1relpath,filename,ext,size_bytes,sha256,pdf_valid,pages,pdf_title,pdf_author,doi_in_pdf,first_page_chars,error,bib_year,bib_volume,bib_issue,bib_section,bib_title,bib_authors,bib_pages,bib_published,bib_doi,bib_access,bib_joined,decision,decision_reason,article_type,crossref_status,crossref_title,crossref_year,crossref_container,crossref_authors,crossref_refcount,crossref_cited_by,title_match_ratio,crossref_ok,doc_id22017/2017_v72_n1_p133-166_Formative-Experiences-and-Portfolio-Choice-Evidence-from-the-Finnish-Great-Depre.pdf,2017_v72_n1_p133-166_Formative-Experiences-and-Portfolio-Choice-Evidence-from-the-Finnish-Great-Depre.pdf,.pdf,346266,a3f17f97e3aea7a3a86094562189444cf1f29fd622c82c3ca19718bff41d800a,True,34.0,Formative Experiences and Portfolio Choice: Evidence from the Finnish Great Depression,,10.1111/jofi.12469,11277.0,,2017.0,72.0,1.0,ARTICLES,Formative Experiences and Portfolio Choice: Evidence from the Finnish Great Depression,SAMULI KNÜPFER; ELIAS RANTAPUSKA; MATTI SARVIMÄKI,133-166,20 September 2016,10.1111/jofi.12469,Full Access,True,include,article,article,200.0,Formative Experiences and Portfolio Choice: Evidence from the Finnish Great Depression,2017.0,The Journal of Finance,SAMULI KNÜPFER; ELIAS RANTAPUSKA; MATTI SARVIMÄKI,65.0,133.0,100.0,True,jof_1246932017/2017_v72_n1_p167-206_What-Doesnt-Kill-You-Will-Only-Make-You-More-Risk-Loving-Early-Life-Disasters-an.pdf,2017_v72_n1_p167-206_What-Doesnt-Kill-You-Will-Only-Make-You-More-Risk-Loving-Early-Life-Disasters-an.pdf,.pdf,318316,ca0ebf3d253fbf0194f7d3a3f16b844b78695593229c84582679f39f735f66cf,True,40.0,What Doesn't Kill You Will Only Make You More Risk‐Loving: Early‐Life Disasters and CEO Behavior,,10.1111/jofi.12432,10948.0,,2017.0,72.0,1.0,ARTICLES,What Doesn't Kill You Will Only Make You More Risk-Loving: Early-Life Disasters and CEO Behavior,GENNARO BERNILE; VINEET BHAGWAT; P. RAGHAVENDRA RAU,167-206,27 May 2016,10.1111/jofi.12432,Full Access,True,include,article,article,200.0,What Doesn't Kill You Will Only Make You More Risk‐Loving: Early‐Life Disasters and CEO Behavior,2017.0,The Journal of Finance,GENNARO BERNILE; VINEET BHAGWAT; P. RAGHAVENDRA RAU,51.0,956.0,100.0,True,jof_1243242017/2017_v72_n1_p207-248_Resident-Networks-and-Corporate-Connections-Evidence-from-World-War-II-Internmen.pdf,2017_v72_n1_p207-248_Resident-Networks-and-Corporate-Connections-Evidence-from-World-War-II-Internmen.pdf,.pdf,451189,9fd05d6953387ae8c54afe8d8da512039663ccbaae7b4fdea5537f05e603ba72,True,42.0,Resident Networks and Corporate Connections: Evidence from World War II Internment Camps,,10.1111/jofi.12407,10861.0,,2017.0,72.0,1.0,ARTICLES,Resident Networks and Corporate Connections: Evidence from World War II Internment Camps,LAUREN COHEN; UMIT G. GURUN; CHRISTOPHER MALLOY,207-248,01 March 2016,10.1111/jofi.12407,Full Access,True,include,article,article,200.0,Resident Networks and Corporate Connections: Evidence from World War II Internment Camps,2017.0,The Journal of Finance,LAUREN COHEN; UMIT G. GURUN; CHRISTOPHER MALLOY,48.0,74.0,100.0,True,jof_1240752017/2017_v72_n1_p249-290_The-Real-Effects-of-Credit-Ratings-The-Sovereign-Ceiling-Channel.pdf,2017_v72_n1_p249-290_The-Real-Effects-of-Credit-Ratings-The-Sovereign-Ceiling-Channel.pdf,.pdf,994697,3c97b721b594e1f26313be6488f6bd5ca338f72d9cedd1032f3c0d3f01c3de37,True,42.0,The Real Effects of Credit Ratings: The Sovereign Ceiling Channel,,10.1111/jofi.12434,11005.0,,2017.0,72.0,1.0,ARTICLES,The Real Effects of Credit Ratings: The Sovereign Ceiling Channel,HEITOR ALMEIDA; IGOR CUNHA; MIGUEL A. FERREIRA; FELIPE RESTREPO,249-290,02 June 2016,10.1111/jofi.12434,Full Access,True,include,article,article,200.0,The Real Effects of Credit Ratings: The Sovereign Ceiling Channel,2017.0,The Journal of Finance,HEITOR ALMEIDA; IGOR CUNHA; MIGUEL A. FERREIRA; FELIPE RESTREPO,36.0,291.0,100.0,True,jof_1243462017/2017_v72_n1_p291-324_Financial-Contracting-and-Organizational-Form-Evidence-from-the-Regulation-of-Tr.pdf,2017_v72_n1_p291-324_Financial-Contracting-and-Organizational-Form-Evidence-from-the-Regulation-of-Tr.pdf,.pdf,401987,16a5dc8018daa19a4073dbd046dc496777080d561ce5fd9913d6d6da5bc5bb6d,True,34.0,Financial Contracting and Organizational Form: Evidence from the Regulation of Trade Credit,,10.1111/jofi.12439,11072.0,,2017.0,72.0,1.0,ARTICLES,Financial Contracting and Organizational Form: Evidence from the Regulation of Trade Credit,EMILY BREZA; ANDRES LIBERMAN,291-324,04 August 2016,10.1111/jofi.12439,Full Access,True,include,article,article,200.0,Financial Contracting and Organizational Form: Evidence from the Regulation of Trade Credit,2017.0,The Journal of Finance,EMILY BREZA; ANDRES LIBERMAN,40.0,111.0,100.0,True,jof_1243972017/2017_v72_n1_p325-370_Local-Risk-Local-Factors-and-Asset-Prices.pdf,2017_v72_n1_p325-370_Local-Risk-Local-Factors-and-Asset-Prices.pdf,.pdf,798361,eb147af174fd904332d336776060a7b154281096a288c2a18053495227dc17cb,True,46.0,"Local Risk, Local Factors, and Asset Prices",,10.1111/jofi.12465,11305.0,,2017.0,72.0,1.0,ARTICLES,"Local Risk, Local Factors, and Asset Prices",SELALE TUZEL; MIAO BEN ZHANG,325-370,19 September 2016,10.1111/jofi.12465,Full Access,True,include,article,article,200.0,"Local Risk, Local Factors, and Asset Prices",2017.0,The Journal of Finance,SELALE TUZEL; MIAO BEN ZHANG,64.0,122.0,100.0,True,jof_1246582017/2017_v72_n1_p371-414_Buyout-Activity-The-Impact-of-Aggregate-Discount-Rates.pdf,2017_v72_n1_p371-414_Buyout-Activity-The-Impact-of-Aggregate-Discount-Rates.pdf,.pdf,445301,2ca10cacc14b69a439286f84226831d7e5a8bfe7a7b838caf66f391b5f6c08a8,True,44.0,Buyout Activity: The Impact of Aggregate Discount Rates,,10.1111/jofi.12464,9404.0,,2017.0,72.0,1.0,ARTICLES,Buyout Activity: The Impact of Aggregate Discount Rates,VALENTIN HADDAD; ERIK LOUALICHE; MATTHEW PLOSSER,371-414,19 September 2016,10.1111/jofi.12464,Full Access,True,include,article,article,200.0,Buyout Activity: The Impact of Aggregate Discount Rates,2017.0,The Journal of Finance,VALENTIN HADDAD; ERIK LOUALICHE; MATTHEW PLOSSER,47.0,46.0,100.0,True,jof_1246492017/2017_v72_n1_p415-460_Asset-Pricing-with-Countercyclical-Household-Consumption-Risk.pdf,2017_v72_n1_p415-460_Asset-Pricing-with-Countercyclical-Household-Consumption-Risk.pdf,.pdf,386357,472bd685e66434a2558b39b37ac206974f1bfe7003beef332e75c88f47f5858a,True,46.0,Asset Pricing with Countercyclical Household Consumption Risk,,10.1111/jofi.12471,9175.0,,2017.0,72.0,1.0,ARTICLES,Asset Pricing with Countercyclical Household Consumption Risk,GEORGE M. CONSTANTINIDES; ANISHA GHOSH,415-460,21 September 2016,10.1111/jofi.12471,Full Access,True,include,article,article,200.0,Asset Pricing with Countercyclical Household Consumption Risk,2017.0,The Journal of Finance,GEORGE M. CONSTANTINIDES; ANISHA GHOSH,45.0,113.0,100.0,True,jof_12471102017/2017_v72_n1_p461-494_Ex-Dividend-Profitability-and-Institutional-Trading-Skill.pdf,2017_v72_n1_p461-494_Ex-Dividend-Profitability-and-Institutional-Trading-Skill.pdf,.pdf,336906,433811aa3e514577e71252136a2cd02482802ae8735846591970292a99f43597,True,34.0,Ex‐Dividend Profitability and Institutional Trading Skill,,10.1111/jofi.12472,10633.0,,2017.0,72.0,1.0,ARTICLES,Ex-Dividend Profitability and Institutional Trading Skill,TYLER R. HENRY; JENNIFER L. KOSKI,461-494,26 September 2016,10.1111/jofi.12472,Full Access,True,include,article,article,200.0,Ex‐Dividend Profitability and Institutional Trading Skill,2017.0,The Journal of Finance,TYLER R. HENRY; JENNIFER L. KOSKI,38.0,49.0,100.0,True,jof_12472112017/2017_v72_n1_p47-98_Asset-Pricing-without-Garbage.pdf,2017_v72_n1_p47-98_Asset-Pricing-without-Garbage.pdf,.pdf,718392,32e6e6c3e69ad8623c8908d22be92d5edf3a54024def41a76f6aea51d38ae2ba,True,52.0,Asset Pricing without Garbage,,10.1111/jofi.12438,10922.0,,2017.0,72.0,1.0,ARTICLES,Asset Pricing without Garbage,TIM A. KROENCKE,47-98,04 August 2016,10.1111/jofi.12438,Full Access,True,include,article,article,200.0,Asset Pricing without Garbage,2017.0,The Journal of Finance,TIM A. KROENCKE,97.0,102.0,100.0,True,jof_12438122017/2017_v72_n1_p5-46_Who-Are-the-Value-and-Growth-Investors.pdf,2017_v72_n1_p5-46_Who-Are-the-Value-and-Growth-Investors.pdf,.pdf,551648,b7e376f397246444f24d03a82ab6bb142573b397c44e9833cada7b2391ae09e7,True,42.0,Who Are the Value and Growth Investors?,,10.1111/jofi.12473,10911.0,,2017.0,72.0,1.0,ARTICLES,Who Are the Value and Growth Investors?,SEBASTIEN BETERMIER; LAURENT E. CALVET; PAOLO SODINI,5-46,23 October 2016,10.1111/jofi.12473,Full Access,True,include,article,article,200.0,Who Are the Value and Growth Investors?,2017.0,The Journal of Finance,SEBASTIEN BETERMIER; LAURENT E. CALVET; PAOLO SODINI,104.0,113.0,100.0,True,jof_12473132017/2017_v72_n1_p99-132_Housing-Collateral-and-Entrepreneurship.pdf,2017_v72_n1_p99-132_Housing-Collateral-and-Entrepreneurship.pdf,.pdf,312667,cc1f315e36e8a23c68702ecd3dd7139fbb6b8fa8e0cf385e9aeecb1ca542f2e0,True,34.0,Housing Collateral and Entrepreneurship,,10.1111/jofi.12468,10867.0,,2017.0,72.0,1.0,ARTICLES,Housing Collateral and Entrepreneurship,MARTIN C. SCHMALZ; DAVID A. SRAER; DAVID THESMAR,99-132,21 September 2016,10.1111/jofi.12468,Full Access,True,include,article,article,200.0,Housing Collateral and Entrepreneurship,2017.0,The Journal of Finance,MARTIN C. SCHMALZ; DAVID A. SRAER; DAVID THESMAR,43.0,362.0,100.0,True,jof_12468142017/2017_v72_n2_p509-538_Attracting-Early-Stage-Investors-Evidence-from-a-Randomized-Field-Experiment.pdf,2017_v72_n2_p509-538_Attracting-Early-Stage-Investors-Evidence-from-a-Randomized-Field-Experiment.pdf,.pdf,348049,6b3aa29ef900c7fdb1d4cd7740fc23be08efe0f8fba7adc741966c44783bde07,True,30.0,Attracting Early‐Stage Investors: Evidence from a Randomized Field Experiment,,10.1111/jofi.12470,10622.0,,2017.0,72.0,2.0,ARTICLES,Attracting Early-Stage Investors: Evidence from a Randomized Field Experiment,SHAI BERNSTEIN; ARTHUR KORTEWEG; KEVIN LAWS,509-538,20 September 2016,10.1111/jofi.12470,Full Access,True,include,article,article,200.0,Attracting Early‐Stage Investors: Evidence from a Randomized Field Experiment,2017.0,The Journal of Finance,SHAI BERNSTEIN; ARTHUR KORTEWEG; KEVIN LAWS,49.0,368.0,100.0,True,jof_12470152017/2017_v72_n2_p539-574_Politically-Connected-Private-Equity-and-Employment.pdf,2017_v72_n2_p539-574_Politically-Connected-Private-Equity-and-Employment.pdf,.pdf,282454,a5a3d2a5b3778bcd2d8e0ff3e9129ae2ae928e57091d3faf5f10bd9304799b11,True,36.0,Politically Connected Private Equity and Employment,,10.1111/jofi.12483,10722.0,,2017.0,72.0,2.0,ARTICLES,Politically Connected Private Equity and Employment,MARA FACCIO; HUNG-CHIA HSU,539-574,20 January 2017,10.1111/jofi.12483,Full Access,True,include,article,article,200.0,Politically Connected Private Equity and Employment,2017.0,The Journal of Finance,MARA FACCIO; HUNG‐CHIA HSU,40.0,171.0,100.0,True,jof_12483162017/2017_v72_n2_p575-612_Mortgage-Debt-Overhang-Reduced-Investment-by-Homeowners-at-Risk-of-Default.pdf,2017_v72_n2_p575-612_Mortgage-Debt-Overhang-Reduced-Investment-by-Homeowners-at-Risk-of-Default.pdf,.pdf,641643,7128b3f254dfc38112d4db048add41e1574f2cc611580fba0579249dd703e83d,True,38.0,Mortgage Debt Overhang: Reduced Investment by Homeowners at Risk of Default,,10.1111/jofi.12482,10573.0,,2017.0,72.0,2.0,ARTICLES,Mortgage Debt Overhang: Reduced Investment by Homeowners at Risk of Default,BRIAN T. MELZER,575-612,20 January 2017,10.1111/jofi.12482,Full Access,True,include,article,article,200.0,Mortgage Debt Overhang: Reduced Investment by Homeowners at Risk of Default,2017.0,The Journal of Finance,BRIAN T. MELZER,54.0,114.0,100.0,True,jof_12482172017/2017_v72_n2_p613-654_Bank-Leverage-and-Monetary-Policys-Risk-Taking-Channel-Evidence-from-the-United.pdf,2017_v72_n2_p613-654_Bank-Leverage-and-Monetary-Policys-Risk-Taking-Channel-Evidence-from-the-United.pdf,.pdf,349975,4093c4ee9f55187820d8b17add241413334bf8a03bcc902064bce6113f166283,True,42.0,Bank Leverage and Monetary Policy's Risk‐Taking Channel: Evidence from the United States,,10.1111/jofi.12467,11434.0,,2017.0,72.0,2.0,ARTICLES,Bank Leverage and Monetary Policy's Risk-Taking Channel: Evidence from the United States,GIOVANNI DELL'ARICCIA; LUC LAEVEN; GUSTAVO A. SUAREZ,613-654,20 September 2016,10.1111/jofi.12467,Full Access,True,include,article,article,200.0,Bank Leverage and Monetary Policy's Risk‐Taking Channel: Evidence from the United States,2017.0,The Journal of Finance,GIOVANNI DELL'ARICCIA; LUC LAEVEN; GUSTAVO A. SUAREZ,51.0,413.0,100.0,True,jof_12467182017/2017_v72_n2_p655-704_Linear-Rational-Term-Structure-Models.pdf,2017_v72_n2_p655-704_Linear-Rational-Term-Structure-Models.pdf,.pdf,918676,bb9f0855c72da6b7717b229327ca3ed8eb01047f2deb7681b72377405b5a1831,True,50.0,Linear‐Rational Term Structure Models,,10.1111/jofi.12488,11161.0,,2017.0,72.0,2.0,ARTICLES,Linear-Rational Term Structure Models,DAMIR FILIPOVIĆ; MARTIN LARSSON; ANDERS B. TROLLE,655-704,16 December 2016,10.1111/jofi.12488,Full Access,True,include,article,article,200.0,Linear‐Rational Term Structure Models,2017.0,The Journal of Finance,DAMIR FILIPOVIĆ; MARTIN LARSSON; ANDERS B. TROLLE,57.0,100.0,100.0,True,jof_12488192017/2017_v72_n2_p705-750_Asset-Market-Participation-and-Portfolio-Choice-over-the-Life-Cycle.pdf,2017_v72_n2_p705-750_Asset-Market-Participation-and-Portfolio-Choice-over-the-Life-Cycle.pdf,.pdf,942720,a96f8b9bc8e4d7736047d9b68b260101eb9073f2d214be77ef91bfc5868e30ed,True,46.0,Asset Market Participation and Portfolio Choice over the Life‐Cycle,,10.1111/jofi.12484,11523.0,,2017.0,72.0,2.0,ARTICLES,Asset Market Participation and Portfolio Choice over the Life-Cycle,ANDREAS FAGERENG; CHARLES GOTTLIEB; LUIGI GUISO,705-750,20 January 2017,10.1111/jofi.12484,Full Access,True,include,article,article,200.0,Asset Market Participation and Portfolio Choice over the Life‐Cycle,2017.0,The Journal of Finance,ANDREAS FAGERENG; CHARLES GOTTLIEB; LUIGI GUISO,65.0,282.0,100.0,True,jof_12484202017/2017_v72_n2_p751-792_Before-an-Analyst-Becomes-an-Analyst-Does-Industry-Experience-Matter.pdf,2017_v72_n2_p751-792_Before-an-Analyst-Becomes-an-Analyst-Does-Industry-Experience-Matter.pdf,.pdf,287990,9d49fe27275082c2c93138bc92803f500bb95706ef4d018a546ff234d3522e92,True,42.0,Before an Analyst Becomes an Analyst: Does Industry Experience Matter?,,10.1111/jofi.12466,10791.0,,2017.0,72.0,2.0,ARTICLES,Before an Analyst Becomes an Analyst: Does Industry Experience Matter?,DANIEL BRADLEY; SINAN GOKKAYA; XI LIU,751-792,20 September 2016,10.1111/jofi.12466,Full Access,True,include,article,article,200.0,Before an Analyst Becomes an Analyst: Does Industry Experience Matter?,2017.0,The Journal of Finance,DANIEL BRADLEY; SINAN GOKKAYA; XI LIU,54.0,317.0,100.0,True,jof_12466212017/2017_v72_n2_p793-852_Precautionary-Savings-with-Risky-Assets-When-Cash-Is-Not-Cash.pdf,2017_v72_n2_p793-852_Precautionary-Savings-with-Risky-Assets-When-Cash-Is-Not-Cash.pdf,.pdf,1221732,22332f923950a346e53845513bb3c898a690075826c1ff3f9c38cbd237058120,True,60.0,Precautionary Savings with Risky Assets: When Cash Is Not Cash,,10.1111/jofi.12490,10800.0,,2017.0,72.0,2.0,ARTICLES,Precautionary Savings with Risky Assets: When Cash Is Not Cash,RAN DUCHIN; THOMAS GILBERT; JARRAD HARFORD; CHRISTOPHER HRDLICKA,793-852,19 December 2016,10.1111/jofi.12490,Full Access,True,include,article,article,200.0,Precautionary Savings with Risky Assets: When Cash Is Not Cash,2017.0,The Journal of Finance,RAN DUCHIN; THOMAS GILBERT; JARRAD HARFORD; CHRISTOPHER HRDLICKA,64.0,343.0,100.0,True,jof_12490222017/2017_v72_n2_p853-910_On-the-Foundations-of-Corporate-Social-Responsibility.pdf,2017_v72_n2_p853-910_On-the-Foundations-of-Corporate-Social-Responsibility.pdf,.pdf,574300,e327f42795508f12d6b95430d6b8b5b4ca898bc0415cc5d8e6367b94fadd7467,True,58.0,On the Foundations of Corporate Social Responsibility,,10.1111/jofi.12487,11487.0,,2017.0,72.0,2.0,ARTICLES,On the Foundations of Corporate Social Responsibility,HAO LIANG; LUC RENNEBOOG,853-910,06 December 2016,10.1111/jofi.12487,Full Access,True,include,article,article,200.0,On the Foundations of Corporate Social Responsibility,2017.0,The Journal of Finance,HAO LIANG; LUC RENNEBOOG,59.0,1402.0,100.0,True,jof_12487232017/2017_v72_n2_p911-950_Reverse-Mortgage-Loans-A-Quantitative-Analysis.pdf,2017_v72_n2_p911-950_Reverse-Mortgage-Loans-A-Quantitative-Analysis.pdf,.pdf,503636,891df134f35f992e0ff749ce882850fd37996ca9fdfbf8c8260046e8aaf503c0,True,40.0,Reverse Mortgage Loans: A Quantitative Analysis,,10.1111/jofi.12489,10650.0,,2017.0,72.0,2.0,ARTICLES,Reverse Mortgage Loans: A Quantitative Analysis,MAKOTO NAKAJIMA; IRINA A. TELYUKOVA,911-950,13 December 2016,10.1111/jofi.12489,Full Access,True,include,article,article,200.0,Reverse Mortgage Loans: A Quantitative Analysis,2017.0,The Journal of Finance,MAKOTO NAKAJIMA; IRINA A. TELYUKOVA,37.0,122.0,100.0,True,jof_12489242017/2017_v72_n3_p1039-1080_Finance-and-Growth-at-the-Firm-Level-Evidence-from-SBA-Loans.pdf,2017_v72_n3_p1039-1080_Finance-and-Growth-at-the-Firm-Level-Evidence-from-SBA-Loans.pdf,.pdf,558272,90490da86b17d09e74b3f92843e603754efcafb27d151e2026d42411ac64daeb,True,42.0,Finance and Growth at the Firm Level: Evidence from SBA Loans,,10.1111/jofi.12492,10871.0,,2017.0,72.0,3.0,ARTICLES,Finance and Growth at the Firm Level: Evidence from SBA Loans,J. DAVID BROWN; JOHN S. EARLE,1039-1080,24 January 2017,10.1111/jofi.12492,Full Access,True,include,article,article,200.0,Finance and Growth at the Firm Level: Evidence from SBA Loans,2017.0,The Journal of Finance,J. DAVID BROWN; JOHN S. EARLE,48.0,221.0,100.0,True,jof_12492252017/2017_v72_n3_p1081-1118_Forced-Asset-Sales-and-the-Concentration-of-Outstanding-Debt-Evidence-from-the-M.pdf,2017_v72_n3_p1081-1118_Forced-Asset-Sales-and-the-Concentration-of-Outstanding-Debt-Evidence-from-the-M.pdf,.pdf,637460,9d80b1fa06977d7cdb9c8a7496c73e9206a0ab277752c61c9c11d10ed1b30b47,True,38.0,Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market,,10.1111/jofi.12494,11006.0,,2017.0,72.0,3.0,ARTICLES,Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market,GIOVANNI FAVARA; MARIASSUNTA GIANNETTI,1081-1118,24 January 2017,10.1111/jofi.12494,Full Access,True,include,article,article,200.0,Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market,2017.0,The Journal of Finance,GIOVANNI FAVARA; MARIASSUNTA GIANNETTI,33.0,96.0,100.0,True,jof_12494262017/2017_v72_n3_p1119-1170_Liquidity-in-a-Market-for-Unique-Assets-Specified-Pool-and-To-Be-Announced-Tradi.pdf,2017_v72_n3_p1119-1170_Liquidity-in-a-Market-for-Unique-Assets-Specified-Pool-and-To-Be-Announced-Tradi.pdf,.pdf,479425,650ab98d134ddd0d010f84f0fab453ecc4374ecff97fd68b9936955804262275,True,52.0,Liquidity in a Market for Unique Assets: Specified Pool and To‐Be‐Announced Trading in the Mortgage‐Backed Securities Market,,10.1111/jofi.12496,10146.0,,2017.0,72.0,3.0,ARTICLES,Liquidity in a Market for Unique Assets: Specified Pool and To-Be-Announced Trading in the Mortgage-Backed Securities Market,PENGJIE GAO; PAUL SCHULTZ; ZHAOGANG SONG,1119-1170,25 January 2017,10.1111/jofi.12496,Full Access,True,include,article,article,200.0,Liquidity in a Market for Unique Assets: Specified Pool and To‐Be‐Announced Trading in the Mortgage‐Backed Securities Market,2017.0,The Journal of Finance,PENGJIE GAO; PAUL SCHULTZ; ZHAOGANG SONG,17.0,48.0,100.0,True,jof_12496272017/2017_v72_n3_p1171-1212_The-Effect-of-Housing-on-Portfolio-Choice.pdf,2017_v72_n3_p1171-1212_The-Effect-of-Housing-on-Portfolio-Choice.pdf,.pdf,349738,b755ad9c4d88c62feb7694a9049b791bb43e63b3ee5a647e1ca09bf757181cbf,True,42.0,The Effect of Housing on Portfolio Choice,,10.1111/jofi.12500,10839.0,,2017.0,72.0,3.0,ARTICLES,The Effect of Housing on Portfolio Choice,RAJ CHETTY; LÁSZLÓ SÁNDOR; ADAM SZEIDL,1171-1212,03 February 2017,10.1111/jofi.12500,Full Access,True,include,article,article,200.0,The Effect of Housing on Portfolio Choice,2017.0,The Journal of Finance,RAJ CHETTY; LÁSZLÓ SÁNDOR; ADAM SZEIDL,32.0,250.0,100.0,True,jof_12500282017/2017_v72_n3_p1213-1252_Exchange-Rates-and-Monetary-Policy-Uncertainty.pdf,2017_v72_n3_p1213-1252_Exchange-Rates-and-Monetary-Policy-Uncertainty.pdf,.pdf,416814,4b2f62ba52a66448b39539a0d6864e9f14617c2e3e779fcd7b7fc526baca0750,True,40.0,Exchange Rates and Monetary Policy Uncertainty,,10.1111/jofi.12499,10820.0,,2017.0,72.0,3.0,ARTICLES,Exchange Rates and Monetary Policy Uncertainty,PHILIPPE MUELLER; ALIREZA TAHBAZ-SALEHI; ANDREA VEDOLIN,1213-1252,02 February 2017,10.1111/jofi.12499,Full Access,True,include,article,article,200.0,Exchange Rates and Monetary Policy Uncertainty,2017.0,The Journal of Finance,PHILIPPE MUELLER; ALIREZA TAHBAZ‐SALEHI; ANDREA VEDOLIN,35.0,224.0,100.0,True,jof_12499292017/2017_v72_n3_p1253-1284_Correlated-Default-and-Financial-Intermediation.pdf,2017_v72_n3_p1253-1284_Correlated-Default-and-Financial-Intermediation.pdf,.pdf,350558,d96d0b1a12e49efd8bc1275856468407471d38d698f976c0e38de74a1155f54c,True,32.0,Correlated Default and Financial Intermediation,,10.1111/jofi.12493,11459.0,,2017.0,72.0,3.0,ARTICLES,Correlated Default and Financial Intermediation,GREGORY PHELAN,1253-1284,24 January 2017,10.1111/jofi.12493,Full Access,True,include,article,article,200.0,Correlated Default and Financial Intermediation,2017.0,The Journal of Finance,GREGORY PHELAN,57.0,15.0,100.0,True,jof_12493302017/2017_v72_n3_p1285-1334_Does-the-Scope-of-the-Sell-Side-Analyst-Industry-Matter-An-Examination-of-Bias-A.pdf,2017_v72_n3_p1285-1334_Does-the-Scope-of-the-Sell-Side-Analyst-Industry-Matter-An-Examination-of-Bias-A.pdf,.pdf,517548,1f1aa0ac42f7f938bc0ac08f78c5eae5b9e17a4dc685c9c0d907e2cf79c513bf,True,50.0,"Does the Scope of the Sell‐Side Analyst Industry Matter? An Examination of Bias, Accuracy, and Information Content of Analyst Reports",,10.1111/jofi.12485,10961.0,,2017.0,72.0,3.0,ARTICLES,"Does the Scope of the Sell-Side Analyst Industry Matter? An Examination of Bias, Accuracy, and Information Content of Analyst Reports",KENNETH MERKLEY; RONI MICHAELY; JOSEPH PACELLI,1285-1334,20 January 2017,10.1111/jofi.12485,Full Access,True,include,article,article,200.0,"Does the Scope of the Sell‐Side Analyst Industry Matter? An Examination of Bias, Accuracy, and Information Content of Analyst Reports",2017.0,The Journal of Finance,KENNETH MERKLEY; RONI MICHAELY; JOSEPH PACELLI,72.0,194.0,100.0,True,jof_12485312017/2017_v72_n3_p1335-1386_Short-Term-Market-Risks-Implied-by-Weekly-Options.pdf,2017_v72_n3_p1335-1386_Short-Term-Market-Risks-Implied-by-Weekly-Options.pdf,.pdf,1844297,8f27b1d0a56f4b177536000961d2b4cb6db9acee80efff444c4afd7a0f4498dd,True,52.0,Short‐Term Market Risks Implied by Weekly Options,,10.1111/jofi.12486,10936.0,,2017.0,72.0,3.0,ARTICLES,Short-Term Market Risks Implied by Weekly Options,TORBEN G. ANDERSEN; NICOLA FUSARI; VIKTOR TODOROV,1335-1386,23 February 2017,10.1111/jofi.12486,Full Access,True,include,article,article,200.0,Short‐Term Market Risks Implied by Weekly Options,2017.0,The Journal of Finance,TORBEN G. ANDERSEN; NICOLA FUSARI; VIKTOR TODOROV,39.0,148.0,100.0,True,jof_12486322017/2017_v72_n3_p967-998_The-Flash-Crash-High-Frequency-Trading-in-an-Electronic-Market.pdf,2017_v72_n3_p967-998_The-Flash-Crash-High-Frequency-Trading-in-an-Electronic-Market.pdf,.pdf,1325307,aff1d3fb5dcc6454808b3f4b46c378903ad890d944e003ecbd3d10c320f2f2b6,True,32.0,The Flash Crash: High‐Frequency Trading in an Electronic Market,,10.1111/jofi.12498,9583.0,,2017.0,72.0,3.0,ARTICLES,The Flash Crash: High-Frequency Trading in an Electronic Market,ANDREI KIRILENKO; ALBERT S. KYLE; MEHRDAD SAMADI; TUGKAN TUZUN,967-998,25 January 2017,10.1111/jofi.12498,Full Access,True,include,article,article,200.0,The Flash Crash: High‐Frequency Trading in an Electronic Market,2017.0,The Journal of Finance,ANDREI KIRILENKO; ALBERT S. KYLE; MEHRDAD SAMADI; TUGKAN TUZUN,55.0,768.0,100.0,True,jof_12498332017/2017_v72_n3_p999-1038_Firm-Age-Investment-Opportunities-and-Job-Creation.pdf,2017_v72_n3_p999-1038_Firm-Age-Investment-Opportunities-and-Job-Creation.pdf,.pdf,667497,b754c860465f5a261346c3d9eb0d92277221061c4156ff2c08f5af8068255ffb,True,40.0,"Firm Age, Investment Opportunities, and Job Creation",,10.1111/jofi.12495,10648.0,,2017.0,72.0,3.0,ARTICLES,"Firm Age, Investment Opportunities, and Job Creation",MANUEL ADELINO; SONG MA; DAVID ROBINSON,999-1038,18 February 2017,10.1111/jofi.12495,Full Access,True,include,article,article,200.0,"Firm Age, Investment Opportunities, and Job Creation",2017.0,The Journal of Finance,MANUEL ADELINO; SONG MA; DAVID ROBINSON,64.0,200.0,100.0,True,jof_12495342017/2017_v72_n4_p1399-1440_Presidential-Address-The-Scientific-Outlook-in-Financial-Economics.pdf,2017_v72_n4_p1399-1440_Presidential-Address-The-Scientific-Outlook-in-Financial-Economics.pdf,.pdf,1421103,e7091a0d4b8826fccbb9cdfd5a1a80d2b93abaa741a5d2db98fb07459b1721af,True,43.0,Presidential Address: The Scientific Outlook in Financial Economics,,10.1111/jofi.12530,6931.0,,2017.0,72.0,4.0,ARTICLES,Presidential Address: The Scientific Outlook in Financial Economics,CAMPBELL R. HARVEY,1399-1440,08 July 2017,10.1111/jofi.12530,Full Access,True,include,presidential_address,presidential_address,200.0,Presidential Address: The Scientific Outlook in Financial Economics,2017.0,The Journal of Finance,CAMPBELL R. HARVEY,68.0,467.0,100.0,True,jof_12530352017/2017_v72_n4_p1441-1482_Retail-Financial-Advice-Does-One-Size-Fit-All.pdf,2017_v72_n4_p1441-1482_Retail-Financial-Advice-Does-One-Size-Fit-All.pdf,.pdf,1136225,7dd8bfbef11797e52089a25c38b62f4ce1788c8e2a4450f2c2af25eda6b22d01,True,42.0,Retail Financial Advice: Does One Size Fit All?,,10.1111/jofi.12514,11500.0,,2017.0,72.0,4.0,ARTICLES,Retail Financial Advice: Does One Size Fit All?,STEPHEN FOERSTER; JUHANI T. LINNAINMAA; BRIAN T. MELZER; ALESSANDRO PREVITERO,1441-1482,12 April 2017,10.1111/jofi.12514,Full Access,True,include,article,article,200.0,Retail Financial Advice: Does One Size Fit All?,2017.0,The Journal of Finance,STEPHEN FOERSTER; JUHANI T. LINNAINMAA; BRIAN T. MELZER; ALESSANDRO PREVITERO,38.0,270.0,100.0,True,jof_12514362017/2017_v72_n4_p1483-1528_Do-Funds-Make-More-When-They-Trade-More.pdf,2017_v72_n4_p1483-1528_Do-Funds-Make-More-When-They-Trade-More.pdf,.pdf,477049,d97f9e3543f798e3a98fead0220fb2961999c374299fcf55a8f22dfbc3696440,True,46.0,Do Funds Make More When They Trade More?,,10.1111/jofi.12509,10906.0,,2017.0,72.0,4.0,ARTICLES,Do Funds Make More When They Trade More?,ĽUBOŠ PÁSTOR; ROBERT F. STAMBAUGH; LUCIAN A. TAYLOR,1483-1528,19 March 2017,10.1111/jofi.12509,Full Access,True,include,article,article,200.0,Do Funds Make More When They Trade More?,2017.0,The Journal of Finance,ĽUBOŠ PÁSTOR; ROBERT F. STAMBAUGH; LUCIAN A. TAYLOR,69.0,222.0,100.0,True,jof_12509372017/2017_v72_n4_p1529-1566_Term-Structure-of-Consumption-Risk-Premia-in-the-Cross-Section-of-Currency-Retur.pdf,2017_v72_n4_p1529-1566_Term-Structure-of-Consumption-Risk-Premia-in-the-Cross-Section-of-Currency-Retur.pdf,.pdf,549928,a5bcb20feb92041e3cb674521d8e69fca008f3eab01e4f7c23ad1819a7b6e7fc,True,38.0,Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns,,10.1111/jofi.12501,10744.0,,2017.0,72.0,4.0,ARTICLES,Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns,IRINA ZVIADADZE,1529-1566,03 February 2017,10.1111/jofi.12501,Full Access,True,include,article,article,200.0,Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns,2017.0,The Journal of Finance,IRINA ZVIADADZE,52.0,39.0,100.0,True,jof_12501382017/2017_v72_n4_p1567-1610_Trader-Leverage-and-Liquidity.pdf,2017_v72_n4_p1567-1610_Trader-Leverage-and-Liquidity.pdf,.pdf,741304,7db274be305c6bdd8e90034fa01020a60724b9474c7cb1fbaa87a78f32ee899c,True,44.0,Trader Leverage and Liquidity,,10.1111/jofi.12507,11127.0,,2017.0,72.0,4.0,ARTICLES,Trader Leverage and Liquidity,BIGE KAHRAMAN; HEATHER E. TOOKES,1567-1610,18 March 2017,10.1111/jofi.12507,Free Access,True,include,article,article,200.0,Trader Leverage and Liquidity,2017.0,The Journal of Finance,BIGE KAHRAMAN; HEATHER E. TOOKES,59.0,84.0,100.0,True,jof_12507392017/2017_v72_n4_p1611-1644_Volatility-Managed-Portfolios.pdf,2017_v72_n4_p1611-1644_Volatility-Managed-Portfolios.pdf,.pdf,768489,ab6176d011452d4b3fafa0f5ee08edc6b15134bdaabbb5faee6237c71b5af5c1,True,34.0,Volatility‐Managed Portfolios,,10.1111/jofi.12513,9122.0,,2017.0,72.0,4.0,ARTICLES,Volatility-Managed Portfolios,ALAN MOREIRA; TYLER MUIR,1611-1644,06 April 2017,10.1111/jofi.12513,Full Access,True,include,article,article,200.0,Volatility‐Managed Portfolios,2017.0,The Journal of Finance,ALAN MOREIRA; TYLER MUIR,47.0,571.0,100.0,True,jof_12513402017/2017_v72_n4_p1645-1682_Advance-Refundings-of-Municipal-Bonds.pdf,2017_v72_n4_p1645-1682_Advance-Refundings-of-Municipal-Bonds.pdf,.pdf,351438,9e7140acf9652fa8c482473e5172aa1150ccebc6801e6de6628b916c6fdcac99,True,38.0,Advance Refundings of Municipal Bonds,,10.1111/jofi.12506,10682.0,,2017.0,72.0,4.0,ARTICLES,Advance Refundings of Municipal Bonds,ANDREW ANG; RICHARD C. GREEN; FRANCIS A. LONGSTAFF; YUHANG XING,1645-1682,18 March 2017,10.1111/jofi.12506,Full Access,True,include,article,article,200.0,Advance Refundings of Municipal Bonds,2017.0,The Journal of Finance,ANDREW ANG; RICHARD C. GREEN; FRANCIS A. LONGSTAFF; YUHANG XING,27.0,47.0,100.0,True,jof_12506412017/2017_v72_n4_p1683-1722_Municipal-Bond-Liquidity-and-Default-Risk.pdf,2017_v72_n4_p1683-1722_Municipal-Bond-Liquidity-and-Default-Risk.pdf,.pdf,590099,f0eaf0c72163d1961b267e344f27c1293d0d94850eb661c980d2051bf2bf5674,True,40.0,Municipal Bond Liquidity and Default Risk,,10.1111/jofi.12511,10643.0,,2017.0,72.0,4.0,ARTICLES,Municipal Bond Liquidity and Default Risk,MICHAEL SCHWERT,1683-1722,06 April 2017,10.1111/jofi.12511,Full Access,True,include,article,article,200.0,Municipal Bond Liquidity and Default Risk,2017.0,The Journal of Finance,MICHAEL SCHWERT,40.0,267.0,100.0,True,jof_12511422017/2017_v72_n4_p1723-1784_Selling-Failed-Banks.pdf,2017_v72_n4_p1723-1784_Selling-Failed-Banks.pdf,.pdf,1411412,7dc1ad489e2990da640cd11f07559afbd55ad60da879aa37af398533fb333700,True,62.0,Selling Failed Banks,,10.1111/jofi.12512,11152.0,,2017.0,72.0,4.0,ARTICLES,Selling Failed Banks,JOÃO GRANJA; GREGOR MATVOS; AMIT SERU,1723-1784,06 April 2017,10.1111/jofi.12512,Full Access,True,include,article,article,200.0,Selling Failed Banks,2017.0,The Journal of Finance,JOÃO GRANJA; GREGOR MATVOS; AMIT SERU,33.0,145.0,100.0,True,jof_12512432017/2017_v72_n4_p1785-1824_Social-Capital-Trust-and-Firm-Performance-The-Value-of-Corporate-Social-Responsi.pdf,2017_v72_n4_p1785-1824_Social-Capital-Trust-and-Firm-Performance-The-Value-of-Corporate-Social-Responsi.pdf,.pdf,261390,b466f4f47753f3f75e0e44fd53a808d0a0fa49dfa3cbd1d724464cdc6497d573,True,40.0,"Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis",,10.1111/jofi.12505,10200.0,,2017.0,72.0,4.0,ARTICLES,"Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis",KARL V. LINS; HENRI SERVAES; ANE TAMAYO,1785-1824,19 March 2017,10.1111/jofi.12505,Free Access,True,include,article,article,200.0,"Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis",2017.0,The Journal of Finance,KARL V. LINS; HENRI SERVAES; ANE TAMAYO,70.0,3766.0,100.0,True,jof_12505442017/2017_v72_n4_p1825-1858_Capital-Account-Liberalization-and-Aggregate-Productivity-The-Role-of-Firm-Capit.pdf,2017_v72_n4_p1825-1858_Capital-Account-Liberalization-and-Aggregate-Productivity-The-Role-of-Firm-Capit.pdf,.pdf,381157,636dd198ce2f7c364fcf5cf643e8aabb6643bd45467ac431bb56bbf94f591e38,True,34.0,Capital Account Liberalization and Aggregate Productivity: The Role of Firm Capital Allocation,,10.1111/jofi.12497,10920.0,,2017.0,72.0,4.0,ARTICLES,Capital Account Liberalization and Aggregate Productivity: The Role of Firm Capital Allocation,MAURICIO LARRAIN; SEBASTIAN STUMPNER,1825-1858,25 January 2017,10.1111/jofi.12497,Full Access,True,include,article,article,200.0,Capital Account Liberalization and Aggregate Productivity: The Role of Firm Capital Allocation,2017.0,The Journal of Finance,MAURICIO LARRAIN; SEBASTIAN STUMPNER,22.0,152.0,100.0,True,jof_12497452017/2017_v72_n5_p1893-1936_The-Front-Men-of-Wall-Street-The-Role-of-CDO-Collateral-Managers-in-the-CDO-Boom.pdf,2017_v72_n5_p1893-1936_The-Front-Men-of-Wall-Street-The-Role-of-CDO-Collateral-Managers-in-the-CDO-Boom.pdf,.pdf,800695,a137c7ec184e2efa692ff24f81d61d59d6960f30e14f8873a2c5a0bf7649fc1a,True,44.0,The Front Men of Wall Street: The Role of CDO Collateral Managers in the CDO Boom and Bust,,10.1111/jofi.12520,10312.0,,2017.0,72.0,5.0,ARTICLES,The Front Men of Wall Street: The Role of CDO Collateral Managers in the CDO Boom and Bust,SERGEY CHERNENKO,1893-1936,15 May 2017,10.1111/jofi.12520,Full Access,True,include,article,article,200.0,The Front Men of Wall Street: The Role of CDO Collateral Managers in the CDO Boom and Bust,2017.0,The Journal of Finance,SERGEY CHERNENKO,26.0,19.0,100.0,True,jof_12520462017/2017_v72_n5_p1937-1982_The-Downside-of-Asset-Screening-for-Market-Liquidity.pdf,2017_v72_n5_p1937-1982_The-Downside-of-Asset-Screening-for-Market-Liquidity.pdf,.pdf,619645,773110aa8eba11104516ee3a48ca9762debd2b6f03715e7e5a39842de147c771,True,46.0,The Downside of Asset Screening for Market Liquidity,,10.1111/jofi.12519,11002.0,,2017.0,72.0,5.0,ARTICLES,The Downside of Asset Screening for Market Liquidity,VICTORIA VANASCO,1937-1982,15 May 2017,10.1111/jofi.12519,Full Access,True,include,article,article,200.0,The Downside of Asset Screening for Market Liquidity,2017.0,The Journal of Finance,VICTORIA VANASCO,49.0,76.0,100.0,True,jof_12519472017/2017_v72_n5_p1983-2044_Benchmarks-in-Search-Markets.pdf,2017_v72_n5_p1983-2044_Benchmarks-in-Search-Markets.pdf,.pdf,1055746,764af416d84f7a330ab726d5ab8f4375cd64db234044768553342aa78671a0ff,True,62.0,Benchmarks in Search Markets,,10.1111/jofi.12525,10810.0,,2017.0,72.0,5.0,ARTICLES,Benchmarks in Search Markets,DARRELL DUFFIE; PIOTR DWORCZAK; HAOXIANG ZHU,1983-2044,01 June 2017,10.1111/jofi.12525,Full Access,True,include,article,article,200.0,Benchmarks in Search Markets,2017.0,The Journal of Finance,DARRELL DUFFIE; PIOTR DWORCZAK; HAOXIANG ZHU,38.0,103.0,100.0,True,jof_12525482017/2017_v72_n5_p2045-2072_What-Drives-the-Cross-Section-of-Credit-Spreads-A-Variance-Decomposition-Approac.pdf,2017_v72_n5_p2045-2072_What-Drives-the-Cross-Section-of-Credit-Spreads-A-Variance-Decomposition-Approac.pdf,.pdf,306704,184ca3049b751f1f413b6e6a9d87cd178f37fa2864866bd9ca6d081847fe657c,True,28.0,What Drives the Cross‐Section of Credit Spreads?: A Variance Decomposition Approach,,10.1111/jofi.12524,9991.0,,2017.0,72.0,5.0,ARTICLES,What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach,YOSHIO NOZAWA,2045-2072,23 May 2017,10.1111/jofi.12524,Full Access,True,include,article,article,200.0,What Drives the Cross‐Section of Credit Spreads?: A Variance Decomposition Approach,2017.0,The Journal of Finance,YOSHIO NOZAWA,46.0,77.0,100.0,True,jof_12524492017/2017_v72_n5_p2073-2130_Income-Insurance-and-the-Equilibrium-Term-Structure-of-Equity.pdf,2017_v72_n5_p2073-2130_Income-Insurance-and-the-Equilibrium-Term-Structure-of-Equity.pdf,.pdf,1288205,3b28837fe16b036e94dc6b267b5a8a91f5733c530dda29fec36947f7c6aea504,True,58.0,Income Insurance and the Equilibrium Term Structure of Equity,,10.1111/jofi.12508,11468.0,,2017.0,72.0,5.0,ARTICLES,Income Insurance and the Equilibrium Term Structure of Equity,ROBERTO MARFÈ,2073-2130,18 March 2017,10.1111/jofi.12508,Full Access,True,include,article,article,200.0,Income Insurance and the Equilibrium Term Structure of Equity,2017.0,The Journal of Finance,ROBERTO MARFÈ,74.0,66.0,100.0,True,jof_12508502017/2017_v72_n5_p2131-2178_A-Labor-Capital-Asset-Pricing-Model.pdf,2017_v72_n5_p2131-2178_A-Labor-Capital-Asset-Pricing-Model.pdf,.pdf,753017,52d5b46ca492ea351913566bc1147928b95420efc304b364cee587e47e003f1e,True,48.0,A Labor Capital Asset Pricing Model,,10.1111/jofi.12504,11224.0,,2017.0,72.0,5.0,ARTICLES,A Labor Capital Asset Pricing Model,LARS-ALEXANDER KUEHN; MIKHAIL SIMUTIN; JESSIE JIAXU WANG,2131-2178,18 March 2017,10.1111/jofi.12504,Full Access,True,include,article,article,200.0,A Labor Capital Asset Pricing Model,2017.0,The Journal of Finance,LARS‐ALEXANDER KUEHN; MIKHAIL SIMUTIN; JESSIE JIAXU WANG,81.0,109.0,100.0,True,jof_12504512017/2017_v72_n5_p2179-2228_Firm-Investment-and-Stakeholder-Choices-A-Top-Down-Theory-of-Capital-Budgeting.pdf,2017_v72_n5_p2179-2228_Firm-Investment-and-Stakeholder-Choices-A-Top-Down-Theory-of-Capital-Budgeting.pdf,.pdf,644464,a9f703cc3137b18980c93979d154cd4b0e1a21b2a6f33fe4c2e11f728ca906ba,True,50.0,Firm Investment and Stakeholder Choices: A Top‐Down Theory of Capital Budgeting,,10.1111/jofi.12526,10985.0,,2017.0,72.0,5.0,ARTICLES,Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting,ANDRES ALMAZAN; ZHAOHUI CHEN; SHERIDAN TITMAN,2179-2228,01 June 2017,10.1111/jofi.12526,Full Access,True,include,article,article,200.0,Firm Investment and Stakeholder Choices: A Top‐Down Theory of Capital Budgeting,2017.0,The Journal of Finance,ANDRES ALMAZAN; ZHAOHUI CHEN; SHERIDAN TITMAN,37.0,14.0,100.0,True,jof_12526522017/2017_v72_n5_p2229-2278_On-the-Origins-of-Risk-Taking-in-Financial-Markets.pdf,2017_v72_n5_p2229-2278_On-the-Origins-of-Risk-Taking-in-Financial-Markets.pdf,.pdf,285862,8a6a65a255be5521a3b22316f22349bfe9177fb2f5870fd32db2753d81aecb10,True,50.0,On the Origins of Risk‐Taking in Financial Markets,,10.1111/jofi.12521,10670.0,,2017.0,72.0,5.0,ARTICLES,On the Origins of Risk-Taking in Financial Markets,SANDRA E. BLACK; PAUL J. DEVEREUX; PETTER LUNDBORG; KAVEH MAJLESI,2229-2278,15 May 2017,10.1111/jofi.12521,Full Access,True,include,article,article,200.0,On the Origins of Risk‐Taking in Financial Markets,2017.0,The Journal of Finance,SANDRA E. BLACK; PAUL J. DEVEREUX; PETTER LUNDBORG; KAVEH MAJLESI,44.0,67.0,100.0,True,jof_12521532017/2017_v72_n5_p2279-2330_Do-Cash-Flows-of-Growth-Stocks-Really-Grow-Faster.pdf,2017_v72_n5_p2279-2330_Do-Cash-Flows-of-Growth-Stocks-Really-Grow-Faster.pdf,.pdf,492336,f1de67b38763a6406a2a5f8ea6d7973c5b57e425764e66fe97346dd1ef029529,True,52.0,Do Cash Flows of Growth Stocks Really Grow Faster?,,10.1111/jofi.12518,11234.0,,2017.0,72.0,5.0,ARTICLES,Do Cash Flows of Growth Stocks Really Grow Faster?,HUAFENG (JASON) CHEN,2279-2330,15 May 2017,10.1111/jofi.12518,Full Access,True,include,article,article,200.0,Do Cash Flows of Growth Stocks Really Grow Faster?,2017.0,The Journal of Finance,HUAFENG (JASON) CHEN,30.0,39.0,100.0,True,jof_12518542017/2017_v72_n5_p2331-2368_Consumer-Default-Credit-Reporting-and-Borrowing-Constraints.pdf,2017_v72_n5_p2331-2368_Consumer-Default-Credit-Reporting-and-Borrowing-Constraints.pdf,.pdf,1735668,583feee465b88ccc5bebcb9ca367adf20c06c6c6c8ea43662c0bb8017cf71117,True,38.0,"Consumer Default, Credit Reporting, and Borrowing Constraints",,10.1111/jofi.12522,10503.0,,2017.0,72.0,5.0,ARTICLES,"Consumer Default, Credit Reporting, and Borrowing Constraints",MARK J. GARMAISE; GABRIEL NATIVIDAD,2331-2368,15 May 2017,10.1111/jofi.12522,Full Access,True,include,article,article,200.0,"Consumer Default, Credit Reporting, and Borrowing Constraints",2017.0,The Journal of Finance,MARK J. GARMAISE; GABRIEL NATIVIDAD,54.0,22.0,100.0,True,jof_12522552017/2017_v72_n6_p2381-2432_The-Macroeconomics-of-Shadow-Banking.pdf,2017_v72_n6_p2381-2432_The-Macroeconomics-of-Shadow-Banking.pdf,.pdf,1516904,fc0b38b62ff10b679833bc183e307748583d05c6ac8784fae1a24a2e2b2a5893,True,52.0,The Macroeconomics of Shadow Banking,,10.1111/jofi.12540,10960.0,,2017.0,72.0,6.0,ARTICLES,The Macroeconomics of Shadow Banking,ALAN MOREIRA; ALEXI SAVOV,2381-2432,22 June 2017,10.1111/jofi.12540,Full Access,True,include,article,article,200.0,The Macroeconomics of Shadow Banking,2017.0,The Journal of Finance,ALAN MOREIRA; ALEXI SAVOV,0.0,247.0,100.0,True,jof_12540562017/2017_v72_n6_p2433-2466_Consumer-Ruthlessness-and-Mortgage-Default-during-the-2007-to-2009-Housing-Bust.pdf,2017_v72_n6_p2433-2466_Consumer-Ruthlessness-and-Mortgage-Default-during-the-2007-to-2009-Housing-Bust.pdf,.pdf,1009779,97af167555c9e789ed0e239a82058b8f998cc2c8d1d49e45dfd02b4347f8a71b,True,34.0,Consumer Ruthlessness and Mortgage Default during the 2007 to 2009 Housing Bust,,10.1111/jofi.12523,8758.0,,2017.0,72.0,6.0,ARTICLES,Consumer Ruthlessness and Mortgage Default during the 2007 to 2009 Housing Bust,NEIL BHUTTA; JANE DOKKO; HUI SHAN,2433-2466,15 May 2017,10.1111/jofi.12523,Full Access,True,include,article,article,200.0,Consumer Ruthlessness and Mortgage Default during the 2007 to 2009 Housing Bust,2017.0,The Journal of Finance,NEIL BHUTTA; JANE DOKKO; HUI SHAN,47.0,109.0,100.0,True,jof_12523572017/2017_v72_n6_p2467-2504_Matching-Capital-and-Labor.pdf,2017_v72_n6_p2467-2504_Matching-Capital-and-Labor.pdf,.pdf,769165,b29a4217fefa017878b5e283eb9c6fe598903368d719ca608853fc3664f1368d,True,38.0,Matching Capital and Labor,,10.1111/jofi.12542,10509.0,,2017.0,72.0,6.0,ARTICLES,Matching Capital and Labor,JONATHAN B. BERK; JULES H. van BINSBERGEN; BINYING LIU,2467-2504,22 June 2017,10.1111/jofi.12542,Full Access,True,include,article,article,200.0,Matching Capital and Labor,2017.0,The Journal of Finance,JONATHAN B. BERK; JULES H. van BINSBERGEN; BINYING LIU,40.0,96.0,100.0,True,jof_12542582017/2017_v72_n6_p2505-2550_Why-Do-Investors-Hold-Socially-Responsible-Mutual-Funds.pdf,2017_v72_n6_p2505-2550_Why-Do-Investors-Hold-Socially-Responsible-Mutual-Funds.pdf,.pdf,400177,828f889d3544eed23d0d9bb805daf0b7f7cbdc3a8050e0fb419ec0f9b8ac5f8a,True,46.0,Why Do Investors Hold Socially Responsible Mutual Funds?,,10.1111/jofi.12547,10974.0,,2017.0,72.0,6.0,ARTICLES,Why Do Investors Hold Socially Responsible Mutual Funds?,ARNO RIEDL; PAUL SMEETS,2505-2550,01 August 2017,10.1111/jofi.12547,Full Access,True,include,article,article,200.0,Why Do Investors Hold Socially Responsible Mutual Funds?,2017.0,The Journal of Finance,ARNO RIEDL; PAUL SMEETS,75.0,1284.0,100.0,True,jof_12547592017/2017_v72_n6_p2551-2588_How-Do-Quasi-Random-Option-Grants-Affect-CEO-Risk-Taking.pdf,2017_v72_n6_p2551-2588_How-Do-Quasi-Random-Option-Grants-Affect-CEO-Risk-Taking.pdf,.pdf,418200,5a6b2f64e456daafcdf097f3af5f753512c4db8489ea9befd79f64db4fc702d0,True,38.0,How Do Quasi‐Random Option Grants Affect CEO Risk‐Taking?,,10.1111/jofi.12545,10974.0,,2017.0,72.0,6.0,ARTICLES,How Do Quasi-Random Option Grants Affect CEO Risk-Taking?,KELLY SHUE; RICHARD R. TOWNSEND,2551-2588,01 August 2017,10.1111/jofi.12545,Full Access,True,include,article,article,200.0,How Do Quasi‐Random Option Grants Affect CEO Risk‐Taking?,2017.0,The Journal of Finance,KELLY SHUE; RICHARD R. TOWNSEND,30.0,146.0,100.0,True,jof_12545602017/2017_v72_n6_p2589-2628_Are-CDS-Auctions-Biased-and-Inefficient.pdf,2017_v72_n6_p2589-2628_Are-CDS-Auctions-Biased-and-Inefficient.pdf,.pdf,535542,afc22649cbfe82287b5e558704eb58c4994341da91b379bd745a9359f47a80c7,True,40.0,Are CDS Auctions Biased and Inefficient?,,10.1111/jofi.12541,10971.0,,2017.0,72.0,6.0,ARTICLES,Are CDS Auctions Biased and Inefficient?,SONGZI DU; HAOXIANG ZHU,2589-2628,21 June 2017,10.1111/jofi.12541,Full Access,True,include,article,article,200.0,Are CDS Auctions Biased and Inefficient?,2017.0,The Journal of Finance,SONGZI DU; HAOXIANG ZHU,20.0,15.0,100.0,True,jof_12541612017/2017_v72_n6_p2629-2684_Commodity-Trade-and-the-Carry-Trade-A-Tale-of-Two-Countries.pdf,2017_v72_n6_p2629-2684_Commodity-Trade-and-the-Carry-Trade-A-Tale-of-Two-Countries.pdf,.pdf,1521756,54a87712bbe3d47ae775768397244d621ba5ae9d1089237b69f32029755574d2,True,56.0,Commodity Trade and the Carry Trade: A Tale of Two Countries,,10.1111/jofi.12546,10723.0,,2017.0,72.0,6.0,ARTICLES,Commodity Trade and the Carry Trade: A Tale of Two Countries,ROBERT READY; NIKOLAI ROUSSANOV; COLIN WARD,2629-2684,21 August 2017,10.1111/jofi.12546,Full Access,True,include,article,article,200.0,Commodity Trade and the Carry Trade: A Tale of Two Countries,2017.0,The Journal of Finance,ROBERT READY; NIKOLAI ROUSSANOV; COLIN WARD,70.0,155.0,100.0,True,jof_12546622017/2017_v72_n6_p2685-2716_Financial-Transaction-Taxes-Market-Composition-and-Liquidity.pdf,2017_v72_n6_p2685-2716_Financial-Transaction-Taxes-Market-Composition-and-Liquidity.pdf,.pdf,614855,822f19bea05c40295dc03cc38fb2c2725b408a745a7d1c8a5790aab16b438cb9,True,32.0,"Financial Transaction Taxes, Market Composition, and Liquidity",,10.1111/jofi.12510,11191.0,,2017.0,72.0,6.0,ARTICLES,"Financial Transaction Taxes, Market Composition, and Liquidity",JEAN-EDOUARD COLLIARD; PETER HOFFMANN,2685-2716,06 April 2017,10.1111/jofi.12510,Full Access,True,include,article,article,200.0,"Financial Transaction Taxes, Market Composition, and Liquidity",2017.0,The Journal of Finance,JEAN‐EDOUARD COLLIARD; PETER HOFFMANN,0.0,88.0,100.0,True,jof_12510632017/2017_v72_n6_p2717-2758_Why-Does-Return-Predictability-Concentrate-in-Bad-Times.pdf,2017_v72_n6_p2717-2758_Why-Does-Return-Predictability-Concentrate-in-Bad-Times.pdf,.pdf,1134694,9650ee6f9da03c5eb8b6723eba2ae121b3cf5306df986b99a2d6c5a4768760fa,True,42.0,Why Does Return Predictability Concentrate in Bad Times?,,10.1111/jofi.12544,10794.0,,2017.0,72.0,6.0,ARTICLES,Why Does Return Predictability Concentrate in Bad Times?,JULIEN CUJEAN; MICHAEL HASLER,2717-2758,01 August 2017,10.1111/jofi.12544,Full Access,True,include,article,article,200.0,Why Does Return Predictability Concentrate in Bad Times?,2017.0,The Journal of Finance,JULIEN CUJEAN; MICHAEL HASLER,72.0,165.0,100.0,True,jof_12544642017/2017_v72_n6_p2759-2772_Nonfundamental-Speculation-Revisited.pdf,2017_v72_n6_p2759-2772_Nonfundamental-Speculation-Revisited.pdf,.pdf,191754,d2646afd2f16de6d508d7d313f11c89a4c2bc16d2ab10c15573fe03699cd03b9,True,14.0,Nonfundamental Speculation Revisited,,10.1111/jofi.12548,8293.0,,2017.0,72.0,6.0,REPLICATIONS AND CORRIGENDA,Nonfundamental Speculation Revisited,LIYAN YANG; HAOXIANG ZHU,2759-2772,01 August 2017,10.1111/jofi.12548,Full Access,True,include,corrigendum_or_replication,corrigendum_or_replication,200.0,Nonfundamental Speculation Revisited,2017.0,The Journal of Finance,LIYAN YANG; HAOXIANG ZHU,4.0,7.0,100.0,True,jof_12548652018/2018_v73_n1_p145-198_The-Leverage-Ratchet-Effect.pdf,2018_v73_n1_p145-198_The-Leverage-Ratchet-Effect.pdf,.pdf,608811,96955ce449181b41a7f9ec8ea1db99ea16aa30f3e06f90b7caa3d9b889f0ebb3,True,54.0,The Leverage Ratchet Effect,,10.1111/jofi.12588,10382.0,,2018.0,73.0,1.0,ARTICLES,The Leverage Ratchet Effect,ANAT R. ADMATI; PETER M. DEMARZO; MARTIN F. HELLWIG; PAUL PFLEIDERER,145-198,10 October 2017,10.1111/jofi.12588,Full Access,True,include,article,article,200.0,The Leverage Ratchet Effect,2017.0,The Journal of Finance,ANAT R. ADMATI; PETER M. DEMARZO; MARTIN F. HELLWIG; PAUL PFLEIDERER,39.0,289.0,100.0,True,jof_12588662018/2018_v73_n1_p199-227_Diagnostic-Expectations-and-Credit-Cycles.pdf,2018_v73_n1_p199-227_Diagnostic-Expectations-and-Credit-Cycles.pdf,.pdf,549590,557693761121cbd71b6db556b38e95779dd6f444bdc5857f247e941adf65c106,True,29.0,Diagnostic Expectations and Credit Cycles,,10.1111/jofi.12586,10441.0,,2018.0,73.0,1.0,ARTICLES,Diagnostic Expectations and Credit Cycles,PEDRO BORDALO; NICOLA GENNAIOLI; ANDREI SHLEIFER,199-227,26 September 2017,10.1111/jofi.12586,Full Access,True,include,article,article,200.0,Diagnostic Expectations and Credit Cycles,2018.0,The Journal of Finance,PEDRO BORDALO; NICOLA GENNAIOLI; ANDREI SHLEIFER,57.0,532.0,100.0,True,jof_12586672018/2018_v73_n1_p229-274_The-Paradox-of-Financial-Fire-Sales-The-Role-of-Arbitrage-Capital-in-Determining.pdf,2018_v73_n1_p229-274_The-Paradox-of-Financial-Fire-Sales-The-Role-of-Arbitrage-Capital-in-Determining.pdf,.pdf,1537431,498956349ed5015ca3ffdf01ff40c4c79fab7d485138261560850dfe12f5a918,True,46.0,The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity,,10.1111/jofi.12584,10791.0,,2018.0,73.0,1.0,ARTICLES,The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity,JAMES DOW; JUNGSUK HAN,229-274,03 October 2017,10.1111/jofi.12584,Full Access,True,include,article,article,200.0,The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity,2017.0,The Journal of Finance,JAMES DOW; JUNGSUK HAN,56.0,38.0,100.0,True,jof_12584682018/2018_v73_n1_p275-316_Government-Credit-a-Double-Edged-Sword-Evidence-from-the-China-Development-Bank.pdf,2018_v73_n1_p275-316_Government-Credit-a-Double-Edged-Sword-Evidence-from-the-China-Development-Bank.pdf,.pdf,870327,7347d19ef06d3680c172b9fc5aa92d4f48efe74f95d493e222d4af4d6d1fbae0,True,42.0,"Government Credit, a Double‐Edged Sword: Evidence from the China Development Bank",,10.1111/jofi.12585,10891.0,,2018.0,73.0,1.0,ARTICLES,"Government Credit, a Double-Edged Sword: Evidence from the China Development Bank",HONG RU,275-316,26 September 2017,10.1111/jofi.12585,Full Access,True,include,article,article,200.0,"Government Credit, a Double‐Edged Sword: Evidence from the China Development Bank",2017.0,The Journal of Finance,HONG RU,41.0,195.0,100.0,True,jof_12585692018/2018_v73_n1_p317-373_A-Model-of-Monetary-Policy-and-Risk-Premia.pdf,2018_v73_n1_p317-373_A-Model-of-Monetary-Policy-and-Risk-Premia.pdf,.pdf,1243211,c5aa84514b88774c31f9f8066a127dc669e5c564ba7b7489cfe678b4cd1ac61b,True,57.0,A Model of Monetary Policy and Risk Premia,,10.1111/jofi.12539,9398.0,,2018.0,73.0,1.0,ARTICLES,A Model of Monetary Policy and Risk Premia,ITAMAR DRECHSLER; ALEXI SAVOV; PHILIPP SCHNABL,317-373,22 June 2017,10.1111/jofi.12539,Full Access,True,include,article,article,200.0,A Model of Monetary Policy and Risk Premia,2017.0,The Journal of Finance,ITAMAR DRECHSLER; ALEXI SAVOV; PHILIPP SCHNABL,87.0,224.0,100.0,True,jof_12539702018/2018_v73_n1_p375-418_The-Share-of-Systematic-Variation-in-Bilateral-Exchange-Rates.pdf,2018_v73_n1_p375-418_The-Share-of-Systematic-Variation-in-Bilateral-Exchange-Rates.pdf,.pdf,392432,1eff6038eb93684cc903684430706325580f2dda095f3c21e5b684da1b54a38c,True,44.0,The Share of Systematic Variation in Bilateral Exchange Rates,,10.1111/jofi.12587,10778.0,,2018.0,73.0,1.0,ARTICLES,The Share of Systematic Variation in Bilateral Exchange Rates,ADRIEN VERDELHAN,375-418,09 October 2017,10.1111/jofi.12587,Full Access,True,include,article,article,200.0,The Share of Systematic Variation in Bilateral Exchange Rates,2017.0,The Journal of Finance,ADRIEN VERDELHAN,73.0,248.0,100.0,True,jof_12587712018/2018_v73_n1_p419-464_Agency-Firm-Growth-and-Managerial-Turnover.pdf,2018_v73_n1_p419-464_Agency-Firm-Growth-and-Managerial-Turnover.pdf,.pdf,616114,074e6a8620dc1531236a29942c3e072a275fc5bc1f428dc8faaa2dfb0d20b1c0,True,46.0,"Agency, Firm Growth, and Managerial Turnover",,10.1111/jofi.12583,10989.0,,2018.0,73.0,1.0,ARTICLES,"Agency, Firm Growth, and Managerial Turnover",RONALD W. ANDERSON; M. CECILIA BUSTAMANTE; STÉPHANE GUIBAUD; MIHAIL ZERVOS,419-464,25 September 2017,10.1111/jofi.12583,Full Access,True,include,article,article,200.0,"Agency, Firm Growth, and Managerial Turnover",2017.0,The Journal of Finance,RONALD W. ANDERSON; M. CECILIA BUSTAMANTE; STÉPHANE GUIBAUD; MIHAIL ZERVOS,56.0,51.0,100.0,True,jof_12583722018/2018_v73_n1_p5-49_Personal-Lending-Relationships.pdf,2018_v73_n1_p5-49_Personal-Lending-Relationships.pdf,.pdf,703160,0afa415dfc13f9e4335bc0a6cb82c5bcb2786606520cf17328e1466aa3d56e7e,True,45.0,Personal Lending Relationships,,10.1111/jofi.12589,10773.0,,2018.0,73.0,1.0,ARTICLES,Personal Lending Relationships,STEPHEN ADAM KAROLYI,5-49,23 October 2017,10.1111/jofi.12589,Full Access,True,include,article,article,200.0,Personal Lending Relationships,2017.0,The Journal of Finance,STEPHEN ADAM KAROLYI,49.0,139.0,100.0,True,jof_12589732018/2018_v73_n1_p51-93_Measuring-Liquidity-Mismatch-in-the-Banking-Sector.pdf,2018_v73_n1_p51-93_Measuring-Liquidity-Mismatch-in-the-Banking-Sector.pdf,.pdf,1250794,2743beca9bf99d3d89e8544bcb65a6927073ab432d7a11fef527df1bfea02d55,True,43.0,Measuring Liquidity Mismatch in the Banking Sector,,10.1111/jofi.12591,11080.0,,2018.0,73.0,1.0,ARTICLES,Measuring Liquidity Mismatch in the Banking Sector,JENNIE BAI; ARVIND KRISHNAMURTHY; CHARLES-HENRI WEYMULLER,51-93,10 October 2017,10.1111/jofi.12591,Full Access,True,include,article,article,200.0,Measuring Liquidity Mismatch in the Banking Sector,2017.0,The Journal of Finance,JENNIE BAI; ARVIND KRISHNAMURTHY; CHARLES‐HENRI WEYMULLER,32.0,172.0,100.0,True,jof_12591742018/2018_v73_n1_p95-143_Optimal-Debt-and-Profitability-in-the-Trade-Off-Theory.pdf,2018_v73_n1_p95-143_Optimal-Debt-and-Profitability-in-the-Trade-Off-Theory.pdf,.pdf,769204,39d3f8cbc07db81cec73da58f942316b5f734e7f2b2803471963dec58163e4dc,True,49.0,Optimal Debt and Profitability in the Trade‐Off Theory,,10.1111/jofi.12590,10802.0,,2018.0,73.0,1.0,ARTICLES,Optimal Debt and Profitability in the Trade-Off Theory,ANDREW B. ABEL,95-143,10 October 2017,10.1111/jofi.12590,Full Access,True,include,article,article,200.0,Optimal Debt and Profitability in the Trade‐Off Theory,2017.0,The Journal of Finance,ANDREW B. ABEL,18.0,82.0,100.0,True,jof_12590752018/2018_v73_n2_p481-522_Unshrouding-Evidence-from-Bank-Overdrafts-in-Turkey.pdf,2018_v73_n2_p481-522_Unshrouding-Evidence-from-Bank-Overdrafts-in-Turkey.pdf,.pdf,1017467,6699453baee138656ce22a3388335361b8bf78510ae7dbefd0044cab3b382a01,True,42.0,Unshrouding: Evidence from Bank Overdrafts in Turkey,,10.1111/jofi.12593,8625.0,,2018.0,73.0,2.0,ARTICLES,Unshrouding: Evidence from Bank Overdrafts in Turkey,SULE ALAN; MEHMET CEMALCILAR; DEAN KARLAN; JONATHAN ZINMAN,481-522,12 October 2017,10.1111/jofi.12593,Full Access,True,include,article,article,200.0,Unshrouding: Evidence from Bank Overdrafts in Turkey,2018.0,The Journal of Finance,SULE ALAN; MEHMET CEMALCILAR; DEAN KARLAN; JONATHAN ZINMAN,45.0,42.0,100.0,True,jof_12593762018/2018_v73_n2_p523-573_Homeowner-Borrowing-and-Housing-Collateral-New-Evidence-from-Expiring-Price-Cont.pdf,2018_v73_n2_p523-573_Homeowner-Borrowing-and-Housing-Collateral-New-Evidence-from-Expiring-Price-Cont.pdf,.pdf,797022,a7e4a57d53c5a43baac780d1028be4b9cbb3c9bf79ae97b6edcebbe6ff5c9afc,True,51.0,Homeowner Borrowing and Housing Collateral: New Evidence from Expiring Price Controls,,10.1111/jofi.12602,11439.0,,2018.0,73.0,2.0,ARTICLES,Homeowner Borrowing and Housing Collateral: New Evidence from Expiring Price Controls,ANTHONY A. DEFUSCO,523-573,18 December 2017,10.1111/jofi.12602,Full Access,True,include,article,article,200.0,Homeowner Borrowing and Housing Collateral: New Evidence from Expiring Price Controls,2018.0,The Journal of Finance,ANTHONY A. DEFUSCO,73.0,103.0,100.0,True,jof_12602772018/2018_v73_n2_p575-617_Wholesale-Funding-Dry-Ups.pdf,2018_v73_n2_p575-617_Wholesale-Funding-Dry-Ups.pdf,.pdf,531343,0e2fc7d71bc2b1c1a2fac09202838766bf389f07a9ff4be06abcd4af4ca67be6,True,43.0,Wholesale Funding Dry‐Ups,,10.1111/jofi.12592,10704.0,,2018.0,73.0,2.0,ARTICLES,Wholesale Funding Dry-Ups,CHRISTOPHE PÉRIGNON; DAVID THESMAR; GUILLAUME VUILLEMEY,575-617,10 October 2017,10.1111/jofi.12592,Full Access,True,include,article,article,200.0,Wholesale Funding Dry‐Ups,2018.0,The Journal of Finance,CHRISTOPHE PÉRIGNON; DAVID THESMAR; GUILLAUME VUILLEMEY,49.0,129.0,100.0,True,jof_12592782018/2018_v73_n2_p619-656_Liquidity-as-Social-Expertise.pdf,2018_v73_n2_p619-656_Liquidity-as-Social-Expertise.pdf,.pdf,786323,50a90afa46ecd9995a38d00cfc7ac2b9155fb487430a103d86b603cfd0e03097,True,38.0,Liquidity as Social Expertise,,10.1111/jofi.12606,10312.0,,2018.0,73.0,2.0,ARTICLES,Liquidity as Social Expertise,PABLO KURLAT,619-656,22 December 2017,10.1111/jofi.12606,Full Access,True,include,article,article,200.0,Liquidity as Social Expertise,2018.0,The Journal of Finance,PABLO KURLAT,52.0,25.0,100.0,True,jof_12606792018/2018_v73_n2_p657-714_Institutional-and-Legal-Context-in-Natural-Experiments-The-Case-of-State-Antitak.pdf,2018_v73_n2_p657-714_Institutional-and-Legal-Context-in-Natural-Experiments-The-Case-of-State-Antitak.pdf,.pdf,722494,e2af8af633cbad5d1c63ba04c384d12a0fbbd5d5a8b3d4f674148cba767fc979,True,58.0,Institutional and Legal Context in Natural Experiments: The Case of State Antitakeover Laws,,10.1111/jofi.12600,10319.0,,2018.0,73.0,2.0,ARTICLES,Institutional and Legal Context in Natural Experiments: The Case of State Antitakeover Laws,JONATHAN M. KARPOFF; MICHAEL D. WITTRY,657-714,15 December 2017,10.1111/jofi.12600,Full Access,True,include,article,article,200.0,Institutional and Legal Context in Natural Experiments: The Case of State Antitakeover Laws,2018.0,The Journal of Finance,JONATHAN M. KARPOFF; MICHAEL D. WITTRY,198.0,278.0,100.0,True,jof_12600802018/2018_v73_n2_p715-754_Comparing-Asset-Pricing-Models.pdf,2018_v73_n2_p715-754_Comparing-Asset-Pricing-Models.pdf,.pdf,1076445,e807a0f0dd6857e588e55355b5a1a286d2796b5a6aec069adcbca353f6f3825a,True,40.0,Comparing Asset Pricing Models,,10.1111/jofi.12607,10638.0,,2018.0,73.0,2.0,ARTICLES,Comparing Asset Pricing Models,FRANCISCO BARILLAS; JAY SHANKEN,715-754,08 February 2018,10.1111/jofi.12607,Full Access,True,include,article,article,200.0,Comparing Asset Pricing Models,2018.0,The Journal of Finance,FRANCISCO BARILLAS; JAY SHANKEN,52.0,437.0,100.0,True,jof_12607812018/2018_v73_n2_p755-786_Short-Selling-Risk.pdf,2018_v73_n2_p755-786_Short-Selling-Risk.pdf,.pdf,780773,4899fdd7a025ae5813550547417fddb2102a75b45550773d4267c4e2bdc14b7a,True,32.0,Short‐Selling Risk,,10.1111/jofi.12601,10821.0,,2018.0,73.0,2.0,ARTICLES,Short-Selling Risk,JOSEPH E. ENGELBERG; ADAM V. REED; MATTHEW C. RINGGENBERG,755-786,15 December 2017,10.1111/jofi.12601,Full Access,True,include,article,article,200.0,Short‐Selling Risk,2018.0,The Journal of Finance,JOSEPH E. ENGELBERG; ADAM V. REED; MATTHEW C. RINGGENBERG,51.0,239.0,100.0,True,jof_12601822018/2018_v73_n2_p787-830_Bank-Capital-and-Lending-Relationships.pdf,2018_v73_n2_p787-830_Bank-Capital-and-Lending-Relationships.pdf,.pdf,470889,860c930fc2afa26d0bb367bd471d774e67eac4db8c400b203876d2c222d80e6a,True,44.0,Bank Capital and Lending Relationships,,10.1111/jofi.12604,9922.0,,2018.0,73.0,2.0,ARTICLES,Bank Capital and Lending Relationships,MICHAEL SCHWERT,787-830,18 December 2017,10.1111/jofi.12604,Full Access,True,include,article,article,200.0,Bank Capital and Lending Relationships,2018.0,The Journal of Finance,MICHAEL SCHWERT,87.0,389.0,100.0,True,jof_12604832018/2018_v73_n2_p831-859_Financial-Literacy-and-Portfolio-Dynamics.pdf,2018_v73_n2_p831-859_Financial-Literacy-and-Portfolio-Dynamics.pdf,.pdf,651185,a1f3d730db3f5614e201ad683ab34b0e3ced3f71d95752824074fc4325537d28,True,29.0,Financial Literacy and Portfolio Dynamics,,10.1111/jofi.12605,10431.0,,2018.0,73.0,2.0,ARTICLES,Financial Literacy and Portfolio Dynamics,MILO BIANCHI,831-859,16 December 2017,10.1111/jofi.12605,Full Access,True,include,article,article,200.0,Financial Literacy and Portfolio Dynamics,2018.0,The Journal of Finance,MILO BIANCHI,48.0,247.0,100.0,True,jof_12605842018/2018_v73_n2_p861-900_Option-Mispricing-around-Nontrading-Periods.pdf,2018_v73_n2_p861-900_Option-Mispricing-around-Nontrading-Periods.pdf,.pdf,483390,79bd66fe59db275c8e306944426944c2efc3b400fd0e4f4ef1040a1795618e8e,True,40.0,Option Mispricing around Nontrading Periods,,10.1111/jofi.12603,10722.0,,2018.0,73.0,2.0,ARTICLES,Option Mispricing around Nontrading Periods,CHRISTOPHER S. JONES; JOSHUA SHEMESH,861-900,16 December 2017,10.1111/jofi.12603,Full Access,True,include,article,article,200.0,Option Mispricing around Nontrading Periods,2018.0,The Journal of Finance,CHRISTOPHER S. JONES; JOSHUA SHEMESH,52.0,39.0,100.0,True,jof_12603852018/2018_v73_n3_p1015-1060_The-Fed-the-Bond-Market-and-Gradualism-in-Monetary-Policy.pdf,2018_v73_n3_p1015-1060_The-Fed-the-Bond-Market-and-Gradualism-in-Monetary-Policy.pdf,.pdf,467243,d3363fcecbb8f4b0ac17f4364b909b6ab7a7fbe1e92f78b74fa3332f31bf43e6,True,46.0,"The Fed, the Bond Market, and Gradualism in Monetary Policy",,10.1111/jofi.12614,10799.0,,2018.0,73.0,3.0,ARTICLES,"The Fed, the Bond Market, and Gradualism in Monetary Policy",JEREMY C. STEIN; ADI SUNDERAM,1015-1060,12 February 2018,10.1111/jofi.12614,Full Access,True,include,article,article,200.0,"The Fed, the Bond Market, and Gradualism in Monetary Policy",2018.0,The Journal of Finance,JEREMY C. STEIN; ADI SUNDERAM,24.0,62.0,100.0,True,jof_12614862018/2018_v73_n3_p1061-1111_Higher-Order-Effects-in-Asset-Pricing-Models-with-Long-Run-Risks.pdf,2018_v73_n3_p1061-1111_Higher-Order-Effects-in-Asset-Pricing-Models-with-Long-Run-Risks.pdf,.pdf,1083775,494bf0c20c1f39a0b45d30a38c93e6fce9e35263d6660ad69d13d4dc4958bf1e,True,51.0,Higher Order Effects in Asset Pricing Models with Long‐Run Risks,,10.1111/jofi.12615,10858.0,,2018.0,73.0,3.0,ARTICLES,Higher Order Effects in Asset Pricing Models with Long-Run Risks,WALTER POHL; KARL SCHMEDDERS; OLE WILMS,1061-1111,02 February 2018,10.1111/jofi.12615,Full Access,True,include,article,article,200.0,Higher Order Effects in Asset Pricing Models with Long‐Run Risks,2018.0,The Journal of Finance,WALTER POHL; KARL SCHMEDDERS; OLE WILMS,45.0,126.0,100.0,True,jof_12615872018/2018_v73_n3_p1113-1137_What-Makes-a-Good-Trader-On-the-Role-of-Intuition-and-Reflection-on-Trader-Perfo.pdf,2018_v73_n3_p1113-1137_What-Makes-a-Good-Trader-On-the-Role-of-Intuition-and-Reflection-on-Trader-Perfo.pdf,.pdf,305089,034e718ad966ca13da4b9fbd3f0140a545b75993676a7dd9083c26ee5daff048,True,25.0,What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance,,10.1111/jofi.12619,10234.0,,2018.0,73.0,3.0,ARTICLES,What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance,BRICE CORGNET; MARK DESANTIS; DAVID PORTER,1113-1137,16 February 2018,10.1111/jofi.12619,Full Access,True,include,article,article,200.0,What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance,2018.0,The Journal of Finance,BRICE CORGNET; MARK DESANTIS; DAVID PORTER,69.0,96.0,100.0,True,jof_12619882018/2018_v73_n3_p1139-1182_How-Do-Financing-Constraints-Affect-Firms-Equity-Volatility.pdf,2018_v73_n3_p1139-1182_How-Do-Financing-Constraints-Affect-Firms-Equity-Volatility.pdf,.pdf,415433,2c8b48e9e2ba2bea87934bf11f670ff4679d4a3959fb17affa89929493df77c4,True,44.0,How Do Financing Constraints Affect Firms’ Equity Volatility?,,10.1111/jofi.12610,10981.0,,2018.0,73.0,3.0,ARTICLES,How Do Financing Constraints Affect Firms’ Equity Volatility?,DANIEL CARVALHO,1139-1182,05 February 2018,10.1111/jofi.12610,Full Access,True,include,article,article,200.0,How Do Financing Constraints Affect Firms’ Equity Volatility?,2018.0,The Journal of Finance,DANIEL CARVALHO,56.0,31.0,100.0,True,jof_12610892018/2018_v73_n3_p1183-1223_Interpreting-Factor-Models.pdf,2018_v73_n3_p1183-1223_Interpreting-Factor-Models.pdf,.pdf,721800,a2a770aaaddf9edd4184332b373627ea9996bbd8e5add1ff421e8962b1844072,True,41.0,Interpreting Factor Models,,10.1111/jofi.12612,10814.0,,2018.0,73.0,3.0,ARTICLES,Interpreting Factor Models,SERHIY KOZAK; STEFAN NAGEL; SHRIHARI SANTOSH,1183-1223,02 February 2018,10.1111/jofi.12612,Full Access,True,include,article,article,200.0,Interpreting Factor Models,2018.0,The Journal of Finance,SERHIY KOZAK; STEFAN NAGEL; SHRIHARI SANTOSH,51.0,387.0,100.0,True,jof_12612902018/2018_v73_n3_p1225-1279_Belief-Dispersion-in-the-Stock-Market.pdf,2018_v73_n3_p1225-1279_Belief-Dispersion-in-the-Stock-Market.pdf,.pdf,1038257,86267a20e9cfc3c7ccfe687ad038339cffcaa625eccf1aa4140879ce64a00f49,True,55.0,Belief Dispersion in the Stock Market,,10.1111/jofi.12618,10964.0,,2018.0,73.0,3.0,ARTICLES,Belief Dispersion in the Stock Market,ADEM ATMAZ; SULEYMAN BASAK,1225-1279,16 February 2018,10.1111/jofi.12618,Full Access,True,include,article,article,200.0,Belief Dispersion in the Stock Market,2018.0,The Journal of Finance,ADEM ATMAZ; SULEYMAN BASAK,75.0,245.0,100.0,True,jof_12618912018/2018_v73_n3_p1281-1321_Margin-Requirements-and-the-Security-Market-Line.pdf,2018_v73_n3_p1281-1321_Margin-Requirements-and-the-Security-Market-Line.pdf,.pdf,432673,4d32e03d40fccb71c7a2a941f68327376dc69eefffc4542bd8f88bfa173d0a88,True,41.0,Margin Requirements and the Security Market Line,,10.1111/jofi.12616,8832.0,,2018.0,73.0,3.0,ARTICLES,Margin Requirements and the Security Market Line,PETRI JYLHÄ,1281-1321,18 February 2018,10.1111/jofi.12616,Full Access,True,include,article,article,200.0,Margin Requirements and the Security Market Line,2018.0,The Journal of Finance,PETRI JYLHÄ,54.0,104.0,100.0,True,jof_12616922018/2018_v73_n3_p1323-1361_Is-Proprietary-Trading-Detrimental-to-Retail-Investors.pdf,2018_v73_n3_p1323-1361_Is-Proprietary-Trading-Detrimental-to-Retail-Investors.pdf,.pdf,268736,d587694fb51b463ba5482a1a6bdc8fb45f3cc54e941a5e5842f8922875119e12,True,39.0,Is Proprietary Trading Detrimental to Retail Investors?,,10.1111/jofi.12609,11159.0,,2018.0,73.0,3.0,ARTICLES,Is Proprietary Trading Detrimental to Retail Investors?,FALKO FECHT; ANDREAS HACKETHAL; YIGITCAN KARABULUT,1323-1361,02 February 2018,10.1111/jofi.12609,Full Access,True,include,article,article,200.0,Is Proprietary Trading Detrimental to Retail Investors?,2018.0,The Journal of Finance,FALKO FECHT; ANDREAS HACKETHAL; YIGITCAN KARABULUT,63.0,51.0,100.0,True,jof_12609932018/2018_v73_n3_p1363-1415_Real-Options-Models-of-the-Firm-Capacity-Overhang-and-the-Cross-Section-of-Stock.pdf,2018_v73_n3_p1363-1415_Real-Options-Models-of-the-Firm-Capacity-Overhang-and-the-Cross-Section-of-Stock.pdf,.pdf,1200778,1d23cf336104e5b9bb63fa702a90feb0cf6c6d4ce512d6382127d12384a873b9,True,53.0,"Real Options Models of the Firm, Capacity Overhang, and the Cross Section of Stock Returns",,10.1111/jofi.12617,11208.0,,2018.0,73.0,3.0,ARTICLES,"Real Options Models of the Firm, Capacity Overhang, and the Cross Section of Stock Returns",KEVIN ARETZ; PETER F. POPE,1363-1415,17 February 2018,10.1111/jofi.12617,Open Access,True,include,article,article,200.0,"Real Options Models of the Firm, Capacity Overhang, and the Cross Section of Stock Returns",2018.0,The Journal of Finance,KEVIN ARETZ; PETER F. POPE,69.0,63.0,100.0,True,jof_12617942018/2018_v73_n3_p1417-1450_Is-Fraud-Contagious-Coworker-Influence-on-Misconduct-by-Financial-Advisors.pdf,2018_v73_n3_p1417-1450_Is-Fraud-Contagious-Coworker-Influence-on-Misconduct-by-Financial-Advisors.pdf,.pdf,328075,ae8d31291808423c7f2cfa8b6828299740e04e8e2778c3ebbedadf5d19876bda,True,34.0,Is Fraud Contagious? Coworker Influence on Misconduct by Financial Advisors,,10.1111/jofi.12613,11093.0,,2018.0,73.0,3.0,ARTICLES,Is Fraud Contagious? Coworker Influence on Misconduct by Financial Advisors,STEPHEN G. DIMMOCK; WILLIAM C. GERKEN; NATHANIEL P. GRAHAM,1417-1450,02 February 2018,10.1111/jofi.12613,Full Access,True,include,article,article,200.0,Is Fraud Contagious? Coworker Influence on Misconduct by Financial Advisors,2018.0,The Journal of Finance,STEPHEN G. DIMMOCK; WILLIAM C. GERKEN; NATHANIEL P. GRAHAM,59.0,245.0,100.0,True,jof_12613952018/2018_v73_n3_p915-957_Deviations-from-Covered-Interest-Rate-Parity.pdf,2018_v73_n3_p915-957_Deviations-from-Covered-Interest-Rate-Parity.pdf,.pdf,1549794,6f12d641ae05f4ba6e846b9a1743ba48ccec86f3925e517ce5c87e77b32183f5,True,43.0,Deviations from Covered Interest Rate Parity,,10.1111/jofi.12620,10831.0,,2018.0,73.0,3.0,ARTICLES,Deviations from Covered Interest Rate Parity,WENXIN DU; ALEXANDER TEPPER; ADRIEN VERDELHAN,915-957,19 February 2018,10.1111/jofi.12620,Full Access,True,include,article,article,200.0,Deviations from Covered Interest Rate Parity,2018.0,The Journal of Finance,WENXIN DU; ALEXANDER TEPPER; ADRIEN VERDELHAN,56.0,605.0,100.0,True,jof_12620962018/2018_v73_n3_p959-1013_Is-Sell-Side-Research-More-Valuable-in-Bad-Times.pdf,2018_v73_n3_p959-1013_Is-Sell-Side-Research-More-Valuable-in-Bad-Times.pdf,.pdf,625659,c2920dbbe95d5743167f4b368080fe4ac44f924254fcf2caded15744902e90f0,True,55.0,Is Sell‐Side Research More Valuable in Bad Times?,,10.1111/jofi.12611,11412.0,,2018.0,73.0,3.0,ARTICLES,Is Sell-Side Research More Valuable in Bad Times?,ROGER K. LOH; RENÉ M. STULZ,959-1013,07 February 2018,10.1111/jofi.12611,Full Access,True,include,article,article,200.0,Is Sell‐Side Research More Valuable in Bad Times?,2018.0,The Journal of Finance,ROGER K. LOH; RENÉ M. STULZ,57.0,265.0,100.0,True,jof_12611972018/2018_v73_n4_p1463-1512_Presidential-Address-Pension-Policy-and-the-Financial-System.pdf,2018_v73_n4_p1463-1512_Presidential-Address-Pension-Policy-and-the-Financial-System.pdf,.pdf,1094064,bc8cfba069a163812771ec7ecd4908e9a41bccd5eff8ea9dcde4206ace160b0e,True,51.0,Presidential Address: Pension Policy and the Financial System,,10.1111/jofi.12710,6457.0,,2018.0,73.0,4.0,ARTICLES,Presidential Address: Pension Policy and the Financial System,DAVID S. SCHARFSTEIN,1463-1512,24 August 2018,10.1111/jofi.12710,Full Access,True,include,presidential_address,presidential_address,200.0,Presidential Address: Pension Policy and the Financial System,2018.0,The Journal of Finance,DAVID S. SCHARFSTEIN,72.0,65.0,100.0,True,jof_12710982018/2018_v73_n4_p1513-1565_Anticompetitive-Effects-of-Common-Ownership.pdf,2018_v73_n4_p1513-1565_Anticompetitive-Effects-of-Common-Ownership.pdf,.pdf,471994,3d05caeb3f3ab54c99ac5e6a785f2b8f2dc1d45b8a0cada36e531c93af21632b,True,53.0,Anticompetitive Effects of Common Ownership,,10.1111/jofi.12698,10109.0,,2018.0,73.0,4.0,ARTICLES,Anticompetitive Effects of Common Ownership,JOSÉ AZAR; MARTIN C. SCHMALZ; ISABEL TECU,1513-1565,25 May 2018,10.1111/jofi.12698,Full Access,True,include,article,article,200.0,Anticompetitive Effects of Common Ownership,2018.0,The Journal of Finance,JOSÉ AZAR; MARTIN C. SCHMALZ; ISABEL TECU,106.0,886.0,100.0,True,jof_12698992018/2018_v73_n4_p1567-1613_A-Tough-Act-to-Follow-Contrast-Effects-in-Financial-Markets.pdf,2018_v73_n4_p1567-1613_A-Tough-Act-to-Follow-Contrast-Effects-in-Financial-Markets.pdf,.pdf,618305,334f7d010f7f5af26c2405d2d81140f1c08a24989b39e6015f3a6937a71b35c5,True,47.0,A Tough Act to Follow: Contrast Effects in Financial Markets,,10.1111/jofi.12685,10435.0,,2018.0,73.0,4.0,ARTICLES,A Tough Act to Follow: Contrast Effects in Financial Markets,SAMUEL M. HARTZMARK; KELLY SHUE,1567-1613,16 April 2018,10.1111/jofi.12685,Full Access,True,include,article,article,200.0,A Tough Act to Follow: Contrast Effects in Financial Markets,2018.0,The Journal of Finance,SAMUEL M. HARTZMARK; KELLY SHUE,64.0,112.0,100.0,True,jof_126851002018/2018_v73_n4_p1615-1661_Capital-Commitment-and-Illiquidity-in-Corporate-Bonds.pdf,2018_v73_n4_p1615-1661_Capital-Commitment-and-Illiquidity-in-Corporate-Bonds.pdf,.pdf,373157,39813e0cbfada2506382d301ef8ac6a919c1ec26c707e35912f05eadda80efe2,True,47.0,Capital Commitment and Illiquidity in Corporate Bonds,,10.1111/jofi.12694,10676.0,,2018.0,73.0,4.0,ARTICLES,Capital Commitment and Illiquidity in Corporate Bonds,HENDRIK BESSEMBINDER; STACEY JACOBSEN; WILLIAM MAXWELL; KUMAR VENKATARAMAN,1615-1661,14 May 2018,10.1111/jofi.12694,Full Access,True,include,article,article,200.0,Capital Commitment and Illiquidity in Corporate Bonds,2018.0,The Journal of Finance,HENDRIK BESSEMBINDER; STACEY JACOBSEN; WILLIAM MAXWELL; KUMAR VENKATARAMAN,38.0,312.0,100.0,True,jof_126941012018/2018_v73_n4_p1663-1712_Efficiently-Inefficient-Markets-for-Assets-and-Asset-Management.pdf,2018_v73_n4_p1663-1712_Efficiently-Inefficient-Markets-for-Assets-and-Asset-Management.pdf,.pdf,609632,69290b0f8b85853098a638f914271cdd1d90690c05130b354115d030f73647a2,True,50.0,Efficiently Inefficient Markets for Assets and Asset Management,,10.1111/jofi.12696,10794.0,,2018.0,73.0,4.0,ARTICLES,Efficiently Inefficient Markets for Assets and Asset Management,NICOLAE GÂRLEANU; LASSE HEJE PEDERSEN,1663-1712,11 May 2018,10.1111/jofi.12696,Full Access,True,include,article,article,200.0,Efficiently Inefficient Markets for Assets and Asset Management,2018.0,The Journal of Finance,NICOLAE GÂRLEANU; LASSE HEJE PEDERSEN,60.0,177.0,100.0,True,jof_126961022018/2018_v73_n4_p1713-1750_The-Dynamics-of-Financially-Constrained-Arbitrage.pdf,2018_v73_n4_p1713-1750_The-Dynamics-of-Financially-Constrained-Arbitrage.pdf,.pdf,346459,54da5c632685a8ac7e26ce5b6fac4bbe7d090cf8d89d769826600a0879b38c83,True,38.0,The Dynamics of Financially Constrained Arbitrage,,10.1111/jofi.12689,10676.0,,2018.0,73.0,4.0,ARTICLES,The Dynamics of Financially Constrained Arbitrage,DENIS GROMB; DIMITRI VAYANOS,1713-1750,09 May 2018,10.1111/jofi.12689,Full Access,True,include,article,article,200.0,The Dynamics of Financially Constrained Arbitrage,2018.0,The Journal of Finance,DENIS GROMB; DIMITRI VAYANOS,43.0,102.0,100.0,True,jof_126891032018/2018_v73_n4_p1751-1783_Estimating-Private-Equity-Returns-from-Limited-Partner-Cash-Flows.pdf,2018_v73_n4_p1751-1783_Estimating-Private-Equity-Returns-from-Limited-Partner-Cash-Flows.pdf,.pdf,523269,915ff1c0dc7535ecd4df9b073da2b88876016d21e3029965bb710718388b8774,True,33.0,Estimating Private Equity Returns from Limited Partner Cash Flows,,10.1111/jofi.12688,9805.0,,2018.0,73.0,4.0,ARTICLES,Estimating Private Equity Returns from Limited Partner Cash Flows,ANDREW ANG; BINGXU CHEN; WILLIAM N. GOETZMANN; LUDOVIC PHALIPPOU,1751-1783,10 May 2018,10.1111/jofi.12688,Full Access,True,include,article,article,200.0,Estimating Private Equity Returns from Limited Partner Cash Flows,2018.0,The Journal of Finance,ANDREW ANG; BINGXU CHEN; WILLIAM N. GOETZMANN; LUDOVIC PHALIPPOU,30.0,128.0,100.0,True,jof_126881042018/2018_v73_n4_p1785-1818_Networks-in-Production-Asset-Pricing-Implications.pdf,2018_v73_n4_p1785-1818_Networks-in-Production-Asset-Pricing-Implications.pdf,.pdf,1027589,cdfb00be0202a3841db323402cb687839d878ed4b168d0dd48c95355614d93f0,True,34.0,Networks in Production: Asset Pricing Implications,,10.1111/jofi.12684,8693.0,,2018.0,73.0,4.0,ARTICLES,Networks in Production: Asset Pricing Implications,BERNARD HERSKOVIC,1785-1818,16 April 2018,10.1111/jofi.12684,Full Access,True,include,article,article,200.0,Networks in Production: Asset Pricing Implications,2018.0,The Journal of Finance,BERNARD HERSKOVIC,73.0,151.0,100.0,True,jof_126841052018/2018_v73_n4_p1819-1855_Can-Taxes-Shape-an-Industry-Evidence-from-the-Implementation-of-the-Amazon-Tax.pdf,2018_v73_n4_p1819-1855_Can-Taxes-Shape-an-Industry-Evidence-from-the-Implementation-of-the-Amazon-Tax.pdf,.pdf,684868,07e4511a2fa8a70524fa0cf2413555548c156e46d61f3d16004901228e1aa871,True,37.0,Can Taxes Shape an Industry? Evidence from the Implementation of the “Amazon Tax”,,10.1111/jofi.12687,9435.0,,2018.0,73.0,4.0,ARTICLES,Can Taxes Shape an Industry? Evidence from the Implementation of the “Amazon Tax”,BRIAN BAUGH; ITZHAK BEN-DAVID; HOONSUK PARK,1819-1855,20 April 2018,10.1111/jofi.12687,Full Access,True,include,article,article,200.0,Can Taxes Shape an Industry? Evidence from the Implementation of the “Amazon Tax”,2018.0,The Journal of Finance,BRIAN BAUGH; ITZHAK BEN‐DAVID; HOONSUK PARK,17.0,71.0,100.0,True,jof_126871062018/2018_v73_n4_p1857-1892_An-Experimental-Study-of-Bond-Market-Pricing.pdf,2018_v73_n4_p1857-1892_An-Experimental-Study-of-Bond-Market-Pricing.pdf,.pdf,997146,72406e6c4d5127db79585517238a375fada0c728748d832063d41bb2274bbec4,True,36.0,An Experimental Study of Bond Market Pricing,,10.1111/jofi.12695,11227.0,,2018.0,73.0,4.0,ARTICLES,An Experimental Study of Bond Market Pricing,MATTHIAS WEBER; JOHN DUFFY; ARTHUR SCHRAM,1857-1892,10 May 2018,10.1111/jofi.12695,Full Access,True,include,article,article,200.0,An Experimental Study of Bond Market Pricing,2018.0,The Journal of Finance,MATTHIAS WEBER; JOHN DUFFY; ARTHUR SCHRAM,56.0,36.0,100.0,True,jof_126951072018/2018_v73_n4_p1893-1936_On-the-Asset-Allocation-of-a-Default-Pension-Fund.pdf,2018_v73_n4_p1893-1936_On-the-Asset-Allocation-of-a-Default-Pension-Fund.pdf,.pdf,1023494,d541b73541c79a439be4ab5f6b1952fa7b1bd32813c654b9917748bb9a127384,True,44.0,On the Asset Allocation of a Default Pension Fund,,10.1111/jofi.12697,11056.0,,2018.0,73.0,4.0,ARTICLES,On the Asset Allocation of a Default Pension Fund,MAGNUS DAHLQUIST; OFER SETTY; ROINE VESTMAN,1893-1936,10 May 2018,10.1111/jofi.12697,Full Access,True,include,article,article,200.0,On the Asset Allocation of a Default Pension Fund,2018.0,The Journal of Finance,MAGNUS DAHLQUIST; OFER SETTY; ROINE VESTMAN,56.0,69.0,100.0,True,jof_126971082018/2018_v73_n5_p1971-2001_Anomalies-and-News.pdf,2018_v73_n5_p1971-2001_Anomalies-and-News.pdf,.pdf,283720,5f0163609c5bc788d644fc87cc8c47c10364c94c50034cc9b849a89636a457fa,True,31.0,Anomalies and News,,10.1111/jofi.12718,10159.0,,2018.0,73.0,5.0,ARTICLES,Anomalies and News,JOSEPH ENGELBERG; R. DAVID MCLEAN; JEFFREY PONTIFF,1971-2001,09 August 2018,10.1111/jofi.12718,Full Access,True,include,article,article,200.0,Anomalies and News,2018.0,The Journal of Finance,JOSEPH ENGELBERG; R. DAVID MCLEAN; JEFFREY PONTIFF,46.0,298.0,100.0,True,jof_127181092018/2018_v73_n5_p2003-2039_Can-Innovation-Help-U-S-Manufacturing-Firms-Escape-Import-Competition-from-China.pdf,2018_v73_n5_p2003-2039_Can-Innovation-Help-U-S-Manufacturing-Firms-Escape-Import-Competition-from-China.pdf,.pdf,491723,0569a368079721a0c2e650198923bdbdd626d4cf60d327b287a06bce49ce88b1,True,37.0,Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China?,,10.1111/jofi.12691,10755.0,,2018.0,73.0,5.0,ARTICLES,Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China?,JOHAN HOMBERT; ADRIEN MATRAY,2003-2039,05 June 2018,10.1111/jofi.12691,Full Access,True,include,article,article,200.0,Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China?,2018.0,The Journal of Finance,JOHAN HOMBERT; ADRIEN MATRAY,35.0,296.0,100.0,True,jof_126911102018/2018_v73_n5_p2041-2086_Political-Representation-and-Governance-Evidence-from-the-Investment-Decisions-o.pdf,2018_v73_n5_p2041-2086_Political-Representation-and-Governance-Evidence-from-the-Investment-Decisions-o.pdf,.pdf,879700,fd6ca70a4846d23ffb4f814ce4b61ff170cb7c3bed0bdaed34b6ac14b92b4590,True,46.0,Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds,,10.1111/jofi.12706,10902.0,,2018.0,73.0,5.0,ARTICLES,Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds,ALEKSANDAR ANDONOV; YAEL V. HOCHBERG; JOSHUA D. RAUH,2041-2086,19 June 2018,10.1111/jofi.12706,Full Access,True,include,article,article,200.0,Political Representation and Governance: Evidence from the Investment Decisions of Public Pension Funds,2018.0,The Journal of Finance,ALEKSANDAR ANDONOV; YAEL V. HOCHBERG; JOSHUA D. RAUH,41.0,158.0,100.0,True,jof_127061112018/2018_v73_n5_p2087-2137_The-Geography-of-Financial-Misconduct.pdf,2018_v73_n5_p2087-2137_The-Geography-of-Financial-Misconduct.pdf,.pdf,742333,1b50702d7ad6b1fce3a2f80dea73ad83ed1304ce5fd912c1f8f01d409f1c241d,True,51.0,The Geography of Financial Misconduct,,10.1111/jofi.12704,10428.0,,2018.0,73.0,5.0,ARTICLES,The Geography of Financial Misconduct,CHRISTOPHER A. PARSONS; JOHAN SULAEMAN; SHERIDAN TITMAN,2087-2137,19 June 2018,10.1111/jofi.12704,Full Access,True,include,article,article,200.0,The Geography of Financial Misconduct,2018.0,The Journal of Finance,CHRISTOPHER A. PARSONS; JOHAN SULAEMAN; SHERIDAN TITMAN,66.0,395.0,100.0,True,jof_127041122018/2018_v73_n5_p2139-2180_Expected-Inflation-and-Other-Determinants-of-Treasury-Yields.pdf,2018_v73_n5_p2139-2180_Expected-Inflation-and-Other-Determinants-of-Treasury-Yields.pdf,.pdf,686708,2376561d743450ac3bcfb4700b6448879ff8b756671a4d4df947378d217691ac,True,42.0,Expected Inflation and Other Determinants of Treasury Yields,,10.1111/jofi.12700,10109.0,,2018.0,73.0,5.0,ARTICLES,Expected Inflation and Other Determinants of Treasury Yields,GREGORY R. DUFFEE,2139-2180,19 June 2018,10.1111/jofi.12700,Full Access,True,include,article,article,200.0,Expected Inflation and Other Determinants of Treasury Yields,2018.0,The Journal of Finance,GREGORY R. DUFFEE,53.0,93.0,100.0,True,jof_127001132018/2018_v73_n5_p2181-2227_Asset-Management-within-Commercial-Banking-Groups-International-Evidence.pdf,2018_v73_n5_p2181-2227_Asset-Management-within-Commercial-Banking-Groups-International-Evidence.pdf,.pdf,535433,9697e5548ba259ea0bbf293d2bf1485ea9fc12945eb10a552f57c2e782ebcdc3,True,47.0,Asset Management within Commercial Banking Groups: International Evidence,,10.1111/jofi.12702,10662.0,,2018.0,73.0,5.0,ARTICLES,Asset Management within Commercial Banking Groups: International Evidence,MIGUEL A. FERREIRA; PEDRO MATOS; PEDRO PIRES,2181-2227,19 June 2018,10.1111/jofi.12702,Full Access,True,include,article,article,200.0,Asset Management within Commercial Banking Groups: International Evidence,2018.0,The Journal of Finance,MIGUEL A. FERREIRA; PEDRO MATOS; PEDRO PIRES,46.0,94.0,100.0,True,jof_127021142018/2018_v73_n5_p2229-2269_Does-Herding-Behavior-Reveal-Skill-An-Analysis-of-Mutual-Fund-Performance.pdf,2018_v73_n5_p2229-2269_Does-Herding-Behavior-Reveal-Skill-An-Analysis-of-Mutual-Fund-Performance.pdf,.pdf,317344,7602100a6164a6e70057c842cb89792ea14c67804412c027cc44a44acb0d8c0e,True,41.0,Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance,,10.1111/jofi.12699,10954.0,,2018.0,73.0,5.0,ARTICLES,Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance,HAO JIANG; MICHELA VERARDO,2229-2269,19 June 2018,10.1111/jofi.12699,Full Access,True,include,article,article,200.0,Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance,2018.0,The Journal of Finance,HAO JIANG; MICHELA VERARDO,69.0,187.0,100.0,True,jof_126991152018/2018_v73_n5_p2271-2302_Rankings-and-Risk-Taking-in-the-Finance-Industry.pdf,2018_v73_n5_p2271-2302_Rankings-and-Risk-Taking-in-the-Finance-Industry.pdf,.pdf,539246,497b4c3ad229395c9477265ba438d5fec0d6daac46422a2a77bd9a3d8bb238c2,True,32.0,Rankings and Risk‐Taking in the Finance Industry,,10.1111/jofi.12701,11470.0,,2018.0,73.0,5.0,ARTICLES,Rankings and Risk-Taking in the Finance Industry,MICHAEL KIRCHLER; FLORIAN LINDNER; UTZ WEITZEL,2271-2302,19 June 2018,10.1111/jofi.12701,Full Access,True,include,article,article,200.0,Rankings and Risk‐Taking in the Finance Industry,2018.0,The Journal of Finance,MICHAEL KIRCHLER; FLORIAN LINDNER; UTZ WEITZEL,69.0,165.0,100.0,True,jof_127011162018/2018_v73_n5_p2303-2341_Quid-Pro-Quo-What-Factors-Influence-IPO-Allocations-to-Investors.pdf,2018_v73_n5_p2303-2341_Quid-Pro-Quo-What-Factors-Influence-IPO-Allocations-to-Investors.pdf,.pdf,333311,115521f90df86519024281d438c328c1b8365cfeefe649fa2a45966accbf0bdd,True,39.0,Quid Pro Quo? What Factors Influence IPO Allocations to Investors?,,10.1111/jofi.12703,10924.0,,2018.0,73.0,5.0,ARTICLES,Quid Pro Quo? What Factors Influence IPO Allocations to Investors?,TIM JENKINSON; HOWARD JONES; FELIX SUNTHEIM,2303-2341,19 June 2018,10.1111/jofi.12703,Full Access,True,include,article,article,200.0,Quid Pro Quo? What Factors Influence IPO Allocations to Investors?,2018.0,The Journal of Finance,TIM JENKINSON; HOWARD JONES; FELIX SUNTHEIM,28.0,91.0,100.0,True,jof_127031172018/2018_v73_n5_p2343-2383_Do-Rare-Events-Explain-CDX-Tranche-Spreads.pdf,2018_v73_n5_p2343-2383_Do-Rare-Events-Explain-CDX-Tranche-Spreads.pdf,.pdf,1337970,7b321cc72bce45285903db0b5a312635229141a7ab9922f2200b0a1aecb358b6,True,41.0,Do Rare Events Explain CDX Tranche Spreads?,,10.1111/jofi.12705,10533.0,,2018.0,73.0,5.0,ARTICLES,Do Rare Events Explain CDX Tranche Spreads?,SANG BYUNG SEO; JESSICA A. WACHTER,2343-2383,09 August 2018,10.1111/jofi.12705,Full Access,True,include,article,article,200.0,Do Rare Events Explain CDX Tranche Spreads?,2018.0,The Journal of Finance,SANG BYUNG SEO; JESSICA A. WACHTER,47.0,89.0,100.0,True,jof_127051182018/2018_v73_n5_p2385-2423_Creditor-Control-Rights-and-Board-Independence.pdf,2018_v73_n5_p2385-2423_Creditor-Control-Rights-and-Board-Independence.pdf,.pdf,524534,4943f25036d33ae00e29f99e4ecca3a2fa9041d220de5cb6ca7eb42b5b26fdfd,True,39.0,Creditor Control Rights and Board Independence,,10.1111/jofi.12692,10595.0,,2018.0,73.0,5.0,ARTICLES,Creditor Control Rights and Board Independence,DANIEL FERREIRA; MIGUEL A. FERREIRA; BEATRIZ MARIANO,2385-2423,21 May 2018,10.1111/jofi.12692,Full Access,True,include,article,article,200.0,Creditor Control Rights and Board Independence,2018.0,The Journal of Finance,DANIEL FERREIRA; MIGUEL A. FERREIRA; BEATRIZ MARIANO,32.0,118.0,100.0,True,jof_126921192018/2018_v73_n5_p2425-2458_CMBS-and-Conflicts-of-Interest-Evidence-from-Ownership-Changes-for-Servicers.pdf,2018_v73_n5_p2425-2458_CMBS-and-Conflicts-of-Interest-Evidence-from-Ownership-Changes-for-Servicers.pdf,.pdf,403362,9eb5799a5d6075f9a37a1735a60b2b4c4f5bceed15a70ae2fe8fcebd93fb4e14,True,34.0,CMBS and Conflicts of Interest: Evidence from Ownership Changes for Servicers,,10.1111/jofi.12690,10694.0,,2018.0,73.0,5.0,ARTICLES,CMBS and Conflicts of Interest: Evidence from Ownership Changes for Servicers,MAISY WONG,2425-2458,08 May 2018,10.1111/jofi.12690,Full Access,True,include,article,article,200.0,CMBS and Conflicts of Interest: Evidence from Ownership Changes for Servicers,2018.0,The Journal of Finance,MAISY WONG,51.0,17.0,100.0,True,jof_126901202018/2018_v73_n6_p2471-2535_Do-ETFs-Increase-Volatility.pdf,2018_v73_n6_p2471-2535_Do-ETFs-Increase-Volatility.pdf,.pdf,527071,e63d1eff03f257154483d484d31d2226d1771454bee70768b841bb7d044da189,True,65.0,Do ETFs Increase Volatility?,,10.1111/jofi.12727,11040.0,,2018.0,73.0,6.0,ARTICLES,Do ETFs Increase Volatility?,ITZHAK BEN-DAVID; FRANCESCO FRANZONI; RABIH MOUSSAWI,2471-2535,22 September 2018,10.1111/jofi.12727,Full Access,True,include,article,article,200.0,Do ETFs Increase Volatility?,2018.0,The Journal of Finance,ITZHAK BEN‐DAVID; FRANCESCO FRANZONI; RABIH MOUSSAWI,83.0,615.0,100.0,True,jof_127271212018/2018_v73_n6_p2537-2586_Unscheduled-News-and-Market-Dynamics.pdf,2018_v73_n6_p2537-2586_Unscheduled-News-and-Market-Dynamics.pdf,.pdf,692933,a7f428bb6c655ba5df68a5a5a4a737272556ead11b6957359f54d265c7a666cd,True,50.0,Unscheduled News and Market Dynamics,,10.1111/jofi.12717,10668.0,,2018.0,73.0,6.0,ARTICLES,Unscheduled News and Market Dynamics,JÉRÔME DUGAST,2537-2586,09 August 2018,10.1111/jofi.12717,Full Access,True,include,article,article,200.0,Unscheduled News and Market Dynamics,2018.0,The Journal of Finance,JÉRÔME DUGAST,35.0,28.0,100.0,True,jof_127171222018/2018_v73_n6_p2587-2633_Arrested-Development-Theory-and-Evidence-of-Supply-Side-Speculation-in-the-Housi.pdf,2018_v73_n6_p2587-2633_Arrested-Development-Theory-and-Evidence-of-Supply-Side-Speculation-in-the-Housi.pdf,.pdf,904190,c2e062783a97b85465abe7f963477035699713f6a7b03961098569c8408ecd13,True,47.0,Arrested Development: Theory and Evidence of Supply‐Side Speculation in the Housing Market,,10.1111/jofi.12719,11028.0,,2018.0,73.0,6.0,ARTICLES,Arrested Development: Theory and Evidence of Supply-Side Speculation in the Housing Market,CHARLES G. NATHANSON; ERIC ZWICK,2587-2633,29 August 2018,10.1111/jofi.12719,Full Access,True,include,article,article,200.0,Arrested Development: Theory and Evidence of Supply‐Side Speculation in the Housing Market,2018.0,The Journal of Finance,CHARLES G. NATHANSON; ERIC ZWICK,58.0,75.0,100.0,True,jof_127191232018/2018_v73_n6_p2635-2675_Influencing-Control-Jawboning-in-Risk-Arbitrage.pdf,2018_v73_n6_p2635-2675_Influencing-Control-Jawboning-in-Risk-Arbitrage.pdf,.pdf,427391,3d38cc73277417a75fe6a1086ad3391ad6a3b190b18b64fed157cb7e4710cb3b,True,41.0,Influencing Control: Jawboning in Risk Arbitrage,,10.1111/jofi.12721,10833.0,,2018.0,73.0,6.0,ARTICLES,Influencing Control: Jawboning in Risk Arbitrage,WEI JIANG; TAO LI; DANQING MEI,2635-2675,09 August 2018,10.1111/jofi.12721,Full Access,True,include,article,article,200.0,Influencing Control: Jawboning in Risk Arbitrage,2018.0,The Journal of Finance,WEI JIANG; TAO LI; DANQING MEI,49.0,70.0,100.0,True,jof_127211242018/2018_v73_n6_p2677-2717_The-Politics-of-Foreclosures.pdf,2018_v73_n6_p2677-2717_The-Politics-of-Foreclosures.pdf,.pdf,296194,3a4e568c585991e2adb22c50d5cabe140eb4cb1dcb7cab3ce83f3c9fa25d897e,True,41.0,The Politics of Foreclosures,,10.1111/jofi.12725,11018.0,,2018.0,73.0,6.0,ARTICLES,The Politics of Foreclosures,SUMIT AGARWAL; GENE AMROMIN; ITZHAK BEN-DAVID; SERDAR DINC,2677-2717,22 September 2018,10.1111/jofi.12725,Full Access,True,include,article,article,200.0,The Politics of Foreclosures,2018.0,The Journal of Finance,SUMIT AGARWAL; GENE AMROMIN; ITZHAK BEN‐DAVID; SERDAR DINC,58.0,41.0,100.0,True,jof_127251252018/2018_v73_n6_p2719-2756_Currency-Risk-Factors-in-a-Recursive-Multicountry-Economy.pdf,2018_v73_n6_p2719-2756_Currency-Risk-Factors-in-a-Recursive-Multicountry-Economy.pdf,.pdf,772271,d409a0750d2309addcb8652230c03b2021d7e9e4a7f17db941dd7e9a86d2a839,True,38.0,Currency Risk Factors in a Recursive Multicountry Economy,,10.1111/jofi.12720,10777.0,,2018.0,73.0,6.0,ARTICLES,Currency Risk Factors in a Recursive Multicountry Economy,RIC COLACITO; MARIANO M. CROCE; FEDERICO GAVAZZONI; ROBERT READY,2719-2756,09 August 2018,10.1111/jofi.12720,Full Access,True,include,article,article,200.0,Currency Risk Factors in a Recursive Multicountry Economy,2018.0,The Journal of Finance,RIC COLACITO; MARIANO M. CROCE; FEDERICO GAVAZZONI; ROBERT READY,46.0,120.0,100.0,True,jof_127201262018/2018_v73_n6_p2757-2786_Collateral-Constraints-and-the-Law-of-One-Price-An-Experiment.pdf,2018_v73_n6_p2757-2786_Collateral-Constraints-and-the-Law-of-One-Price-An-Experiment.pdf,.pdf,683018,ab134dba0b0dcf60c02a71704242bbbf70f97fa4dd2788ffbc422b0cbe1ec125,True,30.0,Collateral Constraints and the Law of One Price: An Experiment,,10.1111/jofi.12722,11064.0,,2018.0,73.0,6.0,ARTICLES,Collateral Constraints and the Law of One Price: An Experiment,MARCO CIPRIANI; ANA FOSTEL; DANIEL HOUSER,2757-2786,28 September 2018,10.1111/jofi.12722,Full Access,True,include,article,article,200.0,Collateral Constraints and the Law of One Price: An Experiment,2018.0,The Journal of Finance,MARCO CIPRIANI; ANA FOSTEL; DANIEL HOUSER,34.0,17.0,100.0,True,jof_127221272018/2018_v73_n6_p2787-2836_The-Impact-of-Bank-Credit-on-Labor-Reallocation-and-Aggregate-Industry-Productiv.pdf,2018_v73_n6_p2787-2836_The-Impact-of-Bank-Credit-on-Labor-Reallocation-and-Aggregate-Industry-Productiv.pdf,.pdf,494823,3b9ad8a3cde1762db4e97a27838a568f6850ff3884769109f3e4666596102cd8,True,50.0,The Impact of Bank Credit on Labor Reallocation and Aggregate Industry Productivity,,10.1111/jofi.12726,10793.0,,2018.0,73.0,6.0,ARTICLES,The Impact of Bank Credit on Labor Reallocation and Aggregate Industry Productivity,JOHN (JIANQIU) BAI; DANIEL CARVALHO; GORDON M. PHILLIPS,2787-2836,17 September 2018,10.1111/jofi.12726,Full Access,True,include,article,article,200.0,The Impact of Bank Credit on Labor Reallocation and Aggregate Industry Productivity,2018.0,The Journal of Finance,JOHN (JIANQIU) BAI; DANIEL CARVALHO; GORDON M. PHILLIPS,47.0,176.0,100.0,True,jof_127261282018/2018_v73_n6_p2837-2869_Noncognitive-Abilities-and-Financial-Delinquency-The-Role-of-Self-Efficacy-in-Av.pdf,2018_v73_n6_p2837-2869_Noncognitive-Abilities-and-Financial-Delinquency-The-Role-of-Self-Efficacy-in-Av.pdf,.pdf,326708,19f82baf640c4e8d4c679f860a3cd828ec6e402c2f1f66af276e320caa25e294,True,33.0,Noncognitive Abilities and Financial Delinquency: The Role of Self‐Efficacy in Avoiding Financial Distress,,10.1111/jofi.12724,10841.0,,2018.0,73.0,6.0,ARTICLES,Noncognitive Abilities and Financial Delinquency: The Role of Self-Efficacy in Avoiding Financial Distress,CAMELIA M. KUHNEN; BRIAN T. MELZER,2837-2869,23 September 2018,10.1111/jofi.12724,Full Access,True,include,article,article,200.0,Noncognitive Abilities and Financial Delinquency: The Role of Self‐Efficacy in Avoiding Financial Distress,2018.0,The Journal of Finance,CAMELIA M. KUHNEN; BRIAN T. MELZER,54.0,128.0,100.0,True,jof_127241292018/2018_v73_n6_p2871-2914_Sensation-Seeking-and-Hedge-Funds.pdf,2018_v73_n6_p2871-2914_Sensation-Seeking-and-Hedge-Funds.pdf,.pdf,325955,32d38c689da0470b5cde35a00e9d616158ff55624cb3590787aa9ffec6dab6d8,True,44.0,Sensation Seeking and Hedge Funds,,10.1111/jofi.12723,11389.0,,2018.0,73.0,6.0,ARTICLES,Sensation Seeking and Hedge Funds,STEPHEN BROWN; YAN LU; SUGATA RAY; MELVYN TEO,2871-2914,17 September 2018,10.1111/jofi.12723,Full Access,True,include,article,article,200.0,Sensation Seeking and Hedge Funds,2018.0,The Journal of Finance,STEPHEN BROWN; YAN LU; SUGATA RAY; MELVYN TEO,51.0,79.0,100.0,True,jof_127231302019/2019_v74_n1_p145-192_Funding-Value-Adjustments.pdf,2019_v74_n1_p145-192_Funding-Value-Adjustments.pdf,.pdf,530914,324c3c04e09b7c1f97ea5eec32956cac9c53ec03aed2388a8d578db8d3d724ae,True,48.0,Funding Value Adjustments,,10.1111/jofi.12739,9460.0,,2019.0,74.0,1.0,ARTICLES,Funding Value Adjustments,LEIF ANDERSEN; DARRELL DUFFIE; YANG SONG,145-192,26 October 2018,10.1111/jofi.12739,Full Access,True,include,article,article,200.0,Funding Value Adjustments,2018.0,The Journal of Finance,LEIF ANDERSEN; DARRELL DUFFIE; YANG SONG,56.0,175.0,100.0,True,jof_127391312019/2019_v74_n1_p193-238_How-Crashes-Develop-Intradaily-Volatility-and-Crash-Evolution.pdf,2019_v74_n1_p193-238_How-Crashes-Develop-Intradaily-Volatility-and-Crash-Evolution.pdf,.pdf,1435457,0d4b1b03704ba9c76e8d8bdca98cd156f66cbf5d320faf72e8327dbcf6dc061b,True,46.0,How Crashes Develop: Intradaily Volatility and Crash Evolution,,10.1111/jofi.12732,10577.0,,2019.0,74.0,1.0,ARTICLES,How Crashes Develop: Intradaily Volatility and Crash Evolution,DAVID S. BATES,193-238,06 October 2018,10.1111/jofi.12732,Full Access,True,include,article,article,200.0,How Crashes Develop: Intradaily Volatility and Crash Evolution,2018.0,The Journal of Finance,DAVID S. BATES,43.0,53.0,100.0,True,jof_127321322019/2019_v74_n1_p239-279_Basis-Momentum.pdf,2019_v74_n1_p239-279_Basis-Momentum.pdf,.pdf,334002,a106ddee31724315bdc776892b0caf2fef9fc5565842bb06a0e9b53d4b7ec907,True,41.0,Basis‐Momentum,,10.1111/jofi.12738,10996.0,,2019.0,74.0,1.0,ARTICLES,Basis-Momentum,MARTIJN BOONS; MELISSA PORRAS PRADO,239-279,24 October 2018,10.1111/jofi.12738,Full Access,True,include,article,article,200.0,Basis‐Momentum,2018.0,The Journal of Finance,MARTIJN BOONS; MELISSA PORRAS PRADO,56.0,162.0,100.0,True,jof_127381332019/2019_v74_n1_p281-321_Investment-and-the-Cross-Section-of-Equity-Returns.pdf,2019_v74_n1_p281-321_Investment-and-the-Cross-Section-of-Equity-Returns.pdf,.pdf,535378,584cd54404a238ff409e3173581e62b62b1a99d9225cd5c48b68772cfbb17acb,True,41.0,Investment and the Cross‐Section of Equity Returns,,10.1111/jofi.12730,10114.0,,2019.0,74.0,1.0,ARTICLES,Investment and the Cross-Section of Equity Returns,GIAN LUCA CLEMENTI; BERARDINO PALAZZO,281-321,08 October 2018,10.1111/jofi.12730,Full Access,True,include,article,article,200.0,Investment and the Cross‐Section of Equity Returns,2018.0,The Journal of Finance,GIAN LUCA CLEMENTI; BERARDINO PALAZZO,48.0,32.0,100.0,True,jof_127301342019/2019_v74_n1_p323-370_Almost-Model-Free-Recovery.pdf,2019_v74_n1_p323-370_Almost-Model-Free-Recovery.pdf,.pdf,3914781,a945f0de3ceecaf962ab9d81a9d5bfa86a0a3eedc702d3cdfa364f3d7b955ec2,True,48.0,(Almost) Model‐Free Recovery,,10.1111/jofi.12737,11117.0,,2019.0,74.0,1.0,ARTICLES,(Almost) Model-Free Recovery,PAUL SCHNEIDER; FABIO TROJANI,323-370,25 October 2018,10.1111/jofi.12737,Full Access,True,include,article,article,200.0,(Almost) Model‐Free Recovery,2018.0,The Journal of Finance,PAUL SCHNEIDER; FABIO TROJANI,59.0,68.0,100.0,True,jof_127371352019/2019_v74_n1_p371-399_Financial-Markets-Where-Traders-Neglect-the-Informational-Content-of-Prices.pdf,2019_v74_n1_p371-399_Financial-Markets-Where-Traders-Neglect-the-Informational-Content-of-Prices.pdf,.pdf,280755,372254ea44aefd92d17fe7e67eca2b00b692bbc82e3a107584cf91b9eafc3cc4,True,29.0,Financial Markets Where Traders Neglect the Informational Content of Prices,,10.1111/jofi.12729,11247.0,,2019.0,74.0,1.0,ARTICLES,Financial Markets Where Traders Neglect the Informational Content of Prices,ERIK EYSTER; MATTHEW RABIN; DIMITRI VAYANOS,371-399,08 October 2018,10.1111/jofi.12729,Full Access,True,include,article,article,200.0,Financial Markets Where Traders Neglect the Informational Content of Prices,2018.0,The Journal of Finance,ERIK EYSTER; MATTHEW RABIN; DIMITRI VAYANOS,51.0,133.0,100.0,True,jof_127291362019/2019_v74_n1_p401-448_Dividend-Dynamics-Learning-and-Expected-Stock-Index-Returns.pdf,2019_v74_n1_p401-448_Dividend-Dynamics-Learning-and-Expected-Stock-Index-Returns.pdf,.pdf,1360104,5e5f0fb475d244dd1a35f43736e8e5d918891baec6d9c6381ce80ab17a902ee1,True,48.0,"Dividend Dynamics, Learning, and Expected Stock Index Returns",,10.1111/jofi.12731,10943.0,,2019.0,74.0,1.0,ARTICLES,"Dividend Dynamics, Learning, and Expected Stock Index Returns",RAVI JAGANNATHAN; BINYING LIU,401-448,08 October 2018,10.1111/jofi.12731,Full Access,True,include,article,article,200.0,"Dividend Dynamics, Learning, and Expected Stock Index Returns",2018.0,The Journal of Finance,RAVI JAGANNATHAN; BINYING LIU,51.0,43.0,100.0,True,jof_127311372019/2019_v74_n1_p449-492_Sparse-Signals-in-the-Cross-Section-of-Returns.pdf,2019_v74_n1_p449-492_Sparse-Signals-in-the-Cross-Section-of-Returns.pdf,.pdf,1752036,8b506a76218e7f40b29d979653b74f7c465c286bdf6f887800727368e76a0b14,True,44.0,Sparse Signals in the Cross‐Section of Returns,,10.1111/jofi.12733,10596.0,,2019.0,74.0,1.0,ARTICLES,Sparse Signals in the Cross-Section of Returns,ALEX CHINCO; ADAM D. CLARK-JOSEPH; MAO YE,449-492,09 October 2018,10.1111/jofi.12733,Full Access,True,include,article,article,200.0,Sparse Signals in the Cross‐Section of Returns,2018.0,The Journal of Finance,ALEX CHINCO; ADAM D. CLARK‐JOSEPH; MAO YE,59.0,280.0,100.0,True,jof_127331382019/2019_v74_n1_p493-529_A-Test-of-the-Modigliani-Miller-Invariance-Theorem-and-Arbitrage-in-Experimental.pdf,2019_v74_n1_p493-529_A-Test-of-the-Modigliani-Miller-Invariance-Theorem-and-Arbitrage-in-Experimental.pdf,.pdf,415601,3328cfa0b9a82ce3bf01c3aabfe65da6e11212f0b71489cc1cb7e495c791e472,True,37.0,A Test of the Modigliani‐Miller Invariance Theorem and Arbitrage in Experimental Asset Markets,,10.1111/jofi.12736,11060.0,,2019.0,74.0,1.0,ARTICLES,A Test of the Modigliani-Miller Invariance Theorem and Arbitrage in Experimental Asset Markets,GARY CHARNESS; TIBOR NEUGEBAUER,493-529,25 October 2018,10.1111/jofi.12736,Full Access,True,include,article,article,200.0,A Test of the Modigliani‐Miller Invariance Theorem and Arbitrage in Experimental Asset Markets,2018.0,The Journal of Finance,GARY CHARNESS; TIBOR NEUGEBAUER,48.0,42.0,100.0,True,jof_127361392019/2019_v74_n1_p5-53_Asset-Allocation-in-Bankruptcy.pdf,2019_v74_n1_p5-53_Asset-Allocation-in-Bankruptcy.pdf,.pdf,703727,17fe8cbdb0553f9f38f2a006ab14f64022ed427374718c1f6fffde25fb1c2426,True,49.0,Asset Allocation in Bankruptcy,,10.1111/jofi.12740,10754.0,,2019.0,74.0,1.0,ARTICLES,Asset Allocation in Bankruptcy,SHAI BERNSTEIN; EMANUELE COLONNELLI; BENJAMIN IVERSON,5-53,25 October 2018,10.1111/jofi.12740,Full Access,True,include,article,article,200.0,Asset Allocation in Bankruptcy,2018.0,The Journal of Finance,SHAI BERNSTEIN; EMANUELE COLONNELLI; BENJAMIN IVERSON,50.0,135.0,100.0,True,jof_127401402019/2019_v74_n1_p55-90_The-International-Bank-Lending-Channel-of-Monetary-Policy-Rates-and-QE-Credit-Su.pdf,2019_v74_n1_p55-90_The-International-Bank-Lending-Channel-of-Monetary-Policy-Rates-and-QE-Credit-Su.pdf,.pdf,339417,a40b52777ace9595b06b5842de4f96b34b2c9744dc27c17df9c1e37d4f518f83,True,36.0,"The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach‐for‐Yield, and Real Effects",,10.1111/jofi.12735,11141.0,,2019.0,74.0,1.0,ARTICLES,"The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects",BERNARDO MORAIS; JOSÉ-LUIS PEYDRÓ; JESSICA ROLDÁN-PEÑA; CLAUDIA RUIZ-ORTEGA,55-90,25 October 2018,10.1111/jofi.12735,Full Access,True,include,article,article,200.0,"The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach‐for‐Yield, and Real Effects",2019.0,The Journal of Finance,BERNARDO MORAIS; JOSÉ‐LUIS PEYDRÓ; JESSICA ROLDÁN‐PEÑA; CLAUDIA RUIZ‐ORTEGA,67.0,224.0,100.0,True,jof_127351412019/2019_v74_n1_p91-144_Dealer-Networks.pdf,2019_v74_n1_p91-144_Dealer-Networks.pdf,.pdf,864357,bc468fa86ab06455edd10dffa8cd03438e62be388a374345ae554584b1ffaee8,True,54.0,Dealer Networks,,10.1111/jofi.12728,10760.0,,2019.0,74.0,1.0,ARTICLES,Dealer Networks,DAN LI; NORMAN SCHÜRHOFF,91-144,06 October 2018,10.1111/jofi.12728,Full Access,True,include,article,article,200.0,Dealer Networks,2018.0,The Journal of Finance,DAN LI; NORMAN SCHÜRHOFF,50.0,236.0,100.0,True,jof_127281422019/2019_v74_n2_p1025-1075_Cautious-Risk-Takers-Investor-Preferences-and-Demand-for-Active-Management.pdf,2019_v74_n2_p1025-1075_Cautious-Risk-Takers-Investor-Preferences-and-Demand-for-Active-Management.pdf,.pdf,488924,1003c0785087714d103c43bb64b6d58afe608257d5da747efb905113a59af3fe,True,51.0,Cautious Risk Takers: Investor Preferences and Demand for Active Management,,10.1111/jofi.12747,10898.0,,2019.0,74.0,2.0,ARTICLES,Cautious Risk Takers: Investor Preferences and Demand for Active Management,VALERY POLKOVNICHENKO; KELSEY D. WEI; FENG ZHAO,1025-1075,13 December 2018,10.1111/jofi.12747,Full Access,True,include,article,article,200.0,Cautious Risk Takers: Investor Preferences and Demand for Active Management,2019.0,The Journal of Finance,VALERY POLKOVNICHENKO; KELSEY D. WEI; FENG ZHAO,56.0,23.0,100.0,True,jof_127471432019/2019_v74_n2_p543-586_Political-Connections-and-Allocative-Distortions.pdf,2019_v74_n2_p543-586_Political-Connections-and-Allocative-Distortions.pdf,.pdf,423096,600039535167c189fefa2ea440ad6c46e8e8f6ee13293a244468cc2f16866006,True,44.0,Political Connections and Allocative Distortions,,10.1111/jofi.12751,11004.0,,2019.0,74.0,2.0,ARTICLES,Political Connections and Allocative Distortions,DAVID SCHOENHERR,543-586,14 December 2018,10.1111/jofi.12751,Full Access,True,include,article,article,200.0,Political Connections and Allocative Distortions,2019.0,The Journal of Finance,DAVID SCHOENHERR,58.0,311.0,100.0,True,jof_127511442019/2019_v74_n2_p587-638_Portfolio-Manager-Compensation-in-the-U-S-Mutual-Fund-Industry.pdf,2019_v74_n2_p587-638_Portfolio-Manager-Compensation-in-the-U-S-Mutual-Fund-Industry.pdf,.pdf,360270,1992f3bcc1433962079aff9b1c467b2e9df56292b1cdecf38d9bf2754ab40625,True,52.0,Portfolio Manager Compensation in the U.S. Mutual Fund Industry,,10.1111/jofi.12749,11137.0,,2019.0,74.0,2.0,ARTICLES,Portfolio Manager Compensation in the U.S. Mutual Fund Industry,LINLIN MA; YUEHUA TANG; JUAN-PEDRO GÓMEZ,587-638,12 December 2018,10.1111/jofi.12749,Full Access,True,include,article,article,200.0,Portfolio Manager Compensation in the U.S. Mutual Fund Industry,2019.0,The Journal of Finance,LINLIN MA; YUEHUA TANG; JUAN‐PEDRO GÓMEZ,75.0,212.0,100.0,True,jof_127491452019/2019_v74_n2_p639-674_Sticky-Expectations-and-the-Profitability-Anomaly.pdf,2019_v74_n2_p639-674_Sticky-Expectations-and-the-Profitability-Anomaly.pdf,.pdf,377262,e94f1ac2e8a9a8db875d86ddfe1e17ed29c2bbf94dafac6e28594aebdd0c7db1,True,36.0,Sticky Expectations and the Profitability Anomaly,,10.1111/jofi.12734,10392.0,,2019.0,74.0,2.0,ARTICLES,Sticky Expectations and the Profitability Anomaly,JEAN-PHILIPPE BOUCHAUD; PHILIPP KRÜGER; AUGUSTIN LANDIER; DAVID THESMAR,639-674,07 October 2018,10.1111/jofi.12734,Full Access,True,include,article,article,200.0,Sticky Expectations and the Profitability Anomaly,2018.0,The Journal of Finance,JEAN‐PHILIPPE BOUCHAUD; PHILIPP KRÜGER; AUGUSTIN LANDIER; DAVID THESMAR,44.0,273.0,100.0,True,jof_127341462019/2019_v74_n2_p675-710_An-Explanation-of-Negative-Swap-Spreads-Demand-for-Duration-from-Underfunded-Pen.pdf,2019_v74_n2_p675-710_An-Explanation-of-Negative-Swap-Spreads-Demand-for-Duration-from-Underfunded-Pen.pdf,.pdf,499450,b95c6618b46267c00f197301c8a90f3cc0ae2b652e2004cde9042bb5fff76431,True,36.0,An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans,,10.1111/jofi.12750,10458.0,,2019.0,74.0,2.0,ARTICLES,An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans,SVEN KLINGLER; SURESH SUNDARESAN,675-710,13 December 2018,10.1111/jofi.12750,Full Access,True,include,article,article,200.0,An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans,2019.0,The Journal of Finance,SVEN KLINGLER; SURESH SUNDARESAN,43.0,110.0,100.0,True,jof_127501472019/2019_v74_n2_p711-754_Stealing-Deposits-Deposit-Insurance-Risk-Taking-and-the-Removal-of-Market-Discip.pdf,2019_v74_n2_p711-754_Stealing-Deposits-Deposit-Insurance-Risk-Taking-and-the-Removal-of-Market-Discip.pdf,.pdf,2503700,aaf66a721758f107ee22a1b60f714fcf8f67191cc1293dc98347ff3e42b88c9a,True,44.0,"Stealing Deposits: Deposit Insurance, Risk‐Taking, and the Removal of Market Discipline in Early 20th‐Century Banks",,10.1111/jofi.12753,11185.0,,2019.0,74.0,2.0,ARTICLES,"Stealing Deposits: Deposit Insurance, Risk-Taking, and the Removal of Market Discipline in Early 20th-Century Banks",CHARLES W. CALOMIRIS; MATTHEW JAREMSKI,711-754,16 December 2018,10.1111/jofi.12753,Full Access,True,include,article,article,200.0,"Stealing Deposits: Deposit Insurance, Risk‐Taking, and the Removal of Market Discipline in Early 20148 <sup>th</sup>149 ‐Century Banks",2019.0,The Journal of Finance,CHARLES W. CALOMIRIS; MATTHEW JAREMSKI,49.0,121.0,96.13733905579399,True,jof_127531502019/2019_v74_n2_p755-793_Who-Finances-Durable-Goods-and-Why-It-Matters-Captive-Finance-and-the-Coase-Conj.pdf,2019_v74_n2_p755-793_Who-Finances-Durable-Goods-and-Why-It-Matters-Captive-Finance-and-the-Coase-Conj.pdf,.pdf,424232,e5585924277d16540b27d0cd93241c2b6b802715a768cf07c7eb31bb0a93b13a,True,39.0,Who Finances Durable Goods and Why It Matters: Captive Finance and the Coase Conjecture,,10.1111/jofi.12745,9551.0,,2019.0,74.0,2.0,ARTICLES,Who Finances Durable Goods and Why It Matters: Captive Finance and the Coase Conjecture,JUSTIN MURFIN; RYAN PRATT,755-793,19 December 2018,10.1111/jofi.12745,Full Access,True,include,article,article,200.0,Who Finances Durable Goods and Why It Matters: Captive Finance and the Coase Conjecture,2019.0,The Journal of Finance,JUSTIN MURFIN; RYAN PRATT,26.0,39.0,100.0,True,jof_127451512019/2019_v74_n2_p795-844_The-Dynamic-Properties-of-Financial-Market-Equilibrium-with-Trading-Fees.pdf,2019_v74_n2_p795-844_The-Dynamic-Properties-of-Financial-Market-Equilibrium-with-Trading-Fees.pdf,.pdf,867919,b2d7e013a77f41f5d17444cce2cf5a874fcfcd76033548c1dcffe23045ba96f6,True,50.0,The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees,,10.1111/jofi.12744,11203.0,,2019.0,74.0,2.0,ARTICLES,The Dynamic Properties of Financial-Market Equilibrium with Trading Fees,ADRIAN BUSS; BERNARD DUMAS,795-844,12 December 2018,10.1111/jofi.12744,Full Access,True,include,article,article,200.0,The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees,2019.0,The Journal of Finance,ADRIAN BUSS; BERNARD DUMAS,74.0,32.0,100.0,True,jof_127441522019/2019_v74_n2_p845-898_Equity-Misvaluation-and-Default-Options.pdf,2019_v74_n2_p845-898_Equity-Misvaluation-and-Default-Options.pdf,.pdf,386505,10fbce238bb52c53fd28899a1f57dbd850988a95b653bfd9e898aaa72d52d5c7,True,54.0,Equity Misvaluation and Default Options,,10.1111/jofi.12748,10957.0,,2019.0,74.0,2.0,ARTICLES,Equity Misvaluation and Default Options,ASSAF EISDORFER; AMIT GOYAL; ALEXEI ZHDANOV,845-898,18 December 2018,10.1111/jofi.12748,Full Access,True,include,article,article,200.0,Equity Misvaluation and Default Options,2019.0,The Journal of Finance,ASSAF EISDORFER; AMIT GOYAL; ALEXEI ZHDANOV,89.0,28.0,100.0,True,jof_127481532019/2019_v74_n2_p899-942_Stockholders-Unrealized-Returns-and-the-Market-Reaction-to-Financial-Disclosures.pdf,2019_v74_n2_p899-942_Stockholders-Unrealized-Returns-and-the-Market-Reaction-to-Financial-Disclosures.pdf,.pdf,819301,b3bd207c989a7e383a1c96c2e78b6c328920f716aea7167c6f58f78cb21deb4b,True,44.0,Stockholders’ Unrealized Returns and the Market Reaction to Financial Disclosures,,10.1111/jofi.12743,11225.0,,2019.0,74.0,2.0,ARTICLES,Stockholders’ Unrealized Returns and the Market Reaction to Financial Disclosures,ERIC WEISBROD,899-942,13 December 2018,10.1111/jofi.12743,Full Access,True,include,article,article,200.0,Stockholders’ Unrealized Returns and the Market Reaction to Financial Disclosures,2019.0,The Journal of Finance,ERIC WEISBROD,62.0,13.0,100.0,True,jof_127431542019/2019_v74_n2_p943-983_Robust-Measures-of-Earnings-Surprises.pdf,2019_v74_n2_p943-983_Robust-Measures-of-Earnings-Surprises.pdf,.pdf,753076,3c7086c63268ccf590e670a90fa4077b282c62c6ba180aa41a207109a68a9d6a,True,41.0,Robust Measures of Earnings Surprises,,10.1111/jofi.12746,10353.0,,2019.0,74.0,2.0,ARTICLES,Robust Measures of Earnings Surprises,CHIN-HAN CHIANG; WEI DAI; JIANQING FAN; HARRISON HONG; JUN TU,943-983,19 December 2018,10.1111/jofi.12746,Full Access,True,include,article,article,200.0,Robust Measures of Earnings Surprises,2019.0,The Journal of Finance,CHIN‐HAN CHIANG; WEI DAI; JIANQING FAN; HARRISON HONG; JUN TU,22.0,41.0,100.0,True,jof_127461552019/2019_v74_n2_p985-1024_Sentiment-Metrics-and-Investor-Demand.pdf,2019_v74_n2_p985-1024_Sentiment-Metrics-and-Investor-Demand.pdf,.pdf,305609,ed2c10f5a7f6092f564d884c244861608398cca952a77b1ab5497076c49d738d,True,40.0,Sentiment Metrics and Investor Demand,,10.1111/jofi.12754,11002.0,,2019.0,74.0,2.0,ARTICLES,Sentiment Metrics and Investor Demand,LUKE DeVAULT; RICHARD SIAS; LAURA STARKS,985-1024,17 December 2018,10.1111/jofi.12754,Full Access,True,include,article,article,200.0,Sentiment Metrics and Investor Demand,2019.0,The Journal of Finance,LUKE DeVAULT; RICHARD SIAS; LAURA STARKS,67.0,167.0,100.0,True,jof_127541562019/2019_v74_n3_p1091-1137_High-Frequency-Trading-around-Large-Institutional-Orders.pdf,2019_v74_n3_p1091-1137_High-Frequency-Trading-around-Large-Institutional-Orders.pdf,.pdf,704453,726c51092b92ad4405d3e90a123f4dac31f6b84c1dcb12552dee3fea64e57f5b,True,47.0,High‐Frequency Trading around Large Institutional Orders,,10.1111/jofi.12759,10949.0,,2019.0,74.0,3.0,ARTICLES,High-Frequency Trading around Large Institutional Orders,VINCENT VAN KERVEL; ALBERT J. MENKVELD,1091-1137,14 February 2019,10.1111/jofi.12759,Full Access,True,include,article,article,200.0,High‐Frequency Trading around Large Institutional Orders,2019.0,The Journal of Finance,VINCENT VAN KERVEL; ALBERT J. MENKVELD,43.0,209.0,100.0,True,jof_127591572019/2019_v74_n3_p1139-1173_Liquidity-Risk-and-the-Dynamics-of-Arbitrage-Capital.pdf,2019_v74_n3_p1139-1173_Liquidity-Risk-and-the-Dynamics-of-Arbitrage-Capital.pdf,.pdf,609263,246ac7ac6e4b23de358a71c3c87c8386634a8fd3430da867a252f1ef020bde18,True,35.0,Liquidity Risk and the Dynamics of Arbitrage Capital,,10.1111/jofi.12757,11075.0,,2019.0,74.0,3.0,ARTICLES,Liquidity Risk and the Dynamics of Arbitrage Capital,PÉTER KONDOR; DIMITRI VAYANOS,1139-1173,10 February 2019,10.1111/jofi.12757,Full Access,True,include,article,article,200.0,Liquidity Risk and the Dynamics of Arbitrage Capital,2019.0,The Journal of Finance,PÉTER KONDOR; DIMITRI VAYANOS,46.0,56.0,100.0,True,jof_127571582019/2019_v74_n3_p1175-1216_Employee-Stock-Option-Exercise-and-Firm-Cost.pdf,2019_v74_n3_p1175-1216_Employee-Stock-Option-Exercise-and-Firm-Cost.pdf,.pdf,304523,4c0ef0337db02c3988e9a5d3f5274cefcf5524ffd56c6d44b53d36583e4530c2,True,42.0,Employee Stock Option Exercise and Firm Cost,,10.1111/jofi.12752,10515.0,,2019.0,74.0,3.0,ARTICLES,Employee Stock Option Exercise and Firm Cost,JENNIFER N. CARPENTER; RICHARD STANTON; NANCY WALLACE,1175-1216,16 December 2018,10.1111/jofi.12752,Full Access,True,include,article,article,200.0,Employee Stock Option Exercise and Firm Cost,2019.0,The Journal of Finance,JENNIFER N. CARPENTER; RICHARD STANTON; NANCY WALLACE,60.0,16.0,100.0,True,jof_127521592019/2019_v74_n3_p1217-1260_Brokers-versus-Retail-Investors-Conflicting-Interests-and-Dominated-Products.pdf,2019_v74_n3_p1217-1260_Brokers-versus-Retail-Investors-Conflicting-Interests-and-Dominated-Products.pdf,.pdf,1012346,f2a068f4774f1dd01c3a71b5d3255901c8d1e807c3fec7a9c012888f81d6950c,True,44.0,Brokers versus Retail Investors: Conflicting Interests and Dominated Products,,10.1111/jofi.12763,11004.0,,2019.0,74.0,3.0,ARTICLES,Brokers versus Retail Investors: Conflicting Interests and Dominated Products,MARK EGAN,1217-1260,20 February 2019,10.1111/jofi.12763,Full Access,True,include,article,article,200.0,Brokers versus Retail Investors: Conflicting Interests and Dominated Products,2019.0,The Journal of Finance,MARK EGAN,63.0,169.0,100.0,True,jof_127631602019/2019_v74_n3_p1261-1314_Venture-Capital-and-Capital-Allocation.pdf,2019_v74_n3_p1261-1314_Venture-Capital-and-Capital-Allocation.pdf,.pdf,477557,fe661656f0bccf6917825d8844475fd548c8858f7686a31c616748fba4e687f4,True,54.0,Venture Capital and Capital Allocation,,10.1111/jofi.12756,10928.0,,2019.0,74.0,3.0,ARTICLES,Venture Capital and Capital Allocation,GIORGIA PIACENTINO,1261-1314,13 February 2019,10.1111/jofi.12756,Full Access,True,include,article,article,200.0,Venture Capital and Capital Allocation,2019.0,The Journal of Finance,GIORGIA PIACENTINO,55.0,29.0,100.0,True,jof_127561612019/2019_v74_n3_p1315-1361_Trade-Network-Centrality-and-Currency-Risk-Premia.pdf,2019_v74_n3_p1315-1361_Trade-Network-Centrality-and-Currency-Risk-Premia.pdf,.pdf,1265099,88beecf8b426e07c50fc96962fcd2514c1528ee0d203d4ee78f278aa8010b390,True,47.0,Trade Network Centrality and Currency Risk Premia,,10.1111/jofi.12755,6876.0,,2019.0,74.0,3.0,ARTICLES,Trade Network Centrality and Currency Risk Premia,ROBERT J. RICHMOND,1315-1361,04 February 2019,10.1111/jofi.12755,Full Access,True,include,article,article,200.0,Trade Network Centrality and Currency Risk Premia,2019.0,The Journal of Finance,ROBERT J. RICHMOND,57.0,167.0,100.0,True,jof_127551622019/2019_v74_n3_p1363-1429_Optimal-Contracting-Corporate-Finance-and-Valuation-with-Inalienable-Human-Capit.pdf,2019_v74_n3_p1363-1429_Optimal-Contracting-Corporate-Finance-and-Valuation-with-Inalienable-Human-Capit.pdf,.pdf,1405696,538eafef0d3194164dce82369af7a6f77264ca6b288db5d4bacc1e20126e9c6d,True,67.0,"Optimal Contracting, Corporate Finance, and Valuation with Inalienable Human Capital",,10.1111/jofi.12761,11178.0,,2019.0,74.0,3.0,ARTICLES,"Optimal Contracting, Corporate Finance, and Valuation with Inalienable Human Capital",PATRICK BOLTON; NENG WANG; JINQIANG YANG,1363-1429,20 February 2019,10.1111/jofi.12761,Full Access,True,include,article,article,200.0,"Optimal Contracting, Corporate Finance, and Valuation with Inalienable Human Capital",2019.0,The Journal of Finance,PATRICK BOLTON; NENG WANG; JINQIANG YANG,85.0,118.0,100.0,True,jof_127611632019/2019_v74_n3_p1431-1471_Leverage-and-the-Cross-Section-of-Equity-Returns.pdf,2019_v74_n3_p1431-1471_Leverage-and-the-Cross-Section-of-Equity-Returns.pdf,.pdf,690901,8ae0853b4885957d3b2a9704e7cecb575225be9f726338b798d1c653efac5dfa,True,41.0,Leverage and the Cross‐Section of Equity Returns,,10.1111/jofi.12758,9571.0,,2019.0,74.0,3.0,ARTICLES,Leverage and the Cross-Section of Equity Returns,HITESH DOSHI; KRIS JACOBS; PRAVEEN KUMAR; RAMON RABINOVITCH,1431-1471,11 February 2019,10.1111/jofi.12758,Full Access,True,include,article,article,200.0,Leverage and the Cross‐Section of Equity Returns,2019.0,The Journal of Finance,HITESH DOSHI; KRIS JACOBS; PRAVEEN KUMAR; RAMON RABINOVITCH,74.0,64.0,100.0,True,jof_127581642019/2019_v74_n3_p1473-1502_Household-Debt-Overhang-and-Unemployment.pdf,2019_v74_n3_p1473-1502_Household-Debt-Overhang-and-Unemployment.pdf,.pdf,265865,5c698f26f1599243f8ec22f494096ac1294d780501a09915db896903d26cf695,True,30.0,Household Debt Overhang and Unemployment,,10.1111/jofi.12760,10976.0,,2019.0,74.0,3.0,ARTICLES,Household Debt Overhang and Unemployment,JASON RODERICK DONALDSON; GIORGIA PIACENTINO; ANJAN THAKOR,1473-1502,15 February 2019,10.1111/jofi.12760,Full Access,True,include,article,article,200.0,Household Debt Overhang and Unemployment,2019.0,The Journal of Finance,JASON RODERICK DONALDSON; GIORGIA PIACENTINO; ANJAN THAKOR,39.0,68.0,100.0,True,jof_127601652019/2019_v74_n3_p1503-1557_Financial-Markets-the-Real-Economy-and-Self-Fulfilling-Uncertainties.pdf,2019_v74_n3_p1503-1557_Financial-Markets-the-Real-Economy-and-Self-Fulfilling-Uncertainties.pdf,.pdf,1134161,188e7ca2a35e22875fc246dfb34d81351980f7bfe852121cbd3d2f936eead2c4,True,55.0,"Financial Markets, the Real Economy, and Self‐Fulfilling Uncertainties",,10.1111/jofi.12764,11000.0,,2019.0,74.0,3.0,ARTICLES,"Financial Markets, the Real Economy, and Self-Fulfilling Uncertainties",JESS BENHABIB; XUEWEN LIU; PENGFEI WANG,1503-1557,17 February 2019,10.1111/jofi.12764,Full Access,True,include,article,article,200.0,"Financial Markets, the Real Economy, and Self‐Fulfilling Uncertainties",2019.0,The Journal of Finance,JESS BENHABIB; XUEWEN LIU; PENGFEI WANG,77.0,66.0,100.0,True,jof_127641662019/2019_v74_n3_p1559-1576_On-Equilibrium-When-Contingent-Capital-Has-a-Market-Trigger-A-Correction-to-Sund.pdf,2019_v74_n3_p1559-1576_On-Equilibrium-When-Contingent-Capital-Has-a-Market-Trigger-A-Correction-to-Sund.pdf,.pdf,188753,7438749b916f110b3d338ba03448fa009f27721aa6ec6a8881722d99f4f7ba56,True,18.0,On Equilibrium When Contingent Capital Has a Market Trigger: A Correction to Sundaresan and Wang Journal of Finance (2015),,10.1111/jofi.12762,9217.0,,2019.0,74.0,3.0,REPLICATIONS AND CORRIGENDA,On Equilibrium When Contingent Capital Has a Market Trigger: A Correction to Sundaresan and Wang Journal of Finance (2015),GEORGE PENNACCHI; ALEXEI TCHISTYI,1559-1576,18 February 2019,10.1111/jofi.12762,Full Access,True,include,corrigendum_or_replication,corrigendum_or_replication,200.0,"On Equilibrium When Contingent Capital Has a Market Trigger: A Correction to Sundaresan and Wang167 <i>Journal of Finance</i>168 (2015)",2019.0,The Journal of Finance,GEORGE PENNACCHI; ALEXEI TCHISTYI,10.0,29.0,98.34710743801654,True,jof_127621692019/2019_v74_n4_p1587-1619_Presidential-Address-Collateral-and-Commitment.pdf,2019_v74_n4_p1587-1619_Presidential-Address-Collateral-and-Commitment.pdf,.pdf,1217281,dc086b8118129c5441e2a0f7479305f0e0383a5fbfd92f4f04136099cafd25c9,True,34.0,Presidential Address: Collateral and Commitment,,10.1111/jofi.12782,7224.0,,2019.0,74.0,4.0,ARTICLES,Presidential Address: Collateral and Commitment,PETER M. DEMARZO,1587-1619,15 July 2019,10.1111/jofi.12782,Full Access,True,include,presidential_address,presidential_address,200.0,Presidential Address: Collateral and Commitment,2019.0,The Journal of Finance,PETER M. DEMARZO,45.0,94.0,100.0,True,jof_127821702019/2019_v74_n4_p1621-1658_Price-Discovery-without-Trading-Evidence-from-Limit-Orders.pdf,2019_v74_n4_p1621-1658_Price-Discovery-without-Trading-Evidence-from-Limit-Orders.pdf,.pdf,294946,47249e70cbbd487c239415949c55cc9790d649e003c8025e78a50f338b232fe5,True,38.0,Price Discovery without Trading: Evidence from Limit Orders,,10.1111/jofi.12769,11470.0,,2019.0,74.0,4.0,ARTICLES,Price Discovery without Trading: Evidence from Limit Orders,JONATHAN BROGAARD; TERRENCE HENDERSHOTT; RYAN RIORDAN,1621-1658,18 March 2019,10.1111/jofi.12769,Full Access,True,include,article,article,200.0,Price Discovery without Trading: Evidence from Limit Orders,2019.0,The Journal of Finance,JONATHAN BROGAARD; TERRENCE HENDERSHOTT; RYAN RIORDAN,44.0,242.0,100.0,True,jof_127691712019/2019_v74_n4_p1659-1706_Real-Anomalies.pdf,2019_v74_n4_p1659-1706_Real-Anomalies.pdf,.pdf,522425,bcecd3acb83f5a65eb917a96fa8b4e4ffc11fd738e41c9290c0a7512d9f4f08a,True,48.0,Real Anomalies,,10.1111/jofi.12771,10771.0,,2019.0,74.0,4.0,ARTICLES,Real Anomalies,JULES H. van BINSBERGEN; CHRISTIAN C. OPP,1659-1706,18 March 2019,10.1111/jofi.12771,Full Access,True,include,article,article,200.0,Real Anomalies,2019.0,The Journal of Finance,JULES H. van BINSBERGEN; CHRISTIAN C. OPP,67.0,94.0,100.0,True,jof_127711722019/2019_v74_n4_p1707-1751_Capital-Share-Dynamics-When-Firms-Insure-Workers.pdf,2019_v74_n4_p1707-1751_Capital-Share-Dynamics-When-Firms-Insure-Workers.pdf,.pdf,1087565,e4a89a970d199988ea1b48ac292797ca71f8fed821c3591af2615058cdbae2fb,True,45.0,Capital Share Dynamics When Firms Insure Workers,,10.1111/jofi.12773,8490.0,,2019.0,74.0,4.0,ARTICLES,Capital Share Dynamics When Firms Insure Workers,BARNEY HARTMAN-GLASER; HANNO LUSTIG; MINDY Z. XIAOLAN,1707-1751,30 March 2019,10.1111/jofi.12773,Full Access,True,include,article,article,200.0,Capital Share Dynamics When Firms Insure Workers,2019.0,The Journal of Finance,BARNEY HARTMAN‐GLASER; HANNO LUSTIG; MINDY Z. XIAOLAN,59.0,77.0,100.0,True,jof_127731732019/2019_v74_n4_p1753-1792_Capital-Share-Risk-in-U-S-Asset-Pricing.pdf,2019_v74_n4_p1753-1792_Capital-Share-Risk-in-U-S-Asset-Pricing.pdf,.pdf,507342,efec61440f4f40e9e99f13299f92dc2600b9a4b5c865566d90210a3e7468452c,True,40.0,Capital Share Risk in U.S. Asset Pricing,,10.1111/jofi.12772,10552.0,,2019.0,74.0,4.0,ARTICLES,Capital Share Risk in U.S. Asset Pricing,MARTIN LETTAU; SYDNEY C. LUDVIGSON; SAI MA,1753-1792,30 March 2019,10.1111/jofi.12772,Full Access,True,include,article,article,200.0,Capital Share Risk in U.S. Asset Pricing,2019.0,The Journal of Finance,MARTIN LETTAU; SYDNEY C. LUDVIGSON; SAI MA,42.0,75.0,100.0,True,jof_127721742019/2019_v74_n4_p1793-1839_Labor-Technology-Substitution-Implications-for-Asset-Pricing.pdf,2019_v74_n4_p1793-1839_Labor-Technology-Substitution-Implications-for-Asset-Pricing.pdf,.pdf,613868,2f9e655c4aaab4f12e6619b0ef5afd6ecc1a4237f6323e16f12f4b0f9961073f,True,47.0,Labor‐Technology Substitution: Implications for Asset Pricing,,10.1111/jofi.12766,10931.0,,2019.0,74.0,4.0,ARTICLES,Labor-Technology Substitution: Implications for Asset Pricing,MIAO BEN ZHANG,1793-1839,26 February 2019,10.1111/jofi.12766,Full Access,True,include,article,article,200.0,Labor‐Technology Substitution: Implications for Asset Pricing,2019.0,The Journal of Finance,MIAO BEN ZHANG,53.0,113.0,100.0,True,jof_127661752019/2019_v74_n4_p1841-1885_Time-Varying-Asset-Volatility-and-the-Credit-Spread-Puzzle.pdf,2019_v74_n4_p1841-1885_Time-Varying-Asset-Volatility-and-the-Credit-Spread-Puzzle.pdf,.pdf,640135,7bf1a8e2550a0c6bf66185f46f6a462ac2bc722c2cdfd1d8ee9af3dfbd9766bb,True,45.0,Time‐Varying Asset Volatility and the Credit Spread Puzzle,,10.1111/jofi.12765,11369.0,,2019.0,74.0,4.0,ARTICLES,Time-Varying Asset Volatility and the Credit Spread Puzzle,DU DU; REDOUANE ELKAMHI; JAN ERICSSON,1841-1885,27 February 2019,10.1111/jofi.12765,Full Access,True,include,article,article,200.0,Time‐Varying Asset Volatility and the Credit Spread Puzzle,2019.0,The Journal of Finance,DU DU; REDOUANE ELKAMHI; JAN ERICSSON,64.0,79.0,100.0,True,jof_127651762019/2019_v74_n4_p1887-1929_What-Is-the-Expected-Return-on-a-Stock.pdf,2019_v74_n4_p1887-1929_What-Is-the-Expected-Return-on-a-Stock.pdf,.pdf,1123678,85bcbf56ab250dd56974ed96df408887269d3b924ce7145db89be56be8d97845,True,43.0,What Is the Expected Return on a Stock?,,10.1111/jofi.12778,10727.0,,2019.0,74.0,4.0,ARTICLES,What Is the Expected Return on a Stock?,IAN W. R. MARTIN; CHRISTIAN WAGNER,1887-1929,18 April 2019,10.1111/jofi.12778,Open Access,True,include,article,article,200.0,What Is the Expected Return on a Stock?,2019.0,The Journal of Finance,IAN W. R. MARTIN; CHRISTIAN WAGNER,37.0,202.0,100.0,True,jof_127781772019/2019_v74_n4_p1931-1973_Nonlinearity-and-Flight-to-Safety-in-the-Risk-Return-Trade-Off-for-Stocks-and-Bo.pdf,2019_v74_n4_p1931-1973_Nonlinearity-and-Flight-to-Safety-in-the-Risk-Return-Trade-Off-for-Stocks-and-Bo.pdf,.pdf,1227069,4d2f5c2d549474d85cf103595900ae591b98c147f1b4e65061fb16cc32f587d9,True,43.0,Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds,,10.1111/jofi.12776,9676.0,,2019.0,74.0,4.0,ARTICLES,Nonlinearity and Flight-to-Safety in the Risk-Return Trade-Off for Stocks and Bonds,TOBIAS ADRIAN; RICHARD K. CRUMP; ERIK VOGT,1931-1973,17 April 2019,10.1111/jofi.12776,Full Access,True,include,article,article,200.0,Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds,2019.0,The Journal of Finance,TOBIAS ADRIAN; RICHARD K. CRUMP; ERIK VOGT,63.0,157.0,100.0,True,jof_127761782019/2019_v74_n4_p1975-2010_Costly-Information-Acquisition-Social-Networks-and-Asset-Prices-Experimental-Evi.pdf,2019_v74_n4_p1975-2010_Costly-Information-Acquisition-Social-Networks-and-Asset-Prices-Experimental-Evi.pdf,.pdf,887023,1d24c8f974b29cb6f2b1d51ef4a7478f16e44a772cee214e4bc82339b053cc3b,True,36.0,"Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence",,10.1111/jofi.12768,10775.0,,2019.0,74.0,4.0,ARTICLES,"Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence",EDWARD HALIM; YOHANES E. RIYANTO; NILANJAN ROY,1975-2010,27 February 2019,10.1111/jofi.12768,Full Access,True,include,article,article,200.0,"Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence",2019.0,The Journal of Finance,EDWARD HALIM; YOHANES E. RIYANTO; NILANJAN ROY,80.0,47.0,100.0,True,jof_127681792019/2019_v74_n4_p2011-2053_CEO-Horizon-Optimal-Pay-Duration-and-the-Escalation-of-Short-Termism.pdf,2019_v74_n4_p2011-2053_CEO-Horizon-Optimal-Pay-Duration-and-the-Escalation-of-Short-Termism.pdf,.pdf,736814,5f8166298a5c8b07d6d251b6f99a2f317bc1249a81f7ed3f2815adb50f79bfca,True,43.0,"CEO Horizon, Optimal Pay Duration, and the Escalation of Short‐Termism",,10.1111/jofi.12770,10662.0,,2019.0,74.0,4.0,ARTICLES,"CEO Horizon, Optimal Pay Duration, and the Escalation of Short-Termism",IVAN MARINOVIC; FELIPE VARAS,2011-2053,18 March 2019,10.1111/jofi.12770,Full Access,True,include,article,article,200.0,"CEO Horizon, Optimal Pay Duration, and the Escalation of Short‐Termism",2019.0,The Journal of Finance,IVAN MARINOVIC; FELIPE VARAS,45.0,110.0,100.0,True,jof_127701802019/2019_v74_n4_p2055-2106_Income-Hedging-Dynamic-Style-Preferences-and-Return-Predictability.pdf,2019_v74_n4_p2055-2106_Income-Hedging-Dynamic-Style-Preferences-and-Return-Predictability.pdf,.pdf,418949,729d504e28650806963dc88e59312792af0d708c2d8c97a5c6bd0e7ab7ea42e9,True,52.0,"Income Hedging, Dynamic Style Preferences, and Return Predictability",,10.1111/jofi.12775,10227.0,,2019.0,74.0,4.0,ARTICLES,"Income Hedging, Dynamic Style Preferences, and Return Predictability",JAWAD M. ADDOUM; STEFANOS DELIKOURAS; GEORGE M. KORNIOTIS; ALOK KUMAR,2055-2106,18 April 2019,10.1111/jofi.12775,Full Access,True,include,article,article,200.0,"Income Hedging, Dynamic Style Preferences, and Return Predictability",2019.0,The Journal of Finance,JAWAD M. ADDOUM; STEFANOS DELIKOURAS; GEORGE M. KORNIOTIS; ALOK KUMAR,83.0,16.0,100.0,True,jof_127751812019/2019_v74_n4_p2107-2116_Corrigendum-for-Dividend-Dynamics-Learning-and-Expected-Stock-Index-Returns.pdf,2019_v74_n4_p2107-2116_Corrigendum-for-Dividend-Dynamics-Learning-and-Expected-Stock-Index-Returns.pdf,.pdf,564079,494a7f1f7905e626cbe3dd72f42524711acf04d42498ab422559638b94f2e312,True,10.0,"Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns",,10.1111/jofi.12786,7926.0,,2019.0,74.0,4.0,CORRIGENDUM,"Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns",RAVI JAGANNATHAN; BINYING LIU; JIAQI ZHANG,2107-2116,30 May 2019,10.1111/jofi.12786,Free Access,True,include,corrigendum_or_replication,corrigendum_or_replication,200.0,"Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns",2019.0,The Journal of Finance,RAVI JAGANNATHAN; BINYING LIU; JIAQI ZHANG,6.0,0.0,100.0,True,jof_127861822019/2019_v74_n5_p2153-2199_The-Dividend-Disconnect.pdf,2019_v74_n5_p2153-2199_The-Dividend-Disconnect.pdf,.pdf,1617968,063d49a3724bc880ad82e96d83160d30a39aab4e8260f177002cbcd74bbb4914,True,47.0,The Dividend Disconnect,,10.1111/jofi.12785,10692.0,,2019.0,74.0,5.0,ARTICLES,The Dividend Disconnect,SAMUEL M. HARTZMARK; DAVID H. SOLOMON,2153-2199,13 May 2019,10.1111/jofi.12785,Full Access,True,include,article,article,200.0,The Dividend Disconnect,2019.0,The Journal of Finance,SAMUEL M. HARTZMARK; DAVID H. SOLOMON,48.0,118.0,100.0,True,jof_127851832019/2019_v74_n5_p2201-2248_Stock-Returns-over-the-FOMC-Cycle.pdf,2019_v74_n5_p2201-2248_Stock-Returns-over-the-FOMC-Cycle.pdf,.pdf,1470663,a853565873bb6c9a7eec5f941c4b0bcbb6c5c481a4f37ae75423292b9574470f,True,48.0,Stock Returns over the FOMC Cycle,,10.1111/jofi.12818,11136.0,,2019.0,74.0,5.0,ARTICLES,Stock Returns over the FOMC Cycle,ANNA CIESLAK; ADAIR MORSE; ANNETTE VISSING-JORGENSEN,2201-2248,31 May 2019,10.1111/jofi.12818,Full Access,True,include,article,article,200.0,Stock Returns over the FOMC Cycle,2019.0,The Journal of Finance,ANNA CIESLAK; ADAIR MORSE; ANNETTE VISSING‐JORGENSEN,29.0,291.0,100.0,True,jof_128181842019/2019_v74_n5_p2249-2301_Foreclosure-Contagion-and-the-Neighborhood-Spillover-Effects-of-Mortgage-Default.pdf,2019_v74_n5_p2249-2301_Foreclosure-Contagion-and-the-Neighborhood-Spillover-Effects-of-Mortgage-Default.pdf,.pdf,1455320,8ef34f94d1cb69fc5e1735f56a2dd14afec7ff5be98e68a43faa7ffd8948b87f,True,53.0,Foreclosure Contagion and the Neighborhood Spillover Effects of Mortgage Defaults,,10.1111/jofi.12821,10548.0,,2019.0,74.0,5.0,ARTICLES,Foreclosure Contagion and the Neighborhood Spillover Effects of Mortgage Defaults,ARPIT GUPTA,2249-2301,31 May 2019,10.1111/jofi.12821,Full Access,True,include,article,article,200.0,Foreclosure Contagion and the Neighborhood Spillover Effects of Mortgage Defaults,2019.0,The Journal of Finance,ARPIT GUPTA,40.0,125.0,100.0,True,jof_128211852019/2019_v74_n5_p2303-2347_Limited-Investment-Capital-and-Credit-Spreads.pdf,2019_v74_n5_p2303-2347_Limited-Investment-Capital-and-Credit-Spreads.pdf,.pdf,769791,126d05da9833d5f755e9bd390990525c6cdbef1110f374612ba849dc30f9ad40,True,45.0,Limited Investment Capital and Credit Spreads,,10.1111/jofi.12777,10930.0,,2019.0,74.0,5.0,ARTICLES,Limited Investment Capital and Credit Spreads,EMIL N. SIRIWARDANE,2303-2347,18 April 2019,10.1111/jofi.12777,Full Access,True,include,article,article,200.0,Limited Investment Capital and Credit Spreads,2019.0,The Journal of Finance,EMIL N. SIRIWARDANE,39.0,118.0,100.0,True,jof_127771862019/2019_v74_n5_p2349-2389_How-Do-Investment-Ideas-Spread-through-Social-Interaction-Evidence-from-a-Ponzi.pdf,2019_v74_n5_p2349-2389_How-Do-Investment-Ideas-Spread-through-Social-Interaction-Evidence-from-a-Ponzi.pdf,.pdf,1647065,43c2cbd5c198bb30da33fa802eb969ea8752d591dc233d8edc1f31d31f41c086,True,41.0,How Do Investment Ideas Spread through Social Interaction? Evidence from a Ponzi Scheme,,10.1111/jofi.12822,10911.0,,2019.0,74.0,5.0,ARTICLES,How Do Investment Ideas Spread through Social Interaction? Evidence from a Ponzi Scheme,VILLE RANTALA,2349-2389,31 May 2019,10.1111/jofi.12822,Full Access,True,include,article,article,200.0,How Do Investment Ideas Spread through Social Interaction? Evidence from a Ponzi Scheme,2019.0,The Journal of Finance,VILLE RANTALA,61.0,63.0,100.0,True,jof_128221872019/2019_v74_n5_p2391-2439_The-Globalization-Risk-Premium.pdf,2019_v74_n5_p2391-2439_The-Globalization-Risk-Premium.pdf,.pdf,735735,94cf0a1c3495d43fd153a6803395d6164711488734c800bacbf0aa6d3461144e,True,49.0,The Globalization Risk Premium,,10.1111/jofi.12780,11175.0,,2019.0,74.0,5.0,ARTICLES,The Globalization Risk Premium,JEAN-NOËL BARROT; ERIK LOUALICHE; JULIEN SAUVAGNAT,2391-2439,18 April 2019,10.1111/jofi.12780,Full Access,True,include,article,article,200.0,The Globalization Risk Premium,2019.0,The Journal of Finance,JEAN‐NOËL BARROT; ERIK LOUALICHE; JULIEN SAUVAGNAT,79.0,68.0,100.0,True,jof_127801882019/2019_v74_n5_p2441-2490_Proxy-Advisory-Firms-The-Economics-of-Selling-Information-to-Voters.pdf,2019_v74_n5_p2441-2490_Proxy-Advisory-Firms-The-Economics-of-Selling-Information-to-Voters.pdf,.pdf,794354,52ff2e9b20d30f3d5040cc9fc4dfcb9daaf7a9a12426871b6afe0891f743576c,True,50.0,Proxy Advisory Firms: The Economics of Selling Information to Voters,,10.1111/jofi.12779,10702.0,,2019.0,74.0,5.0,ARTICLES,Proxy Advisory Firms: The Economics of Selling Information to Voters,ANDREY MALENKO; NADYA MALENKO,2441-2490,17 April 2019,10.1111/jofi.12779,Full Access,True,include,article,article,200.0,Proxy Advisory Firms: The Economics of Selling Information to Voters,2019.0,The Journal of Finance,ANDREY MALENKO; NADYA MALENKO,62.0,98.0,100.0,True,jof_127791892019/2019_v74_n5_p2491-2542_Personal-Experiences-and-Expectations-about-Aggregate-Outcomes.pdf,2019_v74_n5_p2491-2542_Personal-Experiences-and-Expectations-about-Aggregate-Outcomes.pdf,.pdf,2057890,a4a309539cb09f8728fc6419a11c9e6731aaf907e1d29e51cbe1e90f8ab8c399,True,52.0,Personal Experiences and Expectations about Aggregate Outcomes,,10.1111/jofi.12819,10835.0,,2019.0,74.0,5.0,ARTICLES,Personal Experiences and Expectations about Aggregate Outcomes,THERESA KUCHLER; BASIT ZAFAR,2491-2542,03 June 2019,10.1111/jofi.12819,Full Access,True,include,article,article,200.0,Personal Experiences and Expectations about Aggregate Outcomes,2019.0,The Journal of Finance,THERESA KUCHLER; BASIT ZAFAR,52.0,328.0,100.0,True,jof_128191902019/2019_v74_n5_p2543-2577_Do-Portfolio-Manager-Contracts-Contract-Portfolio-Management.pdf,2019_v74_n5_p2543-2577_Do-Portfolio-Manager-Contracts-Contract-Portfolio-Management.pdf,.pdf,325173,586ebb40875fdd079c00f469d7ed9f7bd433d038aaec782f2af0734ec8328f02,True,35.0,Do Portfolio Manager Contracts Contract Portfolio Management?,,10.1111/jofi.12823,10780.0,,2019.0,74.0,5.0,ARTICLES,Do Portfolio Manager Contracts Contract Portfolio Management?,JUNG HOON LEE; CHARLES TRZCINKA; SHYAM VENKATESAN,2543-2577,13 June 2019,10.1111/jofi.12823,Full Access,True,include,article,article,200.0,Do Portfolio Manager Contracts Contract Portfolio Management?,2019.0,The Journal of Finance,JUNG HOON LEE; CHARLES TRZCINKA; SHYAM VENKATESAN,35.0,41.0,100.0,True,jof_128231912019/2019_v74_n5_p2579-2617_The-Best-of-Both-Worlds-Accessing-Emerging-Economies-via-Developed-Markets.pdf,2019_v74_n5_p2579-2617_The-Best-of-Both-Worlds-Accessing-Emerging-Economies-via-Developed-Markets.pdf,.pdf,645071,0bc2f57351a517efa2480f45a1a9093ec6db45c92935301f8d802a3a576d6a54,True,39.0,The Best of Both Worlds: Accessing Emerging Economies via Developed Markets,,10.1111/jofi.12817,9685.0,,2019.0,74.0,5.0,ARTICLES,The Best of Both Worlds: Accessing Emerging Economies via Developed Markets,JOON WOO BAE; REDOUANE ELKAMHI; MIKHAIL SIMUTIN,2579-2617,01 June 2019,10.1111/jofi.12817,Full Access,True,include,article,article,200.0,The Best of Both Worlds: Accessing Emerging Economies via Developed Markets,2019.0,The Journal of Finance,JOON WOO BAE; REDOUANE ELKAMHI; MIKHAIL SIMUTIN,52.0,41.0,100.0,True,jof_128171922019/2019_v74_n5_p2619-2665_Ratings-Quality-and-Borrowing-Choice.pdf,2019_v74_n5_p2619-2665_Ratings-Quality-and-Borrowing-Choice.pdf,.pdf,678427,7066ae292ab0c96d2fbbeedd487c2529bbbbb76bfd302df6d759cbcedaffccd6,True,47.0,Ratings Quality and Borrowing Choice,,10.1111/jofi.12820,11263.0,,2019.0,74.0,5.0,ARTICLES,Ratings Quality and Borrowing Choice,DOMINIQUE C. BADOER; CEM DEMIROGLU; CHRISTOPHER M. JAMES,2619-2665,31 May 2019,10.1111/jofi.12820,Full Access,True,include,article,article,200.0,Ratings Quality and Borrowing Choice,2019.0,The Journal of Finance,DOMINIQUE C. BADOER; CEM DEMIROGLU; CHRISTOPHER M. JAMES,32.0,34.0,100.0,True,jof_128201932019/2019_v74_n5_p2667-2688_Reassessing-False-Discoveries-in-Mutual-Fund-Performance-Skill-Luck-or-Lack-of-P.pdf,2019_v74_n5_p2667-2688_Reassessing-False-Discoveries-in-Mutual-Fund-Performance-Skill-Luck-or-Lack-of-P.pdf,.pdf,874261,50340a5bb4f1fffa5d370d9ba2d5fb3990c373d87b8146486189d717a67ed9d9,True,22.0,"Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power?",,10.1111/jofi.12784,10914.0,,2019.0,74.0,5.0,REPLICATIONS AND CORRIGENDA,"Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power?",ANGIE ANDRIKOGIANNOPOULOU; FILIPPOS PAPAKONSTANTINOU,2667-2688,07 May 2019,10.1111/jofi.12784,Full Access,True,include,corrigendum_or_replication,corrigendum_or_replication,200.0,"Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power?",2019.0,The Journal of Finance,ANGIE ANDRIKOGIANNOPOULOU; FILIPPOS PAPAKONSTANTINOU,26.0,56.0,100.0,True,jof_127841942019/2019_v74_n5_p2689-2696_A-Note-on-Risk-Reduction-in-Large-Portfolios-Why-Imposing-the-Wrong-Constraints.pdf,2019_v74_n5_p2689-2696_A-Note-on-Risk-Reduction-in-Large-Portfolios-Why-Imposing-the-Wrong-Constraints.pdf,.pdf,153461,c19c5e21e17b94e82de3974aeb29b8e246b77e6c56b1d91388aa83477deb9b63,True,8.0,A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps”,,10.1111/jofi.12824,6135.0,,2019.0,74.0,5.0,REPLICATIONS AND CORRIGENDA,A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps”,RAVI JAGANNATHAN; TONGSHU MA; JIAQI ZHANG,2689-2696,02 July 2019,10.1111/jofi.12824,Full Access,True,include,corrigendum_or_replication,corrigendum_or_replication,200.0,A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps”,2019.0,The Journal of Finance,RAVI JAGANNATHAN; TONGSHU MA; JIAQI ZHANG,3.0,1.0,100.0,True,jof_128241952019/2019_v74_n6_p2707-2749_Brokers-and-Order-Flow-Leakage-Evidence-from-Fire-Sales.pdf,2019_v74_n6_p2707-2749_Brokers-and-Order-Flow-Leakage-Evidence-from-Fire-Sales.pdf,.pdf,860172,c4e38c400360d0a53d1ec91e5ccab03304b3c3ade9aa64e08bd5924743b8d570,True,43.0,Brokers and Order Flow Leakage: Evidence from Fire Sales,,10.1111/jofi.12840,11386.0,,2019.0,74.0,6.0,ARTICLES,Brokers and Order Flow Leakage: Evidence from Fire Sales,ANDREA BARBON; MARCO DI MAGGIO; FRANCESCO FRANZONI; AUGUSTIN LANDIER,2707-2749,09 August 2019,10.1111/jofi.12840,Full Access,True,include,article,article,200.0,Brokers and Order Flow Leakage: Evidence from Fire Sales,2019.0,The Journal of Finance,ANDREA BARBON; MARCO DI MAGGIO; FRANCESCO FRANZONI; AUGUSTIN LANDIER,66.0,88.0,100.0,True,jof_128401962019/2019_v74_n6_p2751-2787_Information-Revelation-in-Decentralized-Markets.pdf,2019_v74_n6_p2751-2787_Information-Revelation-in-Decentralized-Markets.pdf,.pdf,4718593,cedb6938a7499baf406f885c250a2fc267bbc11fc64238eb7958f2663237635b,True,37.0,Information Revelation in Decentralized Markets,,10.1111/jofi.12838,11009.0,,2019.0,74.0,6.0,ARTICLES,Information Revelation in Decentralized Markets,BJÖRN HAGSTRÖMER; ALBERT J. MENKVELD,2751-2787,09 August 2019,10.1111/jofi.12838,Full Access,True,include,article,article,200.0,Information Revelation in Decentralized Markets,2019.0,The Journal of Finance,BJÖRN HAGSTRÖMER; ALBERT J. MENKVELD,60.0,32.0,100.0,True,jof_128381972019/2019_v74_n6_p2789-2837_Do-Investors-Value-Sustainability-A-Natural-Experiment-Examining-Ranking-and-Fun.pdf,2019_v74_n6_p2789-2837_Do-Investors-Value-Sustainability-A-Natural-Experiment-Examining-Ranking-and-Fun.pdf,.pdf,710588,2601e7596a3fc1f68bfb412c36dd5cfadfd0290c61c02ababff9d7ae5bdafb43,True,49.0,Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows,,10.1111/jofi.12841,9832.0,,2019.0,74.0,6.0,ARTICLES,Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows,SAMUEL M. HARTZMARK; ABIGAIL B. SUSSMAN,2789-2837,09 August 2019,10.1111/jofi.12841,Full Access,True,include,article,article,200.0,Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows,2019.0,The Journal of Finance,SAMUEL M. HARTZMARK; ABIGAIL B. SUSSMAN,110.0,1528.0,100.0,True,jof_128411982019/2019_v74_n6_p2839-2874_Diagnostic-Expectations-and-Stock-Returns.pdf,2019_v74_n6_p2839-2874_Diagnostic-Expectations-and-Stock-Returns.pdf,.pdf,1047691,a873fab10ec11b01baf0f01eedd915aa344f183707db057fe6a76ce244863423,True,36.0,Diagnostic Expectations and Stock Returns,,10.1111/jofi.12833,10956.0,,2019.0,74.0,6.0,ARTICLES,Diagnostic Expectations and Stock Returns,PEDRO BORDALO; NICOLA GENNAIOLI; RAFAEL LA PORTA; ANDREI SHLEIFER,2839-2874,06 July 2019,10.1111/jofi.12833,Full Access,True,include,article,article,200.0,Diagnostic Expectations and Stock Returns,2019.0,The Journal of Finance,PEDRO BORDALO; NICOLA GENNAIOLI; RAFAEL LA PORTA; ANDREI SHLEIFER,50.0,390.0,100.0,True,jof_128331992019/2019_v74_n6_p2875-2914_Funding-Liquidity-without-Banks-Evidence-from-a-Shock-to-the-Cost-of-Very-Short.pdf,2019_v74_n6_p2875-2914_Funding-Liquidity-without-Banks-Evidence-from-a-Shock-to-the-Cost-of-Very-Short.pdf,.pdf,675388,2939c0d1a175d8c75f0cb50fed8f23c79747317c486f5fc0c1ce55028d8be304,True,40.0,Funding Liquidity without Banks: Evidence from a Shock to the Cost of Very Short‐Term Debt,,10.1111/jofi.12832,11806.0,,2019.0,74.0,6.0,ARTICLES,Funding Liquidity without Banks: Evidence from a Shock to the Cost of Very Short-Term Debt,FELIPE RESTREPO; LINA CARDONA-SOSA; PHILIP E. STRAHAN,2875-2914,06 July 2019,10.1111/jofi.12832,Full Access,True,include,article,article,200.0,Funding Liquidity without Banks: Evidence from a Shock to the Cost of Very Short‐Term Debt,2019.0,The Journal of Finance,FELIPE RESTREPO; LINA CARDONA‐SOSA; PHILIP E. STRAHAN,41.0,32.0,100.0,True,jof_128322002019/2019_v74_n6_p2915-2956_Womens-Liberation-as-a-Financial-Innovation.pdf,2019_v74_n6_p2915-2956_Womens-Liberation-as-a-Financial-Innovation.pdf,.pdf,857276,0cbacb29f214ffd6a2f74802af25322bdccbf5d7785620b274e105fb68a38918,True,42.0,Women's Liberation as a Financial Innovation,,10.1111/jofi.12829,11100.0,,2019.0,74.0,6.0,ARTICLES,Women's Liberation as a Financial Innovation,MOSHE HAZAN; DAVID WEISS; HOSNY ZOABI,2915-2956,29 June 2019,10.1111/jofi.12829,Full Access,True,include,article,article,200.0,Women's Liberation as a Financial Innovation,2019.0,The Journal of Finance,MOSHE HAZAN; DAVID WEISS; HOSNY ZOABI,58.0,33.0,100.0,True,jof_128292012019/2019_v74_n6_p2957-2996_YOLO-Mortality-Beliefs-and-Household-Finance-Puzzles.pdf,2019_v74_n6_p2957-2996_YOLO-Mortality-Beliefs-and-Household-Finance-Puzzles.pdf,.pdf,736119,ca4b28a8c13c90780b51e3debe66b974f4b0e5f5a3690fe847cb7efa23fa6701,True,40.0,YOLO: Mortality Beliefs and Household Finance Puzzles,,10.1111/jofi.12828,10269.0,,2019.0,74.0,6.0,ARTICLES,YOLO: Mortality Beliefs and Household Finance Puzzles,RAWLEY Z. HEIMER; KRISTIAN OVE R. MYRSETH; RAPHAEL S. SCHOENLE,2957-2996,29 June 2019,10.1111/jofi.12828,Full Access,True,include,article,article,200.0,YOLO: Mortality Beliefs and Household Finance Puzzles,2019.0,The Journal of Finance,RAWLEY Z. HEIMER; KRISTIAN OVE R. MYRSETH; RAPHAEL S. SCHOENLE,78.0,169.0,100.0,True,jof_128282022019/2019_v74_n6_p2997-3039_Thinking-about-Prices-versus-Thinking-about-Returns-in-Financial-Markets.pdf,2019_v74_n6_p2997-3039_Thinking-about-Prices-versus-Thinking-about-Returns-in-Financial-Markets.pdf,.pdf,909052,82d626ab449347878f92e774556359ef408100d9c56ef91da3c53c684dcfc7c1,True,43.0,Thinking about Prices versus Thinking about Returns in Financial Markets,,10.1111/jofi.12835,11058.0,,2019.0,74.0,6.0,ARTICLES,Thinking about Prices versus Thinking about Returns in Financial Markets,MARKUS GLASER; ZWETELINA ILIEWA; MARTIN WEBER,2997-3039,08 August 2019,10.1111/jofi.12835,Full Access,True,include,article,article,200.0,Thinking about Prices versus Thinking about Returns in Financial Markets,2019.0,The Journal of Finance,MARKUS GLASER; ZWETELINA ILIEWA; MARTIN WEBER,43.0,68.0,100.0,True,jof_128352032019/2019_v74_n6_p3041-3087_Nonfinancial-Firms-as-Cross-Market-Arbitrageurs.pdf,2019_v74_n6_p3041-3087_Nonfinancial-Firms-as-Cross-Market-Arbitrageurs.pdf,.pdf,663650,a999f0a530169795fdf2654df34e26b08f0c4fe343810fcac008a57ce37312c5,True,47.0,Nonfinancial Firms as Cross‐Market Arbitrageurs,,10.1111/jofi.12837,11015.0,,2019.0,74.0,6.0,ARTICLES,Nonfinancial Firms as Cross-Market Arbitrageurs,YUERAN MA,3041-3087,09 August 2019,10.1111/jofi.12837,Full Access,True,include,article,article,200.0,Nonfinancial Firms as Cross‐Market Arbitrageurs,2019.0,The Journal of Finance,YUERAN MA,76.0,102.0,100.0,True,jof_128372042019/2019_v74_n6_p3089-3134_Measuring-Institutional-Investors-Skill-at-Making-Private-Equity-Investments.pdf,2019_v74_n6_p3089-3134_Measuring-Institutional-Investors-Skill-at-Making-Private-Equity-Investments.pdf,.pdf,907073,9b9e2d50d1d94c7055e781d54405e24c8aa0772eadd51ecbaf82201c017a6f81,True,46.0,Measuring Institutional Investors’ Skill at Making Private Equity Investments,,10.1111/jofi.12783,10719.0,,2019.0,74.0,6.0,ARTICLES,Measuring Institutional Investors’ Skill at Making Private Equity Investments,DANIEL R. CAVAGNARO; BERK A. SENSOY; YINGDI WANG; MICHAEL S. WEISBACH,3089-3134,06 May 2019,10.1111/jofi.12783,Full Access,True,include,article,article,200.0,Measuring Institutional Investors’ Skill at Making Private Equity Investments,2019.0,The Journal of Finance,DANIEL R. CAVAGNARO; BERK A. SENSOY; YINGDI WANG; MICHAEL S. WEISBACH,22.0,71.0,100.0,True,jof_127832052019/2019_v74_n6_p3135-3186_Where-Is-the-Risk-in-Value-Evidence-from-a-Market-to-Book-Decomposition.pdf,2019_v74_n6_p3135-3186_Where-Is-the-Risk-in-Value-Evidence-from-a-Market-to-Book-Decomposition.pdf,.pdf,900479,2cd048a43f0ac728090e3b88fca9249baed456c9fc07d991aae82e24fc66f344,True,52.0,Where Is the Risk in Value? Evidence from a Market‐to‐Book Decomposition,,10.1111/jofi.12836,10650.0,,2019.0,74.0,6.0,ARTICLES,Where Is the Risk in Value? Evidence from a Market-to-Book Decomposition,ANDREY GOLUBOV; THEODOSIA KONSTANTINIDI,3135-3186,09 August 2019,10.1111/jofi.12836,Full Access,True,include,article,article,200.0,Where Is the Risk in Value? Evidence from a Market‐to‐Book Decomposition,2019.0,The Journal of Finance,ANDREY GOLUBOV; THEODOSIA KONSTANTINIDI,86.0,93.0,100.0,True,jof_128362062019/2019_v74_n6_p3187-3216_A-Dynamic-Model-of-Characteristic-Based-Return-Predictability.pdf,2019_v74_n6_p3187-3216_A-Dynamic-Model-of-Characteristic-Based-Return-Predictability.pdf,.pdf,431585,d52dbcee70f3ac04fd84ef962d76403efb08bf7cc5c9a122486bd736be233315,True,30.0,A Dynamic Model of Characteristic‐Based Return Predictability,,10.1111/jofi.12839,11177.0,,2019.0,74.0,6.0,ARTICLES,A Dynamic Model of Characteristic-Based Return Predictability,AYDOĞAN ALTI; SHERIDAN TITMAN,3187-3216,08 August 2019,10.1111/jofi.12839,Full Access,True,include,article,article,200.0,A Dynamic Model of Characteristic‐Based Return Predictability,2019.0,The Journal of Finance,AYDOĞAN ALTI; SHERIDAN TITMAN,36.0,16.0,100.0,True,jof_128392072019/2019_v74_n6_p3217-3257_Over-the-Counter-Market-Frictions-and-Yield-Spread-Changes.pdf,2019_v74_n6_p3217-3257_Over-the-Counter-Market-Frictions-and-Yield-Spread-Changes.pdf,.pdf,470798,5254c1e1d0d04b63d8df38df3b0e2f854bba8b2ede41cd6dfc2e0d35b0787307,True,41.0,Over‐the‐Counter Market Frictions and Yield Spread Changes,,10.1111/jofi.12827,10826.0,,2019.0,74.0,6.0,ARTICLES,Over-the-Counter Market Frictions and Yield Spread Changes,NILS FRIEWALD; FLORIAN NAGLER,3217-3257,30 June 2019,10.1111/jofi.12827,Full Access,True,include,article,article,200.0,Over‐the‐Counter Market Frictions and Yield Spread Changes,2019.0,The Journal of Finance,NILS FRIEWALD; FLORIAN NAGLER,72.0,109.0,100.0,True,jof_128272082020/2020_v75_n1_p133-172_Learning-from-Coworkers-Peer-Effects-on-Individual-Investment-Decisions.pdf,2020_v75_n1_p133-172_Learning-from-Coworkers-Peer-Effects-on-Individual-Investment-Decisions.pdf,.pdf,558200,3936845c62aeb2be7028d99acb0177a93f57d07b10b54d5120017229fe2b56b5,True,40.0,Learning from Coworkers: Peer Effects on Individual Investment Decisions,,10.1111/jofi.12830,10786.0,,2020.0,75.0,1.0,ARTICLES,Learning from Coworkers: Peer Effects on Individual Investment Decisions,PAIGE OUIMET; GEOFFREY TATE,133-172,30 June 2019,10.1111/jofi.12830,Full Access,True,include,article,article,200.0,Learning from Coworkers: Peer Effects on Individual Investment Decisions,2019.0,The Journal of Finance,PAIGE OUIMET; GEOFFREY TATE,42.0,174.0,100.0,True,jof_128302092020/2020_v75_n1_p173-228_Why-Dont-We-Agree-Evidence-from-a-Social-Network-of-Investors.pdf,2020_v75_n1_p173-228_Why-Dont-We-Agree-Evidence-from-a-Social-Network-of-Investors.pdf,.pdf,2146817,ce917dd4d89416bb69880ab3a66a58a50486d9987679ed2bb552372f58ea7f96,True,56.0,Why Don't We Agree? Evidence from a Social Network of Investors,,10.1111/jofi.12852,11157.0,,2020.0,75.0,1.0,ARTICLES,Why Don't We Agree? Evidence from a Social Network of Investors,J. ANTHONY COOKSON; MARINA NIESSNER,173-228,18 October 2019,10.1111/jofi.12852,Full Access,True,include,article,article,200.0,Why Don't We Agree? Evidence from a Social Network of Investors,2019.0,The Journal of Finance,J. ANTHONY COOKSON; MARINA NIESSNER,55.0,427.0,100.0,True,jof_128522102020/2020_v75_n1_p229-276_The-Impact-of-Salience-on-Investor-Behavior-Evidence-from-a-Natural-Experiment.pdf,2020_v75_n1_p229-276_The-Impact-of-Salience-on-Investor-Behavior-Evidence-from-a-Natural-Experiment.pdf,.pdf,2008546,0f7cb3858385a897399bf6243c50eb8e83108709444dd5659de197ebee285db2,True,48.0,The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment,,10.1111/jofi.12851,8969.0,,2020.0,75.0,1.0,ARTICLES,The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment,CARY FRYDMAN; BAOLIAN WANG,229-276,21 October 2019,10.1111/jofi.12851,Full Access,True,include,article,article,200.0,The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment,2019.0,The Journal of Finance,CARY FRYDMAN; BAOLIAN WANG,59.0,217.0,100.0,True,jof_128512112020/2020_v75_n1_p277-321_Stimulating-Housing-Markets.pdf,2020_v75_n1_p277-321_Stimulating-Housing-Markets.pdf,.pdf,2298383,90ae11182046a12a1d65940e29cd01390d022e8a82a125577b5a9400ebea9a12,True,45.0,Stimulating Housing Markets,,10.1111/jofi.12847,8246.0,,2020.0,75.0,1.0,ARTICLES,Stimulating Housing Markets,DAVID BERGER; NICHOLAS TURNER; ERIC ZWICK,277-321,15 October 2019,10.1111/jofi.12847,Full Access,True,include,article,article,200.0,Stimulating Housing Markets,2019.0,The Journal of Finance,DAVID BERGER; NICHOLAS TURNER; ERIC ZWICK,59.0,89.0,100.0,True,jof_128472122020/2020_v75_n1_p323-375_Houses-as-ATMs-Mortgage-Refinancing-and-Macroeconomic-Uncertainty.pdf,2020_v75_n1_p323-375_Houses-as-ATMs-Mortgage-Refinancing-and-Macroeconomic-Uncertainty.pdf,.pdf,1414942,b4cb4cfee141907a732fa2afe5d3b41f56028be737adf293b975ba339573571f,True,53.0,Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty,,10.1111/jofi.12842,11107.0,,2020.0,75.0,1.0,ARTICLES,Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty,HUI CHEN; MICHAEL MICHAUX; NIKOLAI ROUSSANOV,323-375,08 October 2019,10.1111/jofi.12842,Full Access,True,include,article,article,200.0,Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty,2019.0,The Journal of Finance,HUI CHEN; MICHAEL MICHAUX; NIKOLAI ROUSSANOV,89.0,96.0,100.0,True,jof_128422132020/2020_v75_n1_p377-417_A-Tale-of-Two-Premiums-The-Role-of-Hedgers-and-Speculators-in-Commodity-Futures.pdf,2020_v75_n1_p377-417_A-Tale-of-Two-Premiums-The-Role-of-Hedgers-and-Speculators-in-Commodity-Futures.pdf,.pdf,1352138,7fb58a47efc09306eb617c2d6512b5643c32cce07d2f0054e29b4dceb00697ca,True,41.0,A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets,,10.1111/jofi.12845,11261.0,,2020.0,75.0,1.0,ARTICLES,A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets,WENJIN KANG; K. GEERT ROUWENHORST; KE TANG,377-417,12 October 2019,10.1111/jofi.12845,Full Access,True,include,article,article,200.0,A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets,2019.0,The Journal of Finance,WENJIN KANG; K. GEERT ROUWENHORST; KE TANG,46.0,194.0,100.0,True,jof_128452142020/2020_v75_n1_p419-461_Pledgeability-Industry-Liquidity-and-Financing-Cycles.pdf,2020_v75_n1_p419-461_Pledgeability-Industry-Liquidity-and-Financing-Cycles.pdf,.pdf,974993,793bcb451d37485c6b9a7731115e803fce2efe4ee82367af641a3b07e4d576f4,True,43.0,"Pledgeability, Industry Liquidity, and Financing Cycles",,10.1111/jofi.12831,10805.0,,2020.0,75.0,1.0,ARTICLES,"Pledgeability, Industry Liquidity, and Financing Cycles",DOUGLAS W. DIAMOND; YUNZHI HU; RAGHURAM G. RAJAN,419-461,04 July 2019,10.1111/jofi.12831,Full Access,True,include,article,article,200.0,"Pledgeability, Industry Liquidity, and Financing Cycles",2019.0,The Journal of Finance,DOUGLAS W. DIAMOND; YUNZHI HU; RAGHURAM G. RAJAN,36.0,36.0,100.0,True,jof_128312152020/2020_v75_n1_p45-90_Access-to-Collateral-and-the-Democratization-of-Credit-Frances-Reform-of-the-Nap.pdf,2020_v75_n1_p45-90_Access-to-Collateral-and-the-Democratization-of-Credit-Frances-Reform-of-the-Nap.pdf,.pdf,1489586,b5dfbca07d3c9237c18da695ac6d632cf4c1c19b892632c4427053c330357407,True,46.0,Access to Collateral and the Democratization of Credit: France's Reform of the Napoleonic Security Code,,10.1111/jofi.12846,11206.0,,2020.0,75.0,1.0,ARTICLES,Access to Collateral and the Democratization of Credit: France's Reform of the Napoleonic Security Code,KEVIN ARETZ; MURILLO CAMPELLO; MARIA-TERESA MARCHICA,45-90,09 October 2019,10.1111/jofi.12846,Full Access,True,include,article,article,200.0,Access to Collateral and the Democratization of Credit: France's Reform of the Napoleonic Security Code,2019.0,The Journal of Finance,KEVIN ARETZ; MURILLO CAMPELLO; MARIA‐TERESA MARCHICA,56.0,65.0,100.0,True,jof_128462162020/2020_v75_n1_p463-506_The-Insurance-Is-the-Lemon-Failing-to-Index-Contracts.pdf,2020_v75_n1_p463-506_The-Insurance-Is-the-Lemon-Failing-to-Index-Contracts.pdf,.pdf,437921,9c4ffadde6f75d248c75344dadd42dcb458732fa34e33c66954163ce35705286,True,44.0,The Insurance Is the Lemon: Failing to Index Contracts,,10.1111/jofi.12856,11181.0,,2020.0,75.0,1.0,ARTICLES,The Insurance Is the Lemon: Failing to Index Contracts,BARNEY HARTMAN-GLASER; BENJAMIN HÉBERT,463-506,21 October 2019,10.1111/jofi.12856,Full Access,True,include,article,article,200.0,The Insurance Is the Lemon: Failing to Index Contracts,2019.0,The Journal of Finance,BARNEY HARTMAN‐GLASER; BENJAMIN HÉBERT,44.0,16.0,100.0,True,jof_128562172020/2020_v75_n1_p5-44_Trading-Against-the-Random-Expiration-of-Private-Information-A-Natural-Experimen.pdf,2020_v75_n1_p5-44_Trading-Against-the-Random-Expiration-of-Private-Information-A-Natural-Experimen.pdf,.pdf,885177,649cb23d513bbe54ccb026c7fe6f3c75a74ccf7caa51c797553c72b14cee1a4b,True,40.0,Trading Against the Random Expiration of Private Information: A Natural Experiment,,10.1111/jofi.12844,11067.0,,2020.0,75.0,1.0,ARTICLES,Trading Against the Random Expiration of Private Information: A Natural Experiment,MOHAMMADREZA BOLANDNAZAR; ROBERT J. JACKSON JR.; WEI JIANG; JOSHUA MITTS,5-44,09 October 2019,10.1111/jofi.12844,Full Access,True,include,article,article,200.0,Trading Against the Random Expiration of Private Information: A Natural Experiment,2019.0,The Journal of Finance,MOHAMMADREZA BOLANDNAZAR; ROBERT J. JACKSON; WEI JIANG; JOSHUA MITTS,33.0,41.0,100.0,True,jof_128442182020/2020_v75_n1_p507-550_Robust-Inference-for-Consumption-Based-Asset-Pricing.pdf,2020_v75_n1_p507-550_Robust-Inference-for-Consumption-Based-Asset-Pricing.pdf,.pdf,1101692,ef83550dacea9b0e9eb2949d7813146bdb0a3a99d0871bc220b8eb3d18d33837,True,44.0,Robust Inference for Consumption‐Based Asset Pricing,,10.1111/jofi.12855,10651.0,,2020.0,75.0,1.0,ARTICLES,Robust Inference for Consumption-Based Asset Pricing,FRANK KLEIBERGEN; ZHAOGUO ZHAN,507-550,20 October 2019,10.1111/jofi.12855,Open Access,True,include,article,article,200.0,Robust Inference for Consumption‐Based Asset Pricing,2019.0,The Journal of Finance,FRANK KLEIBERGEN; ZHAOGUO ZHAN,42.0,86.0,100.0,True,jof_128552192020/2020_v75_n1_p551-577_On-Comparing-Asset-Pricing-Models.pdf,2020_v75_n1_p551-577_On-Comparing-Asset-Pricing-Models.pdf,.pdf,284185,1946517567efa438940674ef310d5fb59b27ddbfd02bcdfe6b9654b4f1b2841e,True,27.0,On Comparing Asset Pricing Models,,10.1111/jofi.12854,9188.0,,2020.0,75.0,1.0,REPLICATIONS AND CORRIGENDA,On Comparing Asset Pricing Models,SIDDHARTHA CHIB; XIAMING ZENG; LINGXIAO ZHAO,551-577,20 October 2019,10.1111/jofi.12854,Full Access,True,include,corrigendum_or_replication,corrigendum_or_replication,200.0,On Comparing Asset Pricing Models,2019.0,The Journal of Finance,SIDDHARTHA CHIB; XIAMING ZENG; LINGXIAO ZHAO,11.0,86.0,100.0,True,jof_128542202020/2020_v75_n1_p91-131_Words-Speak-Louder-without-Actions.pdf,2020_v75_n1_p91-131_Words-Speak-Louder-without-Actions.pdf,.pdf,1005245,d8812a99c1cfac8df8e9180a4db4c03a11667543f6689ba281b718b603a1d06b,True,41.0,Words Speak Louder without Actions,,10.1111/jofi.12834,10519.0,,2020.0,75.0,1.0,ARTICLES,Words Speak Louder without Actions,DORON LEVIT,91-131,12 July 2019,10.1111/jofi.12834,Full Access,True,include,article,article,200.0,Words Speak Louder without Actions,2019.0,The Journal of Finance,DORON LEVIT,48.0,22.0,100.0,True,jof_128342212020/2020_v75_n1_pE1_Corrigendum-for-Brokers-and-Order-Flow-Leakage-Evidence-from-Fire-Sales.pdf,2020_v75_n1_pE1_Corrigendum-for-Brokers-and-Order-Flow-Leakage-Evidence-from-Fire-Sales.pdf,.pdf,125858,3418d7f90232f81eefe4522ed9b594feb1d21b2adf17d12da53ac91b918eab58,True,1.0,Corrigendum for Brokers and Order Flow Leakage: Evidence from Fire Sales,,10.1111/jofi.12865,369.0,,2020.0,75.0,1.0,CORRIGENDUM,Corrigendum for Brokers and Order Flow Leakage: Evidence from Fire Sales,,E1,13 January 2020,10.1111/jofi.12865,Free Access,True,include,corrigendum_or_replication,corrigendum_or_replication,200.0,Corrigendum for Brokers and Order Flow Leakage: Evidence from Fire Sales,2020.0,The Journal of Finance,,0.0,0.0,100.0,True,jof_128652222020/2020_v75_n2_p1037-1082_Securitization-Ratings-and-Credit-Supply.pdf,2020_v75_n2_p1037-1082_Securitization-Ratings-and-Credit-Supply.pdf,.pdf,1381421,0360f3071f9b19c1ee03487939aecbe2f96b90928a04395a262bc87c43943f6b,True,46.0,"Securitization, Ratings, and Credit Supply",,10.1111/jofi.12866,11074.0,,2020.0,75.0,2.0,ARTICLES,"Securitization, Ratings, and Credit Supply",BRENDAN DALEY; BRETT GREEN; VICTORIA VANASCO,1037-1082,26 November 2019,10.1111/jofi.12866,Full Access,True,include,article,article,200.0,"Securitization, Ratings, and Credit Supply",2019.0,The Journal of Finance,BRENDAN DALEY; BRETT GREEN; VICTORIA VANASCO,68.0,55.0,100.0,True,jof_128662232020/2020_v75_n2_p1083-1133_Glued-to-the-TV-Distracted-Noise-Traders-and-Stock-Market-Liquidity.pdf,2020_v75_n2_p1083-1133_Glued-to-the-TV-Distracted-Noise-Traders-and-Stock-Market-Liquidity.pdf,.pdf,1081245,bcb7dfdbbbc35c18fb9f5cbd70f05921e752aad9d5b236f473157bd680aef2d7,True,51.0,Glued to the TV: Distracted Noise Traders and Stock Market Liquidity,,10.1111/jofi.12863,9410.0,,2020.0,75.0,2.0,ARTICLES,Glued to the TV: Distracted Noise Traders and Stock Market Liquidity,JOEL PERESS; DANIEL SCHMIDT,1083-1133,18 November 2019,10.1111/jofi.12863,Full Access,True,include,article,article,200.0,Glued to the TV: Distracted Noise Traders and Stock Market Liquidity,2020.0,The Journal of Finance,JOEL PERESS; DANIEL SCHMIDT,103.0,228.0,100.0,True,jof_128632242020/2020_v75_n2_p1135-1156_Informed-Trading-and-Intertemporal-Substitution.pdf,2020_v75_n2_p1135-1156_Informed-Trading-and-Intertemporal-Substitution.pdf,.pdf,300012,b79d2f34c1faea91bfe2e0193e254ed3c98b019cec1e00c19526e422d46d403e,True,22.0,Informed Trading and Intertemporal Substitution,,10.1111/jofi.12857,10507.0,,2020.0,75.0,2.0,ARTICLES,Informed Trading and Intertemporal Substitution,YIZHOU XIAO,1135-1156,21 October 2019,10.1111/jofi.12857,Full Access,True,include,article,article,200.0,Informed Trading and Intertemporal Substitution,2019.0,The Journal of Finance,YIZHOU XIAO,24.0,2.0,100.0,True,jof_128572252020/2020_v75_n2_p591-637_Retracted-Risk-Management-in-Financial-Institutions.pdf,2020_v75_n2_p591-637_Retracted-Risk-Management-in-Financial-Institutions.pdf,.pdf,788301,a57cb353d0aa2af43ea37974d8db2294b5384caa1be7d2f92e15337144105d33,True,48.0,Retracted: Risk Management in Financial Institutions,,10.1111/jofi.12868,11353.0,,2020.0,75.0,2.0,THIS ARTICLE HAS BEEN RETRACTED,Retracted: Risk Management in Financial Institutions,ADRIANO A. RAMPINI; S. VISWANATHAN; GUILLAUME VUILLEMEY,591-637,12 December 2019,10.1111/jofi.12868,Free Access,True,include,retracted_article,retracted_article,200.0,Retracted: Risk Management in Financial Institutions,2020.0,The Journal of Finance,ADRIANO A. RAMPINI; S. VISWANATHAN; GUILLAUME VUILLEMEY,64.0,35.0,100.0,True,jof_128682262020/2020_v75_n2_p639-682_What-Is-a-Patent-Worth-Evidence-from-the-U-S-Patent-Lottery.pdf,2020_v75_n2_p639-682_What-Is-a-Patent-Worth-Evidence-from-the-U-S-Patent-Lottery.pdf,.pdf,445191,37d79412e100fb7f13e3a955e0369cf3440b8a75490de83f7d284f4162dc9a5c,True,44.0,What Is a Patent Worth? Evidence from the U.S. Patent “Lottery”,,10.1111/jofi.12867,10895.0,,2020.0,75.0,2.0,ARTICLES,What Is a Patent Worth? Evidence from the U.S. Patent “Lottery”,JOAN FARRE-MENSA; DEEPAK HEGDE; ALEXANDER LJUNGQVIST,639-682,27 November 2019,10.1111/jofi.12867,Full Access,True,include,article,article,200.0,What Is a Patent Worth? Evidence from the U.S. Patent “Lottery”,2019.0,The Journal of Finance,JOAN FARRE‐MENSA; DEEPAK HEGDE; ALEXANDER LJUNGQVIST,64.0,268.0,100.0,True,jof_128672272020/2020_v75_n2_p683-734_Relationship-Trading-in-Over-the-Counter-Markets.pdf,2020_v75_n2_p683-734_Relationship-Trading-in-Over-the-Counter-Markets.pdf,.pdf,1374510,aaadb009ac04526743af028e0394c71ea658a30c51ede3b035e56dcdaafbcb71,True,52.0,Relationship Trading in Over‐the‐Counter Markets,,10.1111/jofi.12864,8850.0,,2020.0,75.0,2.0,ARTICLES,Relationship Trading in Over-the-Counter Markets,TERRENCE HENDERSHOTT; DAN LI; DMITRY LIVDAN; NORMAN SCHÜRHOFF,683-734,15 November 2019,10.1111/jofi.12864,Full Access,True,include,article,article,200.0,Relationship Trading in Over‐the‐Counter Markets,2019.0,The Journal of Finance,TERRENCE HENDERSHOTT; DAN LI; DMITRY LIVDAN; NORMAN SCHÜRHOFF,54.0,149.0,100.0,True,jof_128642282020/2020_v75_n2_p735-777_Tax-Efficient-Asset-Management-Evidence-from-Equity-Mutual-Funds.pdf,2020_v75_n2_p735-777_Tax-Efficient-Asset-Management-Evidence-from-Equity-Mutual-Funds.pdf,.pdf,572042,79facd154f888ddb20c4484ff17006715c75a146cb4326ac9a5735291714bf74,True,43.0,Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds,,10.1111/jofi.12843,10901.0,,2020.0,75.0,2.0,ARTICLES,Tax-Efficient Asset Management: Evidence from Equity Mutual Funds,CLEMENS SIALM; HANJIANG ZHANG,735-777,10 October 2019,10.1111/jofi.12843,Full Access,True,include,article,article,200.0,Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds,2019.0,The Journal of Finance,CLEMENS SIALM; HANJIANG ZHANG,60.0,45.0,100.0,True,jof_128432292020/2020_v75_n2_p779-823_Measuring-Innovation-and-Product-Differentiation-Evidence-from-Mutual-Funds.pdf,2020_v75_n2_p779-823_Measuring-Innovation-and-Product-Differentiation-Evidence-from-Mutual-Funds.pdf,.pdf,1162466,c99829e37f39688f93175fcf4b39fc6f9ed99e07db2c2d6e86e91d6f82337ed6,True,45.0,Measuring Innovation and Product Differentiation: Evidence from Mutual Funds,,10.1111/jofi.12853,10647.0,,2020.0,75.0,2.0,ARTICLES,Measuring Innovation and Product Differentiation: Evidence from Mutual Funds,LEONARD KOSTOVETSKY; JEROLD B. WARNER,779-823,22 October 2019,10.1111/jofi.12853,Full Access,True,include,article,article,200.0,Measuring Innovation and Product Differentiation: Evidence from Mutual Funds,2019.0,The Journal of Finance,LEONARD KOSTOVETSKY; JEROLD B. WARNER,35.0,100.0,100.0,True,jof_128532302020/2020_v75_n2_p825-866_Beyond-Random-Assignment-Credible-Inference-and-Extrapolation-in-Dynamic-Economi.pdf,2020_v75_n2_p825-866_Beyond-Random-Assignment-Credible-Inference-and-Extrapolation-in-Dynamic-Economi.pdf,.pdf,531733,3984d3a255234d5653cbbd2fa9d279027a9ea0bbefd47ce5c00f7db31cddcd4b,True,42.0,Beyond Random Assignment: Credible Inference and Extrapolation in Dynamic Economies,,10.1111/jofi.12862,10747.0,,2020.0,75.0,2.0,ARTICLES,Beyond Random Assignment: Credible Inference and Extrapolation in Dynamic Economies,CHRISTOPHER A. HENNESSY; ILYA A. STREBULAEV,825-866,16 November 2019,10.1111/jofi.12862,Full Access,True,include,article,article,200.0,Beyond Random Assignment: Credible Inference and Extrapolation in Dynamic Economies,2019.0,The Journal of Finance,CHRISTOPHER A. HENNESSY; ILYA A. STREBULAEV,58.0,22.0,100.0,True,jof_128622312020/2020_v75_n2_p867-903_The-Market-for-Conflicted-Advice.pdf,2020_v75_n2_p867-903_The-Market-for-Conflicted-Advice.pdf,.pdf,489944,0bc25fd62c302c7e53d531d27a77f24fc01f95d33ee954f348c099382d512b1b,True,37.0,The Market for Conflicted Advice,,10.1111/jofi.12848,11435.0,,2020.0,75.0,2.0,ARTICLES,The Market for Conflicted Advice,BRIANA CHANG; MARTIN SZYDLOWSKI,867-903,10 October 2019,10.1111/jofi.12848,Full Access,True,include,article,article,200.0,The Market for Conflicted Advice,2019.0,The Journal of Finance,BRIANA CHANG; MARTIN SZYDLOWSKI,45.0,24.0,100.0,True,jof_128482322020/2020_v75_n2_p905-947_Does-Borrowing-from-Banks-Cost-More-than-Borrowing-from-the-Market.pdf,2020_v75_n2_p905-947_Does-Borrowing-from-Banks-Cost-More-than-Borrowing-from-the-Market.pdf,.pdf,1347913,c8dfa60eb1e9c58562a2f9a6e0f0868dfb24256d668fddd23fe61141379519fd,True,43.0,Does Borrowing from Banks Cost More than Borrowing from the Market?,,10.1111/jofi.12849,10896.0,,2020.0,75.0,2.0,ARTICLES,Does Borrowing from Banks Cost More than Borrowing from the Market?,MICHAEL SCHWERT,905-947,09 October 2019,10.1111/jofi.12849,Full Access,True,include,article,article,200.0,Does Borrowing from Banks Cost More than Borrowing from the Market?,2019.0,The Journal of Finance,MICHAEL SCHWERT,65.0,135.0,100.0,True,jof_128492332020/2020_v75_n2_p949-994_How-Does-Credit-Supply-Expansion-Affect-the-Real-Economy-The-Productive-Capacity.pdf,2020_v75_n2_p949-994_How-Does-Credit-Supply-Expansion-Affect-the-Real-Economy-The-Productive-Capacity.pdf,.pdf,2179604,0357941868bb3c236b4bac98753dcf0b74825291846b99492224c650df10cd47,True,46.0,How Does Credit Supply Expansion Affect the Real Economy? The Productive Capacity and Household Demand Channels,,10.1111/jofi.12869,8043.0,,2020.0,75.0,2.0,ARTICLES,How Does Credit Supply Expansion Affect the Real Economy? The Productive Capacity and Household Demand Channels,ATIF MIAN; AMIR SUFI; EMIL VERNER,949-994,12 December 2019,10.1111/jofi.12869,Full Access,True,include,article,article,200.0,How Does Credit Supply Expansion Affect the Real Economy? The Productive Capacity and Household Demand Channels,2020.0,The Journal of Finance,ATIF MIAN; AMIR SUFI; EMIL VERNER,57.0,143.0,100.0,True,jof_128692342020/2020_v75_n2_p995-1036_Shorting-in-Speculative-Markets.pdf,2020_v75_n2_p995-1036_Shorting-in-Speculative-Markets.pdf,.pdf,453462,474fe3770371397aef0e5448b904e76e5f5c6faacdbbe483f0f1765900dc6570,True,42.0,Shorting in Speculative Markets,,10.1111/jofi.12871,10593.0,,2020.0,75.0,2.0,ARTICLES,Shorting in Speculative Markets,MARCEL NUTZ; JOSÉ A. SCHEINKMAN,995-1036,22 January 2020,10.1111/jofi.12871,Full Access,True,include,article,article,200.0,Shorting in Speculative Markets,2020.0,The Journal of Finance,MARCEL NUTZ; JOSÉ A. SCHEINKMAN,40.0,19.0,100.0,True,jof_128712352020/2020_v75_n3_p1191-1246_Corporate-Control-around-the-World.pdf,2020_v75_n3_p1191-1246_Corporate-Control-around-the-World.pdf,.pdf,2002623,9c06602bde0ea74e81724e190bbc9b24e7590a8fb5dcae9ebc61b600de962122,True,56.0,Corporate Control around the World,,10.1111/jofi.12889,10648.0,,2020.0,75.0,3.0,ARTICLES,Corporate Control around the World,GUR AMINADAV; ELIAS PAPAIOANNOU,1191-1246,31 January 2020,10.1111/jofi.12889,Full Access,True,include,article,article,200.0,Corporate Control around the World,2020.0,The Journal of Finance,GUR AMINADAV; ELIAS PAPAIOANNOU,71.0,217.0,100.0,True,jof_128892362020/2020_v75_n3_p1247-1285_Can-Unemployment-Insurance-Spur-Entrepreneurial-Activity-Evidence-from-France.pdf,2020_v75_n3_p1247-1285_Can-Unemployment-Insurance-Spur-Entrepreneurial-Activity-Evidence-from-France.pdf,.pdf,884153,8105ba723d029e27d6115e28977afc86a11b83c67bef122f2f49caaf0e6e2893,True,39.0,Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence from France,,10.1111/jofi.12880,10531.0,,2020.0,75.0,3.0,ARTICLES,Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence from France,JOHAN HOMBERT; ANTOINETTE SCHOAR; DAVID SRAER; DAVID THESMAR,1247-1285,22 January 2020,10.1111/jofi.12880,Full Access,True,include,article,article,200.0,Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence from France,2020.0,The Journal of Finance,JOHAN HOMBERT; ANTOINETTE SCHOAR; DAVID SRAER; DAVID THESMAR,42.0,137.0,100.0,True,jof_128802372020/2020_v75_n3_p1287-1325_Drilling-and-Debt.pdf,2020_v75_n3_p1287-1325_Drilling-and-Debt.pdf,.pdf,759554,03b1ec3521f463a7c0299f2e2ecb7e718ef46b170f22ea492cfa23b8426f5574,True,39.0,Drilling and Debt,,10.1111/jofi.12884,8220.0,,2020.0,75.0,3.0,ARTICLES,Drilling and Debt,ERIK P. GILJE; ELENA LOUTSKINA; DANIEL MURPHY,1287-1325,05 February 2020,10.1111/jofi.12884,Full Access,True,include,article,article,200.0,Drilling and Debt,2020.0,The Journal of Finance,ERIK P. GILJE; ELENA LOUTSKINA; DANIEL MURPHY,42.0,45.0,100.0,True,jof_128842382020/2020_v75_n3_p1327-1370_Taming-the-Factor-Zoo-A-Test-of-New-Factors.pdf,2020_v75_n3_p1327-1370_Taming-the-Factor-Zoo-A-Test-of-New-Factors.pdf,.pdf,3761049,aa07ddeaaeffa6fd7c18c7284bc8a6bbe3d439f27f3822e40758e97ea7ad6a80,True,44.0,Taming the Factor Zoo: A Test of New Factors,,10.1111/jofi.12883,10887.0,,2020.0,75.0,3.0,ARTICLES,Taming the Factor Zoo: A Test of New Factors,GUANHAO FENG; STEFANO GIGLIO; DACHENG XIU,1327-1370,24 January 2020,10.1111/jofi.12883,Full Access,True,include,article,article,200.0,Taming the Factor Zoo: A Test of New Factors,2020.0,The Journal of Finance,GUANHAO FENG; STEFANO GIGLIO; DACHENG XIU,139.0,701.0,100.0,True,jof_128832392020/2020_v75_n3_p1371-1415_Lazy-Prices.pdf,2020_v75_n3_p1371-1415_Lazy-Prices.pdf,.pdf,1211341,071d9e4ae7f243c5f2e5e45d2e9e492e0ea7e87599535e0472038c1b2b72310a,True,45.0,Lazy Prices,,10.1111/jofi.12885,8347.0,,2020.0,75.0,3.0,ARTICLES,Lazy Prices,LAUREN COHEN; CHRISTOPHER MALLOY; QUOC NGUYEN,1371-1415,28 January 2020,10.1111/jofi.12885,Full Access,True,include,article,article,200.0,Lazy Prices,2020.0,The Journal of Finance,LAUREN COHEN; CHRISTOPHER MALLOY; QUOC NGUYEN,38.0,422.0,100.0,True,jof_128852402020/2020_v75_n3_p1417-1455_What-Drives-Anomaly-Returns.pdf,2020_v75_n3_p1417-1455_What-Drives-Anomaly-Returns.pdf,.pdf,499651,5ec847c4865ec57875faf56d0077162534b9d9e88aaf4f7d073e0bd2f221d654,True,39.0,What Drives Anomaly Returns?,,10.1111/jofi.12876,10615.0,,2020.0,75.0,3.0,ARTICLES,What Drives Anomaly Returns?,LARS A. LOCHSTOER; PAUL C. TETLOCK,1417-1455,17 January 2020,10.1111/jofi.12876,Open Access,True,include,article,article,200.0,What Drives Anomaly Returns?,2020.0,The Journal of Finance,LARS A. LOCHSTOER; PAUL C. TETLOCK,41.0,61.0,100.0,True,jof_128762412020/2020_v75_n3_p1457-1493_Necessary-and-Sufficient-Conditions-for-Existence-and-Uniqueness-of-Recursive-Ut.pdf,2020_v75_n3_p1457-1493_Necessary-and-Sufficient-Conditions-for-Existence-and-Uniqueness-of-Recursive-Ut.pdf,.pdf,556680,efe0fc76f8e428a89fa88e91ed88fe22549e28fbe5ca66ca4f7e31ec5f3787d5,True,37.0,Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,,10.1111/jofi.12877,9510.0,,2020.0,75.0,3.0,ARTICLES,Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,JAROSLAV BOROVIČKA; JOHN STACHURSKI,1457-1493,15 January 2020,10.1111/jofi.12877,Full Access,True,include,article,article,200.0,Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,2020.0,The Journal of Finance,JAROSLAV BOROVIČKA; JOHN STACHURSKI,33.0,32.0,100.0,True,jof_128772422020/2020_v75_n3_p1495-1526_High-Frequency-Trading-and-Market-Performance.pdf,2020_v75_n3_p1495-1526_High-Frequency-Trading-and-Market-Performance.pdf,.pdf,423146,7b8e554a914dee6671073483e4c805b9c1be346bf644fd6d198f5ed0599e03c2,True,32.0,High‐Frequency Trading and Market Performance,,10.1111/jofi.12882,10634.0,,2020.0,75.0,3.0,ARTICLES,High-Frequency Trading and Market Performance,MARKUS BALDAUF; JOSHUA MOLLNER,1495-1526,23 January 2020,10.1111/jofi.12882,Full Access,True,include,article,article,200.0,High‐Frequency Trading and Market Performance,2020.0,The Journal of Finance,MARKUS BALDAUF; JOSHUA MOLLNER,69.0,154.0,100.0,True,jof_128822432020/2020_v75_n3_p1527-1577_Venturing-beyond-the-IPO-Financing-of-Newly-Public-Firms-by-Venture-Capitalists.pdf,2020_v75_n3_p1527-1577_Venturing-beyond-the-IPO-Financing-of-Newly-Public-Firms-by-Venture-Capitalists.pdf,.pdf,993906,864ea44c04b7d9a70eb005000ac52548bc4dbea227ec34e10bc816b93492e144,True,51.0,Venturing beyond the IPO: Financing of Newly Public Firms by Venture Capitalists,,10.1111/jofi.12879,10626.0,,2020.0,75.0,3.0,ARTICLES,Venturing beyond the IPO: Financing of Newly Public Firms by Venture Capitalists,PETER ILIEV; MICHELLE LOWRY,1527-1577,24 February 2020,10.1111/jofi.12879,Full Access,True,include,article,article,200.0,Venturing beyond the IPO: Financing of Newly Public Firms by Venture Capitalists,2020.0,The Journal of Finance,PETER ILIEV; MICHELLE LOWRY,56.0,76.0,100.0,True,jof_128792442020/2020_v75_n3_p1579-1627_Insider-Investment-Horizon.pdf,2020_v75_n3_p1579-1627_Insider-Investment-Horizon.pdf,.pdf,561097,d1bfcf7d070b759fa3abf18c5abe44a89a780da15d8c1502e6a6b57809856a56,True,49.0,Insider Investment Horizon,,10.1111/jofi.12878,9581.0,,2020.0,75.0,3.0,ARTICLES,Insider Investment Horizon,FERHAT AKBAS; CHAO JIANG; PAUL D. KOCH,1579-1627,23 January 2020,10.1111/jofi.12878,Full Access,True,include,article,article,200.0,Insider Investment Horizon,2020.0,The Journal of Finance,FERHAT AKBAS; CHAO JIANG; PAUL D. KOCH,56.0,96.0,100.0,True,jof_128782452020/2020_v75_n3_p1629-1675_How-Skilled-Are-Security-Analysts.pdf,2020_v75_n3_p1629-1675_How-Skilled-Are-Security-Analysts.pdf,.pdf,840961,33cdec6cb70e1a8fcb35d89148ffd73b76e2cb68fe65fac496744e91af6d82cb,True,47.0,How Skilled Are Security Analysts?,,10.1111/jofi.12890,10758.0,,2020.0,75.0,3.0,ARTICLES,How Skilled Are Security Analysts?,ALAN CRANE; KEVIN CROTTY,1629-1675,03 February 2020,10.1111/jofi.12890,Full Access,True,include,article,article,200.0,How Skilled Are Security Analysts?,2020.0,The Journal of Finance,ALAN CRANE; KEVIN CROTTY,34.0,57.0,100.0,True,jof_128902462020/2020_v75_n3_p1677-1713_Consumption-Fluctuations-and-Expected-Returns.pdf,2020_v75_n3_p1677-1713_Consumption-Fluctuations-and-Expected-Returns.pdf,.pdf,403632,003b123ab1786d0000eaf506a46077b5a0d9cf087c3e8f23e3e82e8582533af5,True,37.0,Consumption Fluctuations and Expected Returns,,10.1111/jofi.12870,10388.0,,2020.0,75.0,3.0,ARTICLES,Consumption Fluctuations and Expected Returns,VICTORIA ATANASOV; STIG V. MØLLER; RICHARD PRIESTLEY,1677-1713,12 December 2019,10.1111/jofi.12870,Full Access,True,include,article,article,200.0,Consumption Fluctuations and Expected Returns,2020.0,The Journal of Finance,VICTORIA ATANASOV; STIG V. MØLLER; RICHARD PRIESTLEY,66.0,91.0,100.0,True,jof_128702472020/2020_v75_n3_p1715-1765_Star-Ratings-and-the-Incentives-of-Mutual-Funds.pdf,2020_v75_n3_p1715-1765_Star-Ratings-and-the-Incentives-of-Mutual-Funds.pdf,.pdf,743036,9c91043f910457da6792ad43969f0c1fe33898205078dd9203884e8381b17b7f,True,51.0,Star Ratings and the Incentives of Mutual Funds,,10.1111/jofi.12888,10993.0,,2020.0,75.0,3.0,ARTICLES,Star Ratings and the Incentives of Mutual Funds,CHONG HUANG; FEI LI; XI WENG,1715-1765,31 January 2020,10.1111/jofi.12888,Full Access,True,include,article,article,200.0,Star Ratings and the Incentives of Mutual Funds,2020.0,The Journal of Finance,CHONG HUANG; FEI LI; XI WENG,38.0,52.0,100.0,True,jof_128882482020/2020_v75_n4_p1779-1831_Presidential-Address-Social-Transmission-Bias-in-Economics-and-Finance.pdf,2020_v75_n4_p1779-1831_Presidential-Address-Social-Transmission-Bias-in-Economics-and-Finance.pdf,.pdf,1034049,2d105f0c2e4133bda8775f1f75c58570cc89da8916dbf3d9d200516d337dea53,True,55.0,Presidential Address: Social Transmission Bias in Economics and Finance,,10.1111/jofi.12906,7448.0,,2020.0,75.0,4.0,ARTICLES,Presidential Address: Social Transmission Bias in Economics and Finance,DAVID HIRSHLEIFER,1779-1831,27 May 2020,10.1111/jofi.12906,Open Access,True,include,presidential_address,presidential_address,200.0,Presidential Address: Social Transmission Bias in Economics and Finance,2020.0,The Journal of Finance,DAVID HIRSHLEIFER,115.0,279.0,100.0,True,jof_129062492020/2020_v75_n4_p1833-1876_Political-Connections-and-the-Informativeness-of-Insider-Trades.pdf,2020_v75_n4_p1833-1876_Political-Connections-and-the-Informativeness-of-Insider-Trades.pdf,.pdf,1119054,4330b94226db42cae867977627a062c7bd2ad01b66683b1fe1cf6cb489b0fe36,True,44.0,Political Connections and the Informativeness of Insider Trades,,10.1111/jofi.12899,10733.0,,2020.0,75.0,4.0,ARTICLES,Political Connections and the Informativeness of Insider Trades,ALAN D. JAGOLINZER; DAVID F. LARCKER; GAIZKA ORMAZABAL; DANIEL J. TAYLOR,1833-1876,20 March 2020,10.1111/jofi.12899,Full Access,True,include,article,article,200.0,Political Connections and the Informativeness of Insider Trades,2020.0,The Journal of Finance,ALAN D. JAGOLINZER; DAVID F. LARCKER; GAIZKA ORMAZABAL; DANIEL J. TAYLOR,48.0,139.0,100.0,True,jof_128992502020/2020_v75_n4_p1877-1911_Do-CEOs-Matter-Evidence-from-Hospitalization-Events.pdf,2020_v75_n4_p1877-1911_Do-CEOs-Matter-Evidence-from-Hospitalization-Events.pdf,.pdf,515534,12171b5562a7b9a62edd0bf0ae1c033215ca101727924f0c8e3df538854194d8,True,35.0,Do CEOs Matter? Evidence from Hospitalization Events,,10.1111/jofi.12897,10388.0,,2020.0,75.0,4.0,ARTICLES,Do CEOs Matter? Evidence from Hospitalization Events,MORTEN BENNEDSEN; FRANCISCO PÉREZ-GONZÁLEZ; DANIEL WOLFENZON,1877-1911,03 March 2020,10.1111/jofi.12897,Full Access,True,include,article,article,200.0,Do CEOs Matter? Evidence from Hospitalization Events,2020.0,The Journal of Finance,MORTEN BENNEDSEN; FRANCISCO PÉREZ‐GONZÁLEZ; DANIEL WOLFENZON,19.0,226.0,100.0,True,jof_128972512020/2020_v75_n4_p1913-1964_Is-Bitcoin-Really-Untethered.pdf,2020_v75_n4_p1913-1964_Is-Bitcoin-Really-Untethered.pdf,.pdf,2273536,f5be9f3741da8d02bc4182de9d1305adca21b75cd79015020af605aded732e78,True,52.0,Is Bitcoin Really Untethered?,,10.1111/jofi.12903,10839.0,,2020.0,75.0,4.0,ARTICLES,Is Bitcoin Really Untethered?,JOHN M. GRIFFIN; AMIN SHAMS,1913-1964,15 June 2020,10.1111/jofi.12903,Open Access,True,include,article,article,200.0,Is Bitcoin Really Untethered?,2020.0,The Journal of Finance,JOHN M. GRIFFIN; AMIN SHAMS,55.0,547.0,100.0,True,jof_129032522020/2020_v75_n4_p1965-2020_What-Matters-to-Individual-Investors-Evidence-from-the-Horses-Mouth.pdf,2020_v75_n4_p1965-2020_What-Matters-to-Individual-Investors-Evidence-from-the-Horses-Mouth.pdf,.pdf,389694,6a7d9d765862e6f4ba70a5f6af8d138379ee2b4ccc18d25bdcad7b47e10c8341,True,56.0,What Matters to Individual Investors? Evidence from the Horse's Mouth,,10.1111/jofi.12895,10683.0,,2020.0,75.0,4.0,ARTICLES,What Matters to Individual Investors? Evidence from the Horse's Mouth,JAMES J. CHOI; ADRIANA Z. ROBERTSON,1965-2020,25 February 2020,10.1111/jofi.12895,Full Access,True,include,article,article,200.0,What Matters to Individual Investors? Evidence from the Horse's Mouth,2020.0,The Journal of Finance,JAMES J. CHOI; ADRIANA Z. ROBERTSON,122.0,185.0,100.0,True,jof_128952532020/2020_v75_n4_p2021-2053_The-Value-of-Central-Clearing.pdf,2020_v75_n4_p2021-2053_The-Value-of-Central-Clearing.pdf,.pdf,507789,ed95aa3a0bd820305bb905c11033866cf007a328212e1ba5fe44ad5a471381c5,True,33.0,The Value of Central Clearing,,10.1111/jofi.12902,10535.0,,2020.0,75.0,4.0,ARTICLES,The Value of Central Clearing,GUILLAUME VUILLEMEY,2021-2053,18 March 2020,10.1111/jofi.12902,Full Access,True,include,article,article,200.0,The Value of Central Clearing,2020.0,The Journal of Finance,GUILLAUME VUILLEMEY,45.0,30.0,100.0,True,jof_129022542020/2020_v75_n4_p2055-2094_Informational-Frictions-and-the-Credit-Crunch.pdf,2020_v75_n4_p2055-2094_Informational-Frictions-and-the-Credit-Crunch.pdf,.pdf,1238755,f37dbb22f2499faa93a32eed5eb6241fb26e28d5f0ed6739729ad53810016d6b,True,40.0,Informational Frictions and the Credit Crunch,,10.1111/jofi.12900,10900.0,,2020.0,75.0,4.0,ARTICLES,Informational Frictions and the Credit Crunch,OLIVIER DARMOUNI,2055-2094,19 March 2020,10.1111/jofi.12900,Full Access,True,include,article,article,200.0,Informational Frictions and the Credit Crunch,2020.0,The Journal of Finance,OLIVIER DARMOUNI,56.0,60.0,100.0,True,jof_129002552020/2020_v75_n4_p2095-2137_Debt-Contracting-on-Management.pdf,2020_v75_n4_p2095-2137_Debt-Contracting-on-Management.pdf,.pdf,480244,f541747af7a703244781b8a987973fccaa8834f8e5ea9d8b59d626fc4e2a0bbf,True,43.0,Debt Contracting on Management,,10.1111/jofi.12893,10538.0,,2020.0,75.0,4.0,ARTICLES,Debt Contracting on Management,BRIAN AKINS; DAVID DE ANGELIS; MACLEAN GAULIN,2095-2137,19 February 2020,10.1111/jofi.12893,Full Access,True,include,article,article,200.0,Debt Contracting on Management,2020.0,The Journal of Finance,BRIAN AKINS; DAVID DE ANGELIS; MACLEAN GAULIN,54.0,39.0,100.0,True,jof_128932562020/2020_v75_n4_p2139-2178_Bank-Quality-Judicial-Efficiency-and-Loan-Repayment-Delays-in-Italy.pdf,2020_v75_n4_p2139-2178_Bank-Quality-Judicial-Efficiency-and-Loan-Repayment-Delays-in-Italy.pdf,.pdf,1196567,b1f6837b3248538c84c538783f46e1ce4788c088fc4c60a52ede31d4f6fa40e6,True,40.0,"Bank Quality, Judicial Efficiency, and Loan Repayment Delays in Italy",,10.1111/jofi.12896,10693.0,,2020.0,75.0,4.0,ARTICLES,"Bank Quality, Judicial Efficiency, and Loan Repayment Delays in Italy",FABIO SCHIANTARELLI; MASSIMILIANO STACCHINI; PHILIP E. STRAHAN,2139-2178,20 February 2020,10.1111/jofi.12896,Full Access,True,include,article,article,200.0,"Bank Quality, Judicial Efficiency, and Loan Repayment Delays in Italy",2020.0,The Journal of Finance,FABIO SCHIANTARELLI; MASSIMILIANO STACCHINI; PHILIP E. STRAHAN,53.0,84.0,100.0,True,jof_128962572020/2020_v75_n4_p2179-2220_Understanding-Systematic-Risk-A-High-Frequency-Approach.pdf,2020_v75_n4_p2179-2220_Understanding-Systematic-Risk-A-High-Frequency-Approach.pdf,.pdf,5582769,f45750a9f65a52b60002b46774a4e98c9a04c68d6aa41d1b7f4e131ab34a3713,True,42.0,Understanding Systematic Risk: A High‐Frequency Approach,,10.1111/jofi.12898,10824.0,,2020.0,75.0,4.0,ARTICLES,Understanding Systematic Risk: A High-Frequency Approach,MARKUS PELGER,2179-2220,20 March 2020,10.1111/jofi.12898,Full Access,True,include,article,article,200.0,Understanding Systematic Risk: A High‐Frequency Approach,2020.0,The Journal of Finance,MARKUS PELGER,50.0,103.0,100.0,True,jof_128982582020/2020_v75_n4_p2221-2270_Cash-Flow-News-and-Stock-Price-Dynamics.pdf,2020_v75_n4_p2221-2270_Cash-Flow-News-and-Stock-Price-Dynamics.pdf,.pdf,2249935,238d73ca0eaeb71bdc3d3347479e43de3314b0ca31ad7d884b521bb1afda5c6e,True,50.0,Cash Flow News and Stock Price Dynamics,,10.1111/jofi.12901,10991.0,,2020.0,75.0,4.0,ARTICLES,Cash Flow News and Stock Price Dynamics,DAVIDE PETTENUZZO; RICCARDO SABBATUCCI; ALLAN TIMMERMANN,2221-2270,03 April 2020,10.1111/jofi.12901,Full Access,True,include,article,article,200.0,Cash Flow News and Stock Price Dynamics,2020.0,The Journal of Finance,DAVIDE PETTENUZZO; RICCARDO SABBATUCCI; ALLAN TIMMERMANN,43.0,39.0,100.0,True,jof_129012592020/2020_v75_n4_p2271-2316_Option-Profit-and-Loss-Attribution-and-Pricing-A-New-Framework.pdf,2020_v75_n4_p2271-2316_Option-Profit-and-Loss-Attribution-and-Pricing-A-New-Framework.pdf,.pdf,474368,ada1caadb05e442da34e3567477337c119b5f4346316ddb6e4d2372baafa7c93,True,46.0,Option Profit and Loss Attribution and Pricing: A New Framework,,10.1111/jofi.12894,10487.0,,2020.0,75.0,4.0,ARTICLES,Option Profit and Loss Attribution and Pricing: A New Framework,PETER CARR; LIUREN WU,2271-2316,19 February 2020,10.1111/jofi.12894,Full Access,True,include,article,article,200.0,Option Profit and Loss Attribution and Pricing: A New Framework,2020.0,The Journal of Finance,PETER CARR; LIUREN WU,44.0,44.0,100.0,True,jof_128942602020/2020_v75_n5_p2327-2376_No-Job-No-Money-No-Refi-Frictions-to-Refinancing-in-a-Recession.pdf,2020_v75_n5_p2327-2376_No-Job-No-Money-No-Refi-Frictions-to-Refinancing-in-a-Recession.pdf,.pdf,723722,f0982071625f4779a51b803858f7d02663848b5764f37b7e6d4bd3ae67d29096,True,50.0,"No Job, No Money, No Refi: Frictions to Refinancing in a Recession",,10.1111/jofi.12952,10701.0,,2020.0,75.0,5.0,ARTICLES,"No Job, No Money, No Refi: Frictions to Refinancing in a Recession",ANTHONY A. DEFUSCO; JOHN MONDRAGON,2327-2376,01 June 2020,10.1111/jofi.12952,Full Access,True,include,article,article,200.0,"No Job, No Money, No Refi: Frictions to Refinancing in a Recession",2020.0,The Journal of Finance,ANTHONY A. DEFUSCO; JOHN MONDRAGON,48.0,67.0,100.0,True,jof_129522612020/2020_v75_n5_p2377-2419_Bad-Credit-No-Problem-Credit-and-Labor-Market-Consequences-of-Bad-Credit-Reports.pdf,2020_v75_n5_p2377-2419_Bad-Credit-No-Problem-Credit-and-Labor-Market-Consequences-of-Bad-Credit-Reports.pdf,.pdf,711540,204bb4501b65e6faefb11c535730cdd8e8751e174a583ff0e337ec6e57089b11,True,43.0,"Bad Credit, No Problem? Credit and Labor Market Consequences of Bad Credit Reports",,10.1111/jofi.12954,10821.0,,2020.0,75.0,5.0,ARTICLES,"Bad Credit, No Problem? Credit and Labor Market Consequences of Bad Credit Reports",WILL DOBBIE; PAUL GOLDSMITH-PINKHAM; NEALE MAHONEY; JAE SONG,2377-2419,01 June 2020,10.1111/jofi.12954,Full Access,True,include,article,article,200.0,"Bad Credit, No Problem? Credit and Labor Market Consequences of Bad Credit Reports",2020.0,The Journal of Finance,WILL DOBBIE; PAUL GOLDSMITH‐PINKHAM; NEALE MAHONEY; JAE SONG,31.0,104.0,100.0,True,jof_129542622020/2020_v75_n5_p2421-2463_Declining-Labor-and-Capital-Shares.pdf,2020_v75_n5_p2421-2463_Declining-Labor-and-Capital-Shares.pdf,.pdf,572228,7ffb6b4f5a00e6559b56bd65a7310242322e42fa4043b7468212254aaf90a486,True,43.0,Declining Labor and Capital Shares,,10.1111/jofi.12909,10831.0,,2020.0,75.0,5.0,ARTICLES,Declining Labor and Capital Shares,SIMCHA BARKAI,2421-2463,26 April 2020,10.1111/jofi.12909,Open Access,True,include,article,article,200.0,Declining Labor and Capital Shares,2020.0,The Journal of Finance,SIMCHA BARKAI,66.0,496.0,100.0,True,jof_129092632020/2020_v75_n5_p2465-2502_The-Banking-View-of-Bond-Risk-Premia.pdf,2020_v75_n5_p2465-2502_The-Banking-View-of-Bond-Risk-Premia.pdf,.pdf,641439,a341d5459cdf7049fc85ab77c32bcd30203d2d0f24473c7b2f96139770bfa261,True,38.0,The Banking View of Bond Risk Premia,,10.1111/jofi.12949,9334.0,,2020.0,75.0,5.0,ARTICLES,The Banking View of Bond Risk Premia,VALENTIN HADDAD; DAVID SRAER,2465-2502,20 May 2020,10.1111/jofi.12949,Full Access,True,include,article,article,200.0,The Banking View of Bond Risk Premia,2020.0,The Journal of Finance,VALENTIN HADDAD; DAVID SRAER,62.0,71.0,100.0,True,jof_129492642020/2020_v75_n5_p2503-2553_False-and-Missed-Discoveries-in-Financial-Economics.pdf,2020_v75_n5_p2503-2553_False-and-Missed-Discoveries-in-Financial-Economics.pdf,.pdf,638713,3ded80a132b52de1af1becf62173be38107ed0fa8539d684a3c44bb05f9cdd7a,True,51.0,False (and Missed) Discoveries in Financial Economics,,10.1111/jofi.12951,10583.0,,2020.0,75.0,5.0,ARTICLES,False (and Missed) Discoveries in Financial Economics,CAMPBELL R. HARVEY; YAN LIU,2503-2553,19 May 2020,10.1111/jofi.12951,Full Access,True,include,article,article,200.0,False (and Missed) Discoveries in Financial Economics,2020.0,The Journal of Finance,CAMPBELL R. HARVEY; YAN LIU,66.0,117.0,100.0,True,jof_129512652020/2020_v75_n5_p2555-2589_The-Mismatch-Between-Mutual-Fund-Scale-and-Skill.pdf,2020_v75_n5_p2555-2589_The-Mismatch-Between-Mutual-Fund-Scale-and-Skill.pdf,.pdf,388735,80df970e38f124e8b533e0368114a5ec49e933add70dcbed18f20be451ce8512,True,35.0,The Mismatch Between Mutual Fund Scale and Skill,,10.1111/jofi.12950,10770.0,,2020.0,75.0,5.0,ARTICLES,The Mismatch Between Mutual Fund Scale and Skill,YANG SONG,2555-2589,20 May 2020,10.1111/jofi.12950,Full Access,True,include,article,article,200.0,The Mismatch Between Mutual Fund Scale and Skill,2020.0,The Journal of Finance,YANG SONG,46.0,106.0,100.0,True,jof_129502662020/2020_v75_n5_p2591-2629_Price-and-Probability-Decomposing-the-Takeover-Effects-of-Anti-Takeover-Provisio.pdf,2020_v75_n5_p2591-2629_Price-and-Probability-Decomposing-the-Takeover-Effects-of-Anti-Takeover-Provisio.pdf,.pdf,522136,ce3297d0ac27966df4c09a5a308e150cdf7768fbb203362aa940a767f4f72341,True,39.0,Price and Probability: Decomposing the Takeover Effects of Anti‐Takeover Provisions,,10.1111/jofi.12908,10864.0,,2020.0,75.0,5.0,ARTICLES,Price and Probability: Decomposing the Takeover Effects of Anti-Takeover Provisions,VICENTE CUÑAT; MIREIA GINÉ; MARIA GUADALUPE,2591-2629,22 April 2020,10.1111/jofi.12908,Open Access,True,include,article,article,200.0,Price and Probability: Decomposing the Takeover Effects of Anti‐Takeover Provisions,2020.0,The Journal of Finance,VICENTE CUÑAT; MIREIA GINÉ; MARIA GUADALUPE,44.0,30.0,100.0,True,jof_129082672020/2020_v75_n5_p2631-2672_The-Causal-Effect-of-Limits-to-Arbitrage-on-Asset-Pricing-Anomalies.pdf,2020_v75_n5_p2631-2672_The-Causal-Effect-of-Limits-to-Arbitrage-on-Asset-Pricing-Anomalies.pdf,.pdf,568731,d1da1153235f95ca279e99bd28e8bfcd9843e15d7edf32e7cdd9a0894aba4a85,True,42.0,The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies,,10.1111/jofi.12947,10460.0,,2020.0,75.0,5.0,ARTICLES,The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies,YONGQIANG CHU; DAVID HIRSHLEIFER; LIANG MA,2631-2672,21 May 2020,10.1111/jofi.12947,Full Access,True,include,article,article,200.0,The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies,2020.0,The Journal of Finance,YONGQIANG CHU; DAVID HIRSHLEIFER; LIANG MA,51.0,153.0,100.0,True,jof_129472682020/2020_v75_n5_p2673-2718_Low-Risk-Anomalies.pdf,2020_v75_n5_p2673-2718_Low-Risk-Anomalies.pdf,.pdf,4032410,8ad5f45d9a1fc7c5dd6e54b57355b2359109ef609dc22cfa74b55585707c985a,True,46.0,Low‐Risk Anomalies?,,10.1111/jofi.12910,11161.0,,2020.0,75.0,5.0,ARTICLES,Low-Risk Anomalies?,PAUL SCHNEIDER; CHRISTIAN WAGNER; JOSEF ZECHNER,2673-2718,26 April 2020,10.1111/jofi.12910,Open Access,True,include,article,article,200.0,Low‐Risk Anomalies?,2020.0,The Journal of Finance,PAUL SCHNEIDER; CHRISTIAN WAGNER; JOSEF ZECHNER,82.0,152.0,100.0,True,jof_129102692020/2020_v75_n5_p2719-2763_Market-Structure-and-Transaction-Costs-of-Index-CDSs.pdf,2020_v75_n5_p2719-2763_Market-Structure-and-Transaction-Costs-of-Index-CDSs.pdf,.pdf,630844,3f13b8c3230870caf5cf207db21aecb7bfb38121139e87c597b9e66ef5d16758,True,45.0,Market Structure and Transaction Costs of Index CDSs,,10.1111/jofi.12953,11318.0,,2020.0,75.0,5.0,ARTICLES,Market Structure and Transaction Costs of Index CDSs,PIERRE COLLIN-DUFRESNE; BENJAMIN JUNGE; ANDERS B. TROLLE,2719-2763,01 June 2020,10.1111/jofi.12953,Full Access,True,include,article,article,200.0,Market Structure and Transaction Costs of Index CDSs,2020.0,The Journal of Finance,PIERRE COLLIN‐DUFRESNE; BENJAMIN JUNGE; ANDERS B. TROLLE,59.0,58.0,100.0,True,jof_129532702020/2020_v75_n5_p2765-2808_The-Impact-of-Supervision-on-Bank-Performance.pdf,2020_v75_n5_p2765-2808_The-Impact-of-Supervision-on-Bank-Performance.pdf,.pdf,1092676,2c997306e2be2d5cc120847daa7f2d72c804263f112d943f09ffb2646abf3be9,True,44.0,The Impact of Supervision on Bank Performance,,10.1111/jofi.12964,10492.0,,2020.0,75.0,5.0,ARTICLES,The Impact of Supervision on Bank Performance,BEVERLY HIRTLE; ANNA KOVNER; MATTHEW PLOSSER,2765-2808,12 July 2020,10.1111/jofi.12964,Full Access,True,include,article,article,200.0,The Impact of Supervision on Bank Performance,2020.0,The Journal of Finance,BEVERLY HIRTLE; ANNA KOVNER; MATTHEW PLOSSER,49.0,208.0,100.0,True,jof_129642712020/2020_v75_n5_p2809-2844_A-Macrofinance-View-of-U-S-Sovereign-CDS-Premiums.pdf,2020_v75_n5_p2809-2844_A-Macrofinance-View-of-U-S-Sovereign-CDS-Premiums.pdf,.pdf,742791,d00cd01bd89a28c12b6275fc62ae6f67638247197f98504db02b3c3dc4fb020a,True,36.0,A Macrofinance View of U.S. Sovereign CDS Premiums,,10.1111/jofi.12948,10777.0,,2020.0,75.0,5.0,ARTICLES,A Macrofinance View of U.S. Sovereign CDS Premiums,MIKHAIL CHERNOV; LUKAS SCHMID; ANDRES SCHNEIDER,2809-2844,20 May 2020,10.1111/jofi.12948,Full Access,True,include,article,article,200.0,A Macrofinance View of U.S. Sovereign CDS Premiums,2020.0,The Journal of Finance,MIKHAIL CHERNOV; LUKAS SCHMID; ANDRES SCHNEIDER,58.0,68.0,100.0,True,jof_129482722020/2020_v75_n6_p2855-2898_Local-Crowding-Out-in-China.pdf,2020_v75_n6_p2855-2898_Local-Crowding-Out-in-China.pdf,.pdf,524404,9bbd53d03fec2c89d1aa585c2bdfe7fbc2b43a40f2c3f3e5bdb7ee05945c4123,True,44.0,Local Crowding‐Out in China,,10.1111/jofi.12966,11026.0,,2020.0,75.0,6.0,ARTICLES,Local Crowding-Out in China,YI HUANG; MARCO PAGANO; UGO PANIZZA,2855-2898,26 July 2020,10.1111/jofi.12966,Full Access,True,include,article,article,200.0,Local Crowding‐Out in China,2020.0,The Journal of Finance,YI HUANG; MARCO PAGANO; UGO PANIZZA,72.0,559.0,100.0,True,jof_129662732020/2020_v75_n6_p2899-2927_Every-Cloud-Has-a-Silver-Lining-Fast-Trading-Microwave-Connectivity-and-Trading.pdf,2020_v75_n6_p2899-2927_Every-Cloud-Has-a-Silver-Lining-Fast-Trading-Microwave-Connectivity-and-Trading.pdf,.pdf,562366,d67238b1ce03549c4e986b0ed346211241324724e5eed19a20438b8fcdc00c1d,True,29.0,"Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs",,10.1111/jofi.12969,10761.0,,2020.0,75.0,6.0,ARTICLES,"Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs",ANDRIY SHKILKO; KONSTANTIN SOKOLOV,2899-2927,27 July 2020,10.1111/jofi.12969,Full Access,True,include,article,article,200.0,"Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs",2020.0,The Journal of Finance,ANDRIY SHKILKO; KONSTANTIN SOKOLOV,52.0,127.0,100.0,True,jof_129692742020/2020_v75_n6_p2929-2972_Credit-Rating-Inflation-and-Firms-Investments.pdf,2020_v75_n6_p2929-2972_Credit-Rating-Inflation-and-Firms-Investments.pdf,.pdf,590600,36edd46ebfff3bfb4e6aa4657b67ba8c2c7d4053210c79641f682fa72f1f38e7,True,44.0,Credit Rating Inflation and Firms' Investments,,10.1111/jofi.12961,11034.0,,2020.0,75.0,6.0,ARTICLES,Credit Rating Inflation and Firms' Investments,ITAY GOLDSTEIN; CHONG HUANG,2929-2972,10 July 2020,10.1111/jofi.12961,Full Access,True,include,article,article,200.0,Credit Rating Inflation and Firms' Investments,2020.0,The Journal of Finance,ITAY GOLDSTEIN; CHONG HUANG,38.0,88.0,100.0,True,jof_129612752020/2020_v75_n6_p2973-3012_Safety-Transformation-and-the-Structure-of-the-Financial-System.pdf,2020_v75_n6_p2973-3012_Safety-Transformation-and-the-Structure-of-the-Financial-System.pdf,.pdf,995947,7d595d0169f357da303588b67ec31a4f2ec52548b82f73f945adc49c4117d10f,True,40.0,Safety Transformation and the Structure of the Financial System,,10.1111/jofi.12967,9092.0,,2020.0,75.0,6.0,ARTICLES,Safety Transformation and the Structure of the Financial System,WILLIAM DIAMOND,2973-3012,27 July 2020,10.1111/jofi.12967,Full Access,True,include,article,article,200.0,Safety Transformation and the Structure of the Financial System,2020.0,The Journal of Finance,WILLIAM DIAMOND,38.0,47.0,100.0,True,jof_129672762020/2020_v75_n6_p3013-3053_The-Forced-Safety-Effect-How-Higher-Capital-Requirements-Can-Increase-Bank-Lendi.pdf,2020_v75_n6_p3013-3053_The-Forced-Safety-Effect-How-Higher-Capital-Requirements-Can-Increase-Bank-Lendi.pdf,.pdf,1805116,9ae1bac03a30b301966e5f286f4a1edb267abb00e4b14109b33b399aba96616b,True,41.0,The Forced Safety Effect: How Higher Capital Requirements Can Increase Bank Lending,,10.1111/jofi.12958,10669.0,,2020.0,75.0,6.0,ARTICLES,The Forced Safety Effect: How Higher Capital Requirements Can Increase Bank Lending,SALEEM BAHAJ; FREDERIC MALHERBE,3013-3053,10 July 2020,10.1111/jofi.12958,Full Access,True,include,article,article,200.0,The Forced Safety Effect: How Higher Capital Requirements Can Increase Bank Lending,2020.0,The Journal of Finance,SALEEM BAHAJ; FREDERIC MALHERBE,45.0,59.0,100.0,True,jof_129582772020/2020_v75_n6_p3055-3095_Monetary-Policy-and-Global-Banking.pdf,2020_v75_n6_p3055-3095_Monetary-Policy-and-Global-Banking.pdf,.pdf,418540,6daa7ff6013b0a81a05094f2d85285dac3df2ec67ae206bc3c820fd9f3a5b3ec,True,41.0,Monetary Policy and Global Banking,,10.1111/jofi.12959,10709.0,,2020.0,75.0,6.0,ARTICLES,Monetary Policy and Global Banking,FALK BRÄUNING; VICTORIA IVASHINA,3055-3095,10 July 2020,10.1111/jofi.12959,Full Access,True,include,article,article,200.0,Monetary Policy and Global Banking,2020.0,The Journal of Finance,FALK BRÄUNING; VICTORIA IVASHINA,48.0,73.0,100.0,True,jof_129592782020/2020_v75_n6_p3097-3138_Sovereign-Debt-Portfolios-Bond-Risks-and-the-Credibility-of-Monetary-Policy.pdf,2020_v75_n6_p3097-3138_Sovereign-Debt-Portfolios-Bond-Risks-and-the-Credibility-of-Monetary-Policy.pdf,.pdf,627279,9dfd7209746c6cdcc14a17d768bec346871f456d4d78824f8cb1a96cb92774bd,True,42.0,"Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy",,10.1111/jofi.12965,10563.0,,2020.0,75.0,6.0,ARTICLES,"Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy",WENXIN DU; CAROLIN E. PFLUEGER; JESSE SCHREGER,3097-3138,26 July 2020,10.1111/jofi.12965,Full Access,True,include,article,article,200.0,"Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy",2020.0,The Journal of Finance,WENXIN DU; CAROLIN E. PFLUEGER; JESSE SCHREGER,66.0,77.0,100.0,True,jof_129652792020/2020_v75_n6_p3139-3173_The-Employment-Effects-of-Faster-Payment-Evidence-from-the-Federal-Quickpay-Refo.pdf,2020_v75_n6_p3139-3173_The-Employment-Effects-of-Faster-Payment-Evidence-from-the-Federal-Quickpay-Refo.pdf,.pdf,476760,01e6ee298a8045e42465ea76648e42d7c389a260de290154b407fd100f59e78d,True,35.0,The Employment Effects of Faster Payment: Evidence from the Federal Quickpay Reform,,10.1111/jofi.12955,10865.0,,2020.0,75.0,6.0,ARTICLES,The Employment Effects of Faster Payment: Evidence from the Federal Quickpay Reform,JEAN-NOËL BARROT; RAMANA NANDA,3139-3173,02 June 2020,10.1111/jofi.12955,Full Access,True,include,article,article,200.0,The Employment Effects of Faster Payment: Evidence from the Federal Quickpay Reform,2020.0,The Journal of Finance,JEAN‐NOËL BARROT; RAMANA NANDA,59.0,119.0,100.0,True,jof_129552802020/2020_v75_n6_p3175-3219_Stock-Market-Returns-and-Consumption.pdf,2020_v75_n6_p3175-3219_Stock-Market-Returns-and-Consumption.pdf,.pdf,456665,f791853b7937f75fdad1aa0b5524af359009f2764458d3424c3a2db7d258a9fe,True,45.0,Stock Market Returns and Consumption,,10.1111/jofi.12968,10873.0,,2020.0,75.0,6.0,ARTICLES,Stock Market Returns and Consumption,MARCO DI MAGGIO; AMIR KERMANI; KAVEH MAJLESI,3175-3219,27 July 2020,10.1111/jofi.12968,Full Access,True,include,article,article,200.0,Stock Market Returns and Consumption,2020.0,The Journal of Finance,MARCO DI MAGGIO; AMIR KERMANI; KAVEH MAJLESI,52.0,155.0,100.0,True,jof_129682812020/2020_v75_n6_p3221-3243_Measuring-Mutual-Fund-Flow-Pressure-as-Shock-to-Stock-Returns.pdf,2020_v75_n6_p3221-3243_Measuring-Mutual-Fund-Flow-Pressure-as-Shock-to-Stock-Returns.pdf,.pdf,1068488,c4eac7223918aa70db788804c96cb41b5193c17da8150c5230d2beb16c2fb379,True,23.0,Measuring Mutual Fund Flow Pressure as Shock to Stock Returns,,10.1111/jofi.12962,10646.0,,2020.0,75.0,6.0,REPLICATIONS AND CORRIGENDA,Measuring Mutual Fund Flow Pressure as Shock to Stock Returns,MALCOLM WARDLAW,3221-3243,11 July 2020,10.1111/jofi.12962,Full Access,True,include,corrigendum_or_replication,corrigendum_or_replication,200.0,Measuring Mutual Fund Flow Pressure as Shock to Stock Returns,2020.0,The Journal of Finance,MALCOLM WARDLAW,34.0,124.0,100.0,True,jof_129622822020/2020_v75_n6_p3296-3369_Participant-Schedule-for-the-AFA-2021-Preliminary-Program-January-3-5-2021.pdf,2020_v75_n6_p3296-3369_Participant-Schedule-for-the-AFA-2021-Preliminary-Program-January-3-5-2021.pdf,.pdf,377676,942181fbb24b05d80a6519198378908953fcc6150a3879e556e60bf941e22962,True,74.0,"Participant Schedule for the AFA 2021 Preliminary Program January 3–5, 2021",,10.1111/jofi.12984,6005.0,,2020.0,75.0,6.0,ARTICLES,"Participant Schedule for the AFA 2021 Preliminary Program January 3–5, 2021",,3296-3369,02 November 2020,10.1111/jofi.12984,Full Access,True,exclude,not a research article (TOC mislabel: program/report),,200.0,"Participant Schedule for the AFA 2021 Preliminary Program January 3–5, 2021",2020.0,The Journal of Finance,,0.0,0.0,100.0,True,jof_12984283index.csv,index.csv,.csv,76393,b4ba2521be7ae92097894ec24d8027285e048bf01ddb506a064e4f030e713431,,,,,,,,,,,,,,,,,,False,exclude,non-PDF file,,,,,,,,,100.0,False,sha_b4ba2521be7a284