Journal of Financial Economics

Article	Citations
Quantifying the impact of red tape on investment: A survey data approach	1750
Unlocking clients: The importance of relationships in the financial advisory industry	1523
The cost of steering in financial markets: Evidence from the mortgage market	1169
Disclosing and cooling-off: An analysis of insider trading rules	1117
Strategic arbitrage in segmented markets	1074
Bank competition and household privacy in a digital payment monopoly	835
The real and financial effects of internal liquidity: Evidence from the Tax Cuts and Jobs Act	619
Editorial Board	561
Motivating collusion	523
Editorial Board	385
Closing auctions: Nasdaq versus NYSE	380
The rate of communication	352
Ambiguity about volatility and investor behavior	341
Revealing corruption: Firm and worker level evidence from Brazil	308
Expansionary yet different: Credit supply and real effects of negative interest rate policy	260
Voluntary disclosure with evolving news	237
Venture capital contracts	236
Volatility and the cross-section of returns on FX options	226
Editorial Board	212
The diversification and welfare effects of robo-advising	172
Intermediary-based equity term structure	168
Modeling volatility in dynamic term structure models	145
Failing to forecast rare events	140
Editorial Board	137
Editorial Board	136

Editorial	135
Editorial Board	134
Editorial Board	133
The short-termism trap: Catering to informed investors with limited horizons	132
Set it and forget it? Financing retirement in an age of defaults	125
Paying for beta: Leverage demand and asset management fees	119
Editorial Board	117
Editorial Board	117
Capital forbearance in the bank recovery and resolution game	115
Shattered housing	114
Do low search costs facilitate like-buys-like mergers? Evidence from common bank networks	112
Leverage	110
Sitting bucks: Stale pricing in fixed income funds	107
Monetary policy expectation errors	105
Asset holders’ consumption risk and tests of conditional CCAPM	103
Optimal financing with tokens	101
Financing constraints, home equity and selection into entrepreneurship	99
Does regulatory cooperation help integrate equity markets?	96
Broken promises, competition, and capital allocation in the mutual fund industry	94
The jump leverage risk premium	93
Editorial Board	93
Market power in wholesale funding: A structural perspective from the triparty repo market	91
Fire-sale risk in the leveraged loan market	91
Dynamic resource allocation with hidden volatility	90
Borrow now, pay even later: A quantitative analysis of student debt payment plans	89
Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 1933	89
From employee to entrepreneur: The role of unemployment risk	86
Arbitrage-based recovery	86
Four facts about ESG beliefs and investor portfolios	84
Crowdsourcing peer information to change spending behavior	84
The global factor structure of exchange rates	81
Delayed crises and slow recoveries	81
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models	78
Dominant currency debt	77
The SOFR discount	76
Do limits to arbitrage explain the benefits of volatility-managed portfolios?	75
What matters in a characteristic?	75
Contracting without contracting institutions: The trusted assistant loan in 19th century China	73
The “7% solution” and IPO (under)pricing	73
The effect of female leadership on contracting from Capitol Hill to Main Street	72
Pervasive underreaction: Evidence from high-frequency data	71
The high volume return premium and economic fundamentals	71
Competition, Product differentiation and Crises: Evidence from 18 million securitized loans	70
Finance and the supply of housing quality	70
Bank heterogeneity and financial stability	69
Banks as patient lenders: Evidence from a tax reform	68
The use of asset growth in empirical asset pricing models	68
Negative peer disclosure	67
Financial constraints, cash flow timing patterns, and asset prices	67
Flexibility costs of debt: Danish exporters during the cartoon crisis	66

Young firms, old capital	66
More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends	66
Intermediation frictions in debt relief: Evidence from CARES Act forbearance	65
Reciprocal lending relationships in shadow banking	65
Creditor rights, collateral reuse, and credit supply	65
Benchmark interest rates when the government is risky	64
The impact of arbitrage on market liquidity	64
Momentum turning points	64
Validity, tightness, and forecasting power of risk premium bounds	63
Risk-free interest rates	62
Monetary tightening and U.S. bank fragility in 2023: Mark-to-market losses and uninsured depositor runs?	62
The role of financial conditions in portfolio choices: The case of insurers	61
Understanding momentum and reversal	61
Fire sale risk and expected stock returns	61
Expected return, volume, and mispricing	61
The effect of media-linked directors on financing and external governance	61
From patriarchy to partnership: Gender equality and household finance	60
The governance of director compensation	60
Central bank communication and the yield curve	60
Salience theory and the cross-section of stock returns: International and further evidence	59
Brexit and the contraction of syndicated lending	59
Let the rich be flooded: The distribution of financial aid and distress after hurricane harvey	58
Self-imposed liquidity constraints via voluntary debt repayment	58
Financial transaction taxes and the informational efficiency of financial markets: A structural estimation	58
Uncertainty, access to debt, and firm precautionary behavior	58
International trade and the risk in bilateral exchange rates	58
A theory of financial media	57
Measuring the welfare cost of asymmetric information in consumer credit markets	57
Common ownership and innovation efficiency	57
Corporate actions and the manipulation of retail investors in China: An analysis of stock splits	57
Consumer-lending discrimination in the FinTech Era	57
What do you think about climate finance?	57
CEO compensation: Evidence from the field	57
A frog in every pan: Information discreteness and the lead-lag returns puzzle	57
Real effects of climate policy: Financial constraints and spillovers	57
Air pollution, behavioral bias, and the disposition effect in China	55
Do activist hedge funds target female CEOs? The role of CEO gender in hedge fund activism	54
The social signal	54
The impact of impact investing	54
The effects of disclosure and enforcement on payday lending in Texas	54
The colour of finance words	54
Financial inclusion, economic development, and inequality: Evidence from Brazil	53
Financial development and labor market outcomes: Evidence from Brazil	53
The Wall Street stampede: Exit as governance with interacting blockholders	52
Extrapolative beliefs in the cross-section: What can we learn from the crowds?	52
Persistent government debt and aggregate risk distribution	52
The cross-section of intraday and overnight returns	51
Corporate flexibility in a time of crisis	50
Political ideology and international capital allocation	50
Dissecting green returns	49
Financial factors and the propagation of the Great Depression	49
The democratization of investment research and the informativeness of retail investor trading	48
Angel investment and first impressions	48
What is CEO overconfidence? Evidence from executive assessments	48
Why are commercial loan rates so sticky? The effect of private information on loan spreads	47
Editorial Board	47
Intraday arbitrage between ETFs and their underlying portfolios	47
Editorial Board	47
Inflation and Disintermediation	47
What do outside CEOs really do? Evidence from plant-level data	47
Stock return ignorance	47
Value creation in shareholder activism	47
Editorial Board	47
Cleansing by tight credit: Rational cycles and endogenous lending standards	47
Editorial Board	46
Editorial Board	46
Why are corporate payouts so high in the 2000s?	46
Editorial Board	46
The volatility puzzle of the beta anomaly	45
Editorial Board	45
Editorial Board	44
Direct lenders in the U.S. middle market	44
A tale of two types: Generalists vs. specialists in asset management	44
Conditional risk	44
Does paycheck frequency matter? Evidence from micro data	44
Token-based platform governance	44
Demand-and-supply imbalance risk and long-term swap spreads	43
Editorial Board	43
The distributional effects of student loan forgiveness	43
Asset pricing with heterogeneous agents and long-run risk	43

Sovereign risk premia and global macroeconomic conditions	42
Editorial Board	42
Banks funding, leverage, and investment	41
The bank as Grim Reaper: Debt composition and bankruptcy thresholds	41
The pass-through of uncertainty shocks to households	41
Extracting extrapolative beliefs from market prices: An augmented present-value approach	40
Pricing of index options in incomplete markets	40
What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market	39
Labor leverage, coordination failures, and aggregate risk	39
Racial disparities in the Paycheck Protection Program	39
Small and vulnerable: SME productivity in the great productivity slowdown	38
Feedback loops in industry trade networks and the term structure of momentum profits	38
Reaching for yield and the housing market: Evidence from 18th-century Amsterdam	38