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Journal of Financial and Quantitative Analysis

1966 - 2022

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

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Volume 57, issue 7, 2022

Speculation Sentiment pp. 2485-2515 Downloads
Shaun William Davies
Actively Keeping Secrets From Creditors: Evidence From the Uniform Trade Secrets Act pp. 2516-2558 Downloads
Scott Guernsey, Kose John and Lubomir P. Litov
Skin in the Game: Operating Growth, Firm Performance, and Future Stock Returns pp. 2559-2590 Downloads
Sean Shun Cao, Zhe Wang and P. Eric Yeung
Relative Versus Absolute Performance Evaluation and CEO Decision-Making pp. 2591-2626 Downloads
Karen H. Wruck and YiLin Wu
Flooded Through the Back Door: The Role of Bank Capital in Local Shock Spillovers pp. 2627-2658 Downloads
Oliver Rehbein and Steven Ongena
The Digital Credit Divide: Marketplace Lending and Entrepreneurship pp. 2659-2692 Downloads
Douglas Cumming, Hisham Farag, Sofia Johan and Danny McGowan
The Shadow Costs of Illiquidity pp. 2693-2723 Downloads
Kristy A. E. Jansen and Bas J. M. Werker
Taxing the Disposition Effect: The Impact of Tax Awareness on Investor Behavior pp. 2724-2765 Downloads
William J. Bazley, Jordan Moore and Melina Murren Vosse
CEO Marketability, Employment Opportunities, and Compensation: Evidence from Compensation Peer Citations pp. 2766-2797 Downloads
Daewoung Choi, David Cicero and Shawn Mobbs
Investor Heterogeneity and Liquidity pp. 2798-2833 Downloads
Kalok Chan, Si Cheng and Allaudeen Hameed
Blockholder Disclosure Thresholds and Hedge Fund Activism pp. 2834-2859 Downloads
Guillem Ordóñez-Calafi and Dan Bernhardt
Why Are Bidder Termination Provisions Included in Takeovers? pp. 2860-2896 Downloads
Zhiyao Chen, Hamed Mahmudi, Aazam Virani and Xiaofei Zhao
RQ Innovative Efficiency and Firm Value – CORRIGENDUM pp. 2897-2897 Downloads
Michael Cooper, Anne Marie Knott and Wenhao Yang

Volume 57, issue 6, 2022

How Does Human Capital Matter? Evidence from Venture Capital pp. 2063-2094 Downloads
Lifeng Gu, Ruidi Huang, Yifei Mao and Xuan Tian
Do Social Networks Facilitate Informed Option Trading? Evidence from Alumni Reunion Networks pp. 2095-2139 Downloads
Harvey Cheong, Joon Ho Kim, Florian Münkel and Harold D. Spilker
Where Do Shareholder Gains in Hedge Fund Activism Come From? Evidence From Employee Pension Plans pp. 2140-2176 Downloads
Anup Agrawal and Yuree Lim
The Bond-Pricing Implications of Rating-Based Capital Requirements pp. 2177-2207 Downloads
Scott Murray and Stanislava (Stas) Nikolova
Cultivating Self-Control in FinTech: Evidence from a Field Experiment on Online Consumer Borrowing pp. 2208-2250 Downloads
Di Bu, Tobin Hanspal, Yin Liao and Yong Liu
The Geography of Information Acquisition pp. 2251-2285 Downloads
Honghui Chen, Yuanyu Qu, Tao Shen, Qinghai Wang and David X. Xu
Unintended Consequences of the Dodd–Frank Act on Credit Rating Risk and Corporate Finance pp. 2286-2323 Downloads
Bina Sharma, Binay K. Adhikari, Anup Agrawal, Bruno R. Arthur and Monika K. Rabarison
Deleting Unreported Innovation pp. 2324-2354 Downloads
Ping-Sheng Koh, David M. Reeb, Elvira Sojli, Wing Wah Tham and Wendun Wang
Does CEO Succession Planning (Disclosure) Create Shareholder Value? pp. 2355-2384 Downloads
John J. McConnell and Qianru Qi
The Pricing of Volatility and Jump Risks in the Cross-Section of Index Option Returns pp. 2385-2411 Downloads
Guanglian Hu and Yuguo Liu
Global Board Reforms and the Pricing of IPOs pp. 2412-2443 Downloads
Yangyang Chen, Abhinav Goyal and Leon Zolotoy
Underwriter Reputation, Issuer–Underwriter Matching, and SEO Performance pp. 2444-2483 Downloads
Charles W. Calomiris, Yehuda Izhakian and Jaime F. Zender

Volume 57, issue 5, 2022

RQ Innovative Efficiency and Firm Value pp. 1649-1694 Downloads
Michael Cooper, Anne Marie Knott and Wenhao Yang
Hot-Stove Effects: The Impact of CEO Past Corporate Experiences on Dividend Policy pp. 1695-1726 Downloads
Matthew Faulkner and Luis García-Feijóo
Do Alpha Males Deliver Alpha? Facial Width-to-Height Ratio and Hedge Funds pp. 1727-1770 Downloads
Yan Lu and Melvyn Teo
Liability Structure and Risk Taking: Evidence from the Money Market Fund Industry pp. 1771-1804 Downloads
Ramin P. Baghai, Mariassunta Giannetti and Ivika Jäger
Do Capital Requirements Make Banks Safer? Evidence From a Quasinatural Experiment pp. 1805-1833 Downloads
Denefa Bostandzic, Felix Irresberger, Ragnar E. Juelsrud and Gregor Weiß
Financial Development and Micro-Entrepreneurship pp. 1834-1861 Downloads
Rajeev Dehejia and Nandini Gupta
Active Technological Similarity and Mutual Fund Performance pp. 1862-1884 Downloads
Ping McLemore, Richard Sias, Chi Wan and H. Zafer Yüksel
Competition and R&D Financing: Evidence From the Biopharmaceutical Industry pp. 1885-1928 Downloads
Richard Thakor and Andrew W. Lo
Eyes on the Prize: Do Industry Tournament Incentives Shape the Structure of Executive Compensation? pp. 1929-1959 Downloads
Emdad Islam, Lubna Rahman, Rik Sen and Jason Zein
Deposit-Lending Synergies: Evidence from Chinese Students at U.S. Universities pp. 1960-1986 Downloads
Jun Yang
Finance in the New U.S. Economy: Local Finance and Service Job Growth in the Post-industrial Economy pp. 1987-2021 Downloads
Elizabeth A. Berger
Identifying the Effect of Stock Indexing: Impetus or Impediment to Arbitrage and Price Discovery? pp. 2022-2062 Downloads
Byung Hyun Ahn and Panos N. Patatoukas

Volume 57, issue 4, 2022

Vertical and Horizontal Agency Problems in Private Firms: Ownership Structure and Operating Performance pp. 1237-1278 Downloads
Sridhar Gogineni, Scott Linn and Pradeep K. Yadav
How Does Past Experience Impact Hedge Fund Activism? pp. 1279-1312 Downloads
Nicole M. Boyson, Linlin Ma and Robert M. Mooradian
Crowding and Tail Risk in Momentum Returns pp. 1313-1342 Downloads
Pedro Barroso, Roger M. Edelen and Paul Karehnke
Activist-Appointed Directors pp. 1343-1376 Downloads
Jun-Koo Kang, Hyemin Kim, Jungmin Kim and Angie Low
Corporate R&D and Stock Returns: International Evidence pp. 1377-1408 Downloads
Kewei Hou, Po-Hsuan Hsu, Shiheng Wang, Akiko Watanabe and Yan Xu
Social Capital, Trusting, and Trustworthiness: Evidence from Peer-to-Peer Lending pp. 1409-1453 Downloads
Iftekhar Hasan, Qing He and Haitian Lu
Managerial Trustworthiness and Buybacks pp. 1454-1485 Downloads
Sterling Huang, Kaisa Snellman and Theo Vermaelen
Do Large Gains Make Willing Sellers? pp. 1486-1528 Downloads
Dong Hong, Roger K. Loh and Mitch Warachka
Better Kept in the Dark? Portfolio Disclosure and Agency Problems in Mutual Funds pp. 1529-1563 Downloads
Teodor Dyakov, Jarrad Harford and Buhui Qiu
Why Do Directors Join Poorly Performing Firms? pp. 1564-1590 Downloads
Ying Dou and Emma Jincheng Zhang
Credit Ratings and Corporate Information Production: Evidence from Sovereign Downgrades pp. 1591-1620 Downloads
Wang, Daisy (Sicong) and Wensi Xie
Dividend Smoothing and Firm Valuation pp. 1621-1647 Downloads
Paul Brockman, Jan Hanousek, Jiri Tresl and Emre Unlu

Volume 57, issue 3, 2022

Why Do Mutual Funds Hold Lottery Stocks? pp. 825-856 Downloads
Vikas Agarwal, Lei Jiang and Quan Wen
The Fragility of Organization Capital pp. 857-887 Downloads
Oliver Boguth, David Newton and Mikhail Simutin
Does Government Spending Crowd Out R&D Investment? Evidence from Government-Dependent Firms and Their Peers pp. 888-922 Downloads
Phong T. H. Ngo and Jared Stanfield
Short-Selling Equity Exchange Traded Funds and Its Effect on Stock Market Liquidity pp. 923-956 Downloads
Egle Karmaziene and Valeri Sokolovski
Ex Post Bargaining, Corporate Cash Holdings, and Executive Compensation pp. 957-987 Downloads
Yingmei Cheng, Jarrad Harford, Irena Hutton and Stephan Shipe
From Playground to Boardroom: Endowed Social Status and Managerial Performance pp. 988-1022 Downloads
Fangfang Du
An American Call Is Worth More Than a European Call: The Value of American Exercise When the Market Is Not Perfectly Liquid pp. 1023-1057 Downloads
Stephen Figlewski
Counterparty Risk in Over-the-Counter Markets pp. 1058-1082 Downloads
Christoph Frei, Agostino Capponi and Celso Brunetti
Naïve Style-Level Feedback Trading in Passive Funds pp. 1083-1114 Downloads
Markus S. Broman
Systemic Banking Crises, Institutional Environment, and Corporate Leverage pp. 1115-1141 Downloads
Ozde Oztekin
Systemic Risk and Collateral Adequacy: Evidence from the Futures Market pp. 1142-1173 Downloads
Radoslav Raykov
Do Funding Conditions Explain the Relation Between Cash Holdings and Stock Returns? pp. 1174-1203 Downloads
Tyler K. Jensen
Foreign-Born Resident Networks and Stock Comovement: When Local Bias Meets Home (Country) Bias pp. 1204-1235 Downloads
Yun Meng and Christos Pantzalis

Volume 57, issue 2, 2022

The Capital Structure Puzzle: What Are We Missing? pp. 413-454 Downloads
Harry DeAngelo
Investor Attention and Stock Returns pp. 455-484 Downloads
Jian Chen, Guohao Tang, Jiaquan Yao and Guofu Zhou
Gender Gaps in Venture Capital Performance pp. 485-513 Downloads
Paul A. Gompers, Vladimir Mukharlyamov, Emily Weisburst and Yuhai Xuan
Maturity Driven Mispricing of Options pp. 514-542 Downloads
Assaf Eisdorfer, Ronnie Sadka and Alexei Zhdanov
Benchmark Discrepancies and Mutual Fund Performance Evaluation pp. 543-571 Downloads
K. J. Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
Media Partisanship and Fundamental Corporate Decisions pp. 572-598 Downloads
April Knill, Baixiao Liu and John J. McConnell
Expert Advice: Industry Expertise of M&A Advisors and Acquirer Shareholder Returns pp. 599-628 Downloads
Cong Wang, Fei Xie and Kuo Zhang
Does Corporate Investment Respond to the Time-Varying Cost of Capital? Empirical Evidence pp. 629-668 Downloads
Yongjin Kim
Inferring Stock Duration Around FOMC Surprises: Estimates and Implications pp. 669-703 Downloads
Zhanhui Chen
Network Centrality and Managerial Market-Timing Ability pp. 704-760 Downloads
Theodoros Evgeniou, Joel Peress, Theo Vermaelen and Ling Yue
Housing Wealth as Precautionary Saving: Evidence from Urban China pp. 761-789 Downloads
Gary Painter, Xi Yang and Ninghua Zhong
Cash Holdings, Capital Structure, and Financing Risk pp. 790-824 Downloads
Qi Sun and Junjie Xia

Volume 57, issue 1, 2022

A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes pp. 1-30 Downloads
Ilan Cooper, Andreea Mitrache and Richard Priestley
Proactive Capital Structure Adjustments: Evidence from Corporate Filings pp. 31-66 Downloads
Arthur Korteweg, Michael Schwert and Ilya A. Strebulaev
Moment Risk Premia and Stock Return Predictability pp. 67-93 Downloads
Zhenzhen Fan, Xiao Xiao and Hao Zhou
Minimum Wage and Corporate Investment: Evidence from Manufacturing Firms in China pp. 94-126 Downloads
Geng, Heng (Griffin), Yi Huang, Chen Lin and Sibo Liu
The Exploratory Mindset and Corporate Innovation pp. 127-169 Downloads
Zhaozhao He and David Hirshleifer
The Puzzle of Frequent and Large Issues of Debt and Equity pp. 170-206 Downloads
Rongbing Huang and Jay R. Ritter
Lender Forbearance pp. 207-239 Downloads
Andrew Bird, Aytekin Ertan, Stephen A. Karolyi and Thomas G. Ruchti
Investing in Low-Trust Countries: On the Role of Social Trust in the Global Mutual Fund Industry pp. 240-290 Downloads
Massimo Massa, Chengwei Wang, Hong Zhang and Jian Zhang
Local, Regional, or Global Asset Pricing? pp. 291-320 Downloads
Fabian Hollstein
Do Private Equity Managers Have Superior Information on Public Markets? pp. 321-358 Downloads
Oleg R. Gredil
Gender, Credit, and Firm Outcomes pp. 359-389 Downloads
Manthos Delis, Iftekhar Hasan, Maria Iosifidi and Steven Ongena
Social Transmission Bias and Investor Behavior pp. 390-412 Downloads
Bing Han, David Hirshleifer and Johan Walden
Page updated 2022-11-26