Journal of Financial Research

1978 - 2025

Current editor(s): Jayant Kale and Gerald Gay

From:
Southern Finance Association
Contact information at EDIRC.
Southwestern Finance Association
Contact information at EDIRC.
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Volume 45, issue 4, 2022

Director reputational penalties when shareholders disapprove of executive compensation pp. 759-795

Mary Elizabeth Badgett, Kelly R. Brunarski, T. Colin Campbell and Yvette S. Harman

Boundary of the firm with endogenous firm structure pp. 797-816

Qing Ma and Susheng Wang

Economic policy uncertainty and insider trading pp. 817-854

Sadok El Ghoul, Omrane Guedhami, Robert Nash and He (Helen) Wang

Valuing the speed of adjustment of capital structure pp. 855-879

Brian Clark

The cost of rate caps: Evidence from Arkansas pp. 881-909

Onyumbe Enumbe Ben Lukongo and Thomas W. Miller

Executive networks and global stock liquidity pp. 911-939

Jared F. Egginton, Garrett A. McBrayer and William R. McCumber

Improving portfolio investment performance with distance‐based portfolio‐combining algorithms pp. 941-959

Hongseon Kim, Soonbong Lee, Seung Bum Soh and Seongmoon Kim

Should lenders also advise? Evidence from project loans pp. 961-985

Gabriel J. Power and Djerry C. Mbianda Tandja

How does air pollution affect corporate information environment? pp. 987-1016

He Xiao

Volume 45, issue 3, 2022

Comoment risk in corporate bond yields and returns pp. 471-512

Pascal François, Stephanie Heck, Georges Hübner and Thomas Lejeune

Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns pp. 513-549

Louis R. Piccotti

Bond covenants and investment policy pp. 551-578

Sandrine Docgne

Social capital and managerial opportunism: Evidence from option backdating pp. 579-605

Atul Gupta and Kristina Minnick

Passive insider trading before pension freezes pp. 607-631

Wei Huang and Bin Qiu

The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market pp. 633-693

Mira Farka

Seasoned equity offerings and payout policy pp. 695-718

Mark D. Walker and Keven Yost

Do credit market accessibility and legal protection shape corporate innovation? pp. 719-754

Danlin Shen, Carl R. Chen, Xinyan Yan and Zhihong Yi

Volume 45, issue 2, 2022

Preopening price indications and market quality: Evidence from NYSE Rule 48 pp. 205-228

Kee H. Chung, Chairat Chuwonganant and Youngsoo Kim

Investment horizon for private‐value assets: Evidence from the art market pp. 229-246

Milad Nozari

Informed trading of out‐of‐the‐money options and market efficiency pp. 247-279

Chang‐Mo Kang, Donghyun Kim, Junyong Kim and Geul Lee

Bank–client cross‐ownership of bank stocks: A network analysis pp. 280-312

James Barth, Sunghoon Joo and Kang‐Bok Lee

Short selling and options trading: A tale of two markets pp. 313-338

George D. Cashman, David M. Harrison and Hainan Sheng

Permanent private equity: Market performance and transactions pp. 339-383

Maurice McCourt

Reference point formation: Does the market whisper in the background? pp. 384-421

Tianyang Wang, Robert G. Schwebach and Sriram V. Villupuram

Policy uncertainty and cash dynamics pp. 422-444

Daniel Tut

Periodicity of trading activity in foreign exchange markets pp. 445-465

Tao Chen, Kam C. Chan and Haodong Chang

Volume 45, issue 1, 2022

Negative bubbles and the market for “dreams”: “Lemons” in the looking glass pp. 5-16

Douglas R. Emery

Mutual fund performance and changes in factor exposure pp. 17-52

Wolfgang Bessler, Thomas Conlon, Diego Víctor de Mingo‐López and Juan Carlos Matallín‐Sáez

Interbank borrowing and bank liquidity risk pp. 53-91

Zongyuan Li and Rose Neng Lai

Does amortization matter? Evidence from the syndicated loan market pp. 92-123

Ca Nguyen

Industry tournament incentives and corporate innovation strategies pp. 124-161

Lingfei Kong, Gunratan Lonare and Ahmet Nart

CEO overconfidence and debt covenant violations pp. 162-199

Theophilus Lartey and Albert Danso

Volume 44, issue 4, 2021

The U.S. syndicated loan market: Matching data pp. 695-723

Gregory J. Cohen, Jacob Dice, Melanie Friedrichs, Kamran Gupta, William Hayes, Isabel Kitschelt, Seung Jung Lee, W. Blake Marsh, Nathan Mislang, Maya Shaton, Martin Sicilian and Chris Webster

Do more active funds still earn higher performance? Evidence from Active Share over time pp. 725-752

Viktoriya Lantushenko and Edward Nelling

Religious differences and households' investment decisions pp. 753-788

Hohyun Kim, Kyoung T. Kim and Seung H. Han

Liquidity risk and the beta premium pp. 789-814

Cynthia M. Gong, Di Luo and Huainan Zhao

Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet? pp. 815-837

Dimitrios Koutmos, Timothy King and Constantin Zopounidis

The benefit of being public: Evidence from survival analysis of corporate financing pp. 839-874

Takashi Yoshida

Volume 44, issue 3, 2021

Round‐number biases on trading time: Evidence from international markets pp. 469-495

Tao Chen

Trump's tweets: Sentiment, stock market volatility, and jumps pp. 497-512

Yusaku Nishimura, Xuyi Dong and Bianxia Sun

The effect of investor attention on fraud discovery and value loss in securities class action litigation pp. 513-552

Anna Abdulmanova, Stephen P. Ferris, Narayanan Jayaraman and Pratik Kothari

It's the tone, stupid! Soft information in credit rating reports and financial markets pp. 553-585

Florian Kiesel

Bank size and performance: An analysis of the industry in the United States in the post‐financial‐crisis era pp. 587-606

Srinivas Nippani and Ran Ling

The real effects of earnout contracts in M&As pp. 607-639

Leonidas G. Barbopoulos and Jo Danbolt

When it rains, it pours: Multifactor asset management in good and bad times pp. 641-669

Marie Brière and Ariane Szafarz

The factor market spillover effects of shareholder activism pp. 671-689

Zhan Li

Volume 44, issue 2, 2021

On regulation and excess reserves: The case of Basel III pp. 215-247

Stephen Matteo Miller and Blake Hoarty

Inequality, autocracy, and sovereign funds as determinants of foreign portfolio equity flows pp. 249-278

David Kemme, Bhavik Parikh and Tanja Steigner

The relative number of anti‐takeover provisions and the market for corporate control pp. 279-298

Ivan Obaydin, Ralf Zurbruegg, Paul Brockman and Grant Richardson

New institutional investors in the IPO secondary market: Sentiment or fundamentals? pp. 299-341

Xudong Fu, Janet Hamilton, Qin Lian, Tian Tang and Qiming Wang

Which economic uncertainty measure matters for households' portfolio decision? pp. 343-369

Kiryoung Lee, Yoontae Jeon and Insik Kim

Cash flow growth and stock returns pp. 371-402

Benjamin A. Jansen

Information‐driven stock price comovement pp. 403-429

Travis Box and Danjue Shang

Active share: A blessing and a curse pp. 431-463

Brandon N. Cline and Collin Gilstrap

Volume 44, issue 1, 2021

ISO order imbalances and individual stock returns pp. 5-23

Justin Cox

Is social capital a determinant of board gender diversity? pp. 25-52

Renee Oyotode‐Adebile and Nacasius U. Ujah

Leverage target and payout policy pp. 53-79

Sharier Azim Khan

Institutional monitoring and litigation risk: Evidence from employee disputes pp. 81-119

Blake Rayfield and Omer Unsal

Financial clusters, industry groups, and stock return correlations pp. 121-144

Andy Fodor, Randy D. Jorgensen and John Stowe

Debt covenants and asset versus equity acquisitions pp. 145-177

Surendranath Rakesh Jory, Thanh Ngo and Ca Nguyen

Corporate governance, life cycle, and payout precommitment: An emerging market study pp. 179-209

Thomas Flavin, Abhinav Goyal and Thomas O'Connor