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

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

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 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

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 , Issue , 2013, page

Huizinga, Harry and Laeven, Luc
Appendix to: Bank valuation and accounting discretion during a financial crisis
 Volume , Issue , 2013, page

Menkhoff, Lukas, Sarno, Lucio, Schmeling, Maik, and Schrimpf, Andreas
Currency momentum strategies
 Volume , Issue , 2013, page

Becker, Bo, Jacob, Marcus, and Jacob, Martin
Payout taxes and the allocation of investment
Volume , Issue , 2013, page

Bakshi, Gurdip and Panayotov, George
Predictability of currency carry trades and asset pricing implications
Volume , Issue , 2013, page

Ferson, Wayne, Nallareddy, Suresh, and Xie, Biqin
The "out-of-sample" performance of long run risk models
Volume , Issue , 2013, page

Acharya, Viral, Schnabl, Philipp, and Suarez, Gustavo
Securitization without risk transfer
Volume , Issue , 2013, page

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 , Issue , 2013, page

Aktas, Nihat, deBodt, Eric, and Roll, Richard
Negotiations under the threat of an auction
Volume , Issue , 2013, page

Cornaggia, Jess
Does risk management matter? Evidence from the U.S. agricultural industry
Volume , Issue , 2013, page

Custódio, Cláudia, Ferreira, Miguel A., and Matos, Pedro
Generalists versus specialists: Lifetime work experience and CEO pay
Volume , Issue , 2013, page

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

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

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

Rydqvist, Kristian, Spizman, Joshua, and Strebulaev, Ilya
Government policy and ownership of equity securities
Volume , Issue , 2013, page

Vijh, Anand M., and Yang, Ke
Are small firms less vulnerable to overpriced stock offers?
Volume , Issue , 2013, page

Nain, Amrita, and Yao, Tong
Mutual fund skill and the performance of corporate acquirers
Volume , Issue , 2013, page

Leippold, Markus, and Stromberg, Jacob
Time-changed Levy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube
Volume , Issue , 2013, page

Frazzini, Andrea, and Pedersen, Lasse Heje
Betting against beta
Volume , Issue , 2013, page

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Last Updated on 5/14/2013