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Journal of Financial and Quantitative Analysis

1966 - 2020

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

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Volume 55, issue 8, 2020

Why Do Firms Disagree with Short Sellers? Managerial Myopia versus Private Information pp. 2431-2465 Downloads
Leonce Bargeron and Alice Bonaime
Optimists and Pessimists in (In)Complete Markets pp. 2466-2499 Downloads
Nicole Branger, Patrick Konermann and Christian Schlag
Managerial Entrenchment and Information Production pp. 2500-2529 Downloads
Chen Lin, Lai Wei and Wensi Xie
Do Public and Private Firms Behave Differently? An Examination of Investment in the Chemical Industry pp. 2530-2554 Downloads
Albert Sheen
Order-Flow Segmentation, Liquidity, and Price Discovery: The Role of Latency Delays pp. 2555-2587 Downloads
Michael Brolley and David A. Cimon
Anchoring on Historical High Prices and Seasoned Equity Offerings pp. 2588-2612 Downloads
Armen Hovakimian and Huajing Hu
Fire Sales and Impediments to Liquidity Provision in the Corporate Bond Market pp. 2613-2640 Downloads
Z. Jay Wang, Hanjiang Zhang and Xinde Zhang
Information in Electricity Forward Prices pp. 2641-2664 Downloads
Richard A. Michelfelder and Eugene A. Pilotte
Investment Shocks and Asset Prices: An Investment-Based Approach pp. 2665-2699 Downloads
Lorenzo Garlappi and Zhongzhi Song
Improving Minimum-Variance Portfolios by Alleviating Overdispersion of Eigenvalues pp. 2700-2731 Downloads
Fangquan Shi, Lianjie Shu, Aijun Yang and Fangyi He
On the Expected Earnings Hypothesis Explanation of the Aggregate Returns–Earnings Association Puzzle pp. 2732-2763 Downloads
Warren Bailey and Huiwen Lai

Volume 55, issue 7, 2020

Relative Performance Evaluation in CEO Compensation: A Talent-Retention Explanation pp. 2099-2123 Downloads
David De Angelis and Yaniv Grinstein
Corruption and Corporate Innovation pp. 2124-2149 Downloads
Jesse Ellis, Jared Smith and Roger White
Growth Options and Related Stock Market Anomalies: Profitability, Distress, Lotteryness, and Volatility pp. 2150-2180 Downloads
Turan G. Bali, Luca Del Viva, Neophytos Lambertides and Lenos Trigeorgis
Busy Directors and Shareholder Satisfaction pp. 2181-2210 Downloads
Kevin D. Chen and Wayne R. Guay
Trust and Local Bias pp. 2211-2245 Downloads
Chishen Wei and Lei Zhang
Shorting in Broad Daylight: Short Sales and Venue Choice pp. 2246-2269 Downloads
Adam V. Reed, Mehrdad Samadi and Jonathan S. Sokobin
Emerging Markets Are Catching Up: Economic or Financial Integration? pp. 2270-2303 Downloads
Amir Akbari, Lilian Ng and Bruno Solnik
The Efficient IPO Market Hypothesis: Theory and Evidence pp. 2304-2333 Downloads
Kevin R. James and Marcela Valenzuela
Consumption and Portfolio Choice under Internal Multiplicative Habit Formation pp. 2334-2371 Downloads
Servaas van Bilsen, A. Lans Bovenberg and Roger Laeven
Does Trading Anonymously Enhance Liquidity? pp. 2372-2396 Downloads
Patrick J. Dennis and Patrik Sandås
Personal Bankruptcy Laws and Corporate Policies pp. 2397-2428 Downloads
Yi-Wen Chen, Joseph T. Halford, Hung-Chia Scott Hsu and Chu-Bin Lin
Emerging Markets Are Catching Up: Economic or Financial Integration? - CORRIGENDUM pp. 2429-2429 Downloads
Amir Akbari, Lilian Ng and Bruno Solnik

Volume 55, issue 6, 2020

CEO Turnover and Volatility under Long-Term Employment Contracts pp. 1757-1791 Downloads
Peter Cziraki and Moqi Groen-Xu
Liquidity and Information in Limit Order Markets pp. 1792-1839 Downloads
Ioanid Roşu
Model Comparison with Sharpe Ratios pp. 1840-1874 Downloads
Francisco Barillas, Raymond Kan, Cesare Robotti and Jay Shanken
Peer Monitoring, Syndication, and the Dynamics of Venture Capital Interactions: Theory and Evidence pp. 1875-1914 Downloads
Onur Bayar, Thomas J. Chemmanur and Xuan Tian
Measuring the Added Value of Stock Recommendations pp. 1915-1945 Downloads
Anders Anderson, Howard Jones and José Vicente Martinez
The Speed of Adjustment to the Target Market Value Leverage Is Slower Than You Think pp. 1946-1977 Downloads
Qie Ellie Yin and Jay R. Ritter
The Causal Effects of Proximity on Investment: Evidence from Flight Introductions pp. 1978-2004 Downloads
Jesse Ellis, Leonardo Madureira and Shane Underwood
Do Underwriters Price Up IPOs to Prevent Withdrawal? pp. 2005-2036 Downloads
Walid Y. Busaba, Zheng Liu and Felipe Restrepo
Information Barriers in Global Markets: Evidence from International Subcontracting Relationships pp. 2037-2072 Downloads
Massimo Massa and David Schumacher
Individual Commitment and Team Performance: Evidence from Mutual Fund Managers pp. 2073-2098 Downloads
Jiang Luo and Zheng Qiao

Volume 55, issue 5, 2020

Can Corporate Income Tax Cuts Stimulate Innovation? pp. 1415-1465 Downloads
Julian Atanassov and Xiaoding Liu
The Speed of Information and the Sell-Side Research Industry pp. 1467-1490 Downloads
Daniel Bradley, Jonathan Clarke and Linghang Zeng
Leverage and the Beta Anomaly pp. 1491-1514 Downloads
Malcolm Baker, Mathias F. Hoeyer and Jeffrey Wurgler
Media Coverage and IPO Pricing around the World pp. 1515-1553 Downloads
Yangyang Chen, Abhinav Goyal, Madhu Veeraraghavan and Leon Zolotoy
Short-Sale Constraints and Options Trading: Evidence from Reg SHO pp. 1555-1579 Downloads
Yi-Wen Chen, Sheng-Syan Chen and Robin K. Chou
Investor Sentiment and Employment pp. 1581-1618 Downloads
Maurizio Montone and Remco C. J. Zwinkels
Asset Redeployability, Liquidation Value, and Endogenous Capital Structure Heterogeneity pp. 1619-1656 Downloads
Antonio E. Bernardo, Alex Fabisiak and Ivo Welch
Do Informal Contracts Matter for Corporate Innovation? Evidence from Social Capital pp. 1657-1684 Downloads
Atul Gupta, Kartik Raman and Chenguang Shang
The Ownership Complaint Gap: Mutual versus Stock Intermediaries pp. 1685-1715 Downloads
Jiang Cheng, Wenlan Qian and David M. Reeb
Partisan Bias in Fund Portfolios pp. 1717-1754 Downloads
M. Babajide Wintoki and Yaoyi Xi
Can Corporate Income Tax Cuts Stimulate Innovation? - ERRATUM pp. 1755-1755 Downloads
Julian Atanassov and Xiaoding Liu

Volume 55, issue 4, 2020

Good Carry, Bad Carry pp. 1063-1094 Downloads
Geert Bekaert and George Panayotov
Intermediation in Private Equity: The Role of Placement Agents pp. 1095-1116 Downloads
Matthew D. Cain, Stephen B. McKeon and Steven Davidoff Solomon
A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth pp. 1117-1162 Downloads
Mathieu Fournier and Kris Jacobs
Optimal Portfolios under Time-Varying Investment Opportunities, Parameter Uncertainty, and Ambiguity Aversion pp. 1163-1198 Downloads
Thomas Dangl and Alex Weissensteiner
Dividend Risk Premia pp. 1199-1242 Downloads
Georg Cejnek and Otto Randl
Financial Incentives and Loan Officer Behavior: Multitasking and Allocation of Effort under an Incomplete Contract pp. 1243-1267 Downloads
Patrick Behr, Alejandro Drexler, Reint Gropp and Andre Guettler
Bank Branching Deregulation and the Syndicated Loan Market pp. 1269-1303 Downloads
Jan Keil and Karsten Müller
Insider Trading: What Really Protects U.S. Investors? pp. 1305-1332 Downloads
Roger M. White
Dynamic Moral Hazard and Risk-Shifting Incentives in a Leveraged Firm pp. 1333-1367 Downloads
Alejandro Rivera
The Coming Wave: Where Do Emerging Market Investors Put Their Money? pp. 1369-1414 Downloads
G. Andrew Karolyi, David T. Ng and Eswar Prasad

Volume 55, issue 3, 2020

Using Stocks or Portfolios in Tests of Factor Models pp. 709-750 Downloads
Andrew Ang, Jun Liu and Krista Schwarz
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns pp. 751-781 Downloads
Tim Bollerslev, Sophia Zhengzi Li and Bingzhi Zhao
Capital Asset Pricing with a Stochastic Horizon pp. 783-827 Downloads
Michael J. Brennan and Yuzhao Zhang
The Dividend Term Structure pp. 829-867 Downloads
Jac Kragt, Frank de Jong and Joost Driessen
Analyst Promotions within Credit Rating Agencies: Accuracy or Bias? pp. 869-896 Downloads
Darren J. Kisgen, Jordan Nickerson, Matthew Osborn and Jonathan Reuter
Cultural Preferences and Firm Financing Choices pp. 897-930 Downloads
Mascia Bedendo, Emilia Garcia-Appendini and Linus Siming
Market Evidence on Investor Preference for Fewer Directorships pp. 931-954 Downloads
Keren Bar-Hava, Feng Gu and Baruch Lev
Foreign Investment, Regulatory Arbitrage, and the Risk of U.S. Banking Organizations pp. 955-988 Downloads
W. Scott Frame, Atanas Mihov and Leandro Sanz
Political Activism and Firm Innovation pp. 989-1024 Downloads
Alexei Ovtchinnikov, Syed Walid Reza and Yanhui Wu
Volatility and Expected Option Returns pp. 1025-1060 Downloads
Guanglian Hu and Kris Jacobs
Financial Development and the Cash Flow Sensitivity of Cash - CORRIGENDUM pp. 1061-1062 Downloads
Inder K. Khurana, Xiumin Martin and Raynolde Pereira

Volume 55, issue 2, 2020

Stock Return Asymmetry: Beyond Skewness pp. 357-386 Downloads
Lei Jiang, Ke Wu, Guofu Zhou and Yifeng Zhu
The Real Effect of Smoking Bans: Evidence from Corporate Innovation pp. 387-427 Downloads
Huasheng Gao, Po-Hsuan Hsu, Kai Li and Jin Zhang
Media Coverage and the Cost of Debt pp. 429-471 Downloads
Haoyu Gao, Junbo Wang, Yanchu Wang, Chunchi Wu and Xi Dong
Employee-Manager Alliances and Shareholder Returns from Acquisitions pp. 473-516 Downloads
Ronald Masulis, Cong Wang and Fei Xie
Competition and Operating Volatilities around the World pp. 517-547 Downloads
Tanakorn Makaew and Vojislav Maksimovic
Googling Investor Sentiment around the World pp. 549-580 Downloads
Zhenyu Gao, Haohan Ren and Bohui Zhang
Are Generalists Beneficial to Corporate Shareholders? Evidence from Exogenous Executive Turnovers pp. 581-619 Downloads
Betzer, André, Lee, Hye Seung (Grace), Peter Limbach and Jesus M. Salas
Venture Capital Communities pp. 621-651 Downloads
Amit Bubna, Sanjiv R. Das and Nagpurnanand Prabhala
Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times pp. 653-677 Downloads
Rutger-Jan Lange, Daniel Ralph and Støre, Kristian
Rhetoric, Reality, and Reputation: Do CSR and Political Lobbying Protect Shareholder Wealth against Environmental Lawsuits? pp. 679-706 Downloads
Chelsea Liu, Chee Seng Cheong and Ralf Zurbruegg
Stock Return Asymmetry: Beyond Skewness — CORRIGENDUM pp. 707-707 Downloads
Lei Jiang, Ke Wu, Guofu Zhou and Yifeng Zhu

Volume 55, issue 1, 2020

A Survey of the Microstructure of Fixed-Income Markets pp. 1-45 Downloads
Hendrik Bessembinder, Chester Spatt and Kumar Venkataraman
Signaling in OTC Markets: Benefits and Costs of Transparency pp. 47-75 Downloads
Kerry Back, Ruomeng Liu and Alberto Teguia
Short Selling and Price Discovery in Corporate Bonds pp. 77-115 Downloads
Terrence Hendershott, Roman Kozhan and Vikas Raman
Government Intervention and Strategic Trading in the U.S. Treasury Market pp. 117-157 Downloads
Paolo Pasquariello, Jennifer Roush and Clara Vega
Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act pp. 159-192 Downloads
Evangelos Benos, Richard Payne and Michalis Vasios
The Market Microstructure of Central Bank Bond Purchases pp. 193-221 Downloads
Kathi Schlepper, Heiko Hofer, Ryan Riordan and Andreas Schrimpf
Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution? pp. 223-261 Downloads
Ferhat Akbas and Egemen Genc
The Effect of Financial Flexibility on Payout Policy pp. 263-289 Downloads
Anil Kumar and Carles Vergara-Alert
Does Option-Based Compensation Affect Payout Policy? Evidence from FAS 123R pp. 291-329 Downloads
Fabrizio Ferri and Nan Li
Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps pp. 331-356 Downloads
Antonio Cosma, Stefano Galluccio, Paola Pederzoli and Olivier Scaillet
Page updated 2020-11-23