College of Business: University of Illinois at Urbana-Champaign

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Journal of Financial Economics


Johnson, T. , Lee, J. Forthcoming. On the Systemantic Volatility of Unpriced Earnings. Journal of Financial Economics

Almeida, H. , Acharya, V., Ippolito, F. Forthcoming. Credited Lines as Monitored Liquidity Insurance: Theory and Evidence. Journal of Financial Economics

Fos, V. , Margarita, T. Forthcoming. Shareholder Democracy in Play: Career Consequences of Proxy Contests. Journal of Financial Economics

Irani, R. , Oesch, D. 2013. Monitoring and Corporate Disclosure: Evidence from a Natural Experiment. Journal of Financial Economics, 398-418

Pearson, N. , Muravyev, D., Broussard, J. 2013. Is There Price Discovery in Equity Options? Journal of Financial Economics, 107: 259–283

Ai, H., Kiku, D. 2013. Growth to Value: Option Exercise and the Cross-Section of Equity Returns. Journal of Financial Economics

Huang, J. , Kisgen, D. 2012. Gender and Corporate Finance: Are Male Executives Overconfident Relative to Female Executives? Journal of Financial Economics, 108: 822-839

Almeida, H. , Campello, M., Hackbarth, D. 2011. Liquidity Mergers. Journal of Financial Economics, 102: 526-558 SSRN Abstract

Almeida, H. , Wolfenzon, D., Park, S., Subrahmanyam, M. 2011. The Structure and Formation of Business Groups: Evidence from Korean Chaebols. Journal of Financial Economics, 99: 447-475

Ye, M. , O'Hara, M. 2011. Is Market Fragmentation Harming Market Quality? Journal of Financial Economics, 100: 459-474

Pearson, N. , Henderson, B. 2011. The Dark Side of Financial Innovation: A Case Study of the Pricing of a Retail Financial Product. Journal of Financial Economics, 100: 227-247

Johnson, T. , Acharya, V. 2010. More Insiders, More Insider Trading: Evidence from Private Equity Buyouts. Journal of Financial Economics

Pollet, J. , Wilson, M. 2010. Average Correlation and Stock Market Returns. Journal of Financial Economics, 96: 364-380

Campello, M., Graham, J., Harvey, C. Forthcoming. The Real Effects of Financial Constraints: Evidence from a Financial Crisis. Journal of Financial Economics

Ivkovich, Z., Weisbenner, S. 2009. Individual Investor Mutual-Fund Flows. Journal of Financial Economics, 92: 223-237

Johnson, T. 2008. Volume, Liquidity, and Liquidity Risk. Journal of Financial Economics

Widdicks, M. , Andricopoulos, A., Duck, P., Newton, D. 2007. Extending quadrature methods to value multi-asset and complex path-dependent options. Journal of Financial Economics, 83: 471-499

Johnson, T. , Acharya, V. 2007. Insider Trading in Credit Derivatives. Journal of Financial Economics, 84: 110-141

Becker, B. 2007. Geographical segmentation of US capital markets. Journal of Financial Economics, 85: 151-178

Johnson, T. 2006. Dynamic Liquidity in Endowment Economies. Journal of Financial Economics, 80: 531-562

Almeida, H. , Wolfenzon, D. 2006. Should Business Groups Be Dismantled? The Equilibrium Costs of Efficient Internal Capital Markets. Journal of Financial Economics, 79: 99-144 SSRN Abstract

Hackbarth, D. , Miao, J., Morellec, E. 2006. Capital Structure, Credit Risk, and Macroeconomic Conditions. Journal of Financial Economics, 82: 519-550 SSRN Abstract

Bernhardt, D., Campello, M., Kutsoati, E. 2006. Who Herds? Journal of Financial Economics, 80: 657-675

Campello, M. 2006. Debt Financing: Does it Boost or Hurt Performance in Product Markets? Journal of Financial Economics, 83: 135-172

Henderson, B., Jegadeesh, N., Weisbach, M. Forthcoming. World markets for raising New Capital. Journal of Financial Economics, online 3/30/06 SSRN Abstract

Almeida, H. , Wolfenzon, D. 2005. The Effect of External Finance on the Equilibrium Allocation of Capital. Journal of Financial Economics, 75: 133-164 SSRN Abstract

Ni, X., Pearson, N. , Poteshman, A. 2005. Stock Price Clustering on Option Expiration Dates. Journal of Financial Economics, 78: 49-87

Ivkovich, Z., Jegadeesh, N. 2004. The Timing and Value of Forecast and Recommendation Revisions. Journal of Financial Economics, 73: 433-463

Li, M., Pearson, N. , Poteshman, A. 2004. Conditional Estimation of Diffusion Processes. Journal of Financial Economics, 74: 31-66

Widdicks, M. , Andricopoulos, A., Duck, P., Newton, D. 2003. Universal option pricing using quadrature. Journal of Financial Economics, 67: 447 - 471

Campello, M. 2003. Capital Structure and Product Markets Interactions: Evidence from Business Cycles. Journal of Financial Economics, 68: 353-378

Weisbach, M., Reese, Jr., W. 2002. Protection of Minority Shareholder Interests, Cross-Listings in the United States, and Subsequent Equity Offerings. Journal of Financial Economics, 66: 65-104

Weisbach, M., Jagannathan, M., Stephens, C. 2000. Financial Flexibility and The Choice Between Dividends and Stock Repurchases. Journal of Financial Economics, 57: 355-384

Weisbach, M., Parrino, R. 1999. Measuring Invesment Distortions Arising from Stockholder-Bondholder Conflicts. Journal of Financial Economics, 53: 3-42

Weisbach, M., Barclay, M., Pearson, N. 1998. Open-End Mutual Funds and Capital Gains Taxes. Journal of Financial Economics, 49: 3-43

Ikenberry, D., Lakonishok, J. , Vermaelen, T. 1995. Market Underreaction to Open Market Share Repurchases. Journal of Financial Economics, 39: 181-208

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