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Journal of Financial and Quantitative Analysis

1966 - 2017

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

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Volume 52, issue 04, 2017

Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation pp. 1301-1342 Downloads
Tarun Chordia, Amit Goyal, Yoshio Nozawa, Avanidhar Subrahmanyam and Qing Tong
Valuations in Corporate Takeovers and Financial Constraints on Private Targets pp. 1343-1373 Downloads
Daniel Greene
Interactions among High-Frequency Traders pp. 1375-1402 Downloads
Evangelos Benos, James Brugler, Erik Hjalmarsson and Filip Zikes
The Performance of Short-Term Institutional Trades pp. 1403-1428 Downloads
Bidisha Chakrabarty, Pamela C. Moulton and Charles Trzcinka
Regulatory Sanctions and Reputational Damage in Financial Markets pp. 1429-1448 Downloads
John Armour, Colin Mayer and Andrea Polo
How Do Foreign Institutional Investors Enhance Firm Innovation? pp. 1449-1490 Downloads
Hoang Luong, Fariborz Moshirian, Lily Nguyen, Xuan Tian and Bohui Zhang
The Interpretation of Unanticipated News Arrival and Analysts’ Skill pp. 1491-1518 Downloads
Amir Rubin, Benjamin Segal and Dan Segal
Tournament-Based Incentives, Corporate Cash Holdings, and the Value of Cash pp. 1519-1550 Downloads
Hieu V. Phan, Thuy Simpson and Hang T. Nguyen
Time-Varying Beta and the Value Premium pp. 1551-1576 Downloads
Hui Guo, Chaojiang Wu and Yan Yu
Mutual Fund Performance Evaluation and Best Clienteles pp. 1577-1604 Downloads
Stéphane Chrétien and Manel Kammoun
Stock Liquidity and Stock Price Crash Risk pp. 1605-1637 Downloads
Xin Chang, Yangyang Chen and Leon Zolotoy
Payout Yields and Stock Return Predictability: How Important Is the Measure of Cash Flow? pp. 1639-1666 Downloads
Gregory W. Eaton and Bradley S. Paye
Expected Business Conditions and Bond Risk Premia pp. 1667-1703 Downloads
Jonas Eriksen
Liquidity Constraints and Credit Card Delinquency: Evidence from Raising Minimum Payments pp. 1705-1730 Downloads
d’Astous, Philippe and Stephen H. Shore
Common Macro Factors and Currency Premia pp. 1731-1763 Downloads
Ilias Filippou and Mark P. Taylor
DRIPs and the Dividend Pay Date Effect pp. 1765-1795 Downloads
Henk Berkman and Paul D. Koch

Volume 52, issue 03, 2017

Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith? pp. 837-866 Downloads
Thomas W. Bates and David Becher
Investor Attrition and Fund Flows in Mutual Funds pp. 867-893 Downloads
Susan E. K. Christoffersen and Haoyu Xu
Fortune Favors the Bold pp. 895-925 Downloads
Costanza Meneghetti and Ryan Williams
Short-Term Interest Rates and Stock Market Anomalies pp. 927-961 Downloads
Paulo Maio and Pedro Santa-Clara
Individual Investors’ Dividend Taxes and Corporate Payout Policies pp. 963-990 Downloads
Oliver Zhen Li, Hang Liu, Chenkai Ni and Kangtao Ye
Gender Differences in Executives’ Access to Information pp. 991-1016 Downloads
A. Can Inci, M. P. Narayanan and H. Nejat Seyhun
Social Capital and Debt Contracting: Evidence from Bank Loans and Public Bonds pp. 1017-1047 Downloads
Iftekhar Hasan, Chun Keung Hoi, Qiang Wu and Hao Zhang
When and Why Do Venture-Capital-Backed Companies Obtain Venture Lending? pp. 1049-1080 Downloads
Tereza Tykvova
Hedge Funds: The Good, the Bad, and the Lucky pp. 1081-1109 Downloads
Yong Chen, Michael Cliff and Haibei Zhao
Investment–Cash Flow Sensitivity: Fact or Fiction? pp. 1111-1141 Downloads
Şenay Ağca and Abon Mozumdar
The Diminishing Benefits of U.S. Cross-Listing: Economic Consequences of SEC Rule 12h-6 pp. 1143-1181 Downloads
Chinmoy Ghosh and Fan He
Stock Market Mean Reversion and Portfolio Choice over the Life Cycle pp. 1183-1209 Downloads
Alexander Michaelides and Yuxin Zhang
Firm Default Prediction: A Bayesian Model-Averaging Approach pp. 1211-1245 Downloads
Jeffrey Traczynski
Dynamic Portfolio Choice with Linear Rebalancing Rules pp. 1247-1278 Downloads
Ciamac C. Moallemi and Mehmet Sağlam
New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods pp. 1279-1299 Downloads
David Blake, Tristan Caulfield, Christos Ioannidis and Ian Tonks

Volume 52, issue 02, 2017

Upper Bounds on Return Predictability pp. 401-425 Downloads
Dashan Huang and Guofu Zhou
Best Practice for Cost-of-Capital Estimates pp. 427-463 Downloads
Yaron Levi and Ivo Welch
Institutional Investment Constraints and Stock Prices pp. 465-489 Downloads
Jie Cao, Bing Han and Qinghai Wang
The Timing and Source of Long-Run Returns Following Repurchases pp. 491-517 Downloads
Leonce Bargeron, Alice Bonaime and Shawn Thomas
CEO Tournaments: A Cross-Country Analysis of Causes, Cultural Influences, and Consequences pp. 519-551 Downloads
Natasha Burns, Kristina Minnick and Laura Starks
The Effect of Labor Unions on CEO Compensation pp. 553-582 Downloads
Qianqian Huang, Feng Jiang, Erik Lie and Tingting Que
CEO Turnover–Performance Sensitivity in Private Firms pp. 583-611 Downloads
Huasheng Gao, Jarrad Harford and Kai Li
Policy Uncertainty and Mergers and Acquisitions pp. 613-644 Downloads
Nam H. Nguyen and Hieu V. Phan
Why Do Short Sellers Like Qualitative News? pp. 645-675 Downloads
Bastian von Beschwitz, Oleg Chuprinin and Massimo Massa
Stapled Financing, Value Certification, and Lending Efficiency pp. 677-703 Downloads
Hadiye Aslan and Praveen Kumar
Informed Trading around Stock Split Announcements: Evidence from the Option Market pp. 705-735 Downloads
Philip Gharghori, Edwin D. Maberly and Annette Nguyen
Information Characteristics and Errors in Expectations: Experimental Evidence pp. 737-750 Downloads
Constantinos Antoniou, Glenn Harrison, Morten I. Lau and Daniel Read
Gender and Board Activeness: The Role of a Critical Mass pp. 751-780 Downloads
Miriam Schwartz-Ziv
Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses pp. 781-809 Downloads
Natalie Y. Oh, Jerry T. Parwada and Eric K. M. Tan
Annual Report Readability, Tone Ambiguity, and the Cost of Borrowing pp. 811-836 Downloads
Mine Ertugrul, Jin Lei, Jiaping Qiu and Chi Wan

Volume 52, issue 01, 2017

Strategic Delays and Clustering in Hedge Fund Reported Returns pp. 1-35 Downloads
George O. Aragon and Vikram Nanda
Industrial Electricity Usage and Stock Returns pp. 37-69 Downloads
Zhi Da, Dayong Huang and Hayong Yun
Seasonal Asset Allocation: Evidence from Mutual Fund Flows pp. 71-109 Downloads
Mark J. Kamstra, Lisa Kramer, Maurice D. Levi and Russ Wermers
The Dynamics of Performance Volatility and Firm Valuation pp. 111-142 Downloads
Jianxin Daniel Chi and Xunhua Su
Short-Term Reversals: The Effects of Past Returns and Institutional Exits pp. 143-173 Downloads
Si Cheng, Allaudeen Hameed, Avanidhar Subrahmanyam and Sheridan Titman
Key Human Capital pp. 175-214 Downloads
Ryan D. Israelsen and Scott E. Yonker
Real Options, Idiosyncratic Skewness, and Diversification pp. 215-241 Downloads
Luca Del Viva, Eero Kasanen and Lenos Trigeorgis
What Drives the Commonality between Credit Default Swap Spread Changes? pp. 243-275 Downloads
Mike Anderson
Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing pp. 277-303 Downloads
José Afonso Faias and Pedro Santa-Clara
Sovereign Default Risk and the U.S. Equity Market pp. 305-339 Downloads
Alexandre Jeanneret
Model Uncertainty and Exchange Rate Forecasting pp. 341-363 Downloads
Roy Kouwenberg, Agnieszka Markiewicz, Ralph Verhoeks and Remco C. J. Zwinkels
Social Screens and Systematic Investor Boycott Risk pp. 365-399 Downloads
H. Arthur Luo and Ronald Balvers
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