Journal of Financial Economics

Article	Citations
Editorial Board	1887
Editorial Board	1694
Editorial Board	1276
Bank heterogeneity and financial stability	1222
Editorial Board	1162
Arbitrage-based recovery	879
Finance and the supply of housing quality	677
Set it and forget it? Financing retirement in an age of defaults	635
Momentum turning points	574
What matters in a characteristic?	414
Monetary policy expectation errors	408
Expected return, volume, and mispricing	390
Financial factors and the propagation of the Great Depression	371
CEO compensation: Evidence from the field	338
The role of financial conditions in portfolio choices: The case of insurers	294
Risk-free interest rates	285
Uncertainty, access to debt, and firm precautionary behavior	254
Editorial Board	252
Racial disparities in the Paycheck Protection Program	230
Loan spreads and credit cycles: The role of lenders’ personal economic experiences	183
Conditional risk	179
Direct lenders in the U.S. middle market	150
Bitcoin’s limited adoption problem	147
Betting against betting against beta	146
And the children shall lead: Gender diversity and performance in venture capital	145

Institutional investors, heterogeneous benchmarks and the comovement of asset prices	144
Why are corporate payouts so high in the 2000s?	142
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies	141
Machine-learning the skill of mutual fund managers	135
Sovereign risk premia and global macroeconomic conditions	128
Voting and trading: The shareholder’s dilemma	128
Democracy and the pricing of initial public offerings around the world	123
Persistent negative cash flows, staged financing, and the stockpiling of cash balances	123
Asset life, leverage, and debt maturity matching	121
Equity tail risk and currency risk premiums	120
Entangled risks in incomplete FX markets	116
Aspirational utility and investment behavior	114
Editorial Board	110
Gig labor: Trading safety nets for steering wheels	109
Financing breakthroughs under failure risk	105
Have risk premia vanished?	101
Insurance and portfolio decisions: Two sides of the same coin?	100
M&A rumors about unlisted firms	100
Monetary policy at work: Security and credit application registers evidence	98
Global factor premiums	97
Market efficiency in the age of big data	96
The risk and return of impact investing funds	96
Corporate culture: Evidence from the field	94
Bank liquidity provision across the firm size distribution	93
Do investors care about carbon risk?	92
Discrimination in the payments chain	91
Independent regulators and financial stability evidence from gubernatorial election campaigns in the Progressive Era	88
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark	88
Self-Declared benchmarks and fund manager intent: “Cheating” or competing?	87
Core earnings: New data and evidence	87
The value of intermediation in the stock market	86
Micro uncertainty and asset prices	85
Heterogeneous liquidity providers and night-minus-day return predictability	84
Volatility, intermediaries, and exchange rates	82
Peer selection and valuation in mergers and acquisitions	79
High policy uncertainty and low implied market volatility: An academic puzzle?	78
Informed trading in government bond markets	78
Financial education affects financial knowledge and downstream behaviors	77
Employee output response to stock market wealth shocks	77
Shale shocked: Cash windfalls and household debt repayment	76
Priced risk in corporate bonds	76
Does common ownership really increase firm coordination?	76
Network risk and key players: A structural analysis of interbank liquidity	75
Life after LIBOR	75
Is there a home field advantage in global markets?	74
Does customer-base structure influence managerial risk-taking incentives?	74
Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence	73
Evergreening	72
Editorial Board	71
Editorial Board	70

Asymmetric information, disagreement, and the valuation of debt and equity	70
Editorial Board	70
Intermediary financing without commitment	68
Skill versus reliability in venture capital	68
Editorial Board	68
Intermediary balance sheets and the treasury yield curve	68
The short- and long-run effects of remote work on U.S. housing markets	67
Gravity, counterparties, and foreign investment	67
Reaching for yield: Evidence from households	67
Liquidity, pledgeability, and the nature of lending	66
Financing the litigation arms race	66
Who creates new firms when local opportunities arise?	66
Machine learning and fund characteristics help to select mutual funds with positive alpha	65
The death of a regulator: Strict supervision, bank lending, and business activity	65
What are the events that shake our world? Measuring and hedging global COVOL	65
Flattening the curve: Pandemic-Induced revaluation of urban real estate	65
Peak-Bust rental spreads	64
Editorial Board	64
Count (and count-like) data in finance	64
Dynastic control without ownership: Evidence from post-war Japan	63
Understanding the strength of the dollar	63
Endogenous inattention and risk-specific price underreaction in corporate bonds	63
Fintech entry, lending market competition, and welfare	63
Keeping options open: What motivates entrepreneurs?	62
Warp speed price moves: Jumps after earnings announcements	62
The fundamental-to-market ratio and the value premium decline	62
The negativity bias and perceived return distributions: Evidence from a pandemic	61
Dynamic asset (mis)pricing: Build-up versus resolution anomalies	61
Refinancing cross-subsidies in the mortgage market	60
Patent quality, firm value, and investor underreaction: Evidence from patent examiner busyness	59
Sustainable investing with ESG rating uncertainty	59
Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 1933	58
Borrow now, pay even later: A quantitative analysis of student debt payment plans	58
Expected idiosyncratic volatility	58
Strategic arbitrage in segmented markets	58
Revealing corruption: Firm and worker level evidence from Brazil	57
Editorial Board	57
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models	56
Asset holders’ consumption risk and tests of conditional CCAPM	56
Competition, Product differentiation and Crises: Evidence from 18 million securitized loans	56
Salience theory and the cross-section of stock returns: International and further evidence	56
Let the rich be flooded: The distribution of financial aid and distress after hurricane harvey	55
Brexit and the contraction of syndicated lending	55
Expansionary yet different: Credit supply and real effects of negative interest rate policy	55
Market power in wholesale funding: A structural perspective from the triparty repo market	55
Validity, tightness, and forecasting power of risk premium bounds	55
Venture capital contracts	55
The cost of steering in financial markets: Evidence from the mortgage market	54
International trade and the risk in bilateral exchange rates	54
Fire-sale risk in the leveraged loan market	53
Consumer-lending discrimination in the FinTech Era	53
Dissecting green returns	52
Closing auctions: Nasdaq versus NYSE	52
Erratum to “Heterogeneous intermediary asset pricing” [Journal of Financial Economics 141/2 (2021) 505-532]	51
Editorial Board	51
Editorial Board	51
Capital supply and corporate bond issuances: Evidence from mutual fund flows	50
Impact of marketplace lending on consumers’ future borrowing capacities and borrowing outcomes	49
Common shocks in stocks and bonds	49
The cross-section of investment and profitability: Implications for asset pricing	49
Efficient estimation of bid–ask spreads from open, high, low, and close prices	49
Empirical evaluation of overspecified asset pricing models	49
Treasury option returns and models with unspanned risks	49
The consequences of student loan credit expansions: Evidence from three decades of default cycles	49
The remarkable growth in financial economics, 1974–2020	49
Value creation in shareholder activism	48
Lifting the veil: The price formation of corporate bond offerings	47
Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis	47
The local innovation spillovers of listed firms	47
Missing values handling for machine learning portfolios	47
What do outside CEOs really do? Evidence from plant-level data	47
Editorial Board	46
Long-term discount rates do not vary across firms	46
Fed information effects: Evidence from the equity term structure	46
Realized semibetas: Disentangling “good” and “bad” downside risks	46
Persistent and transitory components of firm characteristics: Implications for asset pricing	46
What moves treasury yields?	45
Strategic digitization in currency and payment competition	45
Can the changes in fundamentals explain the attenuation of anomalies?	45
Social interactions and households’ flood insurance decisions	44

Global Business Networks	44
Do the right firms survive bankruptcy?	44
Lucky factors	43
Causal effects of closing businesses in a pandemic	43
Foreign investment of US multinationals: The effect of tax policy and agency conflicts.	43
In sickness and in debt: The COVID-19 impact on sovereign credit risk	42
How monetary policy shaped the housing boom	42
Network structure and pricing in the FX market	41
Macro risks and the term structure of interest rates	41
Editorial Board	41