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Journal of Financial and Quantitative Analysis

1966 - 2016

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

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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

Volume 50, issue 06, 2015

Lending Relationships and the Effect of Bank Distress: Evidence from the 2007–2009 Financial Crisis pp. 1165-1197 Downloads
Daniel Carvalho, Miguel Ferreira and Pedro Matos
Did TARP Banks Get Competitive Advantages? pp. 1199-1236 Downloads
Allen N. Berger and Raluca A. Roman
Is Momentum an Echo? pp. 1237-1267 Downloads
Amit Goyal and Sunil Wahal
Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility around the World pp. 1269-1292 Downloads
Yufeng Han, Ting Hu and David A. Lesmond
Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows pp. 1293-1319 Downloads
Gideon Ozik and Ronnie Sadka
The Role of Activist Hedge Funds in Financially Distressed Firms pp. 1321-1351 Downloads
Jongha Lim
Conflicts in Bankruptcy and the Sequence of Debt Issues pp. 1353-1388 Downloads
Abraham (Avri) Ravid, S., Ronald Sverdlove, Arturo Bris and Gabriela Coiculescu
Heterogeneity in Beliefs and Volatility Tail Behavior pp. 1389-1414 Downloads
Gurdip Bakshi, Dilip Madan and George Panayotov
Improving Mean Variance Optimization through Sparse Hedging Restrictions pp. 1415-1441 Downloads
Shingo Goto and Yan Xu
Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs pp. 1443-1471 Downloads
Victor DeMiguel, Alberto Martín-Utrera and Francisco J. Nogales
Trading Patterns and Market Integration in Overlapping Experimental Asset Markets pp. 1473-1499 Downloads
Patricia Chelley-Steeley, Brian Kluger, James Steeley and Paul Adams

Volume 50, issue 05, 2015

Industry Expertise of Independent Directors and Board Monitoring pp. 929-962 Downloads
Cong Wang, Fei Xie and Min Zhu
The Dynamics of Sovereign Credit Risk pp. 963-985 Downloads
Alexandre Jeanneret
Local Business Cycles and Local Liquidity pp. 987-1010 Downloads
Gennaro Bernile, George Korniotis, Alok Kumar and Qin Wang
Does Increased Competition Affect Credit Ratings? A Reexamination of the Effect of Fitch’s Market Share on Credit Ratings in the Corporate Bond Market pp. 1011-1035 Downloads
Kee-Hong Bae, Jun-Koo Kang and Jin Wang
Beyond the Carry Trade: Optimal Currency Portfolios pp. 1037-1056 Downloads
Pedro Barroso and Pedro Santa-Clara
Informational Content of Options Trading on Acquirer Announcement Return pp. 1057-1082 Downloads
Konan Chan, Li Ge and Tse-Chun Lin
Managerial Entrenchment and Firm Value: A Dynamic Perspective pp. 1083-1103 Downloads
Xin Chang and Hong Feng Zhang
Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables pp. 1105-1133 Downloads
Ralf Elsas and David Florysiak
The Impact of Investability on Asset Valuation pp. 1135-1163 Downloads
Vihang Errunza and Hai Ta

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 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 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
Page updated 2016-12-04