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Journal of Financial Economics

Volume 94 · Issue 1

October 20099 articles

Can interest rate volatility be extracted from the cross section of bond yields?☆

Pierre Collin-Dufresne · Robert S. Goldstein · Christopher S. Jones

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October 2009pp. 47-66DOI: 10.1016/j.jfineco.2008.06.007 ↗

Deductio’ ad absurdum: CEOs donating their own stock to their own family foundations

David Yermack

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October 2009pp. 107-123DOI: 10.1016/j.jfineco.2008.12.002 ↗

Democratizing entry: Banking deregulations, financing constraints, and entrepreneurship☆

William R. Kerr · Ramana Nanda

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October 2009pp. 124-149DOI: 10.1016/j.jfineco.2008.12.003 ↗

Editorial Board

Authors not recorded

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October 2009pp. IFC-IFCDOI: 10.1016/s0304-405x(09)00171-8 ↗

Global private information in international equity markets☆

Rui Albuquerque · Gregory H. Bauer · Martin Schneider

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October 2009pp. 18-46DOI: 10.1016/j.jfineco.2008.06.008 ↗

Opaque financial reports, R2, and crash risk☆

Amy P. Hutton · Alan J. Marcus · Hassan Tehranian

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October 2009pp. 67-86DOI: 10.1016/j.jfineco.2008.10.003 ↗

Predictability and the earnings–returns relation☆

Gil Sadka · Ronnie Sadka

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October 2009pp. 87-106DOI: 10.1016/j.jfineco.2008.10.005 ↗

Share issuance and cross-sectional returns: International evidence☆

R. David McLean · Jeffrey Pontiff · Akiko Watanabe

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October 2009pp. 1-17DOI: 10.1016/j.jfineco.2008.09.009 ↗

Stock market liquidity and firm value☆

Vivian W. Fang · Thomas H. Noe · Sheri Tice

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October 2009pp. 150-169DOI: 10.1016/j.jfineco.2008.08.007 ↗