Journal of Financial Economics
Green Table of Contents
Volume
138, Issue 3
Pages
593-888 (December 2020)
CoCo issuance and bank fragility
Stefan Avdjiev, Bilyana Bogdanova, Patrick Bolton, Wei Jiang, Anastasia Kartasheva
Fund tradeoffs
Ľuboš Pástor, Robert F.
Stambaugh, Lucian A. Taylor
Pages 614-634
Asset pricing: A tale of night and day
Terrence Hendershott, Dmitry Livdan,
Dominik Rösch
Pages 635-662
Financial intermediation and capital reallocation
Hengjie Ai, Kai Li, Fang Yang
Pages 663-686
Bank net worth and frustrated monetary policy
Alexander K. Zentefis
Pages 687-699
The price effects of liquidity shocks: A study of the SEC’s
tick size experiment
Rui Albuquerque, Shiyun Song, Chen Yao
Dealers’ insurance, market structure, and liquidity
Francesca Carapella, Cyril Monnet
Pages 725-753
Collateral constraints and asset prices
Georgy Chabakauri, Brandon Yueyang Han
Pages 754-776
The effect of minority veto rights on controller pay
tunneling
Jesse M. Fried,
Ehud Kamar, Yishay Yafeh
Pages 777-788
Time-varying demand for lottery: Speculation ahead of
earnings announcements
Bibo Liu, Huijun Wang, Jianfeng Yu, Shen Zhao
Pages 789-817
Persuasion in relationship finance
Ehsan Azarmsa, Lin William Cong
Pages 818-837
Policy uncertainty and corporate credit spreads
Mahsa S. Kaviani, Lawrence Kryzanowski, Hosein Maleki, Pavel Savor
Pages 838-865
Do people feel less at risk? Evidence from disaster
experience
Ming Gao, Yu-Jane Liu, Yushui
Shi
Pages 866-888