This page lists web-only Corrigenda and Errata. Some Corrigenda and Errata are published in the Journal and can be found on the Journal article page or the Wiley Online Library.
Volume 74, Issue 5 (October 2019)
Gupta, Armpit, 2019, Foreclosure Contagion and the Neighborhood Spillover Effects of Mortgage Defaults, Journal of Finance 74(5), 2249-2301.
The replication package contains the wrong file.
Corrected files follow as a zipped folder: Download author file.
Volume 70, Issue 6 (December 2015)
Veronika K. Pool, Noah Stoffman, and Scott E. Yonker, 2015, The People in Your Neighborhood: Social Interactions and Mutual Fund Portfolios, Journal of Finance 70(6), 2679-2732.
On page 2679, there is a typo in the acknowledgments footnote. Scott’s Yonker’s affiliation was mistakenly stated as the “charles Ho Dyson” School. The correct name is Charles H. Dyson School.
Volume 70, Issue 3 (June 2015)
Patton, Andrew J., Tarun Ramadorai and Michael Streatfield, 2015, Change You Can Believe In? Hedge Fund Data Revisions, Journal of Finance 70(3), 963-999.
On page 997, there is a typo in the acting editor’s name. It should be William Goetzmann.
Volume 68, Issue 6 (December 2013)
Garleanu, Nicolae, and Lasse Heje Pedersen, 2013, Dynamic Trading with Predictable Returns and Transaction Costs, Journal of Finance 68(6), 2309-2340.
Note containing correction as a PDF file: Download author file.
Permanent link: https://doi.org/10.37214/jofweb.4
Volume 68, Issue 2 (April 2013)
Brunnermeier, Markus K. and Martin Oehmke, 2013, The Maturity Rat Race, Journal of Finance 68(2), 483-521.
Note containing correction follows as a PDF file: Download author file.
Volume 65, Issue 5 (October 2010)
Boyson, N. M., C. W Stahel, and R. M. Stulz, 2010, Hedge Fund Contagion and Liquidity Shocks, Journal of Finance, 65: 1789–1816.
Note containing correction follows as a PDF file: Download author file.
Volume 65, Issue 4 (August 2010)
Campbell R. Harvey, 2010, Report of the Editor of The Journal of Finance for the Year 2009, Journal of Finance, 65:4, 1613 – 1627.
In the list of affiliations on page 1616, Northeastern University was accidentally omitted. The number of authors was 1/3.
Volume 65, Issue 1 (February 2010)
Joël Peress, Product Market Competition, 2010, Insider Trading, and Stock Market Efficiency, Journal of Finance, 65:1, 1–43.
Note containing correction follows as a PDF file: Download author file.
Volume 64, Issue 1 (February 2009)
Chhaochharia, Vidhi, and Yaniv Grinstein, 2009, CEO Compensation and Board Structure, Journal of Finance 64, 231-261.
Note containing correction follows as a PDF file: Download author file.
Volume 63, Issue 1 (February 2008)
Rui Albuquerque and Neng Wang, 2008, Agency Conflicts, Investment, and Asset Pricing, Journal of Finance 63:1, 1-40.
On page 1 the name of the first author was misspelled as “Albuquerue.” It should be “Albuquerque.”
Volume 62, Issue 1 (February 2007)
Yael V. Hochberg, Alexander Ljungqvist, and Yang Lu, 2007, Whom You Know Matters: Venture Capital Networks and Investment Performance, Journal of Finance 62:1, 251-301.
Table VI (pp 281-282) was incorrectly printed. The corrected table follows as a PDF file: Download author file.
Amy Dittmar and Anjan Thakor, 2007, Why Do Firms Issue Equity? Journal of Finance 62:1, 1-54.
There are a few typos in the paper that we would like to correct. These corrections are minor and do not affect any of the results in the paper. Download author file.
Volume 59, Issue 2 (April 2004)
Nicolas P.B. Bollen and Robert E. Whaley, 2004, Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? Journal of Finance 59:2, 711 – 753.
Note containing clarification and correction follows as a PDF file: Download author file.
Volume 58, Issue 4 (August 2003)
Jos van Bommel, 2003, Rumors, Journal of Finance 58:4, 1499 – 1520.
Note containing clarification and correction follows as a PDF file: Download author file.
Volume 58, Issue 4 (August 2003)
Jagannathan, Ravi, and Tongshu Ma, 2003, Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps, Journal of Finance 58(4), 1651-1683.
Note containing correction follows as a PDF file: Download author file.
Volume 58, Issue 3 (June 2003)
Eraker, Bjørn, Michael Johannes, and Nicholas Polson, 2003, The Impact of Jumps in Volatility and Returns, Journal of Finance 58(3), 1269-1300.
PDF files containing corrections: Download file and supplement.
Volume 55, Issue 3 (June 2000)
Campbell R. Harvey and Akhtar Siddique, 2000. Conditional Skewness in Asset Pricing Tests, Journal of Finance 55:3, 1263-1295.
Note containing correction to one column in Table II follows as a PDF file: Download author file.
Volume 51, Issue 1 (March 1996)
Torben G. Andersen, 1996, Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility, Journal of Finance 51:1, 169-204.
Note containing correction follows as a PDF file: Download author file.
Volume 49, Issue 1 (March 1994)
Avanidhar Subrahmanyam, 1994, Circuit Breakers and Market Volatility: A Theoretical Perspective, Journal of Finance, 49:1, 237-254.
Note containing correction follows as a PDF file: Download author file.
Volume 48, Issue 4 (September 1993)
Gregory Connor and Robert A. Korajczyk, 1993, A Test for the Number of Factors in an Approximate Factor Model, Journal of Finance, 48:4, 1263-1291.
Note containing correction follows as a PDF file: Download author file.
Volume 47, Issue 1 (March 1992)
L. Zivney and William J. Bertin, 1992, Publish or Perish: What the Competition is Really Doing, Journal of Finance 47:1, 295-329.
Table IV (pp. 310-311) was incorrectly printed. The corrected table follows as a PDF file: Download author file.
Volume 46, Issue 1 (March 1991)
Milton Harris and Artur Raviv, 1991, The Theory of Capital Structure, Journal of Finance 46:1, 297-355.
There is an error in Tables IV, V, and VII concerning the description of results reported in “The Investment-Financing Nexus: Some Empirical Evidence,” by Michael Long and Been Malitz (Midland Corporate Finance Journal, 1985). While the text of “The Theory of Capital Structure” (p. 334) correctly states that Long and Malitz find a negative relationship between leverage and profitability, in Tables IV, V, and VII, a positive, but insignificant, relationship is incorrectly reported. The authors apologize for this error and thank Professor Michael Long of Rutgers University for bringing it to their attention.