Journal of financial economics

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  Año 2019, Vol. 134, Número 1

  • Option prices and costly short-selling

    Adem Atmaz, Suleyman Basak

    págs. 1-28

    

  • Average skewness matters

    Éric Jondeau, Qunzi Zhang, Xiaoneng Zhu

    págs. 29-47

    

  • Size and value in China

    Jianan Liu, Robert F. Stambaugh, Yu Yuan

    págs. 48-69

    

  • The value of collateral in trade finance

    Anna M. Costello

    págs. 70-90

    

  • From mining to markets: The evolution of bitcoin transaction fees

    David Easley, Maureen O'Hara, Soumya Basu

    págs. 91-109

    

  • A tale of two volatilities: Sectoral uncertainty, growth, and asset prices

    Gill Segal

    págs. 110-140

    

  • Inverted fee structures, tick size, and market quality

    Carole Comerton Forde, Vincent Grégoire, Zhuo Zhong

    págs. 141-164

    

  • An asset pricing approach to testing general term structure models

    Bent Jesper Christensen, Michel van der Wel

    págs. 165-191

    

  • A tug of war: Overnight versus intraday expected returns

    Dong Lou, Christopher Polk, Spyros Skouras

    págs. 192-213

    

  • Property rights institutions, foreign investment, and the valuation of multinational firms

    Leming Lin, Atanas Mihov, Leandro Sanz, Detelina Stoyanova

    págs. 214-235

    

  • Crowdsourced employer reviews and stock returns

    T. Clifton Green, Rouyan Huang, Quan Wen, Dexin Zhou

    págs. 236-251