Journal of financial economics

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  Año 2021, Vol. 142, Número 3

  • Dissecting bankruptcy frictions

    Winston Wei Dou, Lucian A. Taylor, Wei Wang, Wenyu Wang

    págs. 975-1000

    

  • Failing to forecast rare events

    Philip Bond, James Dow

    págs. 1001-1016

    

  • Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence

    Jennie Bai, Turan G. Bali, Quan Wen

    págs. 1017-1037

    

  • Optimal financing with tokens

    Sebastian Gryglewicz, Simon Mayer, Erwan Morellec

    págs. 1038-1067

    

  • Core earnings: New data and evidence

    Ethan Rouen, Eric C. So, Charles C.Y. Wang

    págs. 1068-1091

    

  • The bank as Grim Reaper: Debt composition and bankruptcy thresholds

    Mark Carey, Michael B. Gordy

    págs. 1092-1108

    

  • Spillover effects in empirical corporate finance

    Tobias Berg, Markus Reisinger, Daniel Streitz

    págs. 1109-1127

    

  • Global factor premiums

    Guido Baltussen, Laurens Swinkels, Pim van Vliet

    págs. 1128-1154

    

  • Does target firm insider trading signal the target's synergy potential in mergers and acquisitions?

    Inho Suk, Mengmeng Wang

    págs. 1155-1185

    

  • Impact of marketplace lending on consumers’ future borrowing capacities and borrowing outcomes

    Sudheer Chava, Rohan Ganduri, Nikhil Paradkar, Yafei Zhang

    págs. 1186-1208

    

  • The term structure of equity risk premia

    Ravi Bansal, Shane Miller, Dongho Song, Amir Yaron

    págs. 1209-1228

    

  • Labor leverage, coordination failures, and aggregate risk

    Matthieu Bouvard, Adolfo de Motta

    págs. 1229-1252

    

  • Informed trading in government bond markets

    Robert Czech, Shiyang Huang, Dong Lou, Tianyu Wang

    págs. 1253-1274

    

  • Does regulatory cooperation help integrate equity markets?

    Roger Silvers

    págs. 1275-1300

    

  • A day late and a dollar short: Liquidity and household formation among student borrowers

    Sarena Goodman, Adam Isen, Constantine Yannelis

    págs. 1301-1323

    

  • M&A rumors about unlisted firms

    Yan Alperovych, Douglas Cumming, Veronika Czellar, Alexander Groh

    págs. 1324-1339

    

  • Lifting the veil: The price formation of corporate bond offerings

    Liying Wang

    págs. 1340-1358

    

  • Why are corporate payouts so high in the 2000s?

    Kathleen Kahle, René M. Stulz

    págs. 1359-1380

    

  • Firm leverage and employment dynamics

    Xavier Giroud, Holger M. Mueller

    págs. 1381-1394

    

  • Reconstructing the yield curve

    Yan Liu, Jing Cynthia Wu

    págs. 1395-1425

    

  • GSIB surcharges and bank lending: Evidence from US corporate loan data

    Giovanni Favara, Ivan Ivanov, Marcelo Rezende

    págs. 1426-1443

    

  • Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric

    Dmitry Livdan, Alexander Nezlobin

    págs. 1444-1469