Journal of Financial Economics

Article	Citations
Editorial Board	1937
Editorial Board	1758
Editorial Board	1307
Monetary policy expectation errors	1276
Editorial Board	1199
Arbitrage-based recovery	888
Financial factors and the propagation of the Great Depression	699
Bank heterogeneity and financial stability	678
Set it and forget it? Financing retirement in an age of defaults	598
Momentum turning points	424
What matters in a characteristic?	420
Expected return, volume, and mispricing	402
The role of financial conditions in portfolio choices: The case of insurers	384
Finance and the supply of housing quality	350
CEO compensation: Evidence from the field	325
Risk-free interest rates	292
Uncertainty, access to debt, and firm precautionary behavior	267
Editorial Board	258
Direct lenders in the U.S. middle market	230
Loan spreads and credit cycles: The role of lenders’ personal economic experiences	186
Sovereign risk premia and global macroeconomic conditions	182
Persistent negative cash flows, staged financing, and the stockpiling of cash balances	154
Why are corporate payouts so high in the 2000s?	152
The invention of corporate governance	150
And the children shall lead: Gender diversity and performance in venture capital	150

Betting against betting against beta	149
Conditional risk	146
Racial disparities in the Paycheck Protection Program	143
Voting and trading: The shareholder’s dilemma	139
Machine-learning the skill of mutual fund managers	135
Institutional investors, heterogeneous benchmarks and the comovement of asset prices	129
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies	127
Bitcoin’s limited adoption problem	126
The return of return dominance: Decomposing the cross-section of prices	125
Asset life, leverage, and debt maturity matching	125
The risk and return of impact investing funds	118
Entangled risks in incomplete FX markets	117
Editorial Board	116
Gig labor: Trading safety nets for steering wheels	112
Insurance and portfolio decisions: Two sides of the same coin?	105
Financing breakthroughs under failure risk	105
Global factor premiums	101
M&A rumors about unlisted firms	100
Democracy and the pricing of initial public offerings around the world	100
Have risk premia vanished?	99
Market efficiency in the age of big data	98
Aspirational utility and investment behavior	96
Bank liquidity provision across the firm size distribution	95
Equity tail risk and currency risk premiums	93
Corporate culture: Evidence from the field	92
Do investors care about carbon risk?	91
Discrimination in the payments chain	90
Independent regulators and financial stability evidence from gubernatorial election campaigns in the Progressive Era	89
Life after LIBOR	88
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark	88
Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence	87
Evergreening	87
Self-Declared benchmarks and fund manager intent: “Cheating” or competing?	84
Heterogeneous liquidity providers and night-minus-day return predictability	81
The value of intermediation in the stock market	81
Peer selection and valuation in mergers and acquisitions	80
Informed trading in government bond markets	80
Core earnings: New data and evidence	79
Employee output response to stock market wealth shocks	79
Volatility, intermediaries, and exchange rates	78
Is there a home field advantage in global markets?	78
Priced risk in corporate bonds	78
Does common ownership really increase firm coordination?	77
Financial education affects financial knowledge and downstream behaviors	77
Micro uncertainty and asset prices	76
Network risk and key players: A structural analysis of interbank liquidity	75
High policy uncertainty and low implied market volatility: An academic puzzle?	73
Shale shocked: Cash windfalls and household debt repayment	72
Editorial Board	71
Does customer-base structure influence managerial risk-taking incentives?	71

Editorial Board	70
Asymmetric information, disagreement, and the valuation of debt and equity	70
Editorial Board	70
Editorial Board	70
Financing the litigation arms race	69
Who creates new firms when local opportunities arise?	69
Reaching for yield: Evidence from households	69
Skill versus reliability in venture capital	69
Liquidity, pledgeability, and the nature of lending	69
The death of a regulator: Strict supervision, bank lending, and business activity	69
What are the events that shake our world? Measuring and hedging global COVOL	68
Intermediary balance sheets and the treasury yield curve	68
Intermediary financing without commitment	67
Machine learning and fund characteristics help to select mutual funds with positive alpha	66
Flattening the curve: Pandemic-Induced revaluation of urban real estate	66
The short- and long-run effects of remote work on U.S. housing markets	66
Gravity, counterparties, and foreign investment	66
Count (and count-like) data in finance	66
Dynastic control without ownership: Evidence from post-war Japan	65
Editorial Board	65
Endogenous inattention and risk-specific price underreaction in corporate bonds	65
Peak-Bust rental spreads	65
Keeping options open: What motivates entrepreneurs?	65
Understanding the strength of the dollar	64
Fintech entry, lending market competition, and welfare	64
Dynamic asset (mis)pricing: Build-up versus resolution anomalies	63
Refinancing cross-subsidies in the mortgage market	63
The negativity bias and perceived return distributions: Evidence from a pandemic	62
Patent quality, firm value, and investor underreaction: Evidence from patent examiner busyness	61
Warp speed price moves: Jumps after earnings announcements	61
The fundamental-to-market ratio and the value premium decline	60
Sustainable investing with ESG rating uncertainty	59
Strategic arbitrage in segmented markets	59
Borrow now, pay even later: A quantitative analysis of student debt payment plans	59
Expected idiosyncratic volatility	58
Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 1933	57
Rules versus discretion in capital regulation	57
Editorial Board	57
Competition, Product differentiation and Crises: Evidence from 18 million securitized loans	57
Revealing corruption: Firm and worker level evidence from Brazil	57
International trade and the risk in bilateral exchange rates	56
Asset holders’ consumption risk and tests of conditional CCAPM	56
Closing auctions: Nasdaq versus NYSE	55
Honoring Michael C. Jensen	55
Consumer-lending discrimination in the FinTech Era	55
Fire-sale risk in the leveraged loan market	55
The cost of steering in financial markets: Evidence from the mortgage market	55
Brexit and the contraction of syndicated lending	55
Expansionary yet different: Credit supply and real effects of negative interest rate policy	54
Venture capital contracts	54
Let the rich be flooded: The distribution of financial aid and distress after hurricane harvey	53
Salience theory and the cross-section of stock returns: International and further evidence	53
Validity, tightness, and forecasting power of risk premium bounds	53
Dissecting green returns	52
Market power in wholesale funding: A structural perspective from the triparty repo market	52
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models	52
Editorial Board	51
Editorial Board	51
Erratum to “Heterogeneous intermediary asset pricing” [Journal of Financial Economics 141/2 (2021) 505-532]	51
The cross-section of investment and profitability: Implications for asset pricing	50
The consequences of student loan credit expansions: Evidence from three decades of default cycles	50
Treasury option returns and models with unspanned risks	49
Efficient estimation of bid–ask spreads from open, high, low, and close prices	49
Value creation in shareholder activism	49
Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis	49
Empirical evaluation of overspecified asset pricing models	49
Realized semibetas: Disentangling “good” and “bad” downside risks	48
Lifting the veil: The price formation of corporate bond offerings	48
Long-term discount rates do not vary across firms	48
Common shocks in stocks and bonds	47
Capital supply and corporate bond issuances: Evidence from mutual fund flows	47
Impact of marketplace lending on consumers’ future borrowing capacities and borrowing outcomes	47
What do outside CEOs really do? Evidence from plant-level data	46
Missing values handling for machine learning portfolios	46
The local innovation spillovers of listed firms	46
Persistent and transitory components of firm characteristics: Implications for asset pricing	46
Fed information effects: Evidence from the equity term structure	45
Editorial Board	45
Can the changes in fundamentals explain the attenuation of anomalies?	45
LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints	44

Macro risks and the term structure of interest rates	43
Foreign investment of US multinationals: The effect of tax policy and agency conflicts.	42
Causal effects of closing businesses in a pandemic	42
Lucky factors	42
Do the right firms survive bankruptcy?	42
How monetary policy shaped the housing boom	42
In sickness and in debt: The COVID-19 impact on sovereign credit risk	42
What moves treasury yields?	42
Social interactions and households’ flood insurance decisions	41