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Journal of Financial and Quantitative Analysis

1966 - 2017

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.

Series data maintained by Keith Waters ().

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Volume 52, issue 02, 2017

Upper Bounds on Return Predictability pp. 401-425 Downloads
Dashan Huang and Guofu Zhou
Best Practice for Cost-of-Capital Estimates pp. 427-463 Downloads
Yaron Levi and Ivo Welch
Institutional Investment Constraints and Stock Prices pp. 465-489 Downloads
Jie Cao, Bing Han and Qinghai Wang
The Timing and Source of Long-Run Returns Following Repurchases pp. 491-517 Downloads
Leonce Bargeron, Alice Bonaime and Shawn Thomas
CEO Tournaments: A Cross-Country Analysis of Causes, Cultural Influences, and Consequences pp. 519-551 Downloads
Natasha Burns, Kristina Minnick and Laura Starks
The Effect of Labor Unions on CEO Compensation pp. 553-582 Downloads
Qianqian Huang, Feng Jiang, Erik Lie and Tingting Que
CEO Turnover–Performance Sensitivity in Private Firms pp. 583-611 Downloads
Huasheng Gao, Jarrad Harford and Kai Li
Policy Uncertainty and Mergers and Acquisitions pp. 613-644 Downloads
Nam H. Nguyen and Hieu V. Phan
Why Do Short Sellers Like Qualitative News? pp. 645-675 Downloads
Bastian von Beschwitz, Oleg Chuprinin and Massimo Massa
Stapled Financing, Value Certification, and Lending Efficiency pp. 677-703 Downloads
Hadiye Aslan and Praveen Kumar
Informed Trading around Stock Split Announcements: Evidence from the Option Market pp. 705-735 Downloads
Philip Gharghori, Edwin D. Maberly and Annette Nguyen
Information Characteristics and Errors in Expectations: Experimental Evidence pp. 737-750 Downloads
Constantinos Antoniou, Glenn W. Harrison, Morten I. Lau and Daniel Read
Gender and Board Activeness: The Role of a Critical Mass pp. 751-780 Downloads
Miriam Schwartz-Ziv
Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses pp. 781-809 Downloads
Natalie Y. Oh, Jerry T. Parwada and Eric K. M. Tan
Annual Report Readability, Tone Ambiguity, and the Cost of Borrowing pp. 811-836 Downloads
Mine Ertugrul, Jin Lei, Jiaping Qiu and Chi Wan

Volume 52, issue 01, 2017

Strategic Delays and Clustering in Hedge Fund Reported Returns pp. 1-35 Downloads
George O. Aragon and Vikram Nanda
Industrial Electricity Usage and Stock Returns pp. 37-69 Downloads
Zhi Da, Dayong Huang and Hayong Yun
Seasonal Asset Allocation: Evidence from Mutual Fund Flows pp. 71-109 Downloads
Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi and Russ Wermers
The Dynamics of Performance Volatility and Firm Valuation pp. 111-142 Downloads
Jianxin Daniel Chi and Xunhua Su
Short-Term Reversals: The Effects of Past Returns and Institutional Exits pp. 143-173 Downloads
Si Cheng, Allaudeen Hameed, Avanidhar Subrahmanyam and Sheridan Titman
Key Human Capital pp. 175-214 Downloads
Ryan D. Israelsen and Scott E. Yonker
Real Options, Idiosyncratic Skewness, and Diversification pp. 215-241 Downloads
Luca Del Viva, Eero Kasanen and Lenos Trigeorgis
What Drives the Commonality between Credit Default Swap Spread Changes? pp. 243-275 Downloads
Mike Anderson
Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing pp. 277-303 Downloads
José Afonso Faias and Pedro Santa-Clara
Sovereign Default Risk and the U.S. Equity Market pp. 305-339 Downloads
Alexandre Jeanneret
Model Uncertainty and Exchange Rate Forecasting pp. 341-363 Downloads
Roy Kouwenberg, Agnieszka Markiewicz, Ralph Verhoeks and Remco C. J. Zwinkels
Social Screens and Systematic Investor Boycott Risk pp. 365-399 Downloads
H. Arthur Luo and Ronald Balvers

Volume 51, issue 06, 2016

Creative Destruction and Asset Prices pp. 1739-1768 Downloads
Joachim Grammig and Stephan Jank
Horizon Pricing pp. 1769-1793 Downloads
Avraham Kamara, Robert Korajczyk, Xiaoxia Lou and Ronnie Sadka
Liquidity Risk and the Credit Crunch of 2007–2008: Evidence from Micro-Level Data on Mortgage Loan Applications pp. 1795-1822 Downloads
Adonis Antoniades
Cash Holdings, Competition, and Innovation pp. 1823-1861 Downloads
Evgeny Lyandres and Berardino Palazzo
How Do Frictions Affect Corporate Investment? A Structural Approach pp. 1863-1895 Downloads
M. Cecilia Bustamante
Time-Varying Liquidity and Momentum Profits pp. 1897-1923 Downloads
Doron Avramov, Si Cheng and Allaudeen Hameed
Urban Agglomeration and CEO Compensation pp. 1925-1953 Downloads
Bill B. Francis, Iftekhar Hasan, Kose John and Maya Waisman
Spreading the Misery? Sources of Bankruptcy Spillover in the Supply Chain pp. 1955-1990 Downloads
Madhuparna Kolay, Michael Lemmon and Elizabeth Tashjian
Sentiment and the Effectiveness of Technical Analysis: Evidence from the Hedge Fund Industry pp. 1991-2013 Downloads
David M. Smith, Na Wang, Ying Wang and Edward J. Zychowicz
Continuing Overreaction and Stock Return Predictability pp. 2015-2046 Downloads
Suk Joon Byun, Sonya Lim and Sang Hyun Yun

Volume 51, issue 05, 2016

Buyers versus Sellers: Who Initiates Trades, and When? pp. 1467-1490 Downloads
Tarun Chordia, Amit Goyal and Narasimhan Jegadeesh
Blockholder Heterogeneity, CEO Compensation, and Firm Performance pp. 1491-1520 Downloads
Christopher P. Clifford and Laura Lindsey
Anchoring Credit Default Swap Spreads to Firm Fundamentals pp. 1521-1543 Downloads
Jennie Bai and Liuren Wu
Speculators, Prices, and Market Volatility pp. 1545-1574 Downloads
Celso Brunetti, Bahattin Büyükşahin and Jeffrey Harris
Do Banks Issue Equity When They Are Poorly Capitalized? pp. 1575-1609 Downloads
Valeriya Dinger and Francesco Vallascas
The Strategic Behavior of Firms with Debt pp. 1611-1636 Downloads
Jérôme Reboul and Anna Toldrà-Simats
To Pay or Be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets pp. 1637-1662 Downloads
Robert Battalio, Andriy Shkilko and Robert Van Ness
Initial Public Offering Allocations, Price Support, and Secondary Investors pp. 1663-1688 Downloads
Sturla Lyngnes Fjesme
Alliances and Return Predictability pp. 1689-1717 Downloads
Jie Cao, Tarun Chordia and Chen Lin
Shareholder Composition and Managerial Compensation pp. 1719-1738 Downloads
Shinya Shinozaki, Hiroshi Moriyasu and Konari Uchida

Volume 51, issue 04, 2016

Differential Access to Price Information in Financial Markets pp. 1071-1110 Downloads
David Easley, O’Hara, Maureen and Liyan Yang
Labor Income, Relative Wealth Concerns, and the Cross Section of Stock Returns pp. 1111-1133 Downloads
Juan-Pedro Gómez, Richard Priestley and Fernando Zapatero
Investment and Cash Flow: New Evidence pp. 1135-1164 Downloads
Jonathan Lewellen and Katharina Lewellen
Asymmetric Information, Financial Reporting, and Open-Market Share Repurchases pp. 1165-1192 Downloads
Matthew T. Billett and Miaomiao Yu
Does Common Analyst Coverage Explain Excess Comovement? pp. 1193-1229 Downloads
Ryan D. Israelsen
Does Competition Matter for Corporate Governance? The Role of Country Characteristics pp. 1231-1267 Downloads
Jean-Claude Cosset, Hyacinthe Y. Somé and Pascale Valéry
Human Capital, Management Quality, and the Exit Decisions of Entrepreneurial Firms pp. 1269-1295 Downloads
Shan He and C. Wei Li
Ambiguity Aversion and Underdiversification pp. 1297-1323 Downloads
Massimo Guidolin and Hening Liu
The Determinants and Performance Impact of Outside Board Leadership pp. 1325-1358 Downloads
Steven Balsam, John Puthenpurackal and Arun Upadhyay
Option Valuation with Macro-Finance Variables pp. 1359-1389 Downloads
Christian Dorion
The Effects of Government Interventions in the Financial Sector on Banking Competition and the Evolution of Zombie Banks pp. 1391-1436 Downloads
Cesar Calderon and Klaus Schaeck
Estimating Beta pp. 1437-1466 Downloads
Fabian Hollstein and Marcel Prokopczuk

Volume 51, issue 03, 2016

Risk, Uncertainty, and Expected Returns pp. 707-735 Downloads
Turan G. Bali and Hao Zhou
Are Ex Ante CEO Severance Pay Contracts Consistent with Efficient Contracting? pp. 737-769 Downloads
Brian D. Cadman, John L. Campbell and Sandy Klasa
On the Style-Based Feedback Trading of Mutual Fund Managers pp. 771-800 Downloads
Bart Frijns, Aaron Gilbert and Remco C. J. Zwinkels
The Price of Street Friends: Social Networks, Informed Trading, and Shareholder Costs pp. 801-837 Downloads
Jie Cai, Ralph A. Walkling and Ke Yang
Bank Skin in the Game and Loan Contract Design: Evidence from Covenant-Lite Loans pp. 839-873 Downloads
Matthew T. Billett, Redouane Elkamhi, Latchezar Popov and Raunaq S. Pungaliya
New Evidence on the Forward Premium Puzzle pp. 875-897 Downloads
Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw
Corporate Boards and SEOs: The Effect of Certification and Monitoring pp. 899-927 Downloads
Miguel Ferreira and Paul Laux
What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy pp. 929-957 Downloads
Charles Cao, Bradley A. Goldie, Bing Liang and Lubomir Petrasek
Portfolio Diversification and International Corporate Bonds pp. 959-983 Downloads
Edith Liu
Understanding Portfolio Efficiency with Conditioning Information pp. 985-1011 Downloads
Francisco Peñaranda
The Valuation of Hedge Funds’ Equity Positions pp. 1013-1037 Downloads
Gjergji Cici, Alexander Kempf and Alexander Puetz
A Rent-Protection Explanation for SEO Flotation-Method Choice pp. 1039-1069 Downloads
Xueping Wu, Zheng Wang and Jun Yao

Volume 51, issue 02, 2016

Inside Debt and Bank Risk pp. 359-385 Downloads
Sjoerd van Bekkum
Capital Market Efficiency and Arbitrage Efficacy pp. 387-413 Downloads
Ferhat Akbas, Will J. Armstrong, Sorin Sorescu and Avanidhar Subrahmanyam
Making Waves: To Innovate or Be a Fast Second? pp. 415-433 Downloads
Chris Yung
Does Information-Processing Cost Affect Firm-Specific Information Acquisition? Evidence from XBRL Adoption pp. 435-462 Downloads
Yi Dong, Oliver Zhen Li, Yupeng Lin and Chenkai Ni
Who Moves Markets in a Sudden Marketwide Crisis? Evidence from 9/11 pp. 463-487 Downloads
Timothy R. Burch, Douglas R. Emery and Michael E. Fuerst
The Role of Mutual Funds in Corporate Governance: Evidence from Mutual Funds’ Proxy Voting and Trading Behavior pp. 489-513 Downloads
Ying Duan and Yawen Jiao
Gambling Preferences, Options Markets, and Volatility pp. 515-540 Downloads
Benjamin Blau, T. Boone Bowles and Ryan J. Whitby
Real Economic Shocks and Sovereign Credit Risk pp. 541-587 Downloads
Patrick Augustin and Roméo Tédongap
Analyst Coverage and Real Earnings Management: Quasi-Experimental Evidence pp. 589-627 Downloads
Rustom M. Irani and David Oesch
Benchmarking and Currency Risk pp. 629-654 Downloads
Massimo Massa, Yanbo Wang and Hong Zhang
Time-Varying Margin Requirements and Optimal Portfolio Choice pp. 655-683 Downloads
Oleg Rytchkov
Systematic Tail Risk pp. 685-705 Downloads
Maarten van Oordt and Chen Zhou

Volume 51, issue 01, 2016

Bank Competition and Financial Stability: Evidence from the Financial Crisis pp. 1-28 Downloads
Brian Akins, Lynn Li, Jeffrey Ng and Tjomme O. Rusticus
Private Equity Firms’ Reputational Concerns and the Costs of Debt Financing pp. 29-54 Downloads
Rongbing Huang, Jay R. Ritter and Donghang Zhang
Business Microloans for U.S. Subprime Borrowers pp. 55-83 Downloads
Cesare Fracassi, Mark J. Garmaise, Shimon Kogan and Gabriel Natividad
Gambling and Comovement pp. 85-111 Downloads
Alok Kumar, Jeremy K. Page and Oliver G. Spalt
CEO Narcissism and the Takeover Process: From Private Initiation to Deal Completion pp. 113-137 Downloads
Nihat Aktas, Eric de Bodt, Helen Bollaert and Richard Roll
CEO Personal Risk-Taking and Corporate Policies pp. 139-164 Downloads
Matthew D. Cain and Stephen B. McKeon
Flashes of Trading Intent at NASDAQ pp. 165-196 Downloads
Johannes A. Skjeltorp, Elvira Sojli and Wing Wah Tham
Strategic Default, Debt Structure, and Stock Returns pp. 197-229 Downloads
Philip Valta
Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework pp. 231-257 Downloads
Haitao Li, Yuewu Xu and Xiaoyan Zhang
Cross-Listing Waves pp. 259-306 Downloads
Sergei Sarkissian and Michael J. Schill
Financial Weakness and Product Market Performance: Internal Capital Market Evidence pp. 307-332 Downloads
Ryoonhee Kim
The Politics of Related Lending pp. 333-358 Downloads
Michael Halling, Pegaret Pichler and Alex Stomper
Page updated 2017-05-29