Unpublished Appendices and Erratum Files Related to Published JFE Papers


Note: These are extensions and/or corrections of papers that were published in the Journal of Financial Economics.


Henderson, Brian J. and Pearson, Neil D.
Appendix to: The dark side of financial innovation: A case study of the pricing of a retail financial product

Yeoman, John C.
Appendix to: The optimal spread and offering price for underwritten securities

Brennan, Michael J., Chordia, Tarun, and Subrahmanyam, A.
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns: Erratum

Liu, Xiaoding, and Ritter, Jay,
Appendix to: Local underwriter oligopolies and IPO underpricing
Volume , Issue , 2011, page

Hong, Harrison, Kubik, Jeffrey D., and Fishman, Tal
Appendix to: Do arbitrageurs amplify economic shocks?
Volume , Issue , 2011, page

Da, Zhi, Guo, Re-Jin, and Jagannathan, Ravi
Appendix to: CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
Volume , Issue , 2011, page

Karolyi, G. Andrew, Lee, Kuan-Hui, and van Dijk, Mathijs A.
Understanding commonality in liquidity around the world
Volume , Issue , 2011, page

Sarno, Lucio, Schneider, Paul, and Wagner, Christian
Appendix to: Properties of foreign exchange risk premiums
Volume , Issue , 2011, page

Hazarika, Sonali , Karpoff, Jonathan M., and Nahata, Rajarishi
Appendix to: Internal corporate governance, CEO turnover, and earnings management
Volume , Issue , 2011, page

Dimmock, Stephen G. and Gerken, William C.
Appendix to: Predicting fraud by investment managers
Volume , Issue , 2011, page

Chernov, Mikhail and Mueller, Philippe
Appendix to: The term structure of inflation expectations
Volume , Issue , 2011, page

Hayes, Rachel, Lemmon, Michael, and Qiu, Mingming
Appendix to: Stock options and managerial incentives for risk- taking: Evidence from FAS 123R
Volume , Issue , 2011, page

Stambaugh, Robert F., Yu, Jianfeng, and Yuan, Yu
Appendix to: The short of it: Investor sentiment and anomalies
Volume , Issue , 2011, page

 

Paye, Bradley S.
Appendix to: Déjà vol:’ Predictive regressions for aggregate stock market volatility using macroeconomic variables
Volume , Issue , 2011, page

 

Christoffersen, Peter, Jacobs, Kris, and Ornthanalai, Chayawat
Appendix to: Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options
Volume , Issue , 2011, page

 

Bajgrowicz, Pierre, and Scaillet, Olivier
Appendix to: Technical trading revisited: False discoveries, persistence tests, and transaction costs
Volume , Issue , 2011, page

 

Huizinga, Harry and Laeven, Luc
Appendix to: Bank valuation and accounting discretion during a financial crisis
Volume , Issue , 2011, page

 

Bebchuk, Lucian A., Cohen, Alma, and Wang, Charles C. Y.
Appendix to: Learning and the disappearing association between governance and returns
Volume , Issue , 2011, page

 


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Last Updated on 12/19/2011