Journal of Financial Economics

August 2019

 
Volume 133,  Issue 2
Pages 251-538

Why did the q theory of investment start working?

Daniel Andrei, William Mann, Nathalie Moyen

Pages 251-272

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Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation

Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, Richard Roll, Junbo Wang

Pages 273-298

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How news and its context drive risk and returns around the world

Charles W. Calomiris, Harry Mamaysky

Pages 299-336

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Government debt and corporate leverage: International evidence

Irem Demirci, Jennifer Huang, Clemens Sialm

Pages 337-356

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A capital structure channel of monetary policy

Benjamin Grosse-Rueschkamp, Sascha Steffen, Daniel Streitz

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The effect of bank monitoring on public bond terms

Zhiming Ma, Derrald Stice, Christopher Williams

Pages 379-396

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Volatility and the cross-section of corporate bond returns

Kee H. Chung, Junbo Wang, Chunchi Wu

Pages 397-417

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Do firms hedge with foreign currency derivatives for employees?

Pinghsun Huang, Hsin-Yi Huang, Yan Zhang

Pages 418-440

Preprint not available

 

The role of executive cash bonuses in providing individual and team incentives

Wayne R. Guay, John D. Kepler, David Tsui

Pages 441-471

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The cash conversion cycle spread

Baolian Wang

Pages 472-497

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Does social capital mitigate agency problems? Evidence from Chief Executive Officer (CEO) compensation

Chun Keung(Stan) Hoi, Qiang Wu, Hao Zhang

Pages 498-519

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Interconnectedness in the interbank market

Celso Brunetti, Jeffrey H. Harris, Shawn Mankad, George Michailidis

Pages 520-538

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