Journal of financial economics

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  Año 2020, Vol. 138, Número 3

  • CoCo issuance and bank fragility

    Stefan Avdjiev, Bilyana Bogdanova, Patrick Bolton, Wei Jiang, Anastasia Kartasheva

    págs. 593-613

    

  • Fund tradeoffs

    L'ubos Pástor, Robert F. Stambaugh, Lucian A. Taylor

    págs. 614-634

    

  • Asset pricing: A tale of night and day

    Terrence Hendershott, Dmitry Livdan, Dominik Rösch

    págs. 635-662

    

  • Financial intermediation and capital reallocation

    Hengjie Ai, Kai Li, Fang Yang

    págs. 663-686

    

  • Bank net worth and frustrated monetary policy

    Alexander K. Zentefis

    págs. 687-699

    

  • The price effects of liquidity shocks: A sutudy of the SEC's tick size experiment

    Rui Albuquerque, Xhiyun Song, Chen Yao

    págs. 700-724

    

  • Dealers' insurance, market structure, and liquidity

    Francesca Carapella, Cyril Monnet

    págs. 725-753

    

  • Collateral constraints and asset prices

    Georgy Chabakauri, Brandon Yueyang Han

    págs. 754-776

    

  • The effect of minority veto rights on controller pay tunneling

    Jesse M. Fried, Ehud Kamar, Yishay Yafeh

    págs. 777-788

    

  • Time-varying demand for lottery: Speculation ahead of earnings announcements

    Bibo Liu, Huijun Wang, Jianfeng Yu, Shen Zhao

    págs. 789-817

    

  • Persuasion in relationship finance

    Ehsan Azarmsa, William Cong

    págs. 818-837

    

  • Policy uncertainty and corporate credit spreads

    Mahsa S. Kaviani, Lawrence Kryzanowski, Hesein Maleki, Pavel Savor

    págs. 838-865

    

  • Do people feel less at risk? Evidence from disaster experience

    Ming Gao, Yu-Jane Liu, Yushui Shi

    págs. 866-888