frank affect OTC trandsaction costs and liquidity?. Evidence from real-time CDS trade reports

    Yee Cheng Loon, Zhaodong Ken Zhong

    págs. 645-672