Journal of financial economics

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  Año 2019, Vol. 134, Número 2

  • Disaster on the horizon: The price effect of se level rise

    Asaf Bernstein, Matthew T. Gustafson, Ryan Lewis

    págs. 253-272

    

  • Cross-sectional alpha dispersion and performance evaluation

    Campbell R. Harvey, Yan Liu

    págs. 273-296

    

  • Shareholder bargaining power and the emergence of empty creditors

    Stefano Colonnello, Matthias Efing, Francesca Zucchi

    págs. 297-317

    

  • The effects of uncertainty on market liquidity: aEvidence from Hurricane Sandy

    Dominik Rehse, Ryan Riordan, Nico Rottke, Joachim Zietz

    págs. 318-332

    

  • Does skin-in-the game affect security performance?

    Adam B. Ashcraft, Kunal Gooriah, Amir Kermani

    págs. 333-354

    

  • Cost and benefits of financial conglomerate affiliation: Evidence from hedge funds

    Francesco Franzoni, Mariassunta Giannetti

    págs. 355-380

    

  • High frequency trading and comovement in financial markets

    Laura Malceniece, Kärlis Malcenieks, Tālis J. Putniņš

    págs. 381-399

    

  • Internalizing governance externalities. The role of institutional cross ownership

    Jie (Jack) He, Jiekun Huang, Shan Zhao

    págs. 400-418

    

  • The relevance of broker networks for information diffusion in the stock market

    Marco Di Maggio, Francesco Franzoni, Amir Kermani, Carlo Sommavilla

    págs. 419-446

    

  • Channels of US monetary policy spillovers to international bond markets

    Elías Albagli Iruretagoyena, Luis Ceballos, Sebastián Claro, Damian Romero

    págs. 447-473

    

  • Credit default swaps and corporate innovation

    Xin Chang, Yangyang Chen, Sarah Qian Wang, Kuo Zhang, Wenrui Zhang

    págs. 474-500