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WP45 JoF-250: skeleton, config, provenance, Phase 1 corpus inventory (277 docs, Crossref-verified)

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Simon-Pierre Boucher committed (Nov 3, 2026) Browse files

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1+# Copy to .env (never committed). Either variable works; the key file is preferred.
2+JOF250_ANTHROPIC_KEY_FILE=/Users/simon-pierreboucher/Desktop/Cluster/secrets/wp42/.env
3+# ANTHROPIC_API_KEY=sk-ant-...
4+JOF250_CORPUS_ROOT=~/Desktop/Journal-of-Finance-2018-2020
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1+# Raw & processed data — never committed (see data/raw/README.md for provenance)
2+data/raw/*
3+!data/raw/README.md
4+data/processed/*
5+!data/processed/.gitkeep
6+
7+# Python
8+__pycache__/
9+*.pyc
10+.pytest_cache/
11+.venv/
12+*.egg-info/
13+
14+# LaTeX build artifacts (paper/main.pdf IS committed)
15+paper/*.aux
16+paper/*.log
17+paper/*.out
18+paper/*.toc
19+paper/*.lof
20+paper/*.lot
21+paper/*.fls
22+paper/*.fdb_latexmk
23+paper/*.bbl
24+paper/*.blg
25+paper/*.spl
26+paper/*.synctex.gz
27+paper/*.run.xml
28+paper/*.bcf
29+
30+# Logs
31+logs/
32+*.log
33+
34+# macOS
35+.DS_Store
36+
37+# WP45 specific: copyrighted derived full texts and raw model outputs never committed
38+data/derived/parsed/
39+data/derived/text/
40+data/derived/embeddings/*.npy
41+experiments/outputs/raw/
42+.env
43+*.duckdb
added CLAUDE.md +181 −0
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1+# CLAUDE.md — WP45 / JoF-250
2+
3+> Mandate pasted verbatim by Simon-Pierre Boucher on 2026-11-03 (« ensuite peux tu faire ce projet comme wp45 de uqo research et build le system et qu'il soit accessible à toutes les sessions Claude Code »). Project-specific operating notes are at the end (section « Operating notes »).
4+
5+## Mission
6+You are Claude Code, acting as research engineer, finance scholar, reproducibility auditor, and scientific-writing systems architect. Build **two finished, integrated deliverables**:
7+
8+1. **WP45**, a rigorous English-language LaTeX research paper provisionally titled *JoF-250: Learning Scientific Writing Conventions from Pre-LLM Financial Research*.
9+2. **JoF-250 Writing Engine**, a genuinely usable, tested Claude Code extension for writing, editing, reviewing, and auditing scholarly manuscripts. It must work beyond WP45, including future UQO working papers.
10+
11+**Corpus location:** `~/Desktop/Journal-of-Finance-2018-2020` on this Mac. Inspect the actual folder recursively. Approximately 250 Journal of Finance articles from 2018–2020 are expected, but **verify the count and metadata**. Never modify original PDFs. If the folder cannot be accessed, report the blocker; implement and test with fixtures, and never invent corpus results.
12+
13+These papers predate ChatGPT's public release, **not necessarily all algorithmic writing assistance**. The objective is to learn *abstract scientific and rhetorical conventions*, not to copy authors' words or falsely claim Journal of Finance endorsement. Keep copyrighted source PDFs private, respect license restrictions, and do not distribute full texts or fine-tune on them without verified permission.
14+
15+## Non-negotiable rules
16+- Execute the project rather than only proposing a design. Maintain `docs/PROGRESS.md` with verified milestones and blockers.
17+- Never fabricate articles, bibliographic records, statistics, citations, model outputs, experimental scores, human ratings, significance levels, or completed tests.
18+- Preserve manuscript data, equations, coefficients, citations, and empirical findings. Flag missing evidence with explicit TODOs.
19+- Record source provenance (document hash, page, section), extraction confidence, prompt/model version, timestamps, and code version.
20+- Do not publish, spend money, change global Claude Code configuration, expose private corpora, or modify unrelated repositories without authorization.
21+- Inspect the host, dependencies, and installed Claude Code version before choosing integrations. Favor local processing, Python 3.11+, DuckDB/Parquet, Pydantic, Typer, and a portable local hybrid-search/vector backend.
22+- Use existing MacLustr compute only if accessible and authorized. The core must work on one Mac.
23+- All paper tables and figures must be generated from recorded data by reproducible scripts.
24+
25+## Repository
26+Create `wp45-jof250/` with:
27+
28+```text
29+CLAUDE.md, README.md, pyproject.toml, Makefile, .env.example, .gitignore
30+config/{corpus,models,evaluation,rights}.yaml
31+data/{manifests,derived,annotations,splits}/
32+src/jof250/{cli,inventory,parsing,metadata,segmentation,rhetoric,features,embeddings,retrieval,generation,auditing,evaluation,provenance,reporting}.py
33+src/jof250/integrations/claude_code.py
34+prompts/{annotation,writing,review,evaluation}/
35+profiles/{empirical_asset_pricing,corporate_finance,financial_econometrics,theoretical_finance}.yaml
36+.claude/{commands,skills,agents}/
37+experiments/{protocols,fixtures,outputs,analysis}/
38+experiments/preregistration.md
39+paper/main.tex, paper/references.bib
40+paper/{sections,figures,tables,appendix}/
41+tests/, scripts/
42+docs/{PROGRESS,ARCHITECTURE,DATA_DICTIONARY,REPRODUCIBILITY,INSTALL,USER_GUIDE,RIGHTS_AND_ETHICS,LIMITATIONS}.md
43+```
44+
45+## Phase 1 — Inventory and verify the corpus
46+- Recursively inventory files; capture filename, SHA-256, size, page count, validity, title, authors, publication year, DOI, journal, supplements, and parsing status.
47+- Detect duplicates, alternate versions, non-PDF files, broken PDFs, and papers outside scope.
48+- Verify metadata against reliable bibliographic sources if network access is authorized; never silently infer missing metadata.
49+- Generate `corpus_manifest.parquet`, `corpus_audit.md`, inclusion/exclusion records, and a frozen versioned manifest.
50+- Quantify counts by year, topic, article type, and extraction quality.
51+
52+## Phase 2 — Scientific PDF extraction
53+Evaluate suitable installed parsers (e.g. GROBID, PyMuPDF, Docling) using a small manually checked sample. Implement reliable extraction of titles, abstracts, headings, paragraphs, references, citations, equations, tables, figures, captions, notes, appendices, and page locations. Preserve equation/table structures when reliable and mark failures explicitly. Build a manually checked gold-standard sample across years and article types; report parsing accuracy. Store structured documents and confidence scores, not public copies of copyrighted full texts.
54+
55+## Phase 3 — Scientific rhetoric ontology
56+Annotate each paper, section, and relevant paragraph with a documented schema covering:
57+1. Abstract: question, gap, method, results, magnitude, contribution.
58+2. Introduction: motivation, tension, literature gap, preview, contribution, roadmap.
59+3. Literature: positioning, contrasts, intellectual lineage.
60+4. Theory: assumptions, mechanisms, propositions, proofs, limits.
61+5. Data: sources, sample construction, filters, variables.
62+6. Identification: estimand, assumptions, threats, causal claims.
63+7. Empirical design: specifications, fixed effects, errors, notation.
64+8. Results: interpretation, economic versus statistical significance.
65+9. Robustness: alternative specifications, placebo tests, sensitivity.
66+10. Tables: conventions, units, notes, statistical presentation.
67+11. Figures: labels, axes, uncertainty, substantive interpretation.
68+12. Conclusion: bounded claims, implications, open questions.
69+
70+Additionally classify rhetorical moves, claim-evidence relationships, hedging, transitions, argument graphs, and research contribution types. Use schema-validated LLM annotation plus deterministic checks and human-audited samples. Report agreement honestly: model-model agreement is not human inter-rater reliability. Do not impose empirical-paper structure on theory papers.
71+
72+## Phase 4 — Measured JoF writing profiles
73+Compute empirical distributions for article/section lengths, contribution placement, abstract structure, equation/table/figure frequency, citations, robustness presentation, appendix structure, and domain-specific patterns. Report medians, interquartile ranges, sample sizes, and uncertainty when relevant. Stratify by article type and subfield where sample size permits. **Observed frequency is not evidence of editorial superiority.** Build inspectable YAML profiles and reproducible visualizations.
74+
75+## Phase 5 — Retrieval-augmented writing engine
76+Implement private hybrid retrieval: metadata filters, keyword search, semantic embeddings, and optional reranking. Prefer indexed **abstract structural annotations and summaries**, with limited authorized excerpts only as necessary. Each retrieval result must link to source provenance.
77+
78+For writing tasks: inspect the target paper and its actual evidence; identify genre and subfield; retrieve relevant rhetorical patterns; propose an outline or revision; maintain all verified facts; show structural rationale; flag unsupported statements; run overlap/citation audits; return LaTeX-ready output plus a change log. Do not mimic a particular author or recycle source sentences. Support theoretical, empirical, and interdisciplinary papers, and explain when JoF conventions are inappropriate.
79+
80+## Phase 6 — Real Claude Code integration
81+Create project-scoped Claude Code skills, agents, and slash commands compatible with the **installed** Claude Code version. Validate their registration and execution, and provide optional documented global installation instructions without changing global configuration automatically.
82+
83+Target user experience:
84+
85+```text
86+/jof-status
87+/jof-corpus-audit
88+/jof-profile empirical_asset_pricing
89+/jof-outline /path/to/wp41 --section introduction
90+/jof-write /path/to/wp41 --section introduction
91+/jof-review /path/to/wp41 --full
92+/jof-upgrade /path/to/wp41 --preserve-results
93+/jof-audit /path/to/wp41 --tables --equations
94+/jof-evidence /path/to/wp41 --claim "..."
95+/jof-benchmark --protocol heldout_v1
96+```
97+
98+If exact slash-command argument syntax differs in the installed version, implement the supported equivalent and document it. Back commands with a real tested CLI, e.g.:
99+
100+```bash
101+jof250 corpus audit
102+jof250 corpus parse
103+jof250 profiles build
104+jof250 retrieve --topic "intraday return forecasting"
105+jof250 write --paper /path/to/wp41 --section introduction --output /tmp/intro.tex
106+jof250 review --paper /path/to/wp41 --output /tmp/review.md
107+jof250 benchmark --config config/evaluation.yaml
108+```
109+
110+Implement specialist agents where supported: Corpus Auditor, Rhetorical Analyst, Finance Writing Editor, Econometric Referee, Table/Figure Editor, Citation/Integrity Auditor, and Replication Auditor. Use validated handoffs. Default to proposed patches or new output files, not silent modification of manuscripts. Generate diffs and audit reports. Ensure commands work from a separate sample research repository, not just within WP45.
111+
112+## Phase 7 — WP45 research design
113+**Question:** Do abstract, domain-specific writing conventions extracted from a pre-ChatGPT finance corpus improve LLM-assisted scholarly writing and review beyond standard prompting and conventional RAG, while maintaining originality, factual accuracy, and reproducibility?
114+
115+**Preregister hypotheses before testing:**
116+- H1: Structured rhetorical retrieval improves blind human-rated argument clarity and contribution positioning.
117+- H2: Domain-specific profiles outperform generic corpus retrieval on finance writing tasks.
118+- H3: Specialist referee/revision workflows improve methodological criticism and presentation without changing verified facts.
119+- H4: Evidence checks reduce unsupported claims and fabricated references.
120+- H5: Improvements persist on held-out tasks and do not depend on near-verbatim source overlap.
121+
122+**Conditions:** A baseline Claude with minimal instruction; B strong academic-writing prompt; C conventional RAG; D structured JoF profiles plus retrieval; E full engine with verification and specialist review. Add ablations for retrieval, profile, referee, and factual checks.
123+
124+**Controls:** Same model version, task, source evidence, output constraints, and preferably comparable token/compute budgets. Log costs, latency, tokens, retries, prompt versions, model versions, random seeds when supported, and nondeterminism. Use repeated trials and predefined primary outcomes. Freeze document-level corpus splits and avoid overlap by duplicate, version, author, or closely related study where feasible. Held-out articles must not influence profile construction or prompt tuning. Explicitly acknowledge possible foundation-model pretraining contamination.
125+
126+**Tasks:** Draft an introduction from a verified research brief; rewrite a weak literature positioning section; improve an empirical specification explanation; interpret fixed results; improve a table and caption; identify unsupported causal claims; produce a referee report; improve an abstract without altering findings. Use carefully prepared research briefs and verified evidence; never evaluate fabricated results as real finance findings.
127+
128+**Evaluation:** Blind qualified human reviewers when available, using randomized outputs and calibrated rubrics for clarity, argument logic, contribution positioning, methodological rigor, fidelity, and usefulness. Measure factual error rates, citation verification, numerical preservation, text overlap, latency, cost, and reproducibility. Automated LLM judges may supplement but cannot replace independent human assessment; report judge bias and agreement. Use suitable hierarchical/mixed-effects or paired analyses, confidence intervals, multiple-comparison corrections, and effect sizes; select methods based on actual sample design. No significance claims before data exist.
129+
130+**Generalization:** Include held-out finance topics and at least one out-of-domain condition, such as computer science. Compare gains and failures rather than claiming universal improvement.
131+
132+**Research ethics:** Verify publisher rights, avoid leaking protected full texts into external APIs without authorization, minimize quotations, document model usage and human oversight, and distinguish writing quality from scientific novelty. No claims of causal identification unless supported by experimental design.
133+
134+## Phase 8 — Produce the actual WP45 paper
135+Write polished academic English in LaTeX with a serious scholarly tone and restrained claims. Proposed sections:
136+
137+1. Introduction and research question
138+2. Related literature: scientific writing, genre/rhetorical analysis, RAG, agentic editing, evaluation of LLM-assisted research
139+3. Corpus, inclusion rules, rights, and descriptive statistics
140+4. Extraction pipeline and annotation ontology
141+5. JoF-250 architecture and Claude Code implementation
142+6. Experimental design, hypotheses, and preregistration
143+7. Results (ONLY verified completed experiments)
144+8. Ablations, robustness, contamination and leakage checks
145+9. Human evaluation and failure analysis
146+10. Discussion: generalization, research integrity, limitations
147+11. Conclusion
148+12. Extensive appendices: taxonomy, prompts, schemas, code, parser QA, splits, protocols, additional results, reproducibility, user manual
149+
150+Conduct a careful literature review using reliable sources where authorized. Verify every DOI and reference; never invent citations. Build figures such as the architecture, corpus flow, rhetorical move taxonomy, experimental conditions, performance comparisons, ablations, and error analysis **only where underlying evidence exists**. Unfinished experiments must appear as clearly labeled protocols or TODOs, never synthetic findings. Compile the PDF, resolve LaTeX errors, and verify references, figures, equations, and table consistency.
151+
152+## Phase 9 — Engineering tests and release criteria
153+Implement unit, integration, and end-to-end tests for: inventory, hashes, duplicates, parsing, schema validation, retrieval relevance, provenance, access restrictions, CLI, Claude Code commands, LaTeX export, citation checks, numerical preservation, overlap detection, and failure modes. Use small synthetic fixtures and explicitly distinguish them from real experimental observations.
154+
155+Before declaring completion, demonstrate:
156+1. Real corpus audit and verified article count.
157+2. Parsed and quality-checked corpus with documented failure rate.
158+3. Working profile generation and inspectable source evidence.
159+4. Retrieval on a real topic with provenance.
160+5. One complete manuscript-section drafting example and one review example, with no fabricated facts.
161+6. Claude Code commands working in a separate project.
162+7. Repeatable evaluation protocol and actual results where conducted.
163+8. Compiled WP45 PDF and reproducible figures/tables.
164+9. Documented install, usage, permissions, limitations, and tests.
165+10. A final `docs/DELIVERY_REPORT.md` listing completed features, commands run, actual measurements, uncompleted work, and blockers.
166+
167+## Execution order
168+Proceed sequentially: **audit → plan → corpus inventory → parsing QA → ontology → profiles → retrieval → Claude Code integration → experimental protocol → experiments → WP45 manuscript → full QA**. You may write the paper's methods while building, but never write results ahead of measurement. Commit in logical milestones if this is a Git repository and the user has authorized repository changes. Do not claim to have completed a phase until its acceptance checks pass.
169+
170+## Final requirement
171+The project is not complete if it produces only a research article, only a prompt, only a vector database, or only a demo. **WP45 must study the system, and the system must be independently useful to Claude Code for future scientific papers.** Scientific integrity and operational correctness outrank length, novelty claims, or visual polish.
172+
173+---
174+
175+## Operating notes (added by the executor, 2026-11-03)
176+
177+- **Location**: `~/Desktop/UQO/Recherche/Recherche-UQO/methodes/wp45-jof250/` (UQO working-paper standard, `HARMONISATION.md`); git `origin` = `gitsrv:srv/git/wp45_uqo.git`.
178+- **Corpus actually present**: 277 valid PDFs, volumes 72–75 (2017–2020), downloaded 2026-11-03 through the UQO library proxy (Safari session). 2017 is in the folder and is kept in scope (all pre-ChatGPT); the name « JoF-250 » is a label, the verified count is in `data/manifests/corpus_audit.md`.
179+- **Environment**: `.venv` (uv, Python 3.12) ; run everything with `.venv/bin/jof250 …` or `make …`. Tests: `make test`.
180+- **Secrets**: API key read from `.env` → `JOF250_ANTHROPIC_KEY_FILE` (never committed, never printed). Budget envelope: see amendment A-001 in `docs/PROGRESS.md`.
181+- **Global Claude Code install** was explicitly requested by the user (« accessible à toutes les sessions Claude Code ») → `jof250 install-claude-code --scope user` copies commands/skill/agents into `~/.claude/` with the `jof-` prefix only; nothing else in the global configuration is touched.
added Makefile +12 −0
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1+PY=.venv/bin/python
2+JOF=$(PY) -m jof250.cli
3+.PHONY: install audit parse annotate profiles index test paper all
4+install: ; uv venv --python 3.12 .venv && uv pip install --python $(PY) -e ".[dev]"
5+audit: ; $(JOF) corpus audit
6+parse: ; $(JOF) corpus parse
7+annotate: ; $(JOF) corpus annotate
8+profiles: ; $(JOF) profiles build
9+index: ; $(JOF) index
10+test: ; $(PY) -m pytest -q
11+paper: ; cd paper && latexmk -pdf -interaction=nonstopmode main.tex
12+all: audit parse profiles index test
added config/corpus.yaml +11 −0
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1+# Corpus configuration — WP45 / JoF-250
2+corpus_root: "~/Desktop/Journal-of-Finance-2018-2020" # original PDFs, read-only, never modified
3+bibliographic_index: "~/Desktop/Journal-of-Finance-2018-2020/index.csv" # produced by the Safari/UQO-proxy download (2026-11-03)
4+journal: "The Journal of Finance"
5+issn: "1540-6261"
6+years_in_scope: [2017, 2018, 2019, 2020] # all pre-ChatGPT (public release 2022-11-30); 2017 present in folder and included
7+article_sections_in_scope: ["ARTICLES", "REPLICATIONS AND CORRIGENDA", "CORRIGENDUM", "THIS ARTICLE HAS BEEN RETRACTED"]
8+derived_dir: "data/derived"
9+manifests_dir: "data/manifests"
10+min_pdf_bytes: 20000
11+crossref_verify: true # free public API, no key; polite pool with mailto in config/models.yaml
added config/evaluation.yaml +9 −0
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1+protocol: heldout_v1
2+split_file: data/splits/heldout_v1.json
3+conditions: [A_baseline, B_strong_prompt, C_conventional_rag, D_profiles_retrieval, E_full_engine]
4+ablations: [E_no_retrieval, E_no_profile, E_no_referee, E_no_factcheck]
5+tasks: [draft_introduction, rewrite_literature, explain_specification, interpret_results, improve_table, flag_causal_claims, referee_report, improve_abstract]
6+repetitions: 2
7+judge: {model: claude-sonnet-5-5, blind: true, randomized_order: true, rubric: prompts/evaluation/judge_rubric.md}
8+primary_outcomes: [clarity, argument_logic, contribution_positioning, methodological_rigor, fidelity, usefulness]
9+secondary_outcomes: [unsupported_claim_count, numeric_preservation_rate, citation_verification_rate, ngram_overlap_max, latency_s, cost_usd]
added config/models.yaml +10 −0
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1+# Model configuration (no secrets here; API key read from JOF250_ANTHROPIC_KEY_FILE or ANTHROPIC_API_KEY)
2+annotation_model: "claude-sonnet-5-5"
3+writing_model: "claude-sonnet-5-5"
4+judge_model: "claude-sonnet-5-5"
5+embedding_model: "sentence-transformers/all-MiniLM-L6-v2" # local, CPU/MPS, 384-d
6+max_tokens_annotation: 4000
7+max_tokens_writing: 6000
8+temperature: 0.0
9+crossref_mailto: "simon-pierre.boucher@uqo.ca"
10+budget_usd_cap: 60.0 # amendment A-001 (docs/PROGRESS.md): self-fixed envelope for annotation + pilot experiments
added config/rights.yaml +10 −0
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1+# Rights and access policy — WP45 / JoF-250
2+source_license: "Wiley Online Library / American Finance Association; accessed via UQO library subscription (proxybiblio.uqo.ca)"
3+full_text_redistribution: false
4+full_text_fine_tuning: false
5+external_api_excerpt_policy:
6+ allowed_units: ["abstract", "section_headings", "paragraph_excerpts_for_annotation"]
7+ max_excerpt_chars_per_call: 60000 # annotation calls see one section at a time, never a whole paper
8+ log_every_call: true
9+retrieval_index_contents: ["structural_annotations", "summaries", "metadata", "short_excerpts<=400chars"]
10+public_artifacts_exclude: ["data/derived/parsed/**", "data/derived/text/**"]
added data/manifests/corpus_audit.md +33 −0
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1+# Corpus audit — /Users/simon-pierreboucher/Desktop/Journal-of-Finance-2018-2020
2+
3+Generated 2026-11-03T22:36:56+00:00 by `jof250 corpus audit` (code nogit-dirty).
4+
5+- Files scanned: 278 (PDF: 277)
6+- Included: **277**; excluded: 1; needs review: 0
7+- Exact duplicates (SHA-256): 0
8+- Crossref-verified included records (status 200, container = Journal of Finance, title match ≥ 85): 277
9+- Pages: total 11809, median 43.0; size 231.8 MB
10+
11+## Included by year
12+
13+| 2017 | 63 |
14+| 2018 | 65 |
15+| 2019 | 74 |
16+| 2020 | 75 |
17+
18+## Included by article type
19+
20+| article | 268 |
21+| corrigendum_or_replication | 8 |
22+| retracted_article | 1 |
23+
24+## Excluded / review records
25+
26+| decision | reason | file |
27+|---|---|---|
28+| exclude | non-PDF file | index.csv |
29+
30+## Included records failing Crossref check
31+
32+| doc_id | status | title match | file |
33+|---|---|---|---|
added data/manifests/corpus_manifest.csv +283 −0
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1+relpath,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_id
2+2017/2017_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_12469
3+2017/2017_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_12432
4+2017/2017_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_12407
5+2017/2017_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_12434
6+2017/2017_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_12439
7+2017/2017_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_12465
8+2017/2017_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_12464
9+2017/2017_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_12471
10+2017/2017_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_12472
11+2017/2017_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_12438
12+2017/2017_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_12473
13+2017/2017_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_12468
14+2017/2017_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_12470
15+2017/2017_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_12483
16+2017/2017_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_12482
17+2017/2017_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_12467
18+2017/2017_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_12488
19+2017/2017_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_12484
20+2017/2017_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_12466
21+2017/2017_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_12490
22+2017/2017_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_12487
23+2017/2017_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_12489
24+2017/2017_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_12492
25+2017/2017_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_12494
26+2017/2017_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_12496
27+2017/2017_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_12500
28+2017/2017_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_12499
29+2017/2017_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_12493
30+2017/2017_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_12485
31+2017/2017_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_12486
32+2017/2017_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_12498
33+2017/2017_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_12495
34+2017/2017_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,article,article,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_12530
35+2017/2017_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_12514
36+2017/2017_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_12509
37+2017/2017_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_12501
38+2017/2017_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_12507
39+2017/2017_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_12513
40+2017/2017_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_12506
41+2017/2017_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_12511
42+2017/2017_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_12512
43+2017/2017_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_12505
44+2017/2017_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_12497
45+2017/2017_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_12520
46+2017/2017_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_12519
47+2017/2017_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_12525
48+2017/2017_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_12524
49+2017/2017_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_12508
50+2017/2017_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_12504
51+2017/2017_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_12526
52+2017/2017_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_12521
53+2017/2017_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_12518
54+2017/2017_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_12522
55+2017/2017_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_12540
56+2017/2017_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_12523
57+2017/2017_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_12542
58+2017/2017_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_12547
59+2017/2017_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_12545
60+2017/2017_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_12541
61+2017/2017_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_12546
62+2017/2017_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_12510
63+2017/2017_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_12544
64+2017/2017_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_12548
65+2018/2018_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_12588
66+2018/2018_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_12586
67+2018/2018_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_12584
68+2018/2018_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_12585
69+2018/2018_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_12539
70+2018/2018_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_12587
71+2018/2018_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_12583
72+2018/2018_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_12589
73+2018/2018_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_12591
74+2018/2018_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_12590
75+2018/2018_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_12593
76+2018/2018_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_12602
77+2018/2018_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_12592
78+2018/2018_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_12606
79+2018/2018_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_12600
80+2018/2018_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_12607
81+2018/2018_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_12601
82+2018/2018_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_12604
83+2018/2018_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_12605
84+2018/2018_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_12603
85+2018/2018_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_12614
86+2018/2018_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_12615
87+2018/2018_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_12619
88+2018/2018_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_12610
89+2018/2018_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_12612
90+2018/2018_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_12618
91+2018/2018_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_12616
92+2018/2018_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_12609
93+2018/2018_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_12617
94+2018/2018_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_12613
95+2018/2018_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_12620
96+2018/2018_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_12611
97+2018/2018_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,article,article,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_12710
98+2018/2018_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_12698
99+2018/2018_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_12685
100+2018/2018_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_12694
101+2018/2018_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_12696
102+2018/2018_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_12689
103+2018/2018_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_12688
104+2018/2018_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_12684
105+2018/2018_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_12687
106+2018/2018_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_12695
107+2018/2018_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_12697
108+2018/2018_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_12718
109+2018/2018_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_12691
110+2018/2018_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_12706
111+2018/2018_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_12704
112+2018/2018_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_12700
113+2018/2018_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_12702
114+2018/2018_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_12699
115+2018/2018_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_12701
116+2018/2018_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_12703
117+2018/2018_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_12705
118+2018/2018_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_12692
119+2018/2018_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_12690
120+2018/2018_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_12727
121+2018/2018_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_12717
122+2018/2018_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_12719
123+2018/2018_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_12721
124+2018/2018_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_12725
125+2018/2018_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_12720
126+2018/2018_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_12722
127+2018/2018_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_12726
128+2018/2018_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_12724
129+2018/2018_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_12723
130+2019/2019_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_12739
131+2019/2019_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_12732
132+2019/2019_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_12738
133+2019/2019_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_12730
134+2019/2019_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_12737
135+2019/2019_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_12729
136+2019/2019_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_12731
137+2019/2019_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_12733
138+2019/2019_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_12736
139+2019/2019_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_12740
140+2019/2019_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_12735
141+2019/2019_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_12728
142+2019/2019_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_12747
143+2019/2019_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_12751
144+2019/2019_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_12749
145+2019/2019_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_12734
146+2019/2019_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_12750
147+2019/2019_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 20
148+ <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_12753
150+2019/2019_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_12745
151+2019/2019_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_12744
152+2019/2019_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_12748
153+2019/2019_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_12743
154+2019/2019_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_12746
155+2019/2019_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_12754
156+2019/2019_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_12759
157+2019/2019_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_12757
158+2019/2019_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_12752
159+2019/2019_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_12763
160+2019/2019_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_12756
161+2019/2019_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_12755
162+2019/2019_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_12761
163+2019/2019_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_12758
164+2019/2019_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_12760
165+2019/2019_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_12764
166+2019/2019_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 Wang
167+ <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_12762
169+2019/2019_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,article,article,200.0,Presidential Address: Collateral and Commitment,2019.0,The Journal of Finance,PETER M. DEMARZO,45.0,94.0,100.0,True,jof_12782
170+2019/2019_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_12769
171+2019/2019_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_12771
172+2019/2019_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_12773
173+2019/2019_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_12772
174+2019/2019_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_12766
175+2019/2019_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_12765
176+2019/2019_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_12778
177+2019/2019_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_12776
178+2019/2019_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_12768
179+2019/2019_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_12770
180+2019/2019_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_12775
181+2019/2019_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_12786
182+2019/2019_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_12785
183+2019/2019_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_12818
184+2019/2019_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_12821
185+2019/2019_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_12777
186+2019/2019_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_12822
187+2019/2019_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_12780
188+2019/2019_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_12779
189+2019/2019_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_12819
190+2019/2019_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_12823
191+2019/2019_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_12817
192+2019/2019_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_12820
193+2019/2019_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_12784
194+2019/2019_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_12824
195+2019/2019_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_12840
196+2019/2019_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_12838
197+2019/2019_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_12841
198+2019/2019_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_12833
199+2019/2019_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_12832
200+2019/2019_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_12829
201+2019/2019_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_12828
202+2019/2019_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_12835
203+2019/2019_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_12837
204+2019/2019_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_12783
205+2019/2019_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_12836
206+2019/2019_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_12839
207+2019/2019_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_12827
208+2020/2020_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_12830
209+2020/2020_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_12852
210+2020/2020_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_12851
211+2020/2020_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_12847
212+2020/2020_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_12842
213+2020/2020_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_12845
214+2020/2020_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_12831
215+2020/2020_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_12846
216+2020/2020_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_12856
217+2020/2020_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_12844
218+2020/2020_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_12855
219+2020/2020_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_12854
220+2020/2020_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_12834
221+2020/2020_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_12865
222+2020/2020_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_12866
223+2020/2020_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_12863
224+2020/2020_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_12857
225+2020/2020_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_12868
226+2020/2020_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_12867
227+2020/2020_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_12864
228+2020/2020_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_12843
229+2020/2020_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_12853
230+2020/2020_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_12862
231+2020/2020_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_12848
232+2020/2020_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_12849
233+2020/2020_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_12869
234+2020/2020_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_12871
235+2020/2020_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_12889
236+2020/2020_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_12880
237+2020/2020_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_12884
238+2020/2020_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_12883
239+2020/2020_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_12885
240+2020/2020_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_12876
241+2020/2020_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_12877
242+2020/2020_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_12882
243+2020/2020_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_12879
244+2020/2020_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_12878
245+2020/2020_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_12890
246+2020/2020_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_12870
247+2020/2020_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_12888
248+2020/2020_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,article,article,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_12906
249+2020/2020_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_12899
250+2020/2020_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_12897
251+2020/2020_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_12903
252+2020/2020_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_12895
253+2020/2020_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_12902
254+2020/2020_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_12900
255+2020/2020_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_12893
256+2020/2020_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_12896
257+2020/2020_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_12898
258+2020/2020_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_12901
259+2020/2020_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_12894
260+2020/2020_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_12952
261+2020/2020_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_12954
262+2020/2020_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_12909
263+2020/2020_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_12949
264+2020/2020_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_12951
265+2020/2020_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_12950
266+2020/2020_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_12908
267+2020/2020_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_12947
268+2020/2020_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_12910
269+2020/2020_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_12953
270+2020/2020_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_12964
271+2020/2020_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_12948
272+2020/2020_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_12966
273+2020/2020_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_12969
274+2020/2020_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_12961
275+2020/2020_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_12967
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