Journal of Financial Economics,  December, 2019 

Green Table of Contents 

 

Volume 134, Issue 3

Pages 501-760  

 

 

Characteristics are covariances: A unified model of risk and return

    Bryan T. Kelly, Seth Pruitt, Yinan Su

    Pages 501-524

Link to preprint

 

Stunted firms: The long-term impacts of colonial taxation

    Gabriel Natividad

    Pages 525-548

Link to preprint

 

A large-scale approach for evaluating asset pricing models

    Laurent Barras

    Pages 549-569

Link to preprint

 

WhatŐs in a (school) name? Racial discrimination in higher education bond markets

    Casey Dougal, Pengjie Gao, William J. Mayew, Christopher A. Parsons

    Pages 570-590

Link to preprint

 

Growing up without finance

    James R. Brown, J. Anthony Cookson, Rawley Z. Heimer

    Pages 591-616

Link to preprint

 

 

Time-varying ambiguity, credit spreads, and the levered equity premium

    Zhan Shi

    Pages 617-646

Link to preprint

 

Counterparty credit risk and derivatives pricing

    Gang Li, Chu Zhang

    Pages 647-668

Green print not available

Request copy from author via ResearchGate

 

Mutual fund board connections and proxy voting

    Paul Calluzzo, Simi Kedia

    Pages 669-688

Link to preprint

 

Notes on the yield curve

    Ian W. R. Martin, Stephen A. Ross

    Pages 689-702

Link to preprint

(publisherŐs pdf made open access by Elsevier)

 

Effects of separating commercial and investment banking: Evidence from the dissolution of a joint venture investment bank

    Fumio Akiyoshi

    Pages 703-714

Green print not available

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Do real estate agents have information advantages in housing markets?

    Sumit Agarwal, Jia He, Tien Foo Sing, Changcheng Song

    Pages 715-735

Link to preprint

 

 

Expectation and duration at the effective lower bound

    Thomas B. King

    Pages 736-760

Link to preprint