Journal of financial economics

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  Año 2016, Vol. 120, Número 1

  • Analyzing volatility risk and risk premium in option contracts: a new theory

    Peter Carr, Liuren Wu

    págs. 1-20

    

  • Volatility risk premia and exchange rate predictability

    Pasquale Della Corte, Tarun Ramadorai, Lucio Sarno

    págs. 21-40

    

  • The expected returns and valuations of private and public firms

    Ilan Cooper, Richard Priestley

    págs. 41-57

    

  • Dual ownership, returns, and voting in mergers

    Andriy Bodnaruk, Marcelo Rossi

    págs. 58-80

    

  • Spare tire? stock markets, banking crises, and economic recoveries

    Ross Levine, Chen Lin, Wensi Xie

    págs. 81-102

    

  • Redacting properietary information at the initial public offering

    Audra L. Boone, I.V. Floros, Shane A. Johnson

    págs. 102-123

    

  • On secondary buyouts

    François Degeorge, Jens Martin, Ludovic Phalippou

    págs. 124-145

    

  • Are retail traders compensated for providing liquidity?

    Jean Noel Barrot, Ron Kaniel, David Sraer

    págs. 146-168

    

  • Using options to measure the full value-effect of and event: application to obamacare

    Paul Borochin, Joseph Golec

    págs. 169-193

    

  • CEO overconfidence and financial crisis: evidence from bank lending and leverage

    Po-Hsin Ho, Chia-Wei Huang, Chih-Yung Lin, Yu-Fang Yen

    págs. 194-209