Journal of Financial Economics

Article	Citations
Editorial Board	2132
Editorial Board	1931
Editorial Board	1401
Editorial Board	1397
Arbitrage-based recovery	1290
Financial factors and the propagation of the Great Depression	762
Finance and the supply of housing quality	748
Set it and forget it? Financing retirement in an age of defaults	679
Momentum turning points	464
What matters in a characteristic?	451
Bank heterogeneity and financial stability	444
Risk-free interest rates	416
Monetary policy expectation errors	399
Expected return, volume, and mispricing	388
CEO compensation: Evidence from the field	310
The role of financial conditions in portfolio choices: The case of insurers	289
Editorial Board	280
The invention of corporate governance	234
Institutional investors, heterogeneous benchmarks and the comovement of asset prices	195
Loan spreads and credit cycles: The role of lenders’ personal economic experiences	166
Why are corporate payouts so high in the 2000s?	163
Direct lenders in the U.S. middle market	162
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies	162
Persistent negative cash flows, staged financing, and the stockpiling of cash balances	159
Conditional risk	152

Racial disparities in the Paycheck Protection Program	150
Voting and trading: The shareholder’s dilemma	148
Bitcoin’s limited adoption problem	141
Sovereign risk premia and global macroeconomic conditions	136
Betting against betting against beta	136
And the children shall lead: Gender diversity and performance in venture capital	132
Machine-learning the skill of mutual fund managers	130
The return of return dominance: Decomposing the cross-section of prices	126
Asset life, leverage, and debt maturity matching	117
Insurance and portfolio decisions: Two sides of the same coin?	113
Global factor premiums	111
Editorial Board	110
Entangled risks in incomplete FX markets	110
Gig labor: Trading safety nets for steering wheels	108
Aspirational utility and investment behavior	107
Have risk premia vanished?	106
Democracy and the pricing of initial public offerings around the world	105
The risk and return of impact investing funds	103
Financing breakthroughs under failure risk	97
Equity tail risk and currency risk premiums	97
M&A rumors about unlisted firms	96
Bank liquidity provision across the firm size distribution	95
Market efficiency in the age of big data	94
Corporate culture: Evidence from the field	91
Do investors care about carbon risk?	91
Informed trading in government bond markets	89
Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence	89
Independent regulators and financial stability evidence from gubernatorial election campaigns in the Progressive Era	89
Self-Declared benchmarks and fund manager intent: “Cheating” or competing?	87
Employee output response to stock market wealth shocks	87
Discrimination in the payments chain	86
Micro uncertainty and asset prices	86
Peer selection and valuation in mergers and acquisitions	85
Heterogeneous liquidity providers and night-minus-day return predictability	85
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark	85
Is there a home field advantage in global markets?	84
The value of intermediation in the stock market	84
Does customer-base structure influence managerial risk-taking incentives?	83
Financial education affects financial knowledge and downstream behaviors	81
High policy uncertainty and low implied market volatility: An academic puzzle?	80
Shale shocked: Cash windfalls and household debt repayment	79
Core earnings: New data and evidence	78
Priced risk in corporate bonds	77
Evergreening	76
Network risk and key players: A structural analysis of interbank liquidity	76
Asymmetric information, disagreement, and the valuation of debt and equity	75
Editorial Board	75
Editorial Board	75
Editorial Board	75
Editorial Board	74

Gravity, counterparties, and foreign investment	73
Reaching for yield: Evidence from households	73
Intermediary balance sheets and the treasury yield curve	73
Financing the litigation arms race	73
Who creates new firms when local opportunities arise?	73
Liquidity, pledgeability, and the nature of lending	72
Flattening the curve: Pandemic-Induced revaluation of urban real estate	72
Intermediary financing without commitment	72
Skill versus reliability in venture capital	72
The short- and long-run effects of remote work on U.S. housing markets	71
What are the events that shake our world? Measuring and hedging global COVOL	71
The death of a regulator: Strict supervision, bank lending, and business activity	70
Machine learning and fund characteristics help to select mutual funds with positive alpha	70
Count (and count-like) data in finance	70
Editorial Board	68
Warp speed price moves: Jumps after earnings announcements	67
Understanding the strength of the dollar	67
Peak-Bust rental spreads	67
Fintech entry, lending market competition, and welfare	66
Keeping options open: What motivates entrepreneurs?	66
The negativity bias and perceived return distributions: Evidence from a pandemic	65
Dynastic control without ownership: Evidence from post-war Japan	63
Endogenous inattention and risk-specific price underreaction in corporate bonds	62
Refinancing cross-subsidies in the mortgage market	62
The fundamental-to-market ratio and the value premium decline	62
Dynamic asset (mis)pricing: Build-up versus resolution anomalies	62
Sustainable investing with ESG rating uncertainty	61
Patent quality, firm value, and investor underreaction: Evidence from patent examiner busyness	61
The cost of steering in financial markets: Evidence from the mortgage market	61
Editorial Board	60
Revealing corruption: Firm and worker level evidence from Brazil	60
Rules versus discretion in capital regulation	58
International trade and the risk in bilateral exchange rates	58
Honoring Michael C. Jensen	58
Strategic arbitrage in segmented markets	57
Market power in wholesale funding: A structural perspective from the triparty repo market	57
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models	56
Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 1933	56
Validity, tightness, and forecasting power of risk premium bounds	56
Asset holders’ consumption risk and tests of conditional CCAPM	55
Borrow now, pay even later: A quantitative analysis of student debt payment plans	55
Competition, Product differentiation and Crises: Evidence from 18 million securitized loans	55
Fire-sale risk in the leveraged loan market	55
Consumer-lending discrimination in the FinTech Era	54
Expansionary yet different: Credit supply and real effects of negative interest rate policy	54
Closing auctions: Nasdaq versus NYSE	54
Salience theory and the cross-section of stock returns: International and further evidence	53
Expected idiosyncratic volatility	53
Let the rich be flooded: The distribution of financial aid and distress after hurricane harvey	52
Dissecting green returns	52
Venture capital contracts	51
Editorial Board	51
Editorial Board	50
Erratum to “Heterogeneous intermediary asset pricing” [Journal of Financial Economics 141/2 (2021) 505-532]	50
A quantitative analysis of bank lending relationships	49
What do outside CEOs really do? Evidence from plant-level data	48
Empirical evaluation of overspecified asset pricing models	48
Impact of marketplace lending on consumers’ future borrowing capacities and borrowing outcomes	48
Treasury option returns and models with unspanned risks	48
The cross-section of investment and profitability: Implications for asset pricing	48
Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis	47
Persistent and transitory components of firm characteristics: Implications for asset pricing	47
Common shocks in stocks and bonds	46
Realized semibetas: Disentangling “good” and “bad” downside risks	46
The consequences of student loan credit expansions: Evidence from three decades of default cycles	46
Value creation in shareholder activism	45
Efficient estimation of bid–ask spreads from open, high, low, and close prices	45
Missing values handling for machine learning portfolios	45
Fed information effects: Evidence from the equity term structure	44
Lifting the veil: The price formation of corporate bond offerings	44
Editorial Board	44
Long-term discount rates do not vary across firms	44
Causal effects of closing businesses in a pandemic	43
Do the right firms survive bankruptcy?	43
Can the changes in fundamentals explain the attenuation of anomalies?	43
LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints	42
What moves treasury yields?	42
The economics of “Buy Now, Pay Later”: A merchant’s perspective	42
Foreign investment of US multinationals: The effect of tax policy and agency conflicts.	42
In sickness and in debt: The COVID-19 impact on sovereign credit risk	42

Editorial Board	42
Global Business Networks	41
Strategic digitization in currency and payment competition	41
Social interactions and households’ flood insurance decisions	41