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J. of Financial Economics 2012 Dec.

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Editorial Board


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Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options

Original Research Article
Pages 447-472
Peter Christoffersen, Kris Jacobs, Chayawat Ornthanalai
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Technical trading revisited: False discoveries, persistence tests, and transaction costs

Original Research Article
Pages 473-491
Pierre Bajgrowicz, Olivier Scaillet
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The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors

Original Research Article
Pages 492-512
Paul Schultz
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Stock option vesting conditions, CEO turnover, and myopic investment

Original Research Article
Pages 513-526
Volker Laux
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‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables

Original Research Article
Pages 527-546
Bradley S. Paye
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Geographic dispersion and stock returns

Original Research Article
Pages 547-565
Diego García, Øyvind Norli
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Pinning in the S&P 500 futures

Original Research Article
Pages 566-585
Benjamin Golez, Jens Carsten Jackwerth
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Multifactor models and their consistency with the ICAPM

Original Research Article
Pages 586-613
Paulo Maio, Pedro Santa-Clara
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Bank valuation and accounting discretion during a financial crisis

Original Research Article
Pages 614-634
Harry Huizinga, Luc Laeven
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Stock returns after major price shocks: The impact of information

Original Research Article
Pages 635-659
Pavel G. Savor
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Currency momentum strategies

Original Research Article
Pages 660-684
Lukas Menkhoff, Lucio Sarno, Maik Schmeling, Andreas Schrimpf
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