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Journal of Financial and Quantitative Analysis

1966 - 2015

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

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Volume 50, issue 04, 2015

Using 10-K Text to Gauge Financial Constraints pp. 623-646 Downloads
Andriy Bodnaruk, Tim Loughran and Bill McDonald
Anticipating the 2007–2008 Financial Crisis: Who Knew What and When Did They Know It? pp. 647-669 Downloads
Biljana Adebambo, Paul Brockman and Yan, Xuemin (Sterling)
Director Histories and the Pattern of Acquisitions pp. 671-698 Downloads
Peter L. Rousseau and Caleb Stroup
Investor Sentiment and Mutual Fund Strategies pp. 699-727 Downloads
Massimo Massa and Vijay Yadav
You’re Fired! New Evidence on Portfolio Manager Turnover and Performance pp. 729-755 Downloads
Leonard Kostovetsky and Jerold B. Warner
Social Influence in the Housing Market pp. 757-779 Downloads
Carrie H. Pan and Christo A. Pirinsky
The Enterprise Multiple Investment Strategy: International Evidence pp. 781-800 Downloads
Christian Walkshäusl and Sebastian Lobe
How Important Is Financial Risk? pp. 801-824 Downloads
Söhnke Bartram, Gregory W. Brown and William Waller
A Synthesis of Two Factor Estimation Methods pp. 825-842 Downloads
Gregory Connor, Robert A. Korajczyk and Robert T. Uhlaner
Keynes the Stock Market Investor: A Quantitative Analysis pp. 843-868 Downloads
David Chambers, Elroy Dimson and Justin Foo
Future Lending Income and Security Value pp. 869-902 Downloads
Melissa Porras Prado
Sophistication, Sentiment, and Misreaction pp. 903-928 Downloads
Chuang-Chang Chang, Pei-Fang Hsieh and Yaw-Huei Wang

Volume 50, issue 03, 2015

Taxes and Capital Structure pp. 277-300 Downloads
Mara Faccio and Jin Xu
Capital Structure Decisions around the World: Which Factors Are Reliably Important? pp. 301-323 Downloads
Özde Öztekin
The Role of Government in the Labor–Creditor Relationship: Evidence from the Chrysler Bankruptcy pp. 325-348 Downloads
Bradley Blaylock, Alexander Edwards and Jared Stanfield
Changing the Nexus: The Evolution and Renegotiation of Venture Capital Contracts pp. 349-375 Downloads
Ola Bengtsson and Berk A. Sensoy
Giants at the Gate: Investment Returns and Diseconomies of Scale in Private Equity pp. 377-411 Downloads
Florencio Lopez-de-Silanes, Ludovic Phalippou and Oliver Gottschalg
Institutional Investors and the Information Production Theory of Stock Splits pp. 413-445 Downloads
Thomas J. Chemmanur, Gang Hu and Jiekun Huang
Bonus-Driven Repurchases pp. 447-475 Downloads
Yingmei Cheng, Jarrad Harford and Zhang, Tianming (Tim)
The Post-Acquisition Returns of Stock Deals: Evidence of the Pervasiveness of the Asset Growth Effect pp. 477-507 Downloads
Sandra Mortal and Michael J. Schill
Related Securities and Equity Market Quality: The Case of CDS pp. 509-541 Downloads
Ekkehart Boehmer, Sudheer Chava and Heather E. Tookes
Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets pp. 543-567 Downloads
Jens Hilscher, Joshua M. Pollet and Mungo Wilson
Trust, Investment, and Business Contracting pp. 569-595 Downloads
James S. Ang, Yingmei Cheng and Chaopeng Wu
Suitability Checks and Household Investments in Structured Products pp. 597-622 Downloads
Eric C. Chang, Dragon Yongjun Tang and Miao Ben Zhang

Volume 50, issue 1-2, 2015

Acquirer Valuation and Acquisition Decisions: Identifying Mispricing Using Short Interest pp. 1-32 Downloads
Itzhak Ben-David, Michael S. Drake and Darren T. Roulstone
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks pp. 33-60 Downloads
Paulo Maio and Pedro Santa-Clara
Firm Mortality and Natal Financial Care pp. 61-88 Downloads
Utpal Bhattacharya, Alexander Borisov and Xiaoyun Yu
Industries and Stock Return Reversals pp. 89-117 Downloads
Allaudeen Hameed and G. Mujtaba Mian
Once Burned, Twice Shy: Money Market Fund Responses to a Systemic Liquidity Shock pp. 119-144 Downloads
Philip E. Strahan and Başak Tanyeri
Do Happy People Make Optimistic Investors? pp. 145-168 Downloads
Guy Kaplanski, Haim Levy, Chris Veld and Yulia Veld-Merkoulova
Religion and Stock Price Crash Risk pp. 169-195 Downloads
Jeffrey L. Callen and Xiaohua Fang
The Diminishing Liquidity Premium pp. 197-229 Downloads
Azi Ben-Rephael, Ohad Kadan and Avi Wohl
Foreign Currency Returns and Systematic Risks pp. 231-250 Downloads
Victoria Atanasov and Thomas Nitschka
The Effects of Securities Class Action Litigation on Corporate Liquidity and Investment Policy pp. 251-275 Downloads
Matteo Arena and Brandon Julio

Volume 49, issue 5-6, 2014

A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns pp. 1133-1165 Downloads
René Garcia, Daniel Mantilla-García and Lionel Martellini
Communicating Private Information to the Equity Market Before a Dividend Cut: An Empirical Analysis pp. 1167-1199 Downloads
Thomas J. Chemmanur and Xuan Tian
Do Better-Connected CEOs Innovate More? pp. 1201-1225 Downloads
Olubunmi Faleye, Tunde Kovacs and Anand Venkateswaran
Treasury Bond Illiquidity and Global Equity Returns pp. 1227-1253 Downloads
Ruslan Goyenko and Sergei Sarkissian
Dividend Predictability Around the World pp. 1255-1277 Downloads
Jesper Rangvid, Maik Schmeling and Andreas Schrimpf
Corporate Policies of Republican Managers pp. 1279-1310 Downloads
Irena Hutton, Danling Jiang and Alok Kumar
Managed Distribution Policies in Closed-End Funds and Shareholder Activism pp. 1311-1337 Downloads
Martin Cherkes, Jacob S. Sagi and Z. Jay Wang
Detecting Regime Shifts in Credit Spreads pp. 1339-1364 Downloads
Olfa Maalaoui Chun, Georges Dionne and Pascal François
Inside Debt and Mergers and Acquisitions pp. 1365-1401 Downloads
Hieu V. Phan
On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom pp. 1403-1442 Downloads
Junye Li and Gabriele Zinna

Volume 49, issue 04, 2014

Debt Maturity Structure and Credit Quality pp. 817-842 Downloads
Radhakrishnan Gopalan, Fenghua Song and Vijay Yerramilli
Do Hedge Funds Reduce Idiosyncratic Risk? pp. 843-877 Downloads
Namho Kang, Péter Kondor and Ronnie Sadka
Aggregate Earnings and Market Returns: International Evidence pp. 879-901 Downloads
Wen He and Hu, Maggie (Rong)
Portfolio Concentration and Firm Performance pp. 903-931 Downloads
Anders Ekholm and Benjamin Maury
Antitakeover Provisions and Shareholder Wealth: A Survey of the Literature pp. 933-956 Downloads
Miroslava Straska and H. Gregory Waller
Corporate Governance and Innovation: Theory and Evidence pp. 957-1003 Downloads
Haresh Sapra, Ajay Subramanian and Krishnamurthy V. Subramanian
Deviations from Norms and Informed Trading pp. 1005-1037 Downloads
Alok Kumar and Jeremy K. Page
Success in Global Venture Capital Investing: Do Institutional and Cultural Differences Matter? pp. 1039-1070 Downloads
Rajarishi Nahata, Sonali Hazarika and Kishore Tandon
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios pp. 1071-1099 Downloads
Paolo Giordani, Tor Jacobson, Erik von Schedvin and Mattias Villani
Shareholder Litigation, Reputational Loss, and Bank Loan Contracting pp. 1101-1132 Downloads
Saiying Deng, Richard H. Willis and Li Xu

Volume 49, issue 03, 2014

Contingent Capital: The Case of COERCs pp. 541-574 Downloads
George Pennacchi, Theo Vermaelen and Christian Wolff
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach pp. 575-598 Downloads
Zeno Adams, Roland Füss and Reint Gropp
Asset Specificity, Industry-Driven Recovery Risk, and Loan Pricing pp. 599-631 Downloads
Christopher James and Atay Kizilaslan
Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence pp. 633-661 Downloads
Tim Bollerslev, James Marrone, Lai Xu and Hao Zhou
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation pp. 663-697 Downloads
Peter Christoffersen, Bruno Feunou, Kris Jacobs and Nour Meddahi
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics pp. 699-724 Downloads
Naresh Bansal, Robert A. Connolly and Chris Stivers
Trading in the Options Market around Financial Analysts’ Consensus Revisions pp. 725-747 Downloads
Darren K. Hayunga and Peter P. Lung
The Role of Growth Options in Explaining Stock Returns pp. 749-771 Downloads
Lenos Trigeorgis and Neophytos Lambertides
The Strategic Listing Decisions of Hedge Funds pp. 773-796 Downloads
Philippe Jorion and Christopher Schwarz
Recovering Delisting Returns of Hedge Funds pp. 797-815 Downloads
James E. Hodder, Jens Jackwerth and Olga Kolokolova

Volume 49, issue 02, 2014

How Does the Market Value Toxic Assets? pp. 297-319 Downloads
Francis A. Longstaff and Brett W. Myers
Leaders, Followers, and Risk Dynamics in Industry Equilibrium pp. 321-349 Downloads
Murray Carlson, Engelbert J. Dockner, Adlai Fisher and Ron Giammarino
Financial Expertise of the Board, Risk Taking, and Performance: Evidence from Bank Holding Companies pp. 351-380 Downloads
Bernadette A. Minton, Jérôme P. Taillard and Rohan Williamson
Transparency and Financing Choices of Family Firms pp. 381-408 Downloads
Tai-Yuan Chen, Sudipto Dasgupta and Yangxin Yu
Solvency Constraint, Underdiversification, and Idiosyncratic Risks pp. 409-430 Downloads
Hong Liu
Individual Investors and Broker Types pp. 431-451 Downloads
Kingsley Y. L. Fong, David R. Gallagher and Adrian Lee
Managerial Incentives, Risk Aversion, and Debt pp. 453-481 Downloads
Andreas Milidonis and Konstantinos Stathopoulos
Interest Rate Risk and the Cross Section of Stock Returns pp. 483-511 Downloads
Abraham Lioui and Paulo Maio
Who Gains from Buying Bad Bidders? pp. 513-540 Downloads
David Offenberg, Miroslava Straska and H. Gregory Waller

Volume 49, issue 01, 2014

Real Asset Illiquidity and the Cost of Capital pp. 1-32 Downloads
Hernán Ortiz-Molina and Gordon M. Phillips
Volume and Volatility in a Common-Factor Mixture of Distributions Model pp. 33-49 Downloads
Xiaojun He and Raja Velu
Bribe Payments and Innovation in Developing Countries: Are Innovating Firms Disproportionately Affected? pp. 51-75 Downloads
Meghana Ayyagari, Asli Demirguc-Kunt and Vojislav Maksimovic
Local Gambling Preferences and Corporate Innovative Success pp. 77-106 Downloads
Yangyang Chen, Edward Podolski, S. Ghon Rhee and Madhu Veeraraghavan
Momentum Effect as Part of a Market Equilibrium pp. 107-130 Downloads
Seung Mo Choi and Hwagyun Kim
Does the Location of Directors Matter? Information Acquisition and Board Decisions pp. 131-164 Downloads
Zinat S. Alam, Mark A. Chen, Conrad S. Ciccotello and Harley E. Ryan
Investing in the “New Economy”: Mutual Fund Performance and the Nature of the Firm pp. 165-191 Downloads
Swasti Gupta-Mukherjee
The Cross Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads pp. 193-220 Downloads
Redouane Elkamhi, Kris Jacobs and Xuhui Pan
Does the Disposition Effect Matter in Corporate Takeovers? Evidence from Institutional Investors of Target Companies pp. 221-248 Downloads
Pengfei Ye
Hindsight Effects in Dollar-Weighted Returns pp. 249-269 Downloads
Simon Hayley
On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns pp. 271-296 Downloads
Hui Guo, Haimanot Kassa and Michael F. Ferguson
Page updated 2015-12-01