204 N. Barberis et al. Both factors affect the firm’s cash flows, and so spec- ulators trade on both types of information.
2012 – 14), divided by the number of documents in these three previous years (e.g. 3 Studying the implementation of QE generates insights into the behavior of dealers as intermediaries for mone- tary policy. Panel (a) plots the monthly average dark shares of the 30 stocks in the Dow Jones Industrial Average from 2006 to October 2014.
To encourage quicker response, referees are paid an honorarium out of the submission fees. 104 Z. 504 A.J. Request PDF | Journal of Financial Economics | We propose a new method of testing asset pricing models that relies on quantities rather than just prices or returns. 2012 – 14).
Submission Fee Unsolicited manuscripts must be accompanied by a submission fee of $900 for authors who are current Journal of Financial Economics subscribers and $1000 for non-subscribers. CiteScore values are based on citation counts in a given year (e.g. 2 H.M. Mueller, C. Yannelis / Journal of Financial Economics 131 (2019) 1–19 This paper examines the rise in student loan defaults during the Great Recession by linking administrative stu- dent loan data at the individual borrower level from Song, H. Zhu / Journal of Financial Economics 128 (2018) 103–124 interest rates following the financial crisis, very few papers focus on the implementation mechanism of QE. A diversified portfolio of time series momentum strategies across all asset classes delivers substantial abnormal returns with little exposure to standard asset pricing …
Journal of Financial Economics 119 (2016) 92–106 Walkling, 1987) and in the long run (Loughran and Vijh, 1997) and not only for the acquirer but also for the target The JFE now accepts payments using PayPal. Menkveld et al. / Journal of Financial Economics 129 (2018) 203–227 evidence of expectations of stock market returns and find strong evidence of extrapolation, including during the In- ternet bubble.
120 I. Goldstein, L. Yang / Journal of Financial Economics 131 (2019) 118–138 and so learning about it from the financial market is valu- able.
This figure shows the market shares of dark trading in the U.S. and in Europe.
In our model, asset liquidations temporarily push prices below 104 Z. 3 Studying the implementation of QE generates insights into the behavior of dealers as intermediaries for mone- tary policy. / Journal of Financial Economics 124 (2017) 503–534 Fig. Adams, D. Ferreira / Journal of Financial Economics 94 (2009) 291–309 with the idea that female directors are added to the board following internal or external calls for diversity. Betting against beta$ Andrea Frazzinia, Lasse Heje Pedersena,b,c,d,e,n a AQR Capital Management, CT 06830, USA b Stern School of Business, New York University, 44 West Fourth Street, Suite 9-190, NY 10012, USA c Copenhagen Business School, 2000 Frederiksberg, Denmark d Center for Economic Policy Research (CEPR), London, UK e National Bureau of Economic Research (NBER), MA, USA Joint editorial by the editors of the Review of Finanical Studies, Journal of Financial Economics, and the Journal of Finance. Authors wishing to pay submission fees should go to the payments page .
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