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Journal of Financial and Quantitative Analysis

1966 - 2019

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

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Volume 54, issue 05, 2019

Are Buybacks Good for Long-Term Shareholder Value? Evidence from Buybacks around the World pp. 1899-1935 Downloads
Alberto Manconi, Urs Peyer and Theo Vermaelen
Does Unusual News Forecast Market Stress? pp. 1937-1974 Downloads
Paul Glasserman and Harry Mamaysky
New Evidence on Conditional Factor Models pp. 1975-2016 Downloads
Ilan Cooper and Paulo Maio
Hometown Biased Acquisitions pp. 2017-2051 Downloads
Feng Jiang, Yiming Qian and Scott E. Yonker
Estimation of Multivariate Asset Models with Jumps pp. 2053-2083 Downloads
Laura Ballotta, Gianluca Fusai, Angela Loregian and M. Fabricio Perez
When Does the Family Govern the Family Firm? pp. 2085-2117 Downloads
Øyvind Bøhren, Bogdan Stacescu, Line F. Almli and Kathrine L. Søndergaard
The Relation between Corporate and Government Debt Maturity in Europe pp. 2119-2140 Downloads
Stefano Lugo and Giulia Piccillo
Does Political Uncertainty Increase External Financing Costs? Measuring the Electoral Premium in Syndicated Lending pp. 2141-2178 Downloads
Olivia S. Kim
Bank Interventions and Trade Credit: Evidence from Debt Covenant Violations pp. 2179-2207 Downloads
Zilong Zhang
Risk Aversion in a Dynamic Asset Allocation Experiment pp. 2209-2232 Downloads
Isabelle Brocas, Juan D. Carrillo, Aleksandar Giga and Fernando Zapatero
Currency Regimes and the Carry Trade pp. 2233-2260 Downloads
Olivier Accominotti, Jason Cen, David Chambers and Ian W. Marsh
A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States pp. 2261-2292 Downloads
Martin M. Andreasen and Andrew Meldrum
Bank Interventions and Trade Credit: Evidence from Debt Covenant Violations - ERRATUM pp. 2293-2293 Downloads
Zilong Zhang

Volume 54, issue 04, 2019

High-Frequency Trading Competition pp. 1469-1497 Downloads
Jonathan Brogaard and Corey Garriott
The Information Content of Sudden Insider Silence pp. 1499-1538 Downloads
Claire Yurong Hong and Frank Weikai Li
The Effect of Investment Constraints on Hedge Fund Investor Returns pp. 1539-1571 Downloads
Juha Joenväärä, Robert Kosowski and Pekka Tolonen
Can Strong Corporate Governance Selectively Mitigate the Negative Influence of “Special Interest” Shareholder Activists? Evidence from the Labor Market for Directors pp. 1573-1614 Downloads
Diane Del Guercio and Tracie Woidtke
Dead Hand Proxy Puts and Hedge Fund Activism pp. 1615-1642 Downloads
Sean J. Griffith and Natalia Reisel
Optimal Consumption and Investment under Time-Varying Liquidity Constraints pp. 1643-1681 Downloads
Seryoong Ahn, Kyoung Jin Choi and Byung Hwa Lim
Do Mutual Funds Have Decreasing Returns to Scale? Evidence from Fund Mergers pp. 1683-1711 Downloads
Ping McLemore
Best of the Best: A Comparison of Factor Models pp. 1713-1758 Downloads
Shamim Ahmed, Ziwen Bu and Daniel Tsvetanov
Pricing Intertemporal Risk When Investment Opportunities Are Unobservable pp. 1759-1789 Downloads
Scott Cederburg
Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement pp. 1791-1819 Downloads
Bing Han, Lei Lu and Yi Zhou
Pension Deficits and the Design of Private Debt Contracts pp. 1821-1854 Downloads
Balasingham Balachandran, Huu Nhan Duong and Van Hoang Vu
Employment, Corporate Investment, and Cash-Flow Risk pp. 1855-1898 Downloads
Saad Alnahedh, Sanjai Bhagat and Iulian Obreja

Volume 54, issue 03, 2019

Risk and Return in High-Frequency Trading pp. 993-1024 Downloads
Matthew Baron, Jonathan Brogaard, Björn Hagströmer and Andrei Kirilenko
Local Economic Spillover Effects of Stock Market Listings pp. 1025-1050 Downloads
Alexander Butler, Larry Fauver and Ioannis Spyridopoulos
Regional Economic Activity and Stock Returns pp. 1051-1082 Downloads
Esad Smajlbegovic
Factor Structure in Commodity Futures Return and Volatility pp. 1083-1115 Downloads
Peter Christoffersen, Asger Lunde and Kasper V. Olesen
Board Ancestral Diversity and Firm-Performance Volatility pp. 1117-1155 Downloads
Mariassunta Giannetti and Mengxin Zhao
Getting Paid to Hedge: Why Don’t Investors Pay a Premium to Hedge Downturns? pp. 1157-1192 Downloads
Nishad Kapadia, Barbara Bennett Ostdiek, James P. Weston and Morad Zekhnini
Relationship-Based Resource Allocations: Evidence from the Use of “Guanxi” during SEOs pp. 1193-1230 Downloads
Paul Brockman, Michael Firth, Xianjie He, Xinyang Mao and Oliver Rui
Relationship Bank Behavior during Borrower Distress pp. 1231-1262 Downloads
Yan Li, Ruichang Lu and Anand Srinivasan
At-the-Market Offerings pp. 1263-1283 Downloads
Matthew T. Billett, Ioannis V. Floros and Jon A. Garfinkel
Shelf versus Traditional Seasoned Equity Offerings: The Impact of Potential Short Selling pp. 1285-1311 Downloads
Marie Dutordoir, Norman Strong and Ping Sun
State Ownership and Debt Choice: Evidence from Privatization pp. 1313-1346 Downloads
Narjess Boubakri and Walid Saffar
Investor Inattention and Stock Prices: Evidence from Acquisitions with a Choice of Payment Type pp. 1347-1369 Downloads
Erik Lie
Do Unlisted Targets Sell at Discounts? pp. 1371-1401 Downloads
Jeffrey F. Jaffe, Jan Jindra, David J. Pedersen and Torben Voetmann
The Boss Knows Best: Directors of Research and Subordinate Analysts pp. 1403-1446 Downloads
Daniel Bradley, Sinan Gokkaya and Xi Liu
Labor Adjustment Costs and Risk Management pp. 1447-1468 Downloads
Yue Qiu

Volume 54, issue 02, 2019

Covenants, Creditors’ Simultaneous Equity Holdings, and Firm Investment Policies pp. 481-512 Downloads
Sudheer Chava, Rui Wang and Hong Zou
Competition and Bank Liquidity Creation pp. 513-538 Downloads
Liangliang Jiang, Ross Levine and Chen Lin
How Does Illiquidity Affect Delegated Portfolio Choice? pp. 539-585 Downloads
Min Dai, Goncalves-Pinto, Luis and Jing Xu
Is It the Investment Bank or the Investment Banker? A Study of the Role of Investment Banker Human Capital in Acquisitions pp. 587-627 Downloads
Thomas Chemmanur, Mine Ertugrul and Karthik Krishnan
Stock Price Co-Movement and the Foundations of Pairs Trading pp. 629-665 Downloads
Adam Farago and Erik Hjalmarsson
Bank Capital and Lending: Evidence from Syndicated Loans pp. 667-694 Downloads
Yongqiang Chu, Donghang Zhang and Zhao, Yijia (Eddie)
Good Volatility, Bad Volatility, and Option Pricing pp. 695-727 Downloads
Bruno Feunou and Cédric Okou
Anticipatory Traders and Trading Speed pp. 729-758 Downloads
Raymond P. H. Fishe, Richard Haynes and Esen Onur
SOX Section 404 and Corporate Innovation pp. 759-787 Downloads
Huasheng Gao and Jin Zhang
A Single-Factor Consumption-Based Asset Pricing Model pp. 789-827 Downloads
Stefanos Delikouras and Alexandros Kostakis
Industry Tournament Incentives and the Product-Market Benefits of Corporate Liquidity pp. 829-876 Downloads
Jian Huang, Bharat A. Jain and Omesh Kini
Accounting Losses as a Heuristic for Managerial Failure: Evidence from CEO Turnovers pp. 877-906 Downloads
Ghosh, Aloke (Al) and Jun Wang
Risk Shifting and Corporate Pension Plans: Evidence from a Natural Experiment pp. 907-923 Downloads
David J. Pedersen
Business Loans and the Transmission of Monetary Policy pp. 925-965 Downloads
Santiago Barraza, Andrea Civelli and Nicola Zaniboni
Attitudes Toward Noncompliance and the Demand for External Financing pp. 967-991 Downloads
Robert H. Davidson and Christo Pirinsky

Volume 54, issue 01, 2019

Panel-Data Estimation in Finance: Testable Assumptions and Parameter (In)Consistency pp. 1-29 Downloads
William D. Grieser and Charles J. Hadlock
Asymmetric Information, Debt Capacity, and Capital Structure pp. 31-59 Downloads
Michael L. Lemmon and Jaime F. Zender
Investor Protection and the Long-Run Performance of Activism pp. 61-100 Downloads
Pouyan Foroughi, Namho Kang, Gideon Ozik and Ronnie Sadka
The Importance of Blockholder Heterogeneity: Security Market Effects and Follow-On Activities pp. 101-153 Downloads
Jim Hsieh and Tao-Hsien Dolly King
Bank Lending and the European Sovereign Debt Crisis pp. 155-182 Downloads
Filippo De Marco
Effects of CEO Turnover in Banks: Evidence Using Exogenous Turnovers in Indian Banks pp. 183-214 Downloads
Arkodipta Sarkar, Krishnamurthy Subramanian and Prasanna Tantri
Heterogeneity of Beliefs and Trade in Experimental Asset Markets pp. 215-245 Downloads
Tim A. Carlé, Yaron Lahav, Tibor Neugebauer and Charles Noussair
Holdup by Junior Claimholders: Evidence from the Mortgage Market pp. 247-274 Downloads
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Yan Zhang
Cross-Country Evidence on the Relationship between Societal Trust and Risk-Taking by Banks pp. 275-301 Downloads
Kiridaran Kanagaretnam, Gerald J. Lobo, Chong Wang and Dennis J. Whalen
Outside Insiders: Does Access to Information Prior to an IPO Generate a Trading Advantage After the IPO? pp. 303-334 Downloads
Umit Ozmel, Timothy E. Trombley and M. Deniz Yavuz
Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing pp. 335-368 Downloads
Petko S. Kalev, Konark Saxena and Leon Zolotoy
Operating Leverage, Profitability, and Capital Structure pp. 369-392 Downloads
Zhiyao Chen, Jarrad Harford and Avraham Kamara
Union Concessions following Asset Sales and Takeovers pp. 393-424 Downloads
Erik Lie and Tingting Que
Tail Risk and the Cross-Section of Mutual Fund Expected Returns pp. 425-447 Downloads
Nikolaos Karagiannis and Konstantinos Tolikas
Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements? pp. 449-479 Downloads
Alexander Kurov, Alessio Sancetta, Georg Strasser and Marketa Halova Wolfe
Page updated 2019-10-22