Journal of Financial Economics - Wikidata - awgldk - TriplyDB

Journal of Financial Economics

Journal of Financial Economics

http://www.wikidata.org/entity/Q1328336

Journal_of_Financial_Economics Journal_of_Financial_Economics %D9%85%D8%AC%D9%84%D9%87_%D8%A7%D9%82%D8%AA%D8%B5%D8%A7%D8%AF_%D9%85%D8%A7%D9%84%DB%8C Journal_of_Financial_Economics Journal_of_Financial_Economics %E0%AE%A8%E0%AE%BF%E0%AE%A4%E0%AE%BF_%E0%AE%AA%E0%AF%8A%E0%AE%B0%E0%AF%81%E0%AE%B3%E0%AE%BE%E0%AE%A4%E0%AE%BE%E0%AE%B0%E0%AE%AE%E0%AF%8D_%E0%AE%AA%E0%AE%B1%E0%AF%8D%E0%AE%B1%E0%AE%BF%E0%AE%AF_%E0%AE%87%E0%AE%A4%E0%AE%B4%E0%AF%8D Journal_of_Financial_Economics Q1328336

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Option pricing when underlying stock returns are discontinuous Does backdating explain the stock price pattern around executive stock option grants?Stock return variances One share-one vote and the market for corporate control Sentiment and stock prices: The case of aviation disasters Fails-to-deliver, short selling, and market quality Crises and confidence: Systemic banking crises and depositor behavior Ambiguity aversion and household portfolio choice puzzles: Empirical evidence.Redistribution by insurance market regulation: Analyzing a ban on gender-based retirement annuities Time is money: Rational life cycle inertia and the delegation of investment management.Reaching out: Access to and use of banking services across countries Banking crises, financial dependence, and growth Law, endowments, and finance Finance and the sources of growth Corporate financing and investment decisions when firms have information that investors do not have Common risk factors in the returns on stocks and bonds An equilibrium characterization of the term structure Disappearing dividends: changing firm characteristics or lower propensity to pay?Estimating betas from nonsynchronous data A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Asymmetric correlations of equity portfolios Convergence trading with wealth effects: an amplification mechanism in financial markets Hedge fund leverage Transaction taxes and the behavior of the Swedish stock market A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory An intertemporal asset pricing model with stochastic consumption and investment opportunities Investment and the weighted average cost of capital Option pricing: A simplified approach All in the family Nesting symmetric and asymmetric GARCH models Estimating systemic risk in the international financial system Asset pricing with liquidity risk Bid, ask and transaction prices in a specialist market with heterogeneously informed traders The law and economics of self-dealing Theory of the firm: Managerial behavior, agency costs and ownership structure Vulture investors and the market for control of distressed firms Institutional trading and alternative trading systems Investor protection and corporate governance Using daily stock returns The consumption of stockholders and nonstockholders Women in the boardroom and their impact on governance and performance☆

P1433

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Journal of Financial Economics

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