Browse The Journal of Finance

2557-2586 The Risk-Adjusted Cost of Financial Distress

Heitor Almeida
Thomas Philippon

2587-2632 Security Design with Investor Private Information

Ulf Axelson

2633-2671 Strategic Actions and Credit Spreads: An Empirical Investigation

Sergei A. Davydenko
Ilya A. Strebulaev

2673-2693 The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds

BING HAN
Francis A. Longstaff
Craig Merrill

2695-2723 Bidding into the Red: A Model of Post-Auction Bankruptcy

Simon Board

2725-2762 How Smart Is Smart Money? A Two-Sided Matching Model of Venture Capital

Morten Sørensen

2763-2801 U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income

Yuliya Demyanyk
Charlotte Ostergaard
Bent E. Sørensen

2803-2834 How Laws and Institutions Shape Financial Contracts: The Case of Bank Loans

Jun Qian
PHILIP E. STRAHAN

2835-2863 Adaptive Traders and the Design of Financial Markets

Sebastien Pouget

2865-2896 Long-Term Return Reversals: Overreaction or Taxes?

THOMAS J. GEORGE
CHUAN-YANG HWANG

2897-2929 Vote Trading and Information Aggregation

Susan E.K. Christoffersen
Christopher C. Géczy
David K. Musto
Adam V. Reed

2931-2967 Measuring Distress Risk: The Effect of R&D Intensity

Laurel A. Franzen
Kimberly J. Rodgers
Timothy T. Simin

2969-3008 Is the Corporate Loan Market Globally Integrated? A Pricing Puzzle

Greg Nini

3009-3063 Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

ANDREA BURASCHI
ALEXEI JILTSOV

3065-3066 Miscellanea

3071-3076 Index to Volume LXII

3076-3076 Front Matter

3076-3076 Back Matter