Economics at your fingertips  

Journal of Financial and Quantitative Analysis

1966 - 2013

from Cambridge University Press
The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU 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 48, issue 02, 2013

How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements pp. 343-375 Downloads
Pavel Gregory Savor and Mungo Wilson
Speculative Retail Trading and Asset Prices pp. 377-404 Downloads
Bing Han and Alok Kumar
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds pp. 405-425 Downloads
Edwin J. Elton, Martin J. Gruber, Christopher R. Blake and Or Shachar
Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance pp. 427-458 Downloads
David R. Gallagher, Peter A. Gardner and Peter Lawrence Swan
Telltale Tails: A New Approach to Estimating Unique Market Information Shares pp. 459-488 Downloads
Joachim Grammig and Franziska J. Peter
Volume Dynamics and Multimarket Trading pp. 489-518 Downloads
Michael Halling, Pamela C. Moulton and Marios Panayides
Zero-R 2Hedge Funds and Market Neutrality pp. 519-547 Downloads
Nicolas P. B. Bollen
Risk Management with Leverage: Evidence from Project Finance pp. 549-577 Downloads
Soku Byoun, Jaemin Kim and Sean Sehyun Yoo
Ownership Dynamics with Large Shareholders: An Empirical Analysis pp. 579-609 Downloads
Marcelo Donelli, Borja Larrain and . Francisco Urzúa
The Value of Marriage to Family Firms pp. 611-636 Downloads
Pramuan Bunkanwanicha, Joseph P. H. Fan and Yupana Wiwattanakantang
State Antitakeover Laws and Voluntary Disclosure pp. 637-668 Downloads
Yijiang Zhao, Arthur Allen and Iftekhar Hasan

Volume 48, issue 01, 2013

Do Portfolio Distortions Reflect Superior Information or Psychological Biases? pp. 1-45 Downloads
George M. Korniotis and Alok Kumar
The Role of Anchoring Bias in the Equity Market: Evidence from Analysts’ Earnings Forecasts and Stock Returns pp. 47-76 Downloads
Ling Cen, Gilles Hilary and K. C. John Wei
Capital Allocation by Public and Private Firms pp. 77-103 Downloads
Sandra Mortal and Natalia Reisel
Director Ownership, Governance, and Performance pp. 105-135 Downloads
Sanjai Bhagat and Brian Bolton
CEO Overconfidence and International Merger and Acquisition Activity pp. 137-164 Downloads
Stephen P. Ferris, Narayanan Jayaraman and Sanjiv Sabherwal
Executive Compensation and Business Policy Choices at U.S. Commercial Banks pp. 165-196 Downloads
Robert DeYoung, Emma Y. Peng and Meng Yan
Nonmonetary Benefits, Quality of Life, and Executive Compensation pp. 197-218 Downloads
Xin Deng and Huasheng Gao
Liquidity Risk, Return Predictability, and Hedge Funds’ Performance: An Empirical Study pp. 219-244 Downloads
Rajna Gibson Brandon and Songtao Wang
Cognitive Dissonance, Sentiment, and Momentum pp. 245-275 Downloads
Constantinos Antoniou, John A. Doukas and Avanidhar Subrahmanyam
Using Samples of Unequal Length in Generalized Method of Moments Estimation pp. 277-307 Downloads
Anthony W. Lynch and Jessica A. Wachter
Solving the Return Deviation Conundrum of Leveraged Exchange-Traded Funds pp. 309-342 Downloads
Hongfei Tang and Xiaoqing Eleanor Xu

Volume 47, issue 06, 2012

Aggregate Idiosyncratic Volatility pp. 1155-1185 Downloads
Geert Bekaert, Robert James Hodrick and Xiaoyan Zhang
Corporate Governance, Finance, and the Real Sector pp. 1187-1214 Downloads
Paolo Fulghieri and Matti Suominen
The Principal Principle pp. 1215-1246 Downloads
Sanjiv Ranjan Das
Effects of Bank Regulation and Lender Location on Loan Spreads pp. 1247-1278 Downloads
Li Hao, Debarshi K. Nandy and Gordon Roberts
Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced? pp. 1279-1301 Downloads
Mahmoud Botshekan, Roman Kraeussl and André Lucas
Information Content of Earnings Announcements: Evidence from After-Hours Trading pp. 1303-1330 Downloads
Christine X. Jiang, Tanakorn Likitapiwat and Thomas H. McInish
Modeling the Cross Section of Stock Returns: A Model Pooling Approach pp. 1331-1360 Downloads
O’Doherty, Michael, N. E. Savin and Ashish Tiwari
Futures Cross-Hedging with a Stationary Basis pp. 1361-1395 Downloads
Stefan Ankirchner, Georgi Dimitroff, Gregor Heyne and Christian Pigorsch

Volume 47, issue 05, 2012

It Pays to Follow the Leader: Acquiring Targets Picked by Private Equity pp. 901-931 Downloads
Amy Dittmar, Di Li and Amrita Nain
“Preparing” the Equity Market for Adverse Corporate Events: A Theoretical Analysis of Firms Cutting Dividends pp. 933-972 Downloads
Thomas J Chemmanur and Xuan Tian
The Optimal Use of Return Predictability: An Empirical Study pp. 973-1001 Downloads
Abhay Abhyankar, Devraj Basu and Alexander Stremme
Dividend Growth, Cash Flow, and Discount Rate News pp. 1003-1028 Downloads
Ian Garrett and Richard Priestley
Shareholders in the Boardroom: Wealth Effects of the SEC’s Proposal to Facilitate Director Nominations pp. 1029-1057 Downloads
Ali C. Akyol, Wei Fen Lim and Patrick Verwijmeren
The Credibility of Open Market Share Repurchase Signaling pp. 1059-1088 Downloads
Ilona Babenko, Yuri Tserlukevich and Alexander Vedrashko
Validation of Default Probabilities pp. 1089-1123 Downloads
Andreas Blöchlinger
Loss Allocation in Securitization Transactions pp. 1125-1153 Downloads
Günter Franke, Markus Herrmann and Thomas Weber

Volume 47, issue 04, 2012

Leverage Expectations and Bond Credit Spreads pp. 689-714 Downloads
Mark Jeffrey Flannery, Nikolova, Stanislava (Stas) and Özde Öztekin
Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open pp. 715-741 Downloads
Henk Berkman, Paul D. Koch, Laura Tuttle and Ying Jenny Zhang
Are CFOs’ Trades More Informative Than CEOs’ Trades? pp. 743-762 Downloads
Weimin Wang, Yong-Chul Shin and Bill B. Francis
Sell-Side Information Production in Financial Markets pp. 763-794 Downloads
Zhaohui Chen and William J. Wilhelm
The Prevalence of the Disposition Effect in Mutual Funds’ Trades pp. 795-820 Downloads
Gjergji Cici
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate pp. 821-849 Downloads
Albert J. Menkveld, Asani Sarkar and Michel van der Wel
Heterogeneous Beliefs and Risk-Neutral Skewness pp. 851-872 Downloads
Geoffrey C. Friesen, Yi Zhang and Thomas S. Zorn
Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion pp. 873-899 Downloads
Changling Chen, Alan Guoming Huang and Ranjini Jha

Volume 47, issue 03, 2012

The Desire to Acquire and IPO Long-Run Underperformance pp. 493-510 Downloads
James C. Brau, Robert B. Couch and Ninon K. Sutton
A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds pp. 511-535 Downloads
Joost Driessen, Tse-Chun Lin and Ludovic Phalippou
The Performance of Investment Bank-Affiliated Mutual Funds: Conflicts of Interest or Informational Advantage? pp. 537-565 Downloads
Hao, (Grace) Qing and Yan, Xuemin (Sterling)
Do Pension-Related Business Ties Influence Mutual Fund Proxy Voting? Evidence from Shareholder Proposals on Executive Compensation pp. 567-588 Downloads
Rasha Ashraf, Narayanan Jayaraman and Harley E. Ryan
Equity Mispricing and Leverage Adjustment Costs pp. 589-616 Downloads
Richard S. Warr, William B. Elliott, Johanna Koëter-Kant and Özde Öztekin
Long-Term Effects of a Financial Crisis: Evidence from Cash Holdings of East Asian Firms pp. 617-641 Downloads
Song, Kyojik (Roy) and Youngjoo Lee
The Log-Linear Return Approximation, Bubbles, and Predictability pp. 643-665 Downloads
Tom Engsted, Thomas Quistgaard Pedersen and Carsten Tanggaard
The Value of Active Investing: Can Active Institutional Investors Remove Excess Comovement of Stock Returns? pp. 667-688 Downloads
Pengfei Ye

Volume 47, issue 02, 2012

Volatility Trading: What Is the Role of the Long-Run Volatility Component? pp. 273-307 Downloads
Guofu Zhou and Yingzi Zhu
Stocks, Bonds, and Long-Run Consumption Risks pp. 309-332 Downloads
Henrik Hasseltoft
Asset Liquidity and Stock Liquidity pp. 333-364 Downloads
Radhakrishnan Gopalan, Ohad Kadan and Mikhail Pevzner
The Dividend Initiation Decision of Newly Public Firms: Some Evidence on Signaling with Dividends pp. 365-396 Downloads
Jayant R. Kale, Omesh Kini and Janet D. Payne
Corporate Governance and Innovation pp. 397-413 Downloads
O’Connor, Matthew and Matthew Rafferty
Clean Sweep: Informed Trading through Intermarket Sweep Orders pp. 415-435 Downloads
Sugato Chakravarty, Pankaj K. Jain, James Upson and Robert Wood
It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification pp. 437-467 Downloads
Chris Kirby and Barbara Ostdiek
Repurchases, Reputation, and Returns pp. 469-491 Downloads
Alice Adams Bonaimé

Volume 47, issue 01, 2012

Inefficient Labor or Inefficient Capital? Corporate Diversification and Productivity around the World pp. 1-22 Downloads
Todd Mitton
An International Comparison of Capital Structure and Debt Maturity Choices pp. 23-56 Downloads
Joseph P. H. Fan, Sheridan Titman and Garry Twite
Sources of Gains in Corporate Mergers: Refined Tests from a Neglected Industry pp. 57-89 Downloads
David A. Becher, J. Harold Mulherin and Ralph A. Walkling
Survival of Overconfidence in Currency Markets pp. 91-113 Downloads
Thomas Oberlechner and Carol Osler
The Cross Section of Expected Returns with MIDAS Betas pp. 115-135 Downloads
Mariano Gonzalez, Juan Nave and Gonzalo Rubio
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle pp. 137-158 Downloads
Henri Nyberg
The Performance of Corporate Bond Mutual Funds: Evidence Based on Security-Level Holdings pp. 159-178 Downloads
Gjergji Cici and Scott Gibson
Financial Strength and Product Market Competition: Evidence from Asbestos Litigation pp. 179-211 Downloads
Charles J. Hadlock and Ramana Sonti
Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity pp. 213-239 Downloads
Balasingham Balachandran, Robert William Faff, Michael Theobald and Tony van Zijl
Term Structure Estimation with Survey Data on Interest Rate Forecasts pp. 241-272 Downloads
Don H. Kim and Athanasios Orphanides
Page updated 2014-12-22