Journal of Finance

Almeida, H. , Kim, H., Kim, C. Forthcoming. Internal Capital Markets in Business Groups: Evidence from the Asian Financial Crisis. Journal of Finance

Cunha, I., Ferreira, M., Restrepo, F. Forthcoming. The Real Effects of Credit Ratings: The Sovereign Ceiling Channel. Journal of Finance

Collin-Dufresne, P., Fos, V. Forthcoming. Do Prices Reveal the Presence of Informed Trading? Journal of Finance

Bansal, R., Shaliastovich, I., Yaron, A. Forthcoming. Volatility, the Macroeconomy and Asset Prices. Journal of Finance

Ni, X., Pan, J., Poteshman, A. Forthcoming. The Information in Option Volume for Future Stock Volatility. Journal of Finance

Pennacchi, G. , Park, K., Han, J. 2015. Corporate Taxes and Securitization. Journal of Finance, 70: 1287-1321

Ye, M. , O'Hara, M., Yao, C. 2014. What's Not There: The Odd-Lot Bias in TAQ Data. Journal of Finance

Bansal, R., Kiku, D. , Shaliastovich, I., Yaron, A. 2014. Volatility, the Macroeconomy and Asset Prices. Journal of Finance

Almeida, H. , Acharya, V., Campello, M. 2013. Aggregate Risk and the Choice Between Cash and Lines of Credit. Journal of Finance, 68: 2059-2116

DellaVigna, S., Pollet, J. 2013. Capital Budgeting vs. Market Timing: An Evaluation Using Demographics. Journal of Finance, 68: 237-270

Becker, B., Ivkovich, Z., Weisbenner, S. 2011. Local Dividend Clienteles. Journal of Finance, 66: 655-684

Dharmapala, A., Foley, F., Forbes, K. 2011. “Watch What I Do, Not What I Say: The Unintended Consequences of the Homeland Investment Act”. Journal of Finance, 66: 753-787 SSRN Abstract

Bloomfield, R., Tayler, W., Zhou, H. 2009. Momentum, Reversal, and Uninformed Traders in Laboratory Markets. Journal of Finance

DellaVigna, S., Pollet, J. 2009. Investor Inattention and Friday Earnings Announcements. Journal of Finance, 64: 709-749

Brown, J. , Ivkovich, Z., Smith, P., Weisbenner, S. 2008. Neighbors Matter: Causal Community Effects and Stock Market Participation. Journal of Finance, 63: 1509-1531

Pollet, J. , Wilson, M. 2008. How Does Size Affect Mutual Fund Behavior? Journal of Finance, 63: 2941-2969

Hackbarth, D., Morellec, E. 2008. Stock Returns in Mergers and Acquisitions. Journal of Finance, 63: 1213-1252 SSRN Abstract

Almeida, H. , Philippon, T. 2007. The Risk-Adjusted Cost of Financial Distress. Journal of Finance, 62: 2557-2586 SSRN Abstract

Brown, J. , Liang, N., Weisbenner, S. 2007. Executive Financial Incentives and Payout Policy: Evidence from the 2003 Dividend Tax Cut. Journal of Finance, 62: 1935-1965

Almeida, H. , Wolfenzon, D. 2006. A Theory of Pyramidal Ownership and Family Business Groups. Journal of Finance, 61: 2637-2681 SSRN Abstract

Becker, B. 2006. Wealth, Risk Aversion and Executive Compensation. Journal of Finance, 61: 379-397

Ivkovich, Z., Weisbenner, S. 2005. Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments. Journal of Finance, 60: 267-306

Kahn, C. , Winton, A. 2004. Moral Hazard and Optimal Subsidiary Structure for Financial Institutions. Journal of Finance, 59: 2531-2575

Almeida, H. , Campello, M., Weisbach, M. 2004. The Cash Flow Sensitivity of Cash. Journal of Finance, 59: 1777-1804 SSRN Abstract

Johnson, T. 2004. Forecast Dispersion and the Cross-Section of Expected Returns. Journal of Finance

Almeida, H., Weisbach, M. 2004. The Cash Flow Sensitivity of Cash. Journal of Finance, 59: 1777-1804

Jegadeesh, N., Kim, J., Krische, S., Lee, C. 2004. Analyzing the Analysts: When do Recommendations Add Value? Journal of Finance, 59: 1083 - 1124

Chan, K. , Karceski, J., Lakonishok, J. 2003. The Level and Persistence of Growth Rates. Journal of Finance, 58: 634-684

Poteshman, A., Serbin, V. 2003. Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options. Journal of Finance, 58: 37-70

Johnson, T. 2002. Rational Momentum Effects. Journal of Finance

Campello, M. 2002. Internal Capital Markets in Financial Conglomerates: Evidence from Small Bank Responses to Monetary Policy. Journal of Finance, 57: 2773-2805

Chan, K. , Lakonishok, J. , Sougiannis, T. 2001. The Stock Market Valuation of Research and Development Expenditures. Journal of Finance, 56: 2431-2456 SSRN Abstract

Weisbenner, S. , Poterba, J. 2001. Capital Gains Tax Rules, Tax-Loss Trading, and Turn-of-the Year Returns. Journal of Finance, 56: 353-368

Poteshman, A. 2001. Underreaction, Overreaction, and Increasing Misreaction to Information in the Option Market. Journal of Finance, 56: 851-876

Pearson, N. , Chapman, D. 2000. Is the Short Rate Drift Actually Nonlinear? Journal of Finance, 55: 355-388

Ikenberry, D., Lakonishok, J. , Vermaelen, T. 2000. Stock Repurchases in Canada: Performance and Strategic Trading. Journal of Finance, 55: 2373-2398

Kahn, C. , Pennacchi, G. , Sopranzetti, B. 1999. Bank Deposit Rate Clustering: Theory and Empirical Evidence. Journal of Finance, 54: 2185-2214

Myers, J., Lee, C., Swaminathan, B. 1999. What is the intrinsic value of the Dow? Journal of Finance, 54: 1693-1742

Kahn, C. , Winton, A. 1998. Ownership Structure, Speculation and Shareholder Information. Journal of Finance, 53: 99-130

Weisbach, M., Carleton, W., Nelson, J. 1998. The Influence of Institutions on Corporate Governance through Private Negotiations: Evidence from TIAA-CREF. Journal of Finance, 53: 1335-1362

Weisbach, M., Stephens, C. 1998. Actual Share Reacquisitions in Open-Market Repurchase Programs. Journal of Finance, 53: 313-334

Lakonishok, J. , La Porta, R., Shleifer, A., Vishny, R. 1997. Goods News for Value Stocks: Further Evidence on Market Efficiency. Journal of Finance, 52: 859-874

Chan, K. , Lakonishok, J. 1997. Institutional Equity Trading Costs: NYSE versus Nasdaq. Journal of Finance, 52: 713-735

Peters, S. , Ferguson, M. 1995. What Constitutes Evidence of Discrimination in Lending? Journal of Finance

Ikenberry, D., Dharan, B. 1995. The Long-run Negative Drift of Post-Listing Stock Returns. Journal of Finance, 50: 1547-1574

Pearson, N. , Sun, T. 1994. Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model. Journal of Finance, 49: 1279-1304

Kadapakkam, P., Seth, S. 1994. Trading Profits in Dutch Auction Self-Tender Offers. Journal of Finance

Kao, G., Howe, K., He, J. 1992. One-time Cash Flow Announcements and Free Cash-Flow Theory: Share Repurchases and Special Dividends. Journal of Finance

Pennacchi, G. , Gorton, G. 1990. Financial Intermediaries and Liquidity Creation. Journal of Finance

Pennacchi, G. 1988. Loan Sales and the Cost of Bank Capital. Journal of Finance

Kwon, Y. 1985. Derivation of the Capital Asset Pricing Model without Normality or Quadratic Preference: A Note. Journal of Finance, 40: 1505-1509

Beck, P., Zorn, T. 1982. Managerial Incentives in a Stockmarket Economy. Journal of Finance, 1151-1167

Wright, W. , Eskew, R. 1976. An Empirical Analysis of Differential Capital Market Reactions to Extraordinary Accounting Items. Journal of Finance, 651-674