Journal of financial economics

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  Año 2021, Vol. 139, Número 3

  • The real value of China’s stock market

    Jennifer N. Carpenter, Fangzhou Lu, Robert F. Whitelaw

    págs. 679-696

    

  • Firm selection and corporate cash holdings

    Juliane Begenau, Berardino Palazzo

    págs. 697-718

    

  • Risk management, firm reputation, and the impact of successful cyberattacks on target firms

    Shinichi Kamiya, Jun-Koo Kang, Jungmin Kim, Andreas Milidonis, René M. Stulz

    págs. 719-749

    

  • Rare disaster probability and options pricing

    Robert J. Barro, Gordon Y. Liao

    págs. 750-769

    

  • Systematic risk, debt maturity, and the term structure of credit spreads

    Hui Chen, Yu Xu, Jun Yang

    págs. 770-799

    

  • Deleting misconduct: The expungement of BrokerCheck records

    Colleen Honigsberg, Matthew Jacob

    págs. 800-831

    

  • Measuring institutional trading costs and the implications for finance research: The case of tick size reductions

    Gregory W. Eaton, Paul J. Irvine, Tingting Liu

    págs. 832-851

    

  • Business groups and the incorporation of firm-specific shocks into stock prices

    Mara Faccio, Randall Morck, M. Deniz Yavuz

    págs. 852-871

    

  • Loan guarantees and credit supply

    Natalie Bachas, Olivia S. Kim, Constantine Yannelis

    págs. 872-894

    

  • On the direct and indirect real effects of credit supply shocks

    Laura Alfaro, Manuel García-Santana, Enrique Moral-Benito

    págs. 895-921

    

  • Slow-moving capital and execution costs: Evidence from a major trading glitch

    Vincent Bogousslavsky, Pierre Collin-Dufresne, Mehmet Saglam

    págs. 922-949

    

  • The cross-section of currency volatility premia

    Pasquale Della Corte, Roman Kozhan, Anthony Neuberger

    págs. 950-970

    

  • Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts

    Rui Dong, Raymond Fisman, Yongxiang Wang, Nianhang Xu

    págs. 971-984

    

  • Stock market liberalization and innovation

    Fariborz Moshirian, Xuan Tian, Bohui Zhang, Wenrui Zhang

    págs. 985-1014

    

  • Index option returns and generalized entropy bounds

    Yan Liu

    págs. 1015-1036