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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.

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Volume 59, issue 1, 2024

Initial Public Offerings Chinese Style pp. 1-38 Downloads
Yiming Qian, Jay R. 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

Volume 58, issue 8, 2023

Is There Smart Money? How Information in the Commodity Futures Market Is Priced into the Cross Section of Stock Returns with Delay pp. 3201-3230 Downloads
Steven Wei Ho and Alexandre R. Lauwers
Quadrophobia: Strategic Rounding of EPS Data pp. 3231-3273 Downloads
Nadya Malenko, Joseph A. Grundfest and Yao Shen
Corporate Leadership and Inherited Beliefs About Gender Roles pp. 3274-3304 Downloads
R. David McLean, Christo Pirinsky and Mengxin Zhao
Is There a Trade-off Between Protecting Investors and Promoting Entrepreneurial Activity? Evidence from Angel Financing pp. 3305-3341 Downloads
Jiajie Xu
Do FinTech Mortgage Lenders Fill the Credit Gap? Evidence from Natural Disasters pp. 3342-3383 Downloads
Linda Allen, Yu Shan and Yao Shen
Uncovering Sparsity and Heterogeneity in Firm-Level Return Predictability Using Machine Learning pp. 3384-3419 Downloads
Theodoros Evgeniou, Ahmed Guecioueur and Rodolfo Prieto
The Design and Welfare Implications of Mandatory Pension Plans pp. 3420-3449 Downloads
Linda S. Larsen and Claus Munk
Artificial Market Timing in Mutual Funds pp. 3450-3481 Downloads
Jeffrey A. Busse, Jing Ding, Lei Jiang and Yuehua Tang
Out of Sync: Dispersed Short Selling and the Correction of Mispricing pp. 3482-3520 Downloads
Antonio Gargano, Juan Sotes-Paladino and Patrick Verwijmeren
Proprietary Knowledge Protection and Product Market Performance pp. 3521-3546 Downloads
Justin Hung Nguyen, Peter Pham and Buhui Qiu
Idiosyncrasy as a Leading Indicator pp. 3547-3576 Downloads
Randall Morck, Bernard Yeung and Lu Y. Zhang
Central Counterparty Default Waterfalls and Systemic Loss pp. 3577-3612 Downloads
Samim Ghamami, Mark Paddrik and Simpson Zhang
International Yield Spillovers pp. 3613-3643 Downloads
Don H. Kim and Marcelo Ochoa
Identifying the Effects of Macroeconomic Attention Through Foreign Investor Distraction pp. 3644-3671 Downloads
Paul Marmora

Volume 58, issue 7, 2023

The Demise of the NYSE and Nasdaq: Market Quality in the Age of Market Fragmentation pp. 2753-2782 Downloads
Peter Haslag and Matthew C. Ringgenberg
Negation of Sanctions: The Personal Effect of Political Contributions pp. 2783-2819 Downloads
Sarah Fulmer, April Knill and Xiaoyun Yu
Shining a Light in a Dark Corner: Does EDGAR Search Activity Reveal the Strategically Leaked Plans of Activist Investors? pp. 2820-2851 Downloads
Ryan Flugum, Choonsik Lee and Matthew E. Souther
Investor Behavior at the 52-Week High pp. 2852-2889 Downloads
Joshua Della Vedova, Andrew Grant and P. Joakim Westerholm
Assimilation Effects in Financial Markets pp. 2890-2927 Downloads
Eliezer M. Fich and Guosong Xu
Patent Trolls and the Market for Acquisitions pp. 2928-2958 Downloads
Arash Dayani
Do Private Equity Managers Raise Funds on (Sur)real Returns? Evidence from Deal-Level Data pp. 2959-2992 Downloads
Niklas Hüther
CEO Compensation Incentives and Playing It Safe: Evidence from FAS 123R pp. 2993-3026 Downloads
Nicholas F. Carline, Oksana Pryshchepa and Bo Wang
Board Governance and Investment Sensitivity to Stock Price: International Evidence pp. 3027-3057 Downloads
Hamdi Driss
Business Cycles, Regime Shifts, and Return Predictability pp. 3058-3084 Downloads
Wei Yang
Workforce Policies and Operational Risk: Evidence from U.S. Bank Holding Companies pp. 3085-3120 Downloads
Filippo Curti, Larry Fauver and Atanas Mihov
Shoot the Arrow, Then Paint the Target: CEO Compensation and Institutional Shareholder Services Benchmarking pp. 3121-3152 Downloads
Subramanian R. Iyer, Oded Palmon and Harikumar Sankaran
Fast-Moving Habit: Implications for Equity Returns pp. 3153-3194 Downloads
Anthony W. Lynch and Oliver Randall
The Macroeconomic Uncertainty Premium in the Corporate Bond Market—Corrigendum pp. 3195-3200 Downloads
Turan G. Bali, Avanidhar Subrahmanyam and Quan Wen

Volume 58, issue 6, 2023

PEAD.txt: Post-Earnings-Announcement Drift Using Text pp. 2299-2326 Downloads
Vitaly Meursault, Pierre Jinghong Liang, Bryan R. Routledge and Madeline Marco Scanlon
Indirect Insider Trading pp. 2327-2364 Downloads
Brad Goldie, Chao Jiang, Paul Koch and M. Babajide Wintoki
Spillover Effects of the Opioid Epidemic on Consumer Finance pp. 2365-2386 Downloads
Mark Jansen
When Bigger is Better: The Impact of a Tiny Tick Size on Undercutting Behavior pp. 2387-2416 Downloads
Anne H. Dyhrberg, Sean Foley and Jiri Svec
Diseconomies of Scale in Quantitative and Fundamental Investment Styles pp. 2417-2445 Downloads
Richard B. Evans, Martin Rohleder, Hendrik Tentesch and Marco Wilkens
Determinants of Capital Structure: An Expanded Assessment pp. 2446-2488 Downloads
Toshinori Fukui, Todd Mitton and Robert Schonlau
Short-Sale Constraints and Corporate Investment pp. 2489-2521 Downloads
Xiaohu Deng, Vishal K. Gupta, Marc L. Lipson and Sandra Mortal
The Real Effects of Equity Markets on Innovation pp. 2522-2552 Downloads
Chris Mace
The Growth of Finance is Not Remarkable pp. 2553-2578 Downloads
James R. Brown, Gustav Martinsson and Bruce C. Petersen
The Effect of Organization Capital on the Cost of Bank Loans pp. 2579-2616 Downloads
Anna Danielova, Bill B. Francis, Haimeng Teng and Qiang Wu
Product Market Competition and FDI Decisions pp. 2617-2656 Downloads
Tiago Loncan
Relationship Lending and Employment Decisions in Firms’ Bad Times pp. 2657-2691 Downloads
Pierluigi Murro, Tommaso Oliviero and Alberto Zazzaro
Enhanced Global Asset Pricing Factors pp. 2692-2731 Downloads
Lukas Zimmermann
Do Directors Respond to Stock Mispricing? Evidence from CEO Turnovers pp. 2732-2751 Downloads
Jim Goldman

Volume 58, issue 5, 2023

ESG Preference, Institutional Trading, and Stock Return Patterns pp. 1843-1877 Downloads
Jie Cao, Sheridan Titman, Xintong Zhan and Weiming Zhang
The Distribution of Voting Rights to Shareholders pp. 1878-1910 Downloads
Vyacheslav Fos and Clifford G. Holderness
Credit Default Swaps and Lender Incentives in Bank Debt Renegotiations pp. 1911-1942 Downloads
Indraneel Chakraborty, Sudheer Chava and Rohan Ganduri
State Controlling Shareholders and Payout Policy pp. 1943-1972 Downloads
Chen Lin, Hang Liu, Chenkai Ni and Bohui Zhang
Access to Finance and Technological Innovation: Evidence from Pre-Civil War America pp. 1973-2023 Downloads
Yifei Mao and Jessie Jiaxu Wang
Fake Products, Real Effects: Evidence from Special 301 Actions pp. 2024-2063 Downloads
Mehmet I. Canayaz and Umit G. Gurun
M&A Activity and the Capital Structure of Target Firms pp. 2064-2095 Downloads
Mark J. Flannery, Jan Hanousek, Anastasiya Shamshur and Jiri Tresl
The Role of Creditor Protection in Lending and Tax Avoidance pp. 2096-2130 Downloads
Antonio De Vito and Martin Jacob
Indirect Evergreening Using Related Parties: Evidence From India pp. 2131-2161 Downloads
Nishant Kashyap, Sriniwas Mahapatro and Prasanna Tantri
The Market for Corporate Control as a Limit to Short Arbitrage pp. 2162-2189 Downloads
Costanza Meneghetti, Ryan Williams and Steven C. Xiao
The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads pp. 2190-2227 Downloads
T. Colin Campbell, Michael Gallmeyer and Alex Petkevich
Positive Bank-to-Bank Spillovers pp. 2228-2261 Downloads
Shasta Shakya
Insider Filing Violations and Illegal Information Delay pp. 2262-2297 Downloads
Brandon N. Cline and Caleb Houston

Volume 58, issue 4, 2023

An Empirical Assessment of Empirical Corporate Finance pp. 1391-1430 Downloads
Jeffrey L. Coles and Zhichuan F. Li
Machine Learning and the Stock Market pp. 1431-1472 Downloads
Jonathan Brogaard and Abalfazl Zareei
Measuring and Improving Stakeholder Welfare Is Easier Said than Done pp. 1473-1507 Downloads
Umit G. Gurun, Jordan Nickerson and David H. Solomon
Crises as Opportunities for Growth: The Strategic Value of Business Group Affiliation pp. 1508-1546 Downloads
Ronald W. Masulis, Peter K. Pham, Jason Zein and Alvin E. S. Ang
Delegated Monitoring, Institutional Ownership, and Corporate Misconduct Spillovers pp. 1547-1581 Downloads
Ugur Lel, Gerald S. Martin and Zhongling Qin
CEO Selection and Executive Appearance pp. 1582-1611 Downloads
Douglas O. Cook and Shawn Mobbs
Speed and Expertise in Stock Picking: Older, Slower, and Wiser? pp. 1612-1644 Downloads
Romain Boulland, Chayawat Ornthanalai and Kent Womack
Does Sunlight Kill Germs? Stock Market Listing and Workplace Safety pp. 1645-1674 Downloads
Claire Y. C. Liang, Yaxuan Qi, Zhang, Rengong (Alex) and Haoran Zhu
Fragmentation and Strategic Market-Making pp. 1675-1700 Downloads
Laurence Daures-Lescourret and Sophie Moinas
Bank Lines of Credit as a Source of Long-Term Finance pp. 1701-1733 Downloads
Xin Chang, Yunling Chen and Ronald W. Masulis
Foreign Acquisition and Credit Risk: Evidence from the U.S. CDS Market pp. 1734-1767 Downloads
Umit Yilmaz
Foreign Ties That Bind: Cross-Border Firm Expansions and Fund Portfolio Allocation Around the World pp. 1768-1807 Downloads
Fariborz Moshirian, Peter K. Pham, Shu Tian and Eliza Wu
Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market pp. 1808-1842 Downloads
Gurdip Bakshi, Xiaohui Gao and Jinming Xue

Volume 58, issue 3, 2023

Market Return Around the Clock: A Puzzle pp. 939-967 Downloads
Oleg Bondarenko and Dmitriy Muravyev
Zeroing In on the Expected Returns of Anomalies pp. 968-1004 Downloads
Andrew Y. Chen and Mihail Velikov
Retail Attention, Institutional Attention pp. 1005-1038 Downloads
Hongqi Liu, Lin Peng and Yi Tang
Selection Bias in Mutual Fund Fire Sales pp. 1039-1077 Downloads
Elizabeth A. Berger
The Response to Share Mispricing by Issuing Firms and Short Sellers pp. 1078-1110 Downloads
Paul Schultz
Financial Costs of Judicial Inexperience: Evidence From Corporate Bankruptcies pp. 1111-1143 Downloads
Benjamin Iverson, Joshua Madsen, Wei Wang and Qiping Xu
Inter-Firm Inventor Collaboration and Path-Breaking Innovation: Evidence From Inventor Teams Post-Merger pp. 1144-1171 Downloads
Kai Li and Jin Wang
Do Cross-Sectional Predictors Contain Systematic Information? pp. 1172-1201 Downloads
Joseph Engelberg, R. David McLean, Jeffrey Pontiff and Matthew Ringgenberg
Hedging Commodity Price Risk pp. 1202-1229 Downloads
Hamed Ghoddusi, Sheridan Titman and Stathis Tompaidis
Does Finance Make Us Less Social? pp. 1230-1262 Downloads
Henrik Cronqvist, Mitch Warachka and Frank Yu
Maturity Clienteles and Corporate Bond Maturities pp. 1263-1294 Downloads
Alexander W. Butler, Xiang Gao and Cihan Uzmanoglu
Synthetic Options and Implied Volatility for the Corporate Bond Market pp. 1295-1325 Downloads
Steven Shu-Hsiu Chen, Hitesh Doshi and Sang Byung Seo
Earnings Growth and Acquisition Returns: Do Investors Gamble in the Takeover Market? pp. 1326-1358 Downloads
Tingting Liu and Danni Tu
Regulating Commission-Based Financial Advice: Evidence from a Natural Experiment pp. 1359-1389 Downloads
Stanislav Sokolinski

Volume 58, issue 2, 2023

Public Attention to Gender Equality and Board Gender Diversity pp. 485-511 Downloads
Mariassunta Giannetti and Tracy Yue Wang
Shareholder Litigation and Corporate Social Responsibility pp. 512-542 Downloads
Steven Freund, Nam H. Nguyen and Hieu V. Phan
Information Intermediaries: How Commercial Bankers Facilitate Strategic Alliances pp. 543-573 Downloads
Marc Frattaroli and Christoph Herpfer
Shareholder Litigation Risk and Firms’ Choice of External Growth pp. 574-614 Downloads
Chenchen Huang, Neslihan Ozkan and Fangming Xu
Trust and Debt Contracting: Evidence From the Backdating Scandal pp. 615-646 Downloads
Veljko Fotak, Jiang, Feng (Jack), Haekwon Lee and Erik Lie
Peer Effects in Equity Research pp. 647-676 Downloads
Kenny Phua, Mandy Tham and Chishen Wei
Equity Trading Activity and Treasury Bond Risk Premia pp. 677-710 Downloads
Stefanie Schraeder, Elvira Sojli, Avanidhar Subrahmanyam and Wing W. Tham
Does Industry Competition Influence Analyst Coverage Decisions and Career Outcomes? pp. 711-745 Downloads
Charles Hsu, Xi Li, Zhiming Ma and Gordon M. Phillips
Public Market Information and Venture Capital Investment pp. 746-776 Downloads
Brian Gibbons
FIEs and the Transmission of Global Financial Uncertainty: Evidence from China pp. 777-804 Downloads
Shujie Wu and Haichun Ye
Collateral Constraints, Financial Constraints, and Risk Management: Evidence From Anti-Recharacterization Laws pp. 805-836 Downloads
Fairhurst, Douglas (dj) and Yoonsoo Nam
Technological Fit and the Market for Managerial Talent pp. 837-874 Downloads
Fred Bereskin, Seong K. Byun and Jong-Min Oh
Determinants of International Buyout Investments pp. 875-913 Downloads
Serdar Aldatmaz, Greg W. Brown and Asli Demirguc-Kunt
The Role of the Discount Rate in Investment and Employment Decisions pp. 914-938 Downloads
Stig Vinther Møller and Richard Priestley

Volume 58, issue 1, 2023

Words Matter: The Role of Readability, Tone, and Deception Cues in Online Credit Markets pp. 1-28 Downloads
Qiang Gao, Mingfeng Lin and Richard Sias
Do Natural Disaster Experiences Limit Stock Market Participation? pp. 29-70 Downloads
Sreedhar T. Bharath and DuckKi Cho
Political Uncertainty and Firm Investment: Project-Level Evidence from M&A Activity pp. 71-103 Downloads
Zhenhua Chen, Mehmet Cihan, Candace E. Jens and T. Beau Page
Market Development, Information Diffusion, and the Global Anomaly Puzzle pp. 104-147 Downloads
Charlie X. Cai, Kevin Keasey, Peng Li and Qi Zhang
Litigation Risk Management Through Corporate Payout Policy pp. 148-174 Downloads
Matteo P. Arena and Brandon Julio
Liquidation, Bailout, and Bail-In: Insolvency Resolution Mechanisms and Bank Lending pp. 175-216 Downloads
Bart M. Lambrecht and Alex S. L. Tse
How Do Board Reforms Affect Debt Financing Costs Around the World? pp. 217-249 Downloads
(Zhao) Chiu, Hui, Chen Lin and Lai Wei
International Yield Comovements pp. 250-288 Downloads
Geert Bekaert and Andrey Ermolov
To Securitize or to Price Credit Risk? pp. 289-323 Downloads
Danny McGowan and Huyen Nguyen
The Economics of Supranational Bank Supervision pp. 324-351 Downloads
Thorsten Beck, Consuelo Silva-Buston and Wolf Wagner
Institutional Investors, Households, and the Time-Variation in Expected Stock Returns pp. 352-391 Downloads
Rüdiger Weber
Mining the Short Side: Institutional Investors and Stock Market Anomalies pp. 392-418 Downloads
Xin Gao and Ying Wang
Discounting Restricted Securities pp. 419-448 Downloads
Tarik Umar, Emmanuel Yimfor and Rustam Zufarov
Forward-Looking Policy Rules and Currency Premia pp. 449-483 Downloads
Ilias Filippou and Mark Taylor
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