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Journal of Financial and Quantitative Analysis

1966 - 2018

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

Bibliographic data for series maintained by Keith Waters ().

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Volume 53, issue 05, 2018

Know Thy Neighbor: Industry Clusters, Information Spillovers, and Market Efficiency pp. 1937-1961 Downloads
Joseph Engelberg, Arzu Ozoguz and Sean Wang
Life-Cycle Asset Allocation with Ambiguity Aversion and Learning pp. 1963-1994 Downloads
Kim Peijnenburg
The Effect of Cultural Similarity on Mergers and Acquisitions: Evidence from Corporate Social Responsibility pp. 1995-2039 Downloads
Fred Bereskin, Seong K. Byun, Micah S. Officer and Jong-Min Oh
When Banks Grow Too Big for Their National Economies: Tail Risks, Risk Channels, and Government Guarantees pp. 2041-2066 Downloads
Jens Hagendorff, Kevin Keasey and Francesco Vallascas
Hedge Fund Boards and the Market for Independent Directors pp. 2067-2101 Downloads
Christopher P. Clifford, Jesse A. Ellis and William C. Gerken
The Scarcity Value of Treasury Collateral: Repo-Market Effects of Security-Specific Supply and Demand Factors pp. 2103-2129 Downloads
D’Amico, Stefania, Roger Fan and Yuriy Kitsul
Earthly Reward to the Religious: Religiosity and the Costs of Public and Private Debt pp. 2131-2160 Downloads
Feng Jiang, Kose John, C. Wei Li and Yiming Qian
The Term Structure of Bond Liquidity pp. 2161-2197 Downloads
Gehde-Trapp, Monika, Philipp Schuster and Uhrig-Homburg, Marliese
Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions pp. 2199-2225 Downloads
Zheng Sun, Ashley W. Wang and Lu Zheng
Global Political Risk and Currency Momentum pp. 2227-2259 Downloads
Ilias Filippou, Arie E. Gozluklu and Mark P. Taylor
CEO Compensation in Japan: Why So Different from the United States? pp. 2261-2292 Downloads
Luyao Pan and Xianming Zhou
State Ownership and Corporate Cash Holdings pp. 2293-2334 Downloads
Chen, Ruiyuan (Ryan), Sadok El Ghoul, Omrane Guedhami and Robert Nash

Volume 53, issue 04, 2018

Corporate Resilience to Banking Crises: The Roles of Trust and Trade Credit pp. 1441-1477 Downloads
Ross Levine, Chen Lin and Wensi Xie
Asymmetry in Stock Comovements: An Entropy Approach pp. 1479-1507 Downloads
Lei Jiang, Ke Wu and Guofu Zhou
Trading in the Presence of Short-Lived Private Information: Evidence from Analyst Recommendation Changes pp. 1509-1546 Downloads
Ohad Kadan, Roni Michaely and Pamela C. Moulton
Empirical Evidence of Overbidding in M&A Contests pp. 1547-1579 Downloads
Eric de Bodt, Jean-Gabriel Cousin and Richard Roll
Technological Specialization and the Decline of Diversified Firms pp. 1581-1614 Downloads
Fernando Anjos and Cesare Fracassi
Unknown Unknowns: Uncertainty About Risk and Stock Returns pp. 1615-1651 Downloads
Guido Baltussen, Sjoerd van Bekkum and Bart van der Grient
Equilibrium Price Dynamics of Emission Permits pp. 1653-1678 Downloads
Steffen Hitzemann and Uhrig-Homburg, Marliese
Playing Favorites? Industry Expert Directors in Diversified Firms pp. 1679-1714 Downloads
Jesse A. Ellis, C. Edward Fee and Shawn Thomas
Information, Investment Adjustment, and the Cost of Capital pp. 1715-1754 Downloads
Lixin Huang and Qiang Kang
Do Banks Price Independent Directors’ Attention? pp. 1755-1780 Downloads
Henry He Huang, Gerald J. Lobo, Chong Wang and Jian Zhou
Local Political Uncertainty, Family Control, and Investment Behavior pp. 1781-1804 Downloads
Mario Daniele Amore and Alessandro Minichilli
The Role of Data Providers as Information Intermediaries pp. 1805-1838 Downloads
Nic Schaub
The Effect of State Solvency on Bank Values and Credit Supply: Evidence from State Pension Cut Legislation pp. 1839-1870 Downloads
Lee Jeremy Cohen, Marcia Millon Cornett, Hamid Mehran and Hassan Tehranian
Organization Capital and Mergers and Acquisitions pp. 1871-1909 Downloads
Kai Li, Buhui Qiu and Rui Shen
Choosing the Precision of Performance Metrics pp. 1911-1935 Downloads
Alan D. Crane, Andrew Koch and Chishen Wei

Volume 53, issue 03, 2018

Taxes, Capital Structure Choices, and Equity Value pp. 967-995 Downloads
Mara Faccio and Jin Xu
Do Short Sellers Trade on Private Information or False Information? pp. 997-1023 Downloads
Amiyatosh Purnanandam and H. Nejat Seyhun
Right on Schedule: CEO Option Grants and Opportunism pp. 1025-1058 Downloads
Robert M. Daines, Grant R. McQueen and Robert J. Schonlau
Crash Sensitivity and the Cross Section of Expected Stock Returns pp. 1059-1100 Downloads
Chabi-Yo, Fousseni, Stefan Ruenzi and Florian Weigert
Does the Political Power of Nonfinancial Stakeholders Affect Firm Values? Evidence from Labor Unions pp. 1101-1133 Downloads
Jared Stanfield and Robert Tumarkin
Market Sentiment and Innovation Activities pp. 1135-1161 Downloads
Tri Vi Dang and Zhaoxia Xu
Do Antitakeover Provisions Spur Corporate Innovation? A Regression Discontinuity Analysis pp. 1163-1194 Downloads
Thomas Chemmanur and Xuan Tian
The Effect of Credit Competition on Banks’ Loan-Loss Provisions pp. 1195-1226 Downloads
Yiwei Dou, Stephen G. Ryan and Youli Zou
Credit Default Swaps and Firm Value pp. 1227-1259 Downloads
Rajesh Narayanan and Cihan Uzmanoglu
Recruiting the CEO from the Board: Determinants and Consequences pp. 1261-1295 Downloads
Udi Hoitash and Anahit Mkrtchyan
The Effect of Monitoring on CEO Compensation in a Matching Equilibrium pp. 1297-1339 Downloads
Pierre Chaigneau and Nicolas Sahuguet
Does Knowledge Protection Benefit Shareholders? Evidence from Stock Market Reaction and Firm Investment in Knowledge Assets pp. 1341-1370 Downloads
Buhui Qiu and Teng Wang
Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions pp. 1371-1390 Downloads
Marco Valerio Geraci and Jean-Yves Gnabo
Do IPOs Affect Market Price? Evidence from China pp. 1391-1416 Downloads
Song Shi, Qian Sun and Xin Zhang
Beta Matrix and Common Factors in Stock Returns pp. 1417-1440 Downloads
Seung C. Ahn, Alex Horenstein and Na Wang

Volume 53, issue 02, 2018

Overnight Returns and Firm-Specific Investor Sentiment pp. 485-505 Downloads
David Aboody, Even-Tov, Omri, Reuven Lehavy and Brett Trueman
A New Partial-Segmentation Approach to Modeling International Stock Returns pp. 507-546 Downloads
G. Andrew Karolyi and Ying Wu
The Anatomy of a Credit Supply Shock: Evidence from an Internal Credit Market pp. 547-579 Downloads
José María Liberti and Jason Sturgess
Quiet Life No More? Corporate Bankruptcy and Bank Competition pp. 581-611 Downloads
Todd Gormley, Nandini Gupta and Anand Jha
High-Frequency Quoting: Short-Term Volatility in Bids and Offers pp. 613-641 Downloads
Joel Hasbrouck
Managerial Risk-Taking Incentives and Merger Decisions pp. 643-680 Downloads
Chen Lin, Micah S. Officer and Beibei Shen
Product Market Characteristics and the Choice between IPOs and Acquisitions pp. 681-721 Downloads
Thomas Chemmanur, Jie He, Shan He and Debarshi Nandy
Short Covering Trades pp. 723-748 Downloads
Ekkehart Boehmer, Truong X. Duong and Zsuzsa R. Huszár
Why Has the Value of Cash Increased Over Time? pp. 749-787 Downloads
Thomas W. Bates, Ching-Hung Chang and Jianxin Daniel Chi
Organizational Form and Corporate Payout Policy pp. 789-813 Downloads
Bradford Jordan, Mark H. Liu and Qun Wu
Short-Term Debt and Bank Risk pp. 815-835 Downloads
Brian Du and Darius Palia
Price Pressure and Overnight Seasoned Equity Offerings pp. 837-866 Downloads
Matthew T. Gustafson
Managerial Risk-Taking Incentive and Firm Innovation: Evidence from FAS 123R pp. 867-898 Downloads
Connie X. Mao and Chi Zhang
Market Reaction to Bank Liquidity Regulation pp. 899-935 Downloads
Brunella Bruno, Enrico Onali and Klaus Schaeck
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics pp. 937-963 Downloads
Laurent E. Calvet, Adlai J. Fisher and Liuren Wu
Managerial Ability and the Shareholder Tax Sensitivity of Dividends - ERRATUM pp. 965-965 Downloads
Jenny Xinjiao Guan, Oliver Zhen Li and Jiameng Ma

Volume 53, issue 01, 2018

Innovation Strategy of Private Firms pp. 1-32 Downloads
Huasheng Gao, Po-Hsuan Hsu and Kai Li
Passive versus Active Fund Performance: Do Index Funds Have Skill? pp. 33-64 Downloads
Alan D. Crane and Kevin Crotty
Director Connectedness: Monitoring Efficacy and Career Prospects pp. 65-108 Downloads
Vincent J. Intintoli, Kathleen M. Kahle and Wanli Zhao
Fiscal Policy, Consumption Risk, and Stock Returns: Evidence from U.S. States pp. 109-136 Downloads
Zhi Da, Mitch Warachka and Hayong Yun
Crash Risk in Currency Returns pp. 137-170 Downloads
Mikhail Chernov, Jeremy Graveline and Irina Zviadadze
Flow-Induced Trading Pressure and Corporate Investment pp. 171-201 Downloads
Xiaoxia Lou and Albert Y. Wang
Do Financial Analysts Restrain Insiders’ Informational Advantage? pp. 203-241 Downloads
Andrew Ellul and Marios Panayides
The Liquidity Effects of Official Bond Market Intervention pp. 243-268 Downloads
Michiel De Pooter, Robert F. Martin and Seth Pruitt
Pitfalls in the Use of Systemic Risk Measures pp. 269-298 Downloads
Gunter Löffler and Peter Raupach
Are Ratings the Worst Form of Credit Assessment Except for All the Others? pp. 299-334 Downloads
Andreas Blöchlinger and Markus Leippold
Managerial Ability and the Shareholder Tax Sensitivity of Dividends pp. 335-364 Downloads
Jenny Xinjiao Guan, Oliver Zhen Li and Jiameng Ma
Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments pp. 365-393 Downloads
Xin Gao and Federico Nardari
Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices pp. 395-436 Downloads
D’Amico, Stefania, Don H. Kim and Min Wei
Risk Premium Information from Treasury-Bill Yields pp. 437-454 Downloads
Jaehoon Lee
Securities Transaction Taxes and Market Quality pp. 455-484 Downloads
Anna Pomeranets and Daniel G. Weaver
Page updated 2018-12-18