Journal of Financial Economics

October 2019

Volume 134, Issue 1
Pages 1-250

Option prices and costly short-selling

Adem Atmaz, Suleyman Basak

Pages 1 -28

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Average skewness matters

Eric Jondeau, Qunzi Zhang, Xiaoneng Zhu

Pages 29-47

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Size and value in China

Jianan Liu, Robert F. Stambaugh, Yu Yuan

Pages 48-69

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The value of collateral in trade finance

Anna M. Costello

Pages 70-90

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From mining to markets: The evolution of bitcoin transaction fees

David Easley, Maureen O'Hara, Soumya Basu

Pages 91-109

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A tale of two volatilities: Sectoral uncertainty, growth, and asset prices

Gill Segal

Pages 110-140

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Inverted fee structures, tick size, and market quality

Carole Comerton-Forde, Vincent Grégoire, Zhuo Zhong

Pages 141-164

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An asset pricing approach to testing general term structure models

Bent Jesper Christensen, Michel van der Wel

Pages 165-191

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A tug of war: Overnight versus intraday expected returns

Dong Lou, Christopher Polk, Spyros Skouras

Pages 192-213

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Property rights institutions, foreign investment, and the valuation of multinational firms

Leming Lin, Atanas Mihov, Leandro Sanz, Detelina Stoyanova

Pages 214-235

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Crowdsourced employer reviews and stock returns

T. Clifton Green, Ruoyan Huang, Quan Wen, Dexin Zhou

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