Journal of financial economics

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  Año 2018, Vol. 128, Número 1

  • Absolving beta of volatility’s effects

    Jiannan Liu, Robert F. Stambaugh, Yu Yuan

    págs. 1-15

    

  • Busy directors and firm performance: Evidence from mergers

    Roie Hauser

    págs. 16-37

    

  • Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market

    Xinwan Li, Avanidhar Subrahmanyam, Xuewei Yang

    págs. 38-65

    

  • Do universal banks finance riskier but more productive firms?

    Daniela Neumann, Fazad Saidi

    págs. 66-85

    

  • Tradability of output, business cycles and asset prices

    Mary Tian

    págs. 86-102

    

  • Quantitative easing auctions of Treasury bonds

    Zhaogang Song, Haoxiang Zhu

    págs. 103-124

    

  • Agnostic fundamental analysis works

    Söhnke M. Bartram, Mark Grinblatt

    págs. 125-147

    

  • The 52-week high, q-theory, and the cross section of stock returns

    Thomas J. George, Chuan-Yang Hwang, Yuan Li

    págs. 148-163

    

  • The customer knows best: The investment value of consumer opinions

    Jiekin Huang

    págs. 164-182

    

  • Network centrality and delegated investment performance

    Alberto G. Rossi, David Blake, Allan Timmermann, Ian Tonks, Russ Wermers

    págs. 183-206