Data, Program Files, and Material Related to Published JFE Papers

Users of these data and programs should properly reference the original JFE paper as the source for this information.

Claessens, Stijn, Djankov, Simeon, and Lang, Larry H.P. , The separation of ownership and control in East Asian corporations
Volume 58, Issue 1-2, October 2000, page 81-112

Welch, Ivo, Herding among security analysts
Volume 58, Issue 3, December 2000, page 369-396

Jones, Christopher S., Extracting factors from herteroskedastic asset returns
Volume 62, Issue 2, November 2001, page 293-325

Faccio, Mara, and Lang, Larry H.P., The ultimate ownership of Western European corporations
Volume 65, Issue 3, September 2002, page 365-395

Chan, Wesley S., Stock price reaction to news and no-news: Drift and reversal after headlines
Volume 70, Issue 2, November 2003, page 223-260

Baker, Malcolm, Greenwood, Robin, and Wurgler, Jeffrey, The maturity of debt issues and predictable variation in bond returns
Volume 70, Issue 2, November 2003, page 261-291

Campbell, John Y., and Yogo, Motohiro, Efficient tests of stock return predictability
Volume 81, Issue 1, July 2006, page 27-60

Larrain, Borja, and Yogo, Motohiro, Does firm value move too much to be justified by subsequent changes in cash flow?
Volume 87, Issue 1, January 2008, page 200-226

Claessens, Stijn, Feijen, Erik, Laeven, Luc, Political connections and preferential access to finance: The role of campaign contributions
 Volume 88, Issue 3, June 2008, page 554-580

Bali, Turan G., Brown, Stephen J., and Caglayan, Mustafa O., Do hedge funds’ exposures to risk factors
predict their future returns?
 Volume , Issue , 2011, page

van Rooij, Maarten, Lusardi, Annamaria, and Alessie, Rob, Financial literacy and stock market participation
 Volume , Issue , 2011, page

Berkman, Henk, Jacobsen, Ben, and Lee, John, Time-varying rare disaster risk and stock returns
 Volume , Issue , 2011, page

Liu, Xiaoding, and Ritter, Jay, Local underwriter oligopolies and IPO underpricing
 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

Bae, Kee-Hong, Baek, Jae-Seung, Kang, Jun-Koo, and Liu, Wei-Lin,Do controlling shareholders' expropriation incentives imply a link between corporate governance and firm value? Theory and evidence
 Volume , Issue , 2011, page

Hong, Harrison, and Yogo, Motohiro, What does futures market interest tell us about the macroeconomy and asset prices?
Volume , Issue , 2011, page

Chen, Jason Huafeng, and Chen, Shaojun, Investment-cash flow sensitivity cannot be a good measure of financial constraints: Evidence from the time series
Volume , Issue , 2011, page

Bajgrowicz, Pierre, and Scaillet, Olivier
 Volume , Issue , 2011, page

 

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

 

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Last Updated on 12/19/2011