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

Campbell, John Y., Chan, Yeung Lewis, and Viceira, Luis M., A multivariate model of strategic asset allocation
Volume 67, Issue 1, January 2003, page 41-80

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 101, Issue 1, July 2011, Pages 36-68

van Rooij, Maarten, Lusardi, Annamaria, and Alessie, Rob, Financial literacy and stock market participation
Volume 101, Issue 2, August 2011, Pages 449-472

Berkman, Henk, Jacobsen, Ben, and Lee, John, Time-varying rare disaster risk and stock returns
Volume 101, Issue 2, August 2011, Pages 313-332

Kim, E. Han and Lu, Yao, CEO ownership, external governance, and risk-taking
Volume 102, Issue 2, November 2011, page 272-292

Liu, Xiaoding, and Ritter, Jay, Local underwriter oligopolies and IPO underpricing
Volume 102, Issue 3, December 2011, Pages 579-601

Chen, Jason Huafeng, and Chen, Shaojun, Investment-cash flow sensitivity cannot be a good measure of financial constraints: Evidence from the time series
Volume 103, Issue 2, February 2012, Pages 393-410

Karolyi, G. Andrew, Lee, Kuan-Hui, and van Dijk, Mathijs A., Understanding commonality in liquidity around the world
Volume 105, Issue 1, July 2012, Pages 82-112

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 105, Issue 2, August 2012, Pages 412-435

Hong, Harrison, and Yogo, Motohiro, What does futures market interest tell us about the macroeconomy and asset prices?
Volume 105, Issue 3, September 2012, Pages 473-490

Bajgrowicz, Pierre, and Scaillet, Olivier
Technical trading revisited: False discoveries, persistence tests, and transaction costs
Volume 106, Issue 3, December 2012, page 473-491

Huizinga, Harry and Laeven, Luc
Bank valuation and accounting discretion during a financial crisis
Volume 106, Issue 3, December 2012, page 614-634

Menkhoff, Lukas, Sarno, Lucio, Schmeling, Maik, and Schrimpf, Andreas
Currency momentum strategies
Volume 106, Issue 3, December 2012, page 660-684

Becker, Bo, Jacob, Marcus, and Jacob, Martin
Payout taxes and the allocation of investment
Volume 107, Issue 1, January 2013, page 1-24 Chang, Bo Young, Christo¤ersen, Peter, and Jacobs, Kris
Market skewness risk and the cross-section of stock returns
Volume 107, Issue 1, January 2013, page 46-68 Carney, Richard W. and Child, Travers Barclay
Changes to the ownership and control of East Asian corporations between 1996 and 2008: The primacy of politics
Volume 107, Issue 2, February 2013, page 494-513 Acharya, Viral, Schnabl, Philipp, and Suarez, Gustavo
Securitization without risk transfer
Volume 107, Issue 3, March 2013, page 515-536 Ferson, Wayne, Nallareddy, Suresh, and Xie, Biqin
The "out-of-sample" performance of long run risk models
Volume 107, Issue 3, March 2013, page 537-556 Aktas, Nihat, deBodt, Eric, and Roll, Richard
Negotiations under the threat of an auction
Volume 108, Issue 1, April 2013, page 99-117 Custódio, Cláudia, Ferreira, Miguel A., and Matos, Pedro
Generalists versus specialists: Lifetime work experience and CEO pay
Volume 108, Issue 2, May 2013, page 471-492

Dyreng, Scott D., Lindsey, Bradley P., and Thornock , Jacob R.
Exploring the role Delaware plays as a domestic tax haven
Volume 108, Issue 3, June 2013, page 751-772

Garcia-Appendini, Emilia, and Montoriol-Garriga, Judit
Firms as liquidity providers: Evidence from the 2007-2008 financial crisis
Volume 109, Issue 1, July 2013, page 272-291

Eisfeldt, Andrea L., and Kuhnen, Camelia
CEO turnover in a competitive assignment framework
Volume 109, Issue 2, August 2013, page 351-372

Cornaggia, Jess
Does risk management matter? Evidence from the U.S. agricultural industry
Volume 109, Issue 2, August 2013, page 419-440

Green, T. Clifton, and Jame, Russell
Company name fluency, investor recognition,and firm value
Volume 109, Issue 2, August 2013, page 419-440

Vijh , Anand M., and Yang, Ke
Are small firms less vulnerable to overpriced stock offers?
Volume 110, Issue 1, October 2013, page 61-86

Deng, Xin, Low, Buen Sin, and Kang, Jun-koo
Corporate social responsibility and stakeholder value maximization: Evidence from mergers
Volume 110, Issue 1, October 2013, page 87-109

Bakshi, Gurdip and Panayotov, George
Predictability of currency carry trades and asset pricing implications
Volume 110, Issue 1, October 2013, page 139-163

Nain, Amrita, and Yao, Tong
Mutual fund skill and the performance of corporate acquirers
Volume 110, Issue 2, November 2013, page 437-456

Du, Du
General equilibrium pricing of currency and currency options
Volume 110, Issue 3, December 2013, page 730-751

Frazzini, Andrea, and Pedersen, Lasse Heje
Betting against beta
Volume 111, Issue 1, January 2014, page 1-25
Rydqvist, Kristian, Spizman, Joshua, and Strebulaev, Ilya
Government policy and ownership of equity securities
Volume 111, Issue 1, January 2014, page 70-85

Tahoun, Ahmed
The role of stock ownership by US members of Congress on the market for political favors
Volume 111, Issue 1, January 2014, page 86-110

Leippold, Markus, and Stromberg, Jacob
Time-changed Levy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube
Volume 111, Issue 1, January 2014, page 224-250

Giesecke, Kay, Longstaff, Francis, Schaefer, Stephen, and Strebulaev, Ilya
Macroeconomic effect of corporate default crises: A long-term perspective

Volume 111, Issue 1, February 2014, page 297-310

Savov, Alexi
The price of skill: Performance evaluation by households
Volume 112, Issue 2, May 2014, page 213-231

Savor, Pavel, and Wilson, Mungo
Asset pricing: A tale of two days
Volume 113, Issue 2, August 2014, page 171-201

Danis, Andras, Rettl, Daniel A., and Whited, Toni M.
Refinancing, profitability and capital structure
Volume 114, Issue 3, December 2014, pages 424-443.

Chen, Ding, Härkönen, Hannu J., and Newton, David P.
Advancing the universality of quadrature methods to any underlying process for option pricing
Volume 114, Issue 3, December 2014, pages 600-612.

Michaelides, Alexander, Milidonis, Andreas, Nishiotis, George, and Papakyriakou, Panayiotis
The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
Volume 116, Issue 3, June 2015, page 526-547

Floyd, Eric, Li, Nan, and Skinner, Douglas
Payout policy through the financial crisis: The growth of repurchases and the resilience of dividends
Volume 118, Issue 2, November 2015, page 299-316

Mullins, William, and Schoar, Antoinette
How do CEOs see their roles? Management philosophies and styles in family and non-family firms
Volume 119, Issue 1, January 2016, page

Giglio, Stefano, Kelly, Bryan, and Pruitt, Seth
Systemic risk and the macroeconomy: An empirical evaluation
Volume 119, Issue 3, March 2016, page

Ferson, Wayne, and Mo, Haitao
Performance measurement with selectivity, market and volatility timing
Volume 121, Issue 1, July 2016, page 93-110

Korteweg, Arthur, and Sorensen, Morten
Skill and luck in private equity performance
Volume , Issue , 2017, page

Agarwal, Vikas, Ruenzi, Stefan, and Weigert, Florian
Tail risk in hedge funds: A unique view from portfolio holdings
Volume , Issue , 2017, page

Cookson, J. Anthony
Leverage and strategic preemption: Lessons from entry plans and incumbent investments
Volume , Issue , 2017, page

Bali, Turan G., Brown, Stephen J., and Tang, Yi
Is economic uncertainty priced in the cross-section of stock returns?
Volume , Issue , 2017, page

Golez, Benjamin, and Koudijs, Peter
Four centuries of return predictability
Volume , Issue , 2017, page

Calomiris, Charles W., and Carlson, Mark
Interbank networks in the national banking era: Their purpose and their role in the panic of 1893
Volume , Issue , 2017, page

Campbell, John Y., Giglio, Stefano, Polk, Christopher, and Turley, Robert
An intertemporal CAPM with stochastic volatility
Volume , Issue , 2018, page

Klasa, Sandy, Ortiz-Molina, Hernan, Serfling, Matthew A., and Srinivasan, Shweta
Protection of trade secrets and capital structure decisions
Volume , Issue , 2018, page

Glaeser, Edward L., and Nathanson, Charles G.
An extrapolative model of house price dynamics
Volume , Issue , 2018, page

Jiang, Fuwei, Lee, Joshua, Martin, Xiumin, and Zhou, Guofu
Manager sentiment and stock returns
Volume , Issue , 2018, page

Hanselaar, Rogier M., Stulz, René M., and van Dijk, Mathijs A.
Do firms issue more equity when markets become more liquid?
Volume , Issue , 2018, page

Michaelides, Alexander, Milidonis, Andreas, and Nishiotis, George
Private information in currency markets
Volume , Issue , 2018, page

Berrada, Tony, Detemple, Jerome, and Rindisbacher, Marcel
Asset pricing with beliefs-dependent risk aversion and learning
Volume , Issue , 2018, page

Wahal, Sunil
The profitability and investment premium: Pre-1963 evidence
Volume , Issue , 2018, page

Choi, Jin Hyuk, Larsen, Kasper, and Seppi, Duane J.
Information and trading targets in a dynamic market equilibrium
Volume , Issue , 2018, page

Bai, Jennie, Bali, Turan G., and Wen, Quan
Common risk factors in the cross-Section of corporate bond returns
Volume , Issue , 2019, page

Wang, Baolian
The cash conversion cycle spread
Volume , Issue , 2019, page

Huang, Dashan, Li, Jiangyuan, Wang, Liyao, and Zhou, Guofu
Time-series momentum: Is it there?
Volume , Issue , 2019, page

Pitkäjärvi, Aleksi, Suominen, Matti, and Vaittinen, Lauri
Cross-asset signals and time series momentum
Volume , Issue , 2019, page

Ham, Charles, Kaplan, Zachary, and Leary, Mark T.
Do dividends convey information about future earnings?
Volume , Issue , 2019, page

Dong, Rui, Fisman, Raymond, Wang, Yongxiang, and Xu, Nianhang
Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts
Volume , Issue , 2019, page

Hennessy, Christopher A., Kasahara, Akitada, and Strebulaev, Ilya A.
Empirical analysis of corporate tax reforms: What is the null and where did it come from?
Volume , Issue , 2019, page

Cho, Thummim
Turning alphas into betas: Arbitrage and the cross-section of risk
Volume , Issue , 2019, page

Corradin, Stefano, and Maddaloni, Angela
The importance of being special: Repo markets during the crisis
Volume , Issue , 2019, page


Journal of Financial Economics

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University of Rochester
Rochester, New York 14627
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