Areas of study include capital markets, financial institutions, corporate finance and corporate governance. Applied Financial Economics Letters Instructions for Authors (see number 5) (Article: PDF) Journal of Economic Education Guidelines for Publication Journal of Applied Econometrics Data Archive. It receives around 300 submissions per year and publishes around 50 of these papers. Use the dropdowns above to narrow your results or simply search by keyword to find the product or service center of your choice, then use the link to be taken directly to the login page. Malmendier, G. When submitting a paper for peer review please indicate if any portion of the manuscript has been published or posted online elsewhere, and if it has, please provide the citation and/or web address. Unchecked Intermediaries: Price Manipulation in an Emerging Stock Market (with Asim Ijaz Khwaja) [Stata Program - Do File] [Sample Data] Journal of Financial Economics, Vol. Among the topics considered are: differences within and between countries, and globally; inequalities of outcome and of opportunity, poverty, and mobility; univariate and multivariate approaches; differences between socioeconomic. "Managerial Miscalibration" with Zahi Ben-David and John Graham, Quarterly Journal of Economics, 2013,128:4, 1547-1584. In October 2017 John also became a Panel Member for the UK Competition and Markets Authority. The World Economics Journal focuses on the production, analysis and use of economic data, a subject of fundamental importance to the world economy. Shleifer, and R. "Can Managers Time the Market? Evidence using Repurchase Price Data," with Amy Dittmar, 2015, Journal of Financial Economics 115, 261‑282. For each of these related journals, the title history lists the dates published. / Journal of Financial Economics 117 (2015) 225-248 Poor's adjustments to Compustat and shows that a refined operating profitability measure, obtained by undoing the. Christopher F Baum, Atreya Chakraborty (University of Massachusetts-Boston) and Boyan Liu (Beihang University), "The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage" (08/2008, 131 Kb, PDF; published, International Journal of Finance and Economics, 15:1, 22-30, 2010). gabriel-zucman. used for data on legal records and asset ownership, our fraud 6 R. Lang, Larry, Eli Ofek, and Rene M. Journal Applied Economics Submit an article Journal homepage. Journal of Financial Economics 92, 2009, 519–544 (with Yingzi Zhu). Scott Lee and Gerald S. Statements. The department's purpose is to acquaint students with the economic aspects of modern society, to familiarize them with techniques for the analysis of contemporary economic problems, and to develop in them an ability to exercise judgment in evaluating public. 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. It is a high-prestige peer-reviewed free "boutique" journal. Journal of Monetary Economics, July 2013, 60(5), pp. Submission Fee. The Division of Economic and Risk Analysis maintains a diverse and robust research program. Applied Financial Economics Letters Instructions for Authors (see number 5) (Article: PDF) Journal of Economic Education Guidelines for Publication Journal of Applied Econometrics Data Archive. Acemoglu et al. , 2008; Corsetti et al. The Journal of Financial Economics provides a high-quality professional outlet for scholarly studies of actual cases, events, or practice. Richard Sloan. For instance, recent contributions include Case et al. 137-162 | Citation NVIX, 1889-07 to 2016-03 Also includes a decomposition into categories. The impact factor, often abbreviated IF, is a measure reflecting the average number of citations to articles published in science and social science journals. Journal of Financial Economics. Applied Financial Economics (1991 - 2014) List of issues Latest articles. Journal of Economics and Business (2013), Vol. Our reading of the labor economics literature suggests that it has largely ignored the impact of time-varying risk premiums on the labor markets. The ABCP data provided are as used in the paper "Securitization without risk transfer" (2011), by Viral V Acharya, Philipp Schnabl and Gustavo Suarez, forthcoming, Journal of Financial Economics. When submitting a paper for peer review please indicate if any portion of the manuscript has been published or posted online elsewhere, and if it has, please provide the citation and/or web address. Journal of Monetary Economics 2015. Journal of Financial Economics 63, 315--349. 2, March 2012, pp. & 2009 Published by Elsevier B. Journal of Financial Economics The Journal of Financial Economics provides a high-quality professional outlet for scholarly studies of actual cases, events, or practice. Carey School of Business and University of North Carolina at Chapel Hill Kenan-Flagler Business School. / Journal of Financial Economics 96 (2010) 18-32 19 The closest line of work shows the importance of experience for entrepreneurial success. Wunnava's articles appeared in wide range of scholarly journals (such as Review of Economics and Statistics, Southern Economic Journal, Journal of Labor Research, Economics Letters, Economic Development and Cultural Change, Eastern Economic Journal, Applied Economics, Applied Financial Economics, Applied Economics Letters, American Journal of. The impact factor, often abbreviated IF, is a measure reflecting the average number of citations to articles published in science and social science journals. Journal of Financial Economics, 5, 309-327. Dataset (XLS) " Investor Protection and Corporate Governance ," (with F. Christopher F Baum, Atreya Chakraborty (University of Massachusetts-Boston) and Boyan Liu (Beihang University), "The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage" (08/2008, 131 Kb, PDF; published, International Journal of Finance and Economics, 15:1, 22-30, 2010). The conference will be held May 24-27, 2021. gabriel-zucman. I specify the sources of the raw data and I include the…. The Annual Review of Biomedical Data Science provides comprehensive reviews in biomedical data science, focusing on advanced methods to store, retrieve, analyze, and organize biomedical data and knowledge. Such phenomena provide a rich source of data that illustrate or challenge accepted theory and lead to new insights about the world. Bollerslev et al. How Segregated Is Urban Consumption? Donald R. Journal of Financial Economics (2008), Vol. Replication, Update, and Extension of Loughran and Ritter's 2000 Journal of Financial Economics article "Uniformly Least Powerful Tests of Market Efficiency" "The Seven Percent Solution," Hsuan-Chi Chen and Jay R. n Corresponding author. The Economics Department, located in the University of Pennsylvania's School of Arts and Sciences, is ranked among the top ten in the U. Davis, Jonathan I. Original data used in the published version. Andrea is working on the econometric analysis of the term structure of interest rates and on forecasting and structural modelling with large datasets. Skip to Articles. The Journal of Monetary Economics has the following policies with respect to these supplemental materials. JSTOR provides a digital archive of the print version of The Journal of Finance. Journal of Monetary Economics 2015. Edited at the Harvard Kennedy School, the Review has published some of the most important articles in empirical economics. In Vietnam the scientific research using a panel data to find out the role of financial development in total factor productivity of Vietnam’s manufacturing sector is limited. Study noted in HedgeWorld Daily News, Feb. 3 million grant from the Alfred P. Business is an economic system where goods and services are exchanged for one another or for money. Journal of Financial Stability, 2011; Organized Crime, Money Laundering and Legal Economy, European Journal of Law and Economics, (con R. Journal of Financial Economics 104 (2012) 228–250 peers on average over the next month. , 2008; Corsetti et al. Extrapolation also shows up in data on ex- pectations of participants in experimental bubbles, where. Miller, Journal of Money, Credit and Banking , 18, 1986, 519-526. A Nonlinear General Equilibrium Model of the Term Structure of Interest Rates, Journal of Financial Economics 23, 195-224, 1989. He has been one of the Editors of the Journal of Financial Economics since 1979. Short Sales, Institutional Investors, and the Cross-Section of Stock Returns Journal of Financial Economics, November 2005. The impact factor, often abbreviated IF, is a measure reflecting the average number of citations to articles published in science and social science journals. 2 Issue 2 onwards) Formerly known as Journal of Financial Engineering (2014 Vol. The Ohio State University Department of Economics offers a graduate program leading to the Ph. The CFR publishes only 10-15 papers per year, but with paper quality comparable to the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. It is a high-prestige peer-reviewed free "boutique" journal. Yang / Journal of Financial Economics 109 (2013) 1-23 includes firms that had long-term leverage in the bottom 20% of all firms for five prespecified years, and the. Priyank Gandhi and Hanno Lustig (2015), Size Anomalies in Bank Stock Returns, Journal of Finance. instance of. The standard requires financial institutions and other organizations to measure all expected credit losses for financial assets held at the reporting date. Winner of the Fama/DFA Prize for the best paper in the Journal of Financial Economics in the Areas of Capital Markets and Asset Pricing (second prize). Acemoglu et al. Reprinted in Hahn and Hollis, Philosophy and Economic Theory, Oxford University Press, 1979. International Economics Workshop. Download A rticle Market-Based Estimation of Stochastic Volatility Models , with Dante Amengual and Elena Manresa, Journal of Econometrics , 2015, 187, 418-435. Bollerslev et al. Journal description. 101(2), pages 449-472, August. “Financial Intermediation, Leverage, and Macroeconomic Instability“, 2016, American Economic Journal: Macroeconomics, 8(4): 199-224 “Hyperbolic Discounting and Life Cycle Portfolio Choice” (with David Love), 2015, Journal of Pension Economics and Finance, volume 14, issue 04, pp. Abstract: We construct size and value factors in China. Wisconsin Economics Department. I estimate various one- and two-factor stochastic volatility/Le´vy models with time- varying autocorrelation via extensions of the Bates (2006) methodology that provide. Daniel Kim, Rob Ready and Patrick Sim assisted with data collection. Christopher F Baum, Atreya Chakraborty (University of Massachusetts-Boston) and Boyan Liu (Beihang University), "The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage" (08/2008, 131 Kb, PDF; published, International Journal of Finance and Economics, 15:1, 22-30, 2010). The Annual Review of Financial Economics provides comprehensive, forward-looking and critical reviews of the most significant theoretical, empirical, and experimental developments in financial economics, including the fields of capital markets, corporate finance, financial institutions, market microstructure, and behavioral and experimental finance. May 24, 2019 University of Chicago Press journals earn top Impact Factor rankings - 2017. "The Impact of Degrees of Operating and Financial Leverage on the Systematic Risk of Common Stock: Another Look," Quarterly Journal of Business & Economics (Winter 1989), p. 1 In contrast, by most measures and at most times, the United States has. Provocative, lucid, and written in an engaging style, The Independent Review covers economics, political science, law, history, philosophy, and sociology, as it boldly challenges the politicization and bureaucratization of our world with in-depth examinations of policy issues by some of the world’s leading scholars and experts. The Journal of Economic Literature (JEL), first published in 1969, is designed to help economists keep abreast of and synthesize the vast flow of literature. Because LEHD wage data extend to the first quarter of 2004, we are able to track workers displaced from closing plants for at least two full years following the closure. First, the data to construct the currency crisis dummy variables. Beetsma et al. This blog focuses on financial economics, as well as the economics of why things work the way they do. We are proud. As a social science, economics is the branch of knowledge that studies the production and distribution of resources, goods, and services. His current research explores the empirical implications of theoretical pricing models that generate time-varying risk premiums in the markets for bonds, equities and foreign currencies. Cain and McKeon. While the predictability patterns in this artificial data may not lead to profitable trading rules based on actual securities, investors can implement our results directly by trading in fed funds futures. the Capital IQ data set. These studies currently have few professional outlets, and with this section The Journal of Financial Economics takes a leading role in encouraging such work. Because LEHD wage data extend to the first quarter of 2004, we are able to track workers displaced from closing plants for at least two full years following the closure. This website is a homepage of The Czech Journal of Economics and Finance, a peer-reviewed and impacted academic journal in economics and finance The journal devotes special attention to monetary economics, public finance, financial economics, and international economics, but it is open to high-quality papers from all fields of modern economics. Recent Journal of Financial Economics Articles Recently published articles from Journal of Financial Economics. For more information, please email [email protected] or visit the Emerald Accounting, Finance & Economics eJournals Collection page. Panel data Finance panel data 2 S. Journal of Financial Economics 105 (2012) 1–17 performance of large banks during the crisis, where large banks are defined as banks with assets in excess of $50. It publishes semi-annually in Spring and Fall, and is indexed in ESCI. prices, Quarterly Journal of Economics 116, 1-53. Edited at the Harvard Kennedy School, the Review has published some of the most important articles in empirical economics. (Discussed in the IMF Research Bulletin and Vox: Governance of Banks ) Data. The Canadian Journal of Economics welcomes its new Managing Editor, Katherine Cuff (McMaster University). Journal Applied Economics Submit an article Journal homepage. Journal of Monetary Economics 2015. Dingel, Joan Monras, and Eduardo Morales Journal of Political Economy, Volume 127, Number 4, August 2019. diversification via acquisition using plant-level data. These studies currently have few professional outlets, and with this section The Journal of Financial Economics takes a leading role in encouraging such work. His research appears in the Review of Economics and Statistics, Economic Theory, the Journal of Finance, the Journal of Public Economics, the Journal of Urban Economics, the NBER Macro Annual, the Brookings Papers on Economic Activity, and elsewhere. He has been one of the Editors of the Journal of Financial Economics since 1979. He is a Research Associate of the National Bureau of Economic Research and of the Center for Economic Policy Research. Our work belongs to a list of studies that searches for Journal of Financial Economics (2012), doi:10. May 1992 Top Executive Rewards and Firm Performance: A Comparison of Japan and the U. More recent evidence also suggests financial development not only promotes growth, but also improves the distribution of income. Such phenomena provide a rich source of data that illustrate or challenge accepted theory and lead to new insights about the world. program in Economics and Agricultural Economics, an M. Click here to download data and software "Specification Testing in Markov-Switching Time-Series Models", Journal of Econometrics, Jan. We conduct our study using (open-end) mutual fund taken to the data. " (with Ross Levine) Journal of Financial Economics, 2009, 93(2), 259-275. The Journal of Law and Economics publishes research on regulated firms, the political economy of legislation, law and finance, corporate finance and governance, and industrial organization. Scott Lee and Gerald S. In the late 1980s and early 1990s, there was a distinct effort for actuaries to combine financial theory and stochastic methods into their established models ( D. The Econometric Society is an international society for the advancement of economic theory in its relation to statistics and mathematics. Journal of Financial Stability, 2011; Organized Crime, Money Laundering and Legal Economy, European Journal of Law and Economics, (con R. More Research Information. Barberis, Nicholas, Andrei Shleifer and Robert Vishny, 1998, A model of investor sentiment, Journal of Financial Economics 49, 307-343. (1977) Estimating Betas from Nonsynchronous Data. (Discussed in the IMF Research Bulletin and Vox: Governance of Banks ) Data. Select to receive all alerts or just ones for the topic(s) that interest you most. Our students come from across the world and cover issues like: development, trade, policy implications, agribusiness, production, consumption, even environmental and resource issues. instance of. Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics (also covers Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES)). The Journal of Financial Market Infrastructures is the first journal to focus on this exciting and dynamic sector, and aims to bring together a community of contributors from the constituent sectors to analyse financial market infrastructures to further the development of this emerging field. Ilyana Kuziemko, Princeton University | Ebonya Washington, Yale University Just like the children of European immigrants 100 years ago, the kids of recent immigrants are moving up the ladder, too Gallery. His current research explores the empirical implications of theoretical pricing models that generate time-varying risk premiums in the markets for bonds, equities and foreign currencies. Engelberg et al. Andrea is working on the econometric analysis of the term structure of interest rates and on forecasting and structural modelling with large datasets. Macroeconomics, monetary economics, central banking, financial markets and the Japanese economy. Barberis, Nicholas, Andrei Shleifer and Robert Vishny, 1998, A model of investor sentiment, Journal of Financial Economics 49, 307-343. and Williams, J. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. 2014 Whitebox Advisors Selected Research Prize for outstanding contribution (published the year prior) to the art and science of investing. The Society operates as a completely disinterested, scientific organization without political, social, financial, or nationalistic bias. The starting point of our paper is the observation that the term structure of credit spreads at the individual firm level (the credit. A leading publisher in the field, Elsevier has seven journals in the Financial Times' Influential Research Rank. From the American Economic Association (AEA). Jordà, Schularick & Taylor “Leveraged Bubbles” w21486. She is listed as one of the "authors with the most. Asquith et al. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. In support of this mission, NAFE publishes the peer reviewed Journal of Forensic Economics; sponsors academic and professional sessions at international, national, and regional meetings. Investor sentiment and the cross-section of stock returns, with Malcolm Baker, Journal of Finance, August 2006 · Comovement, with Nicholas Barberis and Andrei Shleifer, Journal of Financial Economics, February 2005 · Appearing and Disappearing Dividends: The Link to Catering Incentives, with Malcolm Baker, Journal of Financial Economics. Stulz, "Leverage, Investment, and Firm Growth," Journal of Financial Economics (January 1996), p. Hedge Funds and the Technology Bubble. A Dynamic Panel Data Analysis for Relationship between Energy Consumption, Financial Development and Economic Growth by Tarek Sadraoui , Hamid Hamlaoui , Zine Youness and Imen Ben Sadok International Journal of Econometrics and Financial Management. The World Economics Journal focuses on the production, analysis and use of economic data, a subject of fundamental importance to the world economy. His broad research interests are in econometrics, finance and statistics, with a particular focus on financial econometrics. 2019 Tobin Scholar Prize Recipients The Department of Economics is proud to announce the recipients of the 2019 Tobin Scholar Prize for their outstanding performance in economic core theory courses. Bollerslev et al. Examples of topics include asset pricing, banking, corporate finance, corporate governance, derivative instruments, financial intermediation, financial research. E-mail address: [email protected] Original data used in the published version. Conley, Timothy G. The Journal of Finance and Data Science (JFDS) is the leading analytical journal on finance and data science, providing detailed analyses of. , 2008; Corsetti et al. The Quarterly Journal of Economics, 2019. forms, market efficiency and valuation. These research activities enhance the Division’s awareness and understanding of significant financial market issues and potential solutions to identified market failures and risks. Journal of Economics and Business (2013), Vol. Board of Governors of the Federal Reserve System. It is the most widely cited academic journal on finance. Download A rticle Market-Based Estimation of Stochastic Volatility Models , with Dante Amengual and Elena Manresa, Journal of Econometrics , 2015, 187, 418-435. Only Open Access Journals Only SciELO Journals Only WoS Journals. For instance, recent contributions include Case et al. Her research has been published in leading academic journals including the Journal of Finance, the Journal of Financial Economics and the Journal of Financial and Quantitative Analysis. The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and December by the Michael G. 4 billion regional institution based in Seattle — had a problem: many in the general public didn’t realize exactly what it did. Welcome to the Department of Economics at LSE, one of the leading economics departments in the world. The Questia library includes more than 94,000 academic books and more than 14 million journal, magazine, and newspaper articles from more than a thousand of the world's leading publishers. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. The School of Economic Sciences offers a highly rated Ph. Investor sentiment and the cross-section of stock returns, with Malcolm Baker, Journal of Finance, August 2006 · Comovement, with Nicholas Barberis and Andrei Shleifer, Journal of Financial Economics, February 2005 · Appearing and Disappearing Dividends: The Link to Catering Incentives, with Malcolm Baker, Journal of Financial Economics. Excel data Liu_Ritter_Data. His research has been published in Journal of Accounting and Finance, Journal of Banking and Finance, Journal of Empirical Finance, Real Estate Review, Pacific Basin Finance Journal, Applied Financial Economics and Annals of Operations Research. I estimate various one- and two-factor stochastic volatility/Le´vy models with time- varying autocorrelation via extensions of the Bates (2006) methodology that provide. Our reading of the labor economics literature suggests that it has largely ignored the impact of time-varying risk premiums on the labor markets. " Bank Ownership Structure, Regulation, and Risk Taking. A forum for economists to discuss economics, economics jobs, conferences, journals and more. Prior to his joining the CMA panel he was the Associate Dean for Executive Education at WBS. A forum for economists to discuss economics, economics jobs, conferences, journals and more. William Schwert. Several recent papers have attempted to identify the partial effects of trade integration and institutional quality on long-run growth using the geographical determinants of trade and the historical determinants of institutions as instruments. edu Simon Business School University of Rochester Rochester, New York 14627. SSRN´s eLibrary provides 894,966 research papers from 434,882 researchers across 30 disciplines. Advanced Economics Course. "The Impact of Degrees of Operating and Financial Leverage on the Systematic Risk of Common Stock: Another Look," Quarterly Journal of Business & Economics (Winter 1989), p. This is a great opportunity to network with faculty and other women in the major. She is listed as one of the “authors with the most. The Financial Review publishes original empirical, theoretical and methodological research providing new insights into issues of importance in all areas of financial economics. 2 Issue 2 onwards) Formerly known as Journal of Financial Engineering (2014 Vol. He has made particular advances in developing simulation based inference methods for online learning and has contributed methods to allow the mainstream use of high frequency financial data in economics. Finance Complementarity and substitutability between the banking sector and financial. Journal of Financial Economics 110 (2013) 1-17. She is listed as one of the "authors with the most. scientific journal. 257-270 Google Scholar We thank the referee, the editor (Bill Schwert), Robert Almgren, Robert Engle, Craig Holden, Andrew Karolyi, David Leinweber, Pam Moulton, Mark Ready, Riccardo Rebonato, John Wu, and the CIFT (Computational Infrastructure for Financial Technology) group at the Lawrence. Topics include corporate finance, investments, capital and security markets, and quantitative methods of particular relevance to financial researchers. Scott Lee and Gerald S. Since its name was coined in 1995 by merging the words “Economics” and “Physics”, this new interdisciplinary field has grown in various directions: theoretical macroeconomics (wealth distributions), microstructure of financial markets (order book modeling), econometrics of financial bubbles and crashes. Financial econometrics is the application of statistical methods to financial market data. PhD program applications are due 3 December 2019. Lu Zhang is The John W. It is the most widely cited academic journal on finance. / Journal of Financial Economics 124 (2017) 147-171 consider the relation between equity markets, Treasury debt markets, and credit spread levels. Using micro data from Duke University quarterly survey of Chief Financial Officers, we show that corporate investment plans as well as actual investment are well explained by CFOs’ expectations of earnings growth. "Time-variation in the covariance between stock returns and consumption growth," Journal of Finance 60, 2005, 1673-1712. International Journal of Economics and Finance. For November's tax-themed Journal in the Round, Julia Brufke Wenger, CFP ®, will share what she calls her "seasons of planning" strategy for ramping up and getting ready for tax season. Getter is the recipient of the 2019 Adjunct Faculty Excellence Award for the College of Arts, Humanities and Social Sciences, recognizing his demonstrated excellence in teaching. Track citations for all items by RSS feed Is something missing from the series or not right? See the RePEc data check for the archive and series. The Journal of Financial Economics began a new section containing applied papers and case studies in 1989. Journal of Economic Perspectives 2013. Bank and in U. The CFR publishes only 10-15 papers per year, but with paper quality comparable to the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Gompers et al. The key resource for economic literature from scholarly journals, working papers, dissertations, etc. DONATO MASCIANDARO. Read "Editorial data, Journal of Financial Economics" on DeepDyve, the largest online rental service for scholarly research with thousands of academic publications available at your fingertips. The National Association of Forensic Economics is an organization for the advancement and exchange of research and methods in the field of forensic economics. / Journal of Financial Economics 107 (2013) 155-182. Its mission is to provide a forum of debate for scholars of diverse disciplines such as economics, law, political science, sociology, and philosophy Content | Journal of Economics and Statistics. Journal of Economics and International Finance. By delivering first class information and innovative tools, we continue to refine our portfolio to serve the research need of educators, researchers and students worldwide. degree that can open doors to a wide variety of career paths. Financial econometrics is the application of statistical methods to financial market data. Journal of Financial Reporting and Accounting is available as part of an online subscription to the Emerald Accounting, Finance & Economics eJournals Collection. DOAJ is independent. 1 Despite Smith's claims, Goldman Sachs remains one of the top 100 Best Companies to Work For according to the average opinion of the employees surveyed by Great Places to Work Institute (GPTWI). Such phenomena provide a rich source of data that illustrate or challenge accepted theory and lead to new insights about the world. New content alerts RSS. Jordà, Schularick & Taylor “Leveraged Bubbles” w21486. " (with Ross Levine) Journal of Financial Economics, 2009, 93(2), 259-275. The Financial Times and its journalism are subject to a self-regulation regime under the FT Editorial Code of Practice. She is listed as one of the “authors with the most. Professor Mian's research has appeared in top academic journals, including the American Economic Review , Econometrica, Quarterly Journal of Economics , Journal of Finance , Review of Financial. While the predictability patterns in this artificial data may not lead to profitable trading rules based on actual securities, investors can implement our results directly by trading in fed funds futures. * Won Fama/DFA Prize = Second Prize for Best Paper in Capital Markets and Asset Pricing published in the Journal of Financial Economics in 2009. The size factor excludes the smallest 30% of firms, which are companies valued significantly as potential shells in reverse mergers that circumvent tight IPO constraints. Ghanaian Journal of Economics (AFEC) October 17, 2018 Financial institutions approve and disburse loans to individuals and firms to generate profit for their sustainability. The Journal of Economic Inequality provides a forum for analysis and measurement of economic and social inequalities, using theoretical and empirical approaches. "Financial Intermediation, Leverage, and Macroeconomic Instability", 2016, American Economic Journal: Macroeconomics, 8(4): 199-224 "Hyperbolic Discounting and Life Cycle Portfolio Choice" (with David Love), 2015, Journal of Pension Economics and Finance, volume 14, issue 04, pp. The journal places a premium on. In particular, this is the first study to use quarterly-frequency data from, and provide estimates for, developing countries. Open Access - free for readers, with article processing charges (APC) paid by authors or their institutions. IPO First-Day Return and Ex Ante Equity Premium, 2011, Journal of Financial and Quantitative Analysis PDF. Journal of Empirical Economics (JEE) is an internationally peer reviewed journal published by Research Academy of Social Sciences (RASS). / Journal of Financial Economics 103 (2012) 169–188 personal relationships, suggesting an original determi- nant of one’s financing partners. degree in Applied Economics, and an undergraduate program leading to a B. The CFR publishes leading academic research in all areas of financial economics. The Journal of Financial Planning welcomes original, advanced papers on any aspect of financial planning—typically research-based and 5,000 words in length. López-de- Silanes, A. New content alerts RSS. Betting Against Beta Factors. The School of Economic Sciences offers a highly rated Ph. The size factor excludes the smallest 30% of firms, which are companies valued significantly as potential shells in reverse mergers that circumvent tight IPO constraints. Functional Central Limit Theorem Approximations and the Distribution of the Dickey-Fuller Test with Strongly Heteroskedastic Data Economics Letters (2005) v86(3), pp 427-433. Publications: Journal of Financial Economics, Vol 110(1), October 2013. Areas of study include capital markets, financial institutions, corporate finance and corporate governance. Tate / Journal of Financial Economics 89 (2008) 20–43 21. The Journal of Economic Inequality provides a forum for analysis and measurement of economic and social inequalities, using theoretical and empirical approaches. Financial economists study the valuation of these claims, the markets in which they are traded, and their use by individuals, corporations, and the society at large. 6 See Bernardo and Welch (2001), Goel and Thakor (2000), Schelling (1960), and Van den Steen (2005) U. edu/databases Print Page. Our work belongs to a list of studies that searches for Journal of Financial Economics (2012), doi:10. · Event Studies and Systems Methods: Some Additional Evidence, Journal of Financial and Quantitative Analysis, 22, 1987, 494-504. diversification via acquisition using plant-level data. All DOAJ services are free of charge. prices, Quarterly Journal of Economics 116, 1-53. Barberis, Nicholas, Andrei Shleifer and Robert Vishny, 1998, A model of investor sentiment, Journal of Financial Economics 49, 307-343. November 20, 2019. “Detecting Bidders Groups in Collusive Auctions” with Francesco Decarolis American Economic Journal: Microeconomics Vol. The journal continues to provide a forum for economists, mathematicians and statisticians to publish quantitative papers in all subfields of Economics, with a special focus on less developed countries. The Valuation of Options on Yields, Journal of Financial Economics 26, 97-121, 1990. The data is centered around 35 emerging market economies, from 1990 to 2016, on a monthly basis. , 2008; Corsetti et al. The purpose of the RAND Journal of Economics, formerly the Bell Journal of Economics, is to support and encourage research in the behavior of regulated industries, the economic analysis of organizations, and more generally, applied microeconomics. DOAJ (Directory of Open Access Journals) DOAJ is a community-curated online directory that indexes and provides access to high quality, open access, peer-reviewed journals. 1, February 2004, p. Price overshooting. Houston's research is primarily in the areas of corporate finance and financial institutions, and his work has been published in top journals including The Journal of Finance, Journal of Financial Economics, Journal of Business, Journal of Financial and Quantitative Analysis, Journal of Accounting Research and Financial Management. Truly, no one can claim to be well read in economics without having mastered Menger's argument. IDEAS is just one of several services that use RePEc data. 2 Issue 1). Journal description. The Journal of Financial Economics began a new section containing applied papers and case studies in 1989. "Can Managers Time the Market? Evidence using Repurchase Price Data," with Amy Dittmar, 2015, Journal of Financial Economics 115, 261‑282. From Elsevier Bibliographic data for series maintained by Dana Niculescu (). I am an associate professor in the Vancouver School of Economics at the University of British Columbia in Vancouver, Canada, and a fellow in the Institutions, Organizations, and Growth program of The Canadian Institute for Advanced Research. Guerrieri, M. Among the topics considered are: differences within and between countries, and globally; inequalities of outcome and of opportunity, poverty, and mobility; univariate and multivariate approaches; differences between socioeconomic. "Forecasting Profitability and Earnings," Journal of Business 72 (April 2000), 161-175, with Eugene Fama. Winner of the Fama/DFA prize for the best paper (asset pricing) in the JFE in 2006. 2, March 2012, pp. , performance drives governance) or if governance is merely a symptom of an underlying. First, an editor may require the provision of supplemental materials (such as proofs, data sets, or computational programs) as a condition of publication. It seeks to promote interaction among researchers, policy-makers and practitioners an. Strebulaev, B. When submitting a paper for peer review please indicate if any portion of the manuscript has been published or posted online elsewhere, and if it has, please provide the citation and/or web address. Areas of study include capital markets, financial institutions, corporate finance and corporate governance. Stambaugh, Yu Yuan (2018), Size and Value in China, Journal of Financial Economics, forthcoming. Journal of Financial Economics, forthcoming (online appendix) State Taxation and the Reallocation of Business Activity: Evidence from Establishment-Level Data (with J. 1974 - 2019 Current editor(s): G. Journal of International Economics 2015. Data and programs.