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 (). Access Statistics for this journal.
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Volume 59, issue 8, 2024
- Choosing Investment Managers pp. 3531-3563

- Amit Goyal, Sunil Wahal and M. D. Yavuz
- News and Markets in the Time of COVID-19 pp. 3564-3600

- Harry Mamaysky
- Why Naive $ 1/N $ Diversification Is Not So Naive, and How to Beat It? pp. 3601-3632

- Ming Yuan and Guofu Zhou
- High-Frequency Tail Risk Premium and Stock Return Predictability pp. 3633-3670

- Caio Almeida, Kym Ardison, Gustavo Freire, René Garcia and Piotr Orłowski
- CEO Political Ideology and Voluntary Forward-Looking Disclosure pp. 3671-3707

- 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

- Fabio Braggion, Rik Frehen and Emiel Jerphanion
- The Deterrent Effect of Whistleblowing on Insider Trading pp. 3739-3769

- Jacob Raleigh
- Loss-Driven Activism pp. 3770-3802

- Marco Elia
- Subsidizing Failing Firms: Evidence from Chinese Restaurants pp. 3803-3834

- Yinglu Deng, Fangzhou Lu, Jiaheng Yu and Hao Zheng
- The Real Effects of Financing and Trading Frictions pp. 3835-3870

- Francesca Zucchi
- Long-Run Labor Costs of Housing Booms and Busts pp. 3871-3899

- Taylor Begley, Peter Haslag and Daniel Weagley
- Revisiting Family Firms pp. 3900-3920

- Gianpaolo Parise
- Capital Structure with Information about the Upside and the Downside pp. 3921-3958

- Pierre Chaigneau
- Common Lender, Ex-Banker Director, and Corporate Investment pp. 3959-3993

- Kentaro Asai, Thao Hoang and Takeshi Yamada
- How Forced Switches Reveal Switching Costs: Evidence from the Loan Market pp. 3994-4034

- Karolis Liaudinskas
Volume 59, issue 7, 2024
- Deep Learning in Characteristics-Sorted Factor Models pp. 3001-3036

- Guanhao Feng, Jingyu He, Nicholas G. Polson and Jianeng Xu
- Population Aging and Bank Risk-Taking pp. 3037-3061

- Sebastian Doerr, Gazi Kabaş and Steven Ongena
- Discontinued Positive Feedback Trading and the Decline of Return Predictability pp. 3062-3100

- Itzhak Ben-David, Jiacui Li, Andrea Rossi and Yang Song
- Peer Versus Pure Benchmarks in the Compensation of Mutual Fund Managers pp. 3101-3138

- Richard Evans, Juan-Pedro Gómez, Linlin Ma and Yuehua Tang
- Option-Implied Dependence and Correlation Risk Premium pp. 3139-3189

- Oleg Bondarenko and Carole Bernard
- Innovation Under Ambiguity and Risk pp. 3190-3229

- Gabriela Coiculescu, Yehuda Izhakian and S. Abraham Ravid
- Measuring “State-Level” Economic Policy Uncertainty pp. 3230-3266

- Redouane Elkamhi, Chanik Jo and Marco Salerno
- The Effects of Antitrust Laws on Horizontal Mergers: International Evidence pp. 3267-3298

- 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

- Xiaohu Guo, Vishal K. Gupta, Sandra Mortal and Vikram Nanda
- TAXI! Do Mutual Funds Pursue and Exploit Information on Local Companies? pp. 3340-3375

- David C. Cicero, Andy Puckett, Albert Y. Wang and Shen Zhang
- Contracting Costs, Covenant-Lite Lending, and Reputational Capital pp. 3376-3415

- Dominique C. Badoer, Mustafa Emin and Christopher M. James
- Fast Filtering with Large Option Panels: Implications for Asset Pricing pp. 3416-3447

- Arnaud Dufays, Kris Jacobs, Yuguo Liu and Jeroen Rombouts
- Expropriation Risk and Investment: A Natural Experiment pp. 3448-3478

- Siddharth M. Bhambhwani, Hui Dong and Allen H. Huang
- Bank Competition and Information Production pp. 3479-3499

- Filippo De Marco and Silvio Petriconi
- Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable? pp. 3500-3530

- Don H. Kim and Marcel A. Priebsch
Volume 59, issue 6, 2024
- Measuring Firm Complexity pp. 2487-2514

- Tim Loughran and Bill McDonald
- The Smart Beta Mirage pp. 2515-2546

- Shiyang Huang, Yang Song and Hong Xiang
- Resolving a Paradox: Retail Trades Positively Predict Returns but Are Not Profitable pp. 2547-2581

- Brad Barber, Shengle Lin and Terrance Odean
- Uncovering Financial Constraints pp. 2582-2617

- Matthew Linn and Daniel Weagley
- Stress Testing Banks’ Digital Capabilities: Evidence from the COVID-19 Pandemic pp. 2618-2646

- Alan Kwan, Chen Lin, Vesa Pursiainen and Mingzhu Tai
- Friends During Hard Times: Evidence from the Great Depression pp. 2647-2694

- Tania Babina, Diego García and Geoffrey Tate
- The Downstream Impact of Upstream Tariffs: Evidence from Investment Decisions in Supply Chains pp. 2695-2732

- Thorsten Martin and Clemens A. Otto
- Networking Frictions in Venture Capital, and the Gender Gap in Entrepreneurship pp. 2733-2761

- Sabrina T. Howell and Ramana Nanda
- Hiring High-Skilled Labor Through Mergers and Acquisitions pp. 2762-2798

- Jun Chen, Shenje Hshieh and Feng Zhang
- Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence pp. 2799-2837

- Josef Fink, Stefan Palan and Erik Theissen
- Currency Redenomination Risk pp. 2838-2868

- Lukas Kremens
- Friendly Investing and Information Sharing in the Asset Management Industry pp. 2869-2898

- 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

- Kee-Hong Bae, Sadok El Ghoul, Gong, Zhaoran (Jason) and Omrane Guedhami
- Big Banks, Household Credit Access, and Intergenerational Economic Mobility pp. 2933-2969

- Erik J. Mayer
- Bank Influence at a Discount pp. 2970-3000

- Hans Gersbach and Stylianos Papageorgiou
Volume 59, issue 5, 2024
- Reintermediation in FinTech: Evidence from Online Lending pp. 1997-2037

- Tetyana Balyuk and Sergei Davydenko
- The Valuation of Collateral in Bank Lending pp. 2038-2067

- Stephan Luck and João A. C. Santos
- From L.A. to Boise: How Migration Has Changed During the COVID-19 Pandemic pp. 2068-2098

- Peter Haslag and Daniel Weagley
- Labor Mobility and Loan Origination pp. 2099-2132

- Sumit Agarwal, Yupeng Lin, Yunqi Zhang and Zilong Zhang
- Refinancing Inequality During the COVID-19 Pandemic pp. 2133-2163

- Sumit Agarwal, Souphala Chomsisengphet, Hua Kiefer, Leonard C. Kiefer and Paolina C. Medina
- Public Disclosure and Consumer Financial Protection pp. 2164-2198

- Yiwei Dou and Yongoh Roh
- Fintech Lending and Credit Market Competition pp. 2199-2225

- Yinxiao Chu and Jianxing Wei
- Executive Partisanship and Corporate Investment pp. 2226-2255

- Anthony B. Rice
- Corporate Financial Frictions and Employee Mental Health pp. 2256-2298

- Dániel Kárpáti and Luc Renneboog
- An Experiment in Tight Monetary Policy: Revisiting the 1920–1921 Depression pp. 2299-2339

- Bruce Carlin and William Mann
- Government Stock Purchase Undermines Price Informativeness: Evidence from China’s “National Team” pp. 2340-2374

- Tri Vi Dang, Wei Li and Yongqin Wang
- Lending Next to the Courthouse: Exposure to Adverse Events and Mortgage Lending Decisions pp. 2375-2398

- 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

- Shushu Liao, Ingmar Nolte and Grzegorz Pawlina
- Corporate Patenting, Customer Capital, and Financial Market Outcomes pp. 2425-2458

- Mine Ertugrul, Karthik Krishnan, Bo Xu and Qianqian Yu
- Household Financial Decision-Making After Natural Disasters: Evidence from Hurricane Harvey pp. 2459-2485

- 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

- Chunhua Lan, Fabio Moneta and Russ Wermers
- Options Trading and Stock Price Informativeness pp. 1516-1540

- 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

- Murillo Campello, Gaurav Kankanhalli and Pradeep Muthukrishnan
- Analyst Coverage and Corporate Environmental Policies pp. 1586-1619

- Chenxing Jing, Kevin Keasey, Ivan Lim and Bin Xu
- Minimum Wage Hikes and Technology Adoption: Evidence from U.S. Establishments pp. 1620-1658

- Xin Dai and Yue Qiu
- Impact of Regulations on Firm Value: Evidence from the 2016 U.S. Presidential Election pp. 1659-1691

- Santanu Kundu
- Information in Financial Contracts: Evidence from Securitization Agreements pp. 1692-1725

- 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

- Jonathan Brogaard, Nhan Le, Duc Duy Nguyen and Vathunyoo Sila
- Independent Director Tenure and Corporate Governance: Evidence from Insider Trading pp. 1760-1795

- Meng Gao and Sheng Huang
- Generalized Disappointment Aversion and the Variance Term Structure pp. 1796-1820

- Mykola Babiak
- ETF Ownership and Seasoned Equity Offerings pp. 1821-1848

- 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

- Umit Yilmaz
- The Use of Peer Groups in Setting Director Compensation: Competition for Talent Versus Self-Serving Behavior pp. 1886-1925

- Sheng-Syan Chen, Cheng-Yi Chien and Chia-Wei Huang
- Convertible Debt Arbitrage Crashes Revisited pp. 1926-1962

- Craig Lewis, Ben Munyan and Patrick Verwijmeren
- Credit Default Swaps, Fire-Sale Risk, and the Liquidity Provision in the Bond Market pp. 1963-1996

- Massimo Massa and Lei Zhang
Volume 59, issue 3, 2024
- Anomaly Discovery and Arbitrage Trading pp. 933-955

- Xi Dong, Qi Liu, Lei Lu, Bo Sun and Hongjun Yan
- Speculation with Information Disclosure pp. 956-1002

- Paolo Pasquariello and Yifei Wang
- Double Machine Learning: Explaining the Post-Earnings Announcement Drift pp. 1003-1030

- Jacob H. Hansen and Mathias V. Siggaard
- Industry Clusters and the Geography of Portfolio Choice pp. 1031-1063

- 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

- Turan G. Bali, D. Craig Nichols and David Weinbaum
- Online Reputation and Debt Capacity pp. 1100-1140

- François Derrien, Alexandre Garel, Arthur Romec and Jean-Philippe Weisskopf
- Stock Comovement and Financial Flexibility pp. 1141-1184

- 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

- 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

- Antonis Kartapanis and Christopher G. Yust
- The Design of a Central Counterparty pp. 1257-1299

- John Chi-Fong Kuong and Vincent Maurin
- Does Main Street Benefit from What Benefits Wall Street? pp. 1300-1336

- Sean J. Flynn and Andra Ghent
- Heterogeneity of Beliefs and Trading Behavior: A Reexamination pp. 1337-1361

- Sascha Füllbrunn, Christoph Huber, Catherine Eckel and Utz Weitzel
- Informational Holdup by Venture Capital Syndicates pp. 1362-1400

- Suting Hong and Pierre Mella-Barral
- Media Sentiment and Currency Reversals pp. 1401-1429

- Ilias Filippou, Mark Taylor and Zigan Wang
- Financial Literacy and IPO Underpricing pp. 1430-1469

- 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

- Robin Döttling and Sehoon Kim
- Bringing Innovation to Fruition: Insights From New Trademarks pp. 474-520

- Lucile Faurel, Qin Li, Devin Shanthikumar and Siew Hong Teoh
- EPS Sensitivity and Mergers pp. 521-556

- 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

- 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

- Jamie Y. Tong and Zhang, Feida (Frank)
- Monetary Policy and Bond Prices with Drifting Equilibrium Rates pp. 626-651

- Carlo A. Favero, Alessandro Melone and Andrea Tamoni
- Director Job Security and Corporate Innovation pp. 652-689

- Po-Hsuan Hsu, Yiqing Lü, Hong Wu and Yuhai Xuan
- Taking Over the Size Effect: Asset Pricing Implications of Merger Activity pp. 690-726

- Sara Easterwood, Jeffry Netter, Bradley Paye and Michael Stegemoller
- Capital Commitment and Performance: The Role of Mutual Fund Charges pp. 727-758

- Juan-Pedro Gómez, Melissa Porras Prado and Rafael Zambrana
- Do Classified Boards Deter Takeovers? Evidence from Merger Waves pp. 759-795

- Kose John, Dalida Kadyrzhanova and Sangho Lee
- The Information in Industry-Neutral Self-Financed Trades pp. 796-829

- Yashar H. Barardehi, Zhi Da and Mitch Warachka
- Supranational Rules, National Discretion: Increasing Versus Inflating Regulatory Bank Capital? pp. 830-862

- 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

- Phong T. H. Ngo and Diego L. Puente-Moncayo
- Insurance Pricing, Distortions, and Moral Hazard: Quasi-Experimental Evidence from Deposit Insurance pp. 896-932

- George F. Shoukry
Volume 59, issue 1, 2024
- Initial Public Offerings Chinese Style pp. 1-38

- 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

- Lei Gao, He, Jie (Jack) and Wu, Juan (Julie)
- Short Squeezes and Their Consequences pp. 68-96

- Paul Schultz
- Overcoming Arbitrage Limits: Option Trading and Momentum Returns pp. 97-120

- Abhay Abhyankar, Ilias Filippou and Pedro A. Garcia-Ares
- The Effects of a U.S. Approach to Enforcement: Evidence from China pp. 121-156

- Tinghua Duan, Kai Li, Rafael Rogo and Ray Zhang
- Derivatives and Market (Il)liquidity pp. 157-194

- Shiyang Huang, Bart Z. Yueshen and Cheng Zhang
- Cash Induced Demand pp. 195-220

- Huaizhi Chen
- Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk pp. 221-248

- Alejandro Bernales, Nicolás Garrido, Satchit Sagade, Marcela Valenzuela and Christian Westheide
- Initial Margin Requirements and Market Efficiency pp. 249-282

- Ferhat Akbas, Lezgin Ay and Paul D. Koch
- Labor and Finance: The Effect of Bank Relationships pp. 283-306

- Patrick Behr, Lars Norden and Raquel de Freitas Oliveira
- The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator pp. 307-338

- Delong Li and Yiguo Sun
- Cross-Subsidization in Conglomerate Firms: Evidence from Government Spending Shocks pp. 339-368

- Darren J. Kisgen and Lei Kong
- Do Underwriters Short-Change Corporations Issuing Bonds? pp. 369-394

- Jeremy C. Goh and Yang, Lisa (Zongfei)
- A Liberalization Spillover: From Equities to Loans pp. 395-433

- Xin Liu, Shang-Jin Wei and Yifan Zhou
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