Economics at your fingertips  

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 ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 52, issue 03, 2017

Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith? pp. 837-866 Downloads
Thomas W. Bates and David A. Becher
Investor Attrition and Fund Flows in Mutual Funds pp. 867-893 Downloads
Susan E. K. Christoffersen and Haoyu Xu
Fortune Favors the Bold pp. 895-925 Downloads
Costanza Meneghetti and Ryan Williams
Short-Term Interest Rates and Stock Market Anomalies pp. 927-961 Downloads
Paulo Maio and Pedro Santa-Clara
Individual Investors’ Dividend Taxes and Corporate Payout Policies pp. 963-990 Downloads
Oliver Zhen Li, Hang Liu, Chenkai Ni and Kangtao Ye
Gender Differences in Executives’ Access to Information pp. 991-1016 Downloads
A. Can Inci, M. P. Narayanan and H. Nejat Seyhun
Social Capital and Debt Contracting: Evidence from Bank Loans and Public Bonds pp. 1017-1047 Downloads
Iftekhar Hasan, Chun Keung Hoi, Qiang Wu and Hao Zhang
When and Why Do Venture-Capital-Backed Companies Obtain Venture Lending? pp. 1049-1080 Downloads
Tereza Tykvova
Hedge Funds: The Good, the Bad, and the Lucky pp. 1081-1109 Downloads
Yong Chen, Michael Cliff and Haibei Zhao
Investment–Cash Flow Sensitivity: Fact or Fiction? pp. 1111-1141 Downloads
Şenay Ağca and Abon Mozumdar
The Diminishing Benefits of U.S. Cross-Listing: Economic Consequences of SEC Rule 12h-6 pp. 1143-1181 Downloads
Chinmoy Ghosh and Fan He
Stock Market Mean Reversion and Portfolio Choice over the Life Cycle pp. 1183-1209 Downloads
Alexander Michaelides and Yuxin Zhang
Firm Default Prediction: A Bayesian Model-Averaging Approach pp. 1211-1245 Downloads
Jeffrey Traczynski
Dynamic Portfolio Choice with Linear Rebalancing Rules pp. 1247-1278 Downloads
Ciamac C. Moallemi and Mehmet Sağlam
New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods pp. 1279-1299 Downloads
David Blake, Tristan Caulfield, Christos Ioannidis and Ian Tonks

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 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 2017-07-26