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Journal of Financial and Quantitative Analysis

1966 - 2024

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

Bibliographic data for series maintained by Kirk Stebbing ().

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Volume 59, issue 8, 2024

Choosing Investment Managers pp. 3531-3563 Downloads
Amit Goyal, Sunil Wahal and M. D. Yavuz
News and Markets in the Time of COVID-19 pp. 3564-3600 Downloads
Harry Mamaysky
Why Naive $ 1/N $ Diversification Is Not So Naive, and How to Beat It? pp. 3601-3632 Downloads
Ming Yuan and Guofu Zhou
High-Frequency Tail Risk Premium and Stock Return Predictability pp. 3633-3670 Downloads
Caio Almeida, Kym Ardison, Gustavo Freire, René Garcia and Piotr Orłowski
CEO Political Ideology and Voluntary Forward-Looking Disclosure pp. 3671-3707 Downloads
Ahmed Elnahas, Lei Gao, Md Noman Hossain and Jeong-Bon Kim
Credit Provision and Stock Trading: Evidence from the South Sea Bubble pp. 3708-3738 Downloads
Fabio Braggion, Rik Frehen and Emiel Jerphanion
The Deterrent Effect of Whistleblowing on Insider Trading pp. 3739-3769 Downloads
Jacob Raleigh
Loss-Driven Activism pp. 3770-3802 Downloads
Marco Elia
Subsidizing Failing Firms: Evidence from Chinese Restaurants pp. 3803-3834 Downloads
Yinglu Deng, Fangzhou Lu, Jiaheng Yu and Hao Zheng
The Real Effects of Financing and Trading Frictions pp. 3835-3870 Downloads
Francesca Zucchi
Long-Run Labor Costs of Housing Booms and Busts pp. 3871-3899 Downloads
Taylor Begley, Peter Haslag and Daniel Weagley
Revisiting Family Firms pp. 3900-3920 Downloads
Gianpaolo Parise
Capital Structure with Information about the Upside and the Downside pp. 3921-3958 Downloads
Pierre Chaigneau
Common Lender, Ex-Banker Director, and Corporate Investment pp. 3959-3993 Downloads
Kentaro Asai, Thao Hoang and Takeshi Yamada
How Forced Switches Reveal Switching Costs: Evidence from the Loan Market pp. 3994-4034 Downloads
Karolis Liaudinskas

Volume 59, issue 7, 2024

Deep Learning in Characteristics-Sorted Factor Models pp. 3001-3036 Downloads
Guanhao Feng, Jingyu He, Nicholas G. Polson and Jianeng Xu
Population Aging and Bank Risk-Taking pp. 3037-3061 Downloads
Sebastian Doerr, Gazi Kabaş and Steven Ongena
Discontinued Positive Feedback Trading and the Decline of Return Predictability pp. 3062-3100 Downloads
Itzhak Ben-David, Jiacui Li, Andrea Rossi and Yang Song
Peer Versus Pure Benchmarks in the Compensation of Mutual Fund Managers pp. 3101-3138 Downloads
Richard Evans, Juan-Pedro Gómez, Linlin Ma and Yuehua Tang
Option-Implied Dependence and Correlation Risk Premium pp. 3139-3189 Downloads
Oleg Bondarenko and Carole Bernard
Innovation Under Ambiguity and Risk pp. 3190-3229 Downloads
Gabriela Coiculescu, Yehuda Izhakian and S. Abraham Ravid
Measuring “State-Level” Economic Policy Uncertainty pp. 3230-3266 Downloads
Redouane Elkamhi, Chanik Jo and Marco Salerno
The Effects of Antitrust Laws on Horizontal Mergers: International Evidence pp. 3267-3298 Downloads
Chune Young Chung, Iftekhar Hasan, JiHoon Hwang and Incheol Kim
Gender and Managerial Job Mobility: Career Prospects for Executives Displaced by Acquisitions pp. 3299-3339 Downloads
Xiaohu Guo, Vishal K. Gupta, Sandra Mortal and Vikram Nanda
TAXI! Do Mutual Funds Pursue and Exploit Information on Local Companies? pp. 3340-3375 Downloads
David C. Cicero, Andy Puckett, Albert Y. Wang and Shen Zhang
Contracting Costs, Covenant-Lite Lending, and Reputational Capital pp. 3376-3415 Downloads
Dominique C. Badoer, Mustafa Emin and Christopher M. James
Fast Filtering with Large Option Panels: Implications for Asset Pricing pp. 3416-3447 Downloads
Arnaud Dufays, Kris Jacobs, Yuguo Liu and Jeroen Rombouts
Expropriation Risk and Investment: A Natural Experiment pp. 3448-3478 Downloads
Siddharth M. Bhambhwani, Hui Dong and Allen H. Huang
Bank Competition and Information Production pp. 3479-3499 Downloads
Filippo De Marco and Silvio Petriconi
Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable? pp. 3500-3530 Downloads
Don H. Kim and Marcel A. Priebsch

Volume 59, issue 6, 2024

Measuring Firm Complexity pp. 2487-2514 Downloads
Tim Loughran and Bill McDonald
The Smart Beta Mirage pp. 2515-2546 Downloads
Shiyang Huang, Yang Song and Hong Xiang
Resolving a Paradox: Retail Trades Positively Predict Returns but Are Not Profitable pp. 2547-2581 Downloads
Brad Barber, Shengle Lin and Terrance Odean
Uncovering Financial Constraints pp. 2582-2617 Downloads
Matthew Linn and Daniel Weagley
Stress Testing Banks’ Digital Capabilities: Evidence from the COVID-19 Pandemic pp. 2618-2646 Downloads
Alan Kwan, Chen Lin, Vesa Pursiainen and Mingzhu Tai
Friends During Hard Times: Evidence from the Great Depression pp. 2647-2694 Downloads
Tania Babina, Diego García and Geoffrey Tate
The Downstream Impact of Upstream Tariffs: Evidence from Investment Decisions in Supply Chains pp. 2695-2732 Downloads
Thorsten Martin and Clemens A. Otto
Networking Frictions in Venture Capital, and the Gender Gap in Entrepreneurship pp. 2733-2761 Downloads
Sabrina T. Howell and Ramana Nanda
Hiring High-Skilled Labor Through Mergers and Acquisitions pp. 2762-2798 Downloads
Jun Chen, Shenje Hshieh and Feng Zhang
Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence pp. 2799-2837 Downloads
Josef Fink, Stefan Palan and Erik Theissen
Currency Redenomination Risk pp. 2838-2868 Downloads
Lukas Kremens
Friendly Investing and Information Sharing in the Asset Management Industry pp. 2869-2898 Downloads
Benjamin Golez, Antonino Emanuele Rizzo and Rafael Zambrana
In the CEO We Trust: Negative Effects of Trust Between the Board and the CEO pp. 2899-2932 Downloads
Kee-Hong Bae, Sadok El Ghoul, Gong, Zhaoran (Jason) and Omrane Guedhami
Big Banks, Household Credit Access, and Intergenerational Economic Mobility pp. 2933-2969 Downloads
Erik J. Mayer
Bank Influence at a Discount pp. 2970-3000 Downloads
Hans Gersbach and Stylianos Papageorgiou

Volume 59, issue 5, 2024

Reintermediation in FinTech: Evidence from Online Lending pp. 1997-2037 Downloads
Tetyana Balyuk and Sergei Davydenko
The Valuation of Collateral in Bank Lending pp. 2038-2067 Downloads
Stephan Luck and João A. C. Santos
From L.A. to Boise: How Migration Has Changed During the COVID-19 Pandemic pp. 2068-2098 Downloads
Peter Haslag and Daniel Weagley
Labor Mobility and Loan Origination pp. 2099-2132 Downloads
Sumit Agarwal, Yupeng Lin, Yunqi Zhang and Zilong Zhang
Refinancing Inequality During the COVID-19 Pandemic pp. 2133-2163 Downloads
Sumit Agarwal, Souphala Chomsisengphet, Hua Kiefer, Leonard C. Kiefer and Paolina C. Medina
Public Disclosure and Consumer Financial Protection pp. 2164-2198 Downloads
Yiwei Dou and Yongoh Roh
Fintech Lending and Credit Market Competition pp. 2199-2225 Downloads
Yinxiao Chu and Jianxing Wei
Executive Partisanship and Corporate Investment pp. 2226-2255 Downloads
Anthony B. Rice
Corporate Financial Frictions and Employee Mental Health pp. 2256-2298 Downloads
Dániel Kárpáti and Luc Renneboog
An Experiment in Tight Monetary Policy: Revisiting the 1920–1921 Depression pp. 2299-2339 Downloads
Bruce Carlin and William Mann
Government Stock Purchase Undermines Price Informativeness: Evidence from China’s “National Team” pp. 2340-2374 Downloads
Tri Vi Dang, Wei Li and Yongqin Wang
Lending Next to the Courthouse: Exposure to Adverse Events and Mortgage Lending Decisions pp. 2375-2398 Downloads
Huo, Da (Derek), Bo Sun, Mingzhu Tai and Yuhai Xuan
Can Capital Adjustment Costs Explain the Decline in Investment–Cash Flow Sensitivity? pp. 2399-2424 Downloads
Shushu Liao, Ingmar Nolte and Grzegorz Pawlina
Corporate Patenting, Customer Capital, and Financial Market Outcomes pp. 2425-2458 Downloads
Mine Ertugrul, Karthik Krishnan, Bo Xu and Qianqian Yu
Household Financial Decision-Making After Natural Disasters: Evidence from Hurricane Harvey pp. 2459-2485 Downloads
Alejandro del Valle, Therese Scharlemann and Stephen Shore

Volume 59, issue 4, 2024

Holding Horizon: A New Measure of Active Investment Management pp. 1471-1515 Downloads
Chunhua Lan, Fabio Moneta and Russ Wermers
Options Trading and Stock Price Informativeness pp. 1516-1540 Downloads
Jie Cao, Amit Goyal, Sai Ke and Xintong Zhan
Corporate Hiring Under COVID-19: Financial Constraints and the Nature of New Jobs pp. 1541-1585 Downloads
Murillo Campello, Gaurav Kankanhalli and Pradeep Muthukrishnan
Analyst Coverage and Corporate Environmental Policies pp. 1586-1619 Downloads
Chenxing Jing, Kevin Keasey, Ivan Lim and Bin Xu
Minimum Wage Hikes and Technology Adoption: Evidence from U.S. Establishments pp. 1620-1658 Downloads
Xin Dai and Yue Qiu
Impact of Regulations on Firm Value: Evidence from the 2016 U.S. Presidential Election pp. 1659-1691 Downloads
Santanu Kundu
Information in Financial Contracts: Evidence from Securitization Agreements pp. 1692-1725 Downloads
Brent Ambrose, Yiqiang Han, Sanket Korgaonkar and Lily Shen
Does Shareholder Litigation Risk Cause Public Firms to Delist? Evidence from Securities Class Action Lawsuits pp. 1726-1759 Downloads
Jonathan Brogaard, Nhan Le, Duc Duy Nguyen and Vathunyoo Sila
Independent Director Tenure and Corporate Governance: Evidence from Insider Trading pp. 1760-1795 Downloads
Meng Gao and Sheng Huang
Generalized Disappointment Aversion and the Variance Term Structure pp. 1796-1820 Downloads
Mykola Babiak
ETF Ownership and Seasoned Equity Offerings pp. 1821-1848 Downloads
Kevin P. Evans, Woon Sau Leung, Junqiu Li and Khelifa Mazouz
The Effects of Foreign Acquisitions on the Value of Industry Peers pp. 1849-1885 Downloads
Umit Yilmaz
The Use of Peer Groups in Setting Director Compensation: Competition for Talent Versus Self-Serving Behavior pp. 1886-1925 Downloads
Sheng-Syan Chen, Cheng-Yi Chien and Chia-Wei Huang
Convertible Debt Arbitrage Crashes Revisited pp. 1926-1962 Downloads
Craig Lewis, Ben Munyan and Patrick Verwijmeren
Credit Default Swaps, Fire-Sale Risk, and the Liquidity Provision in the Bond Market pp. 1963-1996 Downloads
Massimo Massa and Lei Zhang

Volume 59, issue 3, 2024

Anomaly Discovery and Arbitrage Trading pp. 933-955 Downloads
Xi Dong, Qi Liu, Lei Lu, Bo Sun and Hongjun Yan
Speculation with Information Disclosure pp. 956-1002 Downloads
Paolo Pasquariello and Yifei Wang
Double Machine Learning: Explaining the Post-Earnings Announcement Drift pp. 1003-1030 Downloads
Jacob H. Hansen and Mathias V. Siggaard
Industry Clusters and the Geography of Portfolio Choice pp. 1031-1063 Downloads
Jawad M. Addoum, Stefanos Delikouras, Da Ke and George M. Korniotis
Inferring Aggregate Market Expectations from the Cross Section of Stock Prices pp. 1064-1099 Downloads
Turan G. Bali, D. Craig Nichols and David Weinbaum
Online Reputation and Debt Capacity pp. 1100-1140 Downloads
François Derrien, Alexandre Garel, Arthur Romec and Jean-Philippe Weisskopf
Stock Comovement and Financial Flexibility pp. 1141-1184 Downloads
Teng Huang, Anil Kumar, Stefano Sacchetto and Carles Vergara-Alert
One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns pp. 1185-1212 Downloads
Nishad Kapadia, Matthew Linn and Bradley Paye
Getting Back to the Source: A New Approach to Measuring Ex Ante Litigation Risk Using Plaintiff-Lawyer Views of SEC Filings pp. 1213-1256 Downloads
Antonis Kartapanis and Christopher G. Yust
The Design of a Central Counterparty pp. 1257-1299 Downloads
John Chi-Fong Kuong and Vincent Maurin
Does Main Street Benefit from What Benefits Wall Street? pp. 1300-1336 Downloads
Sean J. Flynn and Andra Ghent
Heterogeneity of Beliefs and Trading Behavior: A Reexamination pp. 1337-1361 Downloads
Sascha Füllbrunn, Christoph Huber, Catherine Eckel and Utz Weitzel
Informational Holdup by Venture Capital Syndicates pp. 1362-1400 Downloads
Suting Hong and Pierre Mella-Barral
Media Sentiment and Currency Reversals pp. 1401-1429 Downloads
Ilias Filippou, Mark Taylor and Zigan Wang
Financial Literacy and IPO Underpricing pp. 1430-1469 Downloads
Xiaoran Jia, Kiridaran Kanagaretnam, Chee Yeow Lim and Gerald J. Lobo

Volume 59, issue 2, 2024

Sustainability Preferences Under Stress: Evidence from COVID-19 pp. 435-473 Downloads
Robin Döttling and Sehoon Kim
Bringing Innovation to Fruition: Insights From New Trademarks pp. 474-520 Downloads
Lucile Faurel, Qin Li, Devin Shanthikumar and Siew Hong Teoh
EPS Sensitivity and Mergers pp. 521-556 Downloads
Sudipto Dasgupta, Jarrad Harford and Fangyuan Ma
Withholding Bad News in the Face of Credit Default Swap Trading: Evidence from Stock Price Crash Risk pp. 557-595 Downloads
Jinyu Liu, Jeffrey Ng, Dragon Yongjun Tang and Rui Zhong
Do Capital Markets Punish Managerial Myopia? Evidence from Myopic Research and Development Cuts pp. 596-625 Downloads
Jamie Y. Tong and Zhang, Feida (Frank)
Monetary Policy and Bond Prices with Drifting Equilibrium Rates pp. 626-651 Downloads
Carlo A. Favero, Alessandro Melone and Andrea Tamoni
Director Job Security and Corporate Innovation pp. 652-689 Downloads
Po-Hsuan Hsu, Yiqing Lü, Hong Wu and Yuhai Xuan
Taking Over the Size Effect: Asset Pricing Implications of Merger Activity pp. 690-726 Downloads
Sara Easterwood, Jeffry Netter, Bradley Paye and Michael Stegemoller
Capital Commitment and Performance: The Role of Mutual Fund Charges pp. 727-758 Downloads
Juan-Pedro Gómez, Melissa Porras Prado and Rafael Zambrana
Do Classified Boards Deter Takeovers? Evidence from Merger Waves pp. 759-795 Downloads
Kose John, Dalida Kadyrzhanova and Sangho Lee
The Information in Industry-Neutral Self-Financed Trades pp. 796-829 Downloads
Yashar H. Barardehi, Zhi Da and Mitch Warachka
Supranational Rules, National Discretion: Increasing Versus Inflating Regulatory Bank Capital? pp. 830-862 Downloads
Reint Gropp, Thomas Mosk, Steven Ongena, Ines Simac and Carlo Wix
What Can Volatility Smiles Tell Us About the Too Big to Fail Problem? pp. 863-895 Downloads
Phong T. H. Ngo and Diego L. Puente-Moncayo
Insurance Pricing, Distortions, and Moral Hazard: Quasi-Experimental Evidence from Deposit Insurance pp. 896-932 Downloads
George F. Shoukry

Volume 59, issue 1, 2024

Initial Public Offerings Chinese Style pp. 1-38 Downloads
Yiming Qian, Jay Ritter and Xinjian Shao
Standing Out from the Crowd via CSR Engagement: Evidence from Non-Fundamental-Driven Price Pressure pp. 39-67 Downloads
Lei Gao, He, Jie (Jack) and Wu, Juan (Julie)
Short Squeezes and Their Consequences pp. 68-96 Downloads
Paul Schultz
Overcoming Arbitrage Limits: Option Trading and Momentum Returns pp. 97-120 Downloads
Abhay Abhyankar, Ilias Filippou and Pedro A. Garcia-Ares
The Effects of a U.S. Approach to Enforcement: Evidence from China pp. 121-156 Downloads
Tinghua Duan, Kai Li, Rafael Rogo and Ray Zhang
Derivatives and Market (Il)liquidity pp. 157-194 Downloads
Shiyang Huang, Bart Z. Yueshen and Cheng Zhang
Cash Induced Demand pp. 195-220 Downloads
Huaizhi Chen
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk pp. 221-248 Downloads
Alejandro Bernales, Nicolás Garrido, Satchit Sagade, Marcela Valenzuela and Christian Westheide
Initial Margin Requirements and Market Efficiency pp. 249-282 Downloads
Ferhat Akbas, Lezgin Ay and Paul D. Koch
Labor and Finance: The Effect of Bank Relationships pp. 283-306 Downloads
Patrick Behr, Lars Norden and Raquel de Freitas Oliveira
The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator pp. 307-338 Downloads
Delong Li and Yiguo Sun
Cross-Subsidization in Conglomerate Firms: Evidence from Government Spending Shocks pp. 339-368 Downloads
Darren J. Kisgen and Lei Kong
Do Underwriters Short-Change Corporations Issuing Bonds? pp. 369-394 Downloads
Jeremy C. Goh and Yang, Lisa (Zongfei)
A Liberalization Spillover: From Equities to Loans pp. 395-433 Downloads
Xin Liu, Shang-Jin Wei and Yifan Zhou
Page updated 2025-02-19