Journal of Financial Markets

1998 - 2026

Current editor(s): B. Lehmann, D. Seppi and A. Subrahmanyam

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Product markets, gender, and investment behavior: Daniel Bradley, Kyre Dane Lahtinen and Stephan Shipe
Identifying and characterizing opening auction manipulation: Huu Nhan Duong, Sean Foley, Petko S. Kalev and Kin Soon Lim
Informed securities lending: Evidence from structured finance: Alberto Manconi and Massimo Massa
AI availability and U.S. corporate bond markets: Feng Gao, Shuo Liu and Chuleng Qiu
Mandatory co-investment and lock-up in China: A case of inconsistency in gradualistic financial market reform: Chonglin Wang and Jia He
The crumbling wall between crypto and non-crypto markets: Risk transmission through stablecoins: Yiping Huang, Yang Ji, Juan Lin, Dan Su and Peng Wang
Corrigendum to “Search friction, liquidity risk, and bond misallocation” [J. Financ. Mark., 70 (2024) 100912]: Shuo Liu

Machine+Heuristics: Nonlinear parametric portfolio policies with economic restrictions: Haitao Li, Chongfeng Wu and Chunyang Zhou
Can news predict firm bankruptcy?: Siyu Bie, Guanhao Feng, Naixin Guo and Jingyu He
Environmental sustainability and stock returns: William O. Brown, Xiaoli Gao, Yufeng Han, Dayong Huang and Fang Wang
International corporate bond returns: Uncovering predictability using machine learning: Delong Li, Lei Lu, Zhen Qi and Guofu Zhou
Convertible bond return predictability with machine learning: Zhiyong Li, Yining Wang, Fang Qiao and Mei Yu
Estimating market liquidity from daily data: Marrying microstructure models and machine learning: Yuehao Dai, Chao Shi and Ruixun Zhang
Commodity sentiment in predicting index futures returns: Qunzi Zhang
Technical indicators and the cross-section of corporate bond returns in a machine learning era: Jern Tat Chin, Xu Guo, Hai Lin and Yi Mei
Meta-learning for return prediction in shifting market regimes: Yicheng Wang and Sandro Claudio Lera
Order flow and cryptocurrency returns: Alexia Anastasopoulos, Nikola Gradojevic, Fred Liu, Alex Maynard and Ilias Tsiakas
The AI and machine learning revolution in financial markets: Clara Vega, Dacheng Xiu and Liyan Yang
Bottom up vs. top down: What does firm 10-K tell us?: Landon J. Ross, Jim Horn, Mert Pilanci, Kaihong Luo and Guofu Zhou

Tick size increase and default risk of small-cap U.S. firms: Evidence from a natural experiment: Adnan Ashraf, Muhammad Saleem, Baolei Qi and Ayesha Shakill
Platform marketing growth and mutual fund outcomes: Evidence from China: Fuwei Jiang, Wei Ning and Can Yang
When does the tick size help or harm market quality? Evidence from the Tick Size Pilot: Yashar H. Barardehi, Peter Dixon, Qiyu Liu and Ariel Lohr
The effect of stock market indexing on option market conditions: Eric C. Chang, Li Ge, Tse-Chun Lin and Xiaorong Ma
Incentives matter: Domestic funds and price informativeness improvement: Shaoling Chen, Xi Wu, Haisheng Yang and Jiaying Zhong
Intraday proprietary traders and short-term mispricing: V. Ravi Anshuman, Prachi Deuskar, Krishnamurthy V. Subramanian and Ramabhadran S. Thirumalai

Dealer competition in over-the-counter markets: Alexander Singer
Does familiarity breed activism? Geography and hedge fund activism: Olubunmi Faleye
The Chinese trading halt puzzle: Crocker H. Liu, Charles Trzcinka and Ziwei Zhao
Extreme fund performance and investor divergence in beliefs about manager skill: Yaosong Zhan, Wenwen Zhang and Zhenya Liu
Do investors gamble with going-concern firms?: Asad Kausar, Alok Kumar and Richard J. Taffler
Can institutional investors always beat individual investors?: Yaqing Yang, Junqing Kang and Youcheng Lou

Do designated market makers provide liquidity during downward extreme price movements?: Mario Bellia, Kim Christensen, Aleksey Kolokolov, Loriana Pelizzon and Roberto Renò
Risk concerns and market liquidity: A regression discontinuity design: Wenlian Lin, Jerry Cao and Yong Li
Trading behavior, asset price, and market quality: Based on probabilistic attitude: Jianchun Sun and Shunming Zhang
Social norms and stock lending: Danling Jiang, Baixiao Liu and Steven Chong Xiao
Liquidity spillovers: Evidence from two-step spinoffs: Yakov Amihud, Sahn-Wook Huh and Avanidhar Subrahmanyam
Institutional trading and ESG controversies: Lai T. Hoang, Marvin Wee, Joey Wenling Yang and Jing Yu

Queuing and inventories in limit order markets: Corey Garriott, Vincent van Kervel and Marius Zoican
ETF effects: The role of primary versus secondary market activities: Carole Comerton-Forde and Thomas Marta
Faster than flying: High-speed rail, investors, and firms: Lu Qin, Don M. Autore, Danling Jiang and Hongquan Zhu
On the efficiency contributions of analyst recommendations to financial markets: Youngmin Choi and Suzanne S. Lee
Stock exchanges as platforms for data and trading: Terrence Hendershott, Marc Rysman and Rainer Schwabe
Institutional granular impact is benign on asset sales and price efficiency: Yinghua Fan, Guanhao Feng, Xiao Qiao and Sayad Baronyan

Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal: Ioanna Lachana and David Schröder
Revisiting the ∪-shaped patterns in volatility and price impacts: Novel results using trade-time estimates: Yashar H. Barardehi and Dan Bernhardt
Speed competition and strategic trading: Xue-Zhong He and Junqing Kang
Auction-based tests of inventory control and private information in a centralized interdealer FX market: Jean Bonaldi and Mauricio Villamizar-Villegas

Coarse pricing in QE auctions: Yusuke Tsujimoto
Does the threat of short selling discipline management? Evidence from default risk changes around regulation SHO: Keming Li, Takeshi Nishikawa and Ramesh P. Rao
Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation: Mitsuru Katagiri, Junnosuke Shino and Koji Takahashi
Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency: Hao Jiang, Yong Ma and Tianyang Wang