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Journal of Financial Economics

Volume 140 · Issue 1

April 202115 articles

Benchmark interest rates when the government is risky

P. Augustin · M. Chernov · L. Schmid · D. Song

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April 2021pp. 74-100DOI: 10.1016/j.jfineco.2020.10.009 ↗

Common pricing across asset classes: Empirical evidence revisited

Nikolay Gospodinov · Cesare Robotti

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April 2021pp. 292-324DOI: 10.1016/j.jfineco.2020.12.001 ↗

Competition among liquidity providers with access to high-frequency trading technology

Dion Bongaerts · Mark Van Achter

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April 2021pp. 220-249DOI: 10.1016/j.jfineco.2020.11.002 ↗

Editorial Board

Authors not recorded

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April 2021pp. IFCDOI: 10.1016/s0304-405x(21)00068-4 ↗

Estimating the anomaly base rate

Alex Chinco · Andreas Neuhierl · Michael Weber

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April 2021pp. 101-126DOI: 10.1016/j.jfineco.2020.12.003 ↗

Extrapolative beliefs in the cross-section: What can we learn from the crowds?

Zhi Da · Xing Huang · Lawrence J. Jin

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April 2021pp. 175-196DOI: 10.1016/j.jfineco.2020.10.003 ↗

Implied volatility duration: A measure for the timing of uncertainty resolution

Christian Schlag · Julian Thimme · Rüdiger Weber

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April 2021pp. 127-144DOI: 10.1016/j.jfineco.2020.11.003 ↗

Inspecting the mechanism of quantitative easing in the euro area

Ralph S.J. Koijen · François Koulischer · Benoît Nguyen · Motohiro Yogo

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April 2021pp. 1-20DOI: 10.1016/j.jfineco.2020.11.006 ↗

Investors’ appetite for money-like assets: The MMF industry after the 2014 regulatory reform

Marco Cipriani · Gabriele La Spada

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April 2021pp. 250-269DOI: 10.1016/j.jfineco.2020.11.005 ↗

Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?

Toni Ahnert · Kristin Forbes · Christian Friedrich · Dennis Reinhardt

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April 2021pp. 145-174DOI: 10.1016/j.jfineco.2020.10.005 ↗

Real effects of share repurchases legalization on corporate behaviors

Zigan Wang · Qie Ellie Yin · Luping Yu

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April 2021pp. 197-219DOI: 10.1016/j.jfineco.2020.10.008 ↗

The high volume return premium and economic fundamentals

Zijun Wang

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April 2021pp. 325-345DOI: 10.1016/j.jfineco.2020.10.006 ↗

Voluntary disclosure with evolving news

Cyrus Aghamolla · Byeong-Je An

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April 2021pp. 21-53DOI: 10.1016/j.jfineco.2020.11.004 ↗

What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market

Craig W. Holden · Dong Lu · Volodymyr Lugovskyy · Daniela Puzzello

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April 2021pp. 270-291DOI: 10.1016/j.jfineco.2020.10.004 ↗

What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles

Nicolae Gârleanu · Stavros Panageas

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April 2021pp. 54-73DOI: 10.1016/j.jfineco.2020.10.007 ↗