Financial Management
2006 - 2025
Continuation of Financial Management. Current editor(s): William G. Christie From Financial Management Association International Contact information at EDIRC. Bibliographic data for series maintained by Wiley Content Delivery (). Access Statistics for this journal.
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Volume 49, issue 4, 2020
- Predicting hedge fund performance when fund returns are skewed pp. 877-896

- Andrea J. Heuson, Mark C. Hutchinson and Alok Kumar
- Conditional currency hedging pp. 897-923

- Melk C. Bucher
- Corporate watchdogs pp. 925-947

- Marco Navone and Thomas To
- Credit supply and capital structure adjustments pp. 949-972

- Shofiqur Rahman
- Fast and slow cancellations and trader behavior pp. 973-996

- Thomas H. McInish, Olena Nikolsko‐Rzhevska, Alex Nikolsko‐Rzhevskyy and Irina Panovska
- Performance peer groups in CEO compensation contracts pp. 997-1027

- Tor‐Erik Bakke, Hamed Mahmudi and Ashley Newton
- Can online annual general meetings increase shareholders’ participation in corporate governance? pp. 1029-1050

- Huasheng Gao, Jun Huang and Tianshu Zhang
- Avoiding inheritance taxes in family firms pp. 1051-1082

- Hojong Shin
- Limited attention and portfolio choice: The impact of attention allocation on mutual fund performance pp. 1083-1125

- Swasti Gupta‐Mukherjee and Ankur Pareek
Volume 49, issue 3, 2020
- Financial literacy and financial resilience: Evidence from around the world pp. 589-614

- Leora Klapper and Annamaria Lusardi
- Can mispricing explain the value premium? pp. 615-633

- Jeffrey F. Jaffe, Jan Jindra, David J. Pedersen and Torben Voetmann
- Cash cycle: A cross‐country analysis pp. 635-671

- Abu Jalal and Shahriar Khaksari
- Glamour among value: P/E ratios and value investor attention pp. 673-706

- Jordan Moore
- How much should portfolios shrink? pp. 707-740

- Chulwoo Han
- The dark side of individual blockholder philanthropy pp. 741-767

- Thomas D. Shohfi and Roger White
- Option trading after the opening bell and intraday stock return predictability pp. 769-804

- Kelley Bergsma, Andy Fodor, Vijay Singal and Jitendra Tayal
- Portfolio manager home‐country culture and mutual fund risk‐taking pp. 805-838

- Wei Jiao
- Financing seasonal demand pp. 839-870

- Douglas (DJ) Fairhurst
Volume 49, issue 2, 2020
- Mispriced index option portfolios pp. 297-330

- George Constantinides, Michal Czerwonko and Stylianos Perrakis
- Crowdfunding models: Keep‐It‐All vs. All‐Or‐Nothing pp. 331-360

- Douglas Cumming, Gaël Leboeuf and Armin Schwienbacher
- Director attention and firm value pp. 361-387

- Rex Wang Renjie and Patrick Verwijmeren
- Director overconfidence pp. 389-422

- Randy Beavers and Shawn Mobbs
- A project‐level analysis of value creation in firms pp. 423-446

- Jonathan B. Cohn, Umit G. Gurun and Rabih Moussawi
- Local religious beliefs and municipal bond market outcomes pp. 447-471

- Alex Annan Abakah
- Bank capital buffers in a dynamic model pp. 473-502

- Jochen Mankart, Alexander Michaelides and Spyros Pagratis
- Cybersecurity breaches and cash holdings: Spillover effect pp. 503-519

- Priya Garg
- The effects of rural–urban migration on corporate innovation: Evidence from a natural experiment in China pp. 521-545

- Deqiu Chen, Huasheng Gao, Jiang Luo and Yujing Ma
- Within‐syndicate conflicts, loan covenants, and syndicate formation pp. 547-583

- Nishant Dass, Vikram Nanda and Qinghai Wang
Volume 49, issue 1, 2020
- The investment behavior of buyout funds: Theory and evidence pp. 3-32

- Alexander Ljungqvist, Matthew Richardson and Daniel Wolfenzon
- Order anticipation around predictable trades pp. 33-67

- Mehmet Sağlam
- Endogenous debt maturity and rollover risk pp. 69-90

- Emanuele Brancati and Marco Macchiavelli
- The Benefits of Overvaluation: Evidence from Mergers and Acquisitions pp. 91-133

- Evangelos Vagenas‐Nanos
- Fund selection, style allocation, and active management abilities: Evidence from funds of hedge funds’ holdings pp. 135-159

- Chao Gao, Timothy D. Haight and Chengdong Yin
- Foreign market portfolio concentration and performance pp. 161-177

- Sturla Fjesme
- Vertical integration as an input price hedge: The case of Delta Air Lines and trainer refinery pp. 179-206

- Abdullah Mohammed Almansur, William L. Megginson and Leonid V. Pugachev
- Price discovery and persistent arbitrage violations in credit markets pp. 207-233

- Hai Lin, Kasing Man, Junbo Wang and Chunchi Wu
- Corporate Governance and Financial Peer Effects pp. 235-263

- Douglas (DJ) Fairhurst and Yoonsoo Nam
- Required return on equity when capital structure is dynamic pp. 265-289

- Na Dai and Louis R. Piccotti
Volume 48, issue 4, 2019
- Foreword pp. 979-979

- Christine A. Parlour
- The future of fintech pp. 981-1007

- Sanjiv Das
- The roles of alternative data and machine learning in fintech lending: Evidence from the LendingClub consumer platform pp. 1009-1029

- Julapa Jagtiani and Catharine Lemieux
- Insights from bitcoin trading pp. 1031-1048

- Pankaj K. Jain, Thomas McInish and Jonathan L. Miller
- Cryptocurrencies: Stylized facts on a new investible instrument pp. 1049-1068

- Albert S. Hu, Christine A. Parlour and Uday Rajan
- Machine learning and asset allocation pp. 1069-1094

- Bryan R. Routledge
Volume 48, issue 3, 2019
- Risk‐taking channel of monetary policy pp. 725-738

- Tobias Adrian, Arturo Estrella and Hyun Song Shin
- Does the Mandatory Bid Rule Add Value to Target Shareholders? pp. 739-771

- Sapnoti K. Eswar
- Underreaction to Political Information and Price Momentum pp. 773-804

- Jawad M. Addoum, Stefanos Delikouras, Da Ke and Alok Kumar
- Communication and Comovement: Evidence from Online Stock Forums pp. 805-847

- Lei Jiang, Jinyu Liu and Baozhong Yang
- Executive Network Centrality and Stock Liquidity pp. 849-871

- Jared F. Egginton and William R. McCumber
- ETF Competition and Market Quality pp. 873-916

- Travis Box, Ryan L. Davis and Kathleen P. Fuller
- The real effects of proxy advisors on the firm pp. 917-943

- Paul Calluzzo and Evan Dudley
- Watch Your Basket ‐ to Determine CEO Compensation pp. 945-971

- Neal Galpin, Hae Won (Henny) Jung, Lyndon Moore and Ekaterina Volkova
Volume 48, issue 2, 2019
- Identifying and treating outliers in finance pp. 345-384

- John Adams, Darren Hayunga, Sattar Mansi, David Reeb and Vincenzo Verardi
- Instrumental Variables Analysis and the Role of National Culture in Corporate Finance pp. 385-416

- Robert Nash and Ajay Patel
- The CDS‐bond basis pp. 417-439

- Jennie Bai and Pierre Collin‐Dufresne
- Are specialist funds “special”? pp. 441-472

- Daniel Fricke
- Policy Uncertainty and the Dual Role of Corporate Political Strategies pp. 473-504

- Chansog (Francis) Kim, Incheol Kim, Christos Pantzalis and Jung Chul Park
- Expected versus Ex Post Profitability in the Cross‐Section of Industry Returns pp. 505-536

- Andrew Detzel, Philipp Schaberl and Jack Strauss
- What Are Boards For? Evidence from Closely Held Firms in Colombia pp. 537-573

- Belén Villalonga, María‐Andrea Trujillo, Alexander Guzmán and Neila Cáceres
- Do Business Borrowers Benefit from Bank Bailouts?: The Effects of TARP on Loan Contract Terms pp. 575-639

- Allen N. Berger, Tanakorn Makaew and Raluca Roman
- Do Proprietary Algorithmic Traders Withdraw Liquidity during Market Stress? pp. 641-676

- Samarpan Nawn and Ashok Banerjee
- Size of Financing Need and the Choice between Asset Sales and Security Issuances pp. 677-718

- Chintal A. Desai and Manu Gupta
Volume 48, issue 1, 2019
- Does Firing a CEO Pay Off? pp. 3-43

- George Alexandridis, John A. Doukas and Christos P. Mavis
- When and Why Do Takeovers Lead to Fraud? pp. 45-76

- Hee Sub Byun, Woojin Kim, Eun Jung Lee and Kyung Suh Park
- Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics pp. 77-115

- Kris Boudt and James Thewissen
- Will Money Talk? Firm Bribery and Credit Access pp. 117-157

- Shusen Qi and Steven Ongena
- Allocation to Anchor Investors, Underpricing, and the After‐Market Performance of IPOs pp. 159-186

- Rama Seth, S. R. Vishwanatha and Durga Prasad
- Short Interest and Lottery Stocks pp. 187-227

- Kelley Bergsma and Jitendra Tayal
- Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings? pp. 229-256

- Ivan Rodriguez, Krishnan Dandapani and Edward R. Lawrence
- Does Noninformative Text Affect Investor Behavior? pp. 257-289

- Alyssa G. Anderson and Yelena Larkin
- Initial Offer Precision and M&A Outcomes pp. 291-310

- Petri Hukkanen and Matti Keloharju
- Informed Trading of Mutual Funds: Evidence from Fund‐Underwriter Relationships pp. 311-338

- Hyoseok (David) Hwang
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