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Journal of Financial Economics

Volume 128 · Issue 2

May 201810 articles

An intertemporal CAPM with stochastic volatility

John Y. Campbell · Stefano Giglio · Christopher Polk · Robert Turley

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May 2018pp. 207-233DOI: 10.1016/j.jfineco.2018.02.011 ↗

Bid anticipation, information revelation, and merger gains

Wenyu Wang

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May 2018pp. 320-343DOI: 10.1016/j.jfineco.2018.02.010 ↗

Cash windfalls and acquisitions

Bastian von Beschwitz

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May 2018pp. 287-319DOI: 10.1016/j.jfineco.2018.02.009 ↗

CEO attributes, compensation, and firm value: Evidence from a structural estimation

T. Beau Page

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May 2018pp. 378-401DOI: 10.1016/j.jfineco.2018.02.006 ↗

Choosing factors

Eugene F. Fama · Kenneth R. French

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May 2018pp. 234-252DOI: 10.1016/j.jfineco.2018.02.012 ↗

Editorial Board

Authors not recorded

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May 2018pp. IFCDOI: 10.1016/s0304-405x(18)30084-9 ↗

High frequency trading and extreme price movements

Jonathan Brogaard · Allen Carrion · Thibaut Moyaert · Ryan Riordan · Andriy Shkilko · Konstantin Sokolov

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May 2018pp. 253-265DOI: 10.1016/j.jfineco.2018.02.002 ↗

Interest rate volatility, the yield curve, and the macroeconomy

Scott Joslin · Yaniv Konchitchki

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May 2018pp. 344-362DOI: 10.1016/j.jfineco.2017.12.004 ↗

Protection of trade secrets and capital structure decisions

Sandy Klasa · Hernán Ortiz-Molina · Matthew Serfling · Shweta Srinivasan

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May 2018pp. 266-286DOI: 10.1016/j.jfineco.2018.02.008 ↗

The effects of q and cash flow on investment in the presence of measurement error

Andrew B. Abel

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May 2018pp. 363-377DOI: 10.1016/j.jfineco.2018.02.005 ↗