Bank valuation and accounting discretion during a financial crisisHarry Huizinga · Luc LaevenDiscuss this article →December 2012pp. 614-634DOI: 10.1016/j.jfineco.2012.06.008 ↗
Currency momentum strategiesLukas Menkhoff · Lucio Sarno · Maik Schmeling · Andreas SchrimpfDiscuss this article →December 2012pp. 660-684DOI: 10.1016/j.jfineco.2012.06.009 ↗
Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and optionsPeter Christoffersen · Kris Jacobs · Chayawat OrnthanalaiDiscuss this article →December 2012pp. 447-472DOI: 10.1016/j.jfineco.2012.05.017 ↗
Editorial BoardAuthors not recordedDiscuss this article →December 2012pp. IFCDOI: 10.1016/s0304-405x(12)00200-0 ↗
Geographic dispersion and stock returnsDiego García · Øyvind NorliDiscuss this article →December 2012pp. 547-565DOI: 10.1016/j.jfineco.2012.06.007 ↗
Multifactor models and their consistency with the ICAPMPaulo Maio · Pedro Santa-ClaraDiscuss this article →December 2012pp. 586-613DOI: 10.1016/j.jfineco.2012.07.001 ↗
Pinning in the S&P 500 futuresBenjamin Golez · Jens Carsten JackwerthDiscuss this article →December 2012pp. 566-585DOI: 10.1016/j.jfineco.2012.06.010 ↗
Stock option vesting conditions, CEO turnover, and myopic investmentVolker LauxDiscuss this article →December 2012pp. 513-526DOI: 10.1016/j.jfineco.2012.06.003 ↗
Stock returns after major price shocks: The impact of informationPavel G. SavorDiscuss this article →December 2012pp. 635-659DOI: 10.1016/j.jfineco.2012.06.011 ↗
Technical trading revisited: False discoveries, persistence tests, and transaction costsPierre Bajgrowicz · Olivier ScailletDiscuss this article →December 2012pp. 473-491DOI: 10.1016/j.jfineco.2012.06.001 ↗
The market for new issues of municipal bonds: The roles of transparency and limited access to retail investorsPaul SchultzDiscuss this article →December 2012pp. 492-512DOI: 10.1016/j.jfineco.2012.07.004 ↗
‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variablesBradley S. PayeDiscuss this article →December 2012pp. 527-546DOI: 10.1016/j.jfineco.2012.06.005 ↗