For most (but not all) journals, the data and code supplements are freely accessible to everyone. Code and data deposit to RunMyCode.org You The Journal of Financial and Quantitative Analysis (JFQA) is published eight times a year (February, March, May, June, August, September, November, and December) by the Michael The Value of Connections in Turbulent Times: Evidence from the Journal of Financial Economics 7, 197-226, (June 1979). Stratification Economics: Core Constructs and Policy Implications. With Antonio Coppola, Brent Neiman, and Jesse Schreger. [Please check out the SAS code under "Code and Data" to reproduce our main results.] Firms are grouped according to the Fama-French 12 industries classication. 2 H.M. Mueller, C. Yannelis / Journal of Financial Economics 131 (2019) 119 This paper examines the rise in student loan defaults during the Great Recession by linking administrative stu- dent loan data at the individual borrower level from the The ANN-MC-GARCH model is therefore developed in this research. Vinod. Given the dilemma of the urban-rural income gap in China explained by neoclassical equilibrium theory, this paper attempts to provide a new theoretical explanation for the large-income gap between urban and rural areas Quarterly Journal of Economics, 2021. These studies examine individual governance mechanismsparticularly board composition and equity ownershipin individual countries. The impact score (IS) 2021 of Journal of Economics and Finance is 0.85, which is computed in 2022 as per its definition.Journal of Economics and Finance IS is decreased Click here for access to the dataset on macroprudential FX regulations Click here for a folder with information on the code and data used for the paper Also available as NBER Working Paper 25083. Each of the six issues per year reaches over 8,000 academics, finance professionals, libraries, and government and financial institutions around the world. title = "Spurious Regressions in Financial Economics? SSRN Electronic Journal , Journal of Finance, December 2014. Grieve Chelwa, Darrick Hamilton and James Stewart (pp. The Journal of Financial Crime publishes authoritative, practical and detailed insight in the most serious and topical issues relating to the control and prevention of financial crime and related abuse. Research involving financial institutions, financial policy, control It is considered to be one of the premier finance journals. A website on Macro Basics and the Evolution of Macroeconomic Theory is maintained by the Department of Economics at the University of Rhode Island, Kingston, RI. Abstract. Also available as MIT-Sloan Research Paper 5293-18. The Journal of Finance publishes leading research across all the major fields of finance. Household Debt and Business Cycles World Wide (with Amir Sufi and Emil Verner) [Online Appendix] [Replication Data and Code] [June 2018 out-of-sample test, data and code] Quarterly Journal of Economics, Volume 132, Issue 4, 1 November 2017. Tax Data. Sample data were acquired from Chinese listed private enterprises. Authors of accepted manuscripts that contain empirical work, numerical simulations, or experimental work must make available to the JFE any data, A peer-reviewed, open access journal in economics, applied economics, tourism, management, financial economics & business. aejmic: AEJ Micro; aejpol: AEJ Policy DOAJ is a community-curated online directory that indexes and provides access to high quality, open access, peer-reviewed journals. [full record] Journal of Finance. It publishes original research in all areas of accounting that utilizes tools from basic disciplines such as economics, statistics, psychology, and sociology. 2. For all papers submitted and accepted on or after 7/1/2021, code and (nonproprietary) data are mandatory, and there is a link on the ScienceDirect entry. These files are sufficient to replicate the results in Danis, Andras, Daniel Rettl, and Toni M. Whited, 2014, Refinancing, profitability and capital structure, Journal of Financial Giglio, Stefano Kelly, Bryan T. and Stroebel, Johannes 2020. Abstract: All of the top general-purpose economics journals have a data and code-sharing policy. It provides a specialized It is one of the most widely cited journals in academic finance, and in all of economics. Distinct portfolio dynamics are the key determinant of this difference. The Journal of Financial Economic Policy addresses a broad range of issues within the fields of finance and economics. The Journal addresses substantive statistical issues raised by the tremendous growth of the financial Combining Life and Health Insurance Co-author: Stijn Van Nieuwerburgh. In our sample we have 29 journals equipped with a data availability policy (20.6%) and 11 journals (7.8%) owning a so called replication policy When we control for portfolio risk, the most literate households experience 0.4% higher annual returns than the least literate households. Betting Against Beta, Andrea Frazzini and Lasse Heje Pedersen (2014), Journal of Financial Economics 111(1), 1-25. Country-Specific Sentiment and Security Prices, 2011, Journal of Financial Economics 100, Submitted papers should typically not exceed 40 double-spaced typewritten pages. All of the top general-purpose economics journals have a data and code-sharing policy. The People in Your Neighborhood: Social The journal provides a high-quality / Journal of Monetary Economics 109 (2020) 3859 Fig. 2.1. Hernan Ortiz-Molina. Program and Data for Hong and Kostovetsky Red and Blue Investing: "Data on Money Manager Political Affiliation" 27. You can search by codes of the Journal of Economic Literature and find more than 200 studies with code G for financial economics. The links are ordered according to date of publication. Time Series Momentum, Tobias Moskowitz, Yao Hua Ooi, and Lasse Heje Pedersen (2012), Journal of Financial Economics 104(2), 228-250. Current Contents/ Social and Behavioral Sciences. Journal of Financial Economics (Elsevier) ISSN: 0304-405X. In September 2016, the JF adopted a code-sharing policy. Areas covered include: economics, econometrics, economic history and business economics. The data are available in two data formats: 1) Stata (cpsb_mj3dd_ts_q_clean.dta) 2) delimited ASCII text (cpsb_mj3dd_ts_q_clean.csv) The underlying data sources are FRED Dynamic Risk Management (with Adriano Rampini and S. Viswanathan), Journal of Financial Economics, 2014, 111: 271-296. 377-99) SYMPOSIUM ON RACE AND ECONOMIC Mendeley Data Repository is free-to-use and open access. Quarterly Journal of Economics, 2017. Campbell R. Harvey. This paper examines legal rules covering protection of corporate shareholders and creditors, the origin of these rules, and the quality of their enforcement in 49 countries. The JEL classification system was developed for use in the Journal of Economic Literature ( JEL ), and is a standard method of classifying scholarly literature in the field of economics. Journal of Financial Economics, 121(2), pp. This journal operates a type 3 research data policy (social sciences). Patents, Real Options and Firm Performance (with John Van Reenen) Economic Journal, March 2002. Data and Code Sharing Policy. The first accepted papers with replication code are now online (scroll down and click on These data sets contain information conduit-level The impact score (IS) 2021 of Journal of Economics and Finance is 0.85, which is computed in 2022 as per its definition.Journal of Economics and Finance IS is decreased by a factor of 0.09 and approximate percentage change is -9.57% when compared to preceding year 2020, which shows a falling trend. A peer-reviewed, open access journal in banking, financial economics, coroporate finance and governance, financial systems & capital markets. on a diversified portfolio of big stocks, HML t is the difference between the returns on diversified portfolios of high and low B/M stocks, and e it is a zero-mean residual. Journal Abbreviations. Climate Finance. 1. The Final versions of accepted manuscripts (including notes, references, tables, and legends) should be typed The journal provides a high-quality professional outlet for scholarly studies of actual cases, events or practice. The Role of Data & Program Code Archives in the Future of Economic Research by Richard G. Anderson, William H. Greene, Bruce D. McCullough, and H.D. If the data and code supplement is on another page (e.g. The existing replication policies at top finance journals are far weaker than the policies at top economics journals. Editorial: Replication in Financial Economics Campbell R. Harvey Duke University and NBER, USA; cam.harvey@duke.edu ABSTRACT All of the top general-purpose economics journals have a data and code-sharing policy. Transition to Clean Technology Daron Acemoglu, Ufuk Akcigit, Douglas Hanley and William Kerr (with Ian Martin) Journal of Financial Economics, forthcoming. Koijen, Arvind Krishnamurthy, Sydney C. Ludvigson, Hanno Lustig, Stefan Nagel, Monika Piazzesi (2021) Review Article: Perspectives on the Future of Asset Pricing Vol. Her scholarly research studies corporate culture, finance, law and emerging technologies such as artificial intelligence and FinTech Trade Policy Uncertainty by Industry over the Years. The Journal of Financial Economics (JFE) is a leading peer-reviewed academic journal covering theoretical and empirical topics in financial economics. Original BAB factors. JAR is a general-interest accounting journal. The Journal of Financial Economics charges a submission fee of US$750 exclusive of VAT for unsolicited new manuscripts and revisions. The impact score (IS), also denoted as Journal impact Jillian Grennan is a business and law professor. The Journal of Financial Economics is a peer-reviewed academic journal covering the field of finance. Journal of Financial Economics (Elsevier) ISSN: 0304-405X. Data | Slides. As of this writing, the Journal of Finance has a code-sharing policy, the Journal of Financial Economics (JFE) requires authors to share code if the The paper's code for estimation, data construction, and counterfactuals as well as data on the instrument for market equity, liquidity measures, and long-horizon expected returns can be found here. "Do Arbitrageurs Amplify Economic Shocks?" The Journal of Finance and Data Science (JFDS) is the leading analytical journal on finance and data science, providing detailed analyses of theoretical and empirical foundations and their applications in financial economics. JFDS publishes evaluations of both well-established and new Paper | Appendix | Data & Code | Slides Pdf \ Slides LaTex. Risk permeates more and more financial markets around the world. 2 D. Argente et al. Over the past four decades, Chinas economy has experienced tremendous economic growth but also a widening urban-rural income gap. Philipp Schnabl - Data & Code. Online essays are provided covering the development of macroeconomic theory in the 1930s, the 1960s, the 1970s, and the 1980s, with a planned additional essay for the 1990s. Media Coverage: The JFE version | Data | Code | Internet Appendix | BibTeX | Slides (TeX). Results showed that the higher the degree of private enterprise financial connection, the worse the 40 D. Caldara, M. Iacoviello and P. Molligo et al. The As of this writing, the Journal of Finance has a code-sharing policy, the Journal of Financial Data and Code. In 1989 the journal absorbed Studies in Banking & Finance. The impact score (IS), also The Journal of Financial Crime publishes authoritative, practical and detailed insight in the most serious and topical issues relating to the control and prevention of financial crime Data Snooping in Equity Premium Prediction You will see many of them have According to the Journal Citation Reports, the journal has a 2017 impact factor of 5.162. Journal of Financial and Quantitative Analysis, forthcoming (2021). Authors publishing in this journal must provide a data availability Data. 1. Slides. It is one of the most widely cited journals in academic finance, and in all of economics. Editorial: Replication in Financial Economics. This is the Stata code and public version of the data used in Bena, Ortiz-Molina, and Simintzi "Shielding Firm The editor-in-chief is G. William Schwert (Simon Business School). On Corporate Governance: A Study of Proxy Contests. Journal of Financial Economics 11, 401-438, (April 1983). The Journal of Financial Econometrics is moving online-only in 2021. In economics, freely accessible working paper versions can often be found. Xius work has appeared in Econometrica, Journal of Political Economy, Journal of Finance, Review of Financial Studies, Journal of the American Statistical Association, and Annals of Statistics. Read the latest articles of Journal of Financial Economics at ScienceDirect.com, Elseviers leading platform of peer-reviewed scholarly literature Doing so, it balances theoretical explanations, Journal of Financial Economics, February 2020, 135(2), 271-292, Lead Article (with Stefan Nagel and Shrihari Santosh).. Fama-DFA Prize for the Best Paper Published in the Journal of Financial Economics in the Areas of Capital Markets and Asset Pricing, 2020 (First place). ", abstract = "Even though stock returns are not highly autocorrelated, there is a spurious regression bias in predictive regressions for stock returns related to the classic studies of Yule (1926) and Granger and Newbold (1974). 23. It enables you to deposit any research data Research Data Policy and Data Availability Statements. The journal will also be moving to publish five issues per year in 2021. Innovation data based on Measuring Technological Innovation over Long Run by Kelly, Papanikolaou, Seru and Taddy (from 1840 to 2010), American Economic Review Insights, Journal of Financial Economics publishes applied papers and case studies since 1989. Published 13 October 2021 | Mendeley Data. Each of the six Description. Abstract. Data & Code. The Journal of Financial Economics is a peer-reviewed academic journal covering the field of finance. We show that financial knowledge is a key determinant of wealth inequality in a stochastic life cycle model with endogenous financial knowledge accumulation, where financial knowledge enables individuals to better allocate lifetime resources in a world of uncertainty and imperfect insurance. His current work focuses on developing machine learning solutions to big-data problems in empirical asset pricing. It provides a specialized This paper proposes a novel model that improves the predictive accuracy of high frequency volatility forecasts. Data Archive. As used in Hwang + Kim ("It Pays to Write Well", Journal of Financial Economics, 2017) SAS-Code to obtain short interest Estimation, testing, learning, prediction and calibration in the framework of asset pricing or risk management Note: The size of each bar indicates the average share of rms with positive TPU in a given sector. STATA-Code to estimate the effect of readability on firm value. Read the latest articles of Journal of Financial Economics at ScienceDirect.com, Elseviers leading platform of peer-reviewed scholarly literature In media: VoxEU. Financial Intermediaries and the Cross-Section of Asset Returns (with Tobias Adrian and Erkko Etula) [Web Appendix]. Journal of Economic Perspectives, Volume 32, Number 3Summer 2018Pages 130. French / Journal of Financial Economics 116 (2015) 122. Appendix to: The effects of removing barriers to equity issuance. Access: UCI. Journals owning a data availability policy. The Journal of Finance publishes leading research across all the major fields of finance. This list is generated based on data provided by CrossRef. They are provided as is, without any guarantee of correctness. Articles from Oxford Appendix to: The bright Submission rights earned from previous refereeing For all papers accepted on or after 7/1/2021, but submitted before 7/1/2021, if data and code are available, there is a link on the ScienceDirect entry. Dodd, Peter and Warner, Jerold. Evidence from Tax Return Data on Daily Sales of Stock (with Daniel Reck, Jeffrey Hoopes, Patrick Langetieg, Joel Slemrod, Bryan Stuart) Economic Journal, January 2022. DOAJ is a community-curated online directory that indexes and provides access to high quality, open access, peer-reviewed journals. Christopher Avery, William Bossert, Adam Clark, Glenn Ellison and Sara : 1990, Standard Setting for the Financial Reporting of Religious Business Organisations: the case of Islamic Banks, Accounting and Business Research 20(80). JEL Codes Explained. A 2011 study ranked it among six elite finance journals. Unsolicited manuscripts must be submitted online using Editorial Manager and be accompanied by a submission fee of $750. Jensen, J. and W. Meckling: 1976, Theory of the Firm: Managerial Behavior, Agency Costs and Capital Structure, Journal of Financial Economics (October). It is considered to be one of the premier finance journals. Journal of Financial Economics 140(1, April): 145-174. The Journal of Financial Econometrics is dedicated to this fast-growing field. (with Marco Di Maggio and Zhaogang Sang), Journal of Financial Economics, 2017, 124 (2), 266-284. Journal of Financial Economics 3, 305-360. A working paper (or dissertation, etc.) is cited as follows: Hermalin, B., Weisbach, M., 1995. Endogenously chosen boards and their monitoring of the CEO. Unpublished working paper. Data and Code Journal of Financial Economics. Doyle, Barry W. Evaluating the Wealth Effects of Regulation Using Daily Stock Return Data: Some Methodological Issues. Securitization Without Risk Transfer, Journal of Financial Economics, 107 (3), March 2013, 515-536. Estimating the Anomaly Base Rate with Alex Chinco and Michael Weber Journal of Financial Economics, (2021), 140, 101-126. Do R&D Tax Credits Work? Code-sharing policy: update. The American Finance Association (AFA) is the premier academic organization devoted to the study and promotion of knowledge about financial economics. Then, the random effect model of panel data was used to establish a regression model of business performance and firm financial connection and examine the relationship between them. TSMOM factors. The impact score (IS) 2021 of Journal of Financial and Quantitative Analysis is 3.45, which is computed in 2022 as per its definition.Journal of Financial and Quantitative Analysis IS is decreased by a factor of 0.1 and approximate percentage change is -2.82% when compared to preceding year 2020, which shows a falling trend. Symposium: Economics and Epidemiology An Economist's Guide to Epidemiology Models of Infectious Disease. 8, issue 1-2, 1-9 . on Dataverse), a link is added to the search results. Topics include corporate finance, investments, capital and Economics Journals and Data Policies Findings Data for Analysis 1. Journal of Financial Economics, January 2012. Journal of Financial Economics 139 (2021), 29-56 Expectations Management and Stock Returns [SSRN version] [Online Appendix] (with Jinhwan Kim and Eric C. So), Review of Financial Studies 33 (2020), 4580-4626 A Fresh Look at Return Predictability Using a More Efficient Estimator [SSRN version] [Online Appendix] [Data and code], [Code and Data] Winner of the PanAgora Crowell Prize (second place), 2013; Media mentions: AEIdeas. Journal of Monetary Economics, December 2016. We use detailed product- and rm-level data at the barcode level and nd that new products are The Journal of Financial Economics (JFE) is a leading peer-reviewed academic journal covering theoretical and empirical topics in financial economics. The Journal of Financial and Quantitative Analysis (JFQA) publishes theoretical and empirical research in financial economics. The Journal of Financial Economics (JFE) is a leading peer-reviewed academic journal covering theoretical and empirical topics in financial economics.It provides a specialized Volume 124, Issue 3, June 2017, page 580-598 Blanco, Ivan and Wehrheim, David. The Journal of Financial Economics (JFE) is a leading peer-reviewed academic journal covering theoretical and empirical topics in financial economics. Lead paper . This paper explores both the costs and benefits of having a stronger replication policy in the context of my failed 2010 initiative to develop a unified policy across all top finance journals. Sadly, due to the current Covid-19 pandemic, the 38th Cambridge Symposium on Economic Crime has been postponed until 2021. Journal of Political Economy, Publishes across all the major fields of financial research. 2 E.F. Fama, K.R. Updated TSMOM factors. Quarterly Journal of Economics, May 2005. 34 Issue 4 Pages 21262160, Review of Financial Studies Zhengyang Jiang, Arvind Krishnamurthy, Hanno Lustig (2021), Foreign Safe Asset Demand The Journal of Financial Economics (JFE) is a leading peer-reviewed academic journal covering theoretical and empirical topics in financial economics. A comprehensive reference for financial economics, balancing theoretical explanations, empirical evidence, and the practical relevance of knowledge in the field.This volume offers a comprehensive, integrated treatment of financial economics, tracking the major milestones in the field and providing methodological tools. Please follow the links below to access the datasets and program files used in a number of my papers. Quarterly Journal of Economics, 135(2), 2020, 913-958. Moreover, because of how the US social insurance system works, better Review of Financial Studies, (2021), 34, 2813-2856, Frequency Dependent Risk with Rasmus Varneskov Journal of Financial Economics, (2021), 140, 644-675. / Journal of Monetary Economics 93 (2018) 120 We begin by assessing the magnitude of product creation and destruction in the consumer goods sector over the period from 2007Q1 to 2013Q4. It provides a means by which economists can keep abreast of recent developments beyond their immediate specialization. The Quarterly Journal of Economics, Oxford University Press 2. Abstract: We construct a A number of L. Maliar, S. Maliar and P. Winant Journal of Monetary Economics xxx (xxxx) xxx ARTICLE IN PRESS JID: MONEC [m3Gsc;August 31, 2021;18:42] that it is possible to solve many challenging economic models by using the same AI technology, software and hardware that led to groundbreaking applications in data science.