Journal of financial economics

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  Año 2018, Vol. 128, Número 2

  • An intertemporal CAPM with stochastic volatility

    John Y. Campbell, Stefano Giglio, Christopher Polk, Robert Curley

    págs. 207-233

    

  • Choosing factors

    Eugene F. Fama, Kenneth R. French

    págs. 234-252

    

  • High frequency trading and extreme price movements

    Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Konstantin Sokolov

    págs. 253-265

    

  • Protection of trade secrets and capital structure decisions

    Sandy Klasa, Hernán Ortiz-Molina, Matthew Serfling, Shweta Srinivasan

    págs. 266-286

    

  • Cash windfalls and acquisitions

    Bastian von Beschwitz

    págs. 287-319

    

  • Bid anticipation, information revelation, and merger gains

    Wenyu Wang

    págs. 320-343

    

  • Interest rate volatility, the yield curve, and the macroeconomy

    Scott Joslin, Yaniv Konchitchki

    págs. 344-362

    

  • The effects of q and cash flow on investment in the presence of measurement error

    Andrew B. Abel

    págs. 363-377

    

  • CEO attributes, compensation, and firm value: Evidence from a structural estimation

    T. Beau Page

    págs. 378-401