Journal of Financial and Quantitative Analysis

1966 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 60, issue 4, 2025

Financing Payouts pp. 1586-1624

Joan Farre-Mensa, Roni Michaely and Martin Schmalz

Exposing the Revolving Door in Executive Branch Agencies pp. 1625-1655

Logan P. Emery and Mara Faccio

Judge Ideology and Opportunistic Insider Trading pp. 1656-1685

Allen H. Huang, Kai Wai Hui and Yue Zheng

Gender, Competition, and Performance: International Evidence pp. 1686-1726

Kai Li, Qiyuan Peng, Rui Shen and Gabriel Wong

Attention Constraints and Financial Inclusion pp. 1727-1759

Bo Huang, Jiacui Li, Tse-Chun Lin, Mingzhu Tai and Zoey Yiyuan Zhou

Macroeconomic Expectations and Expected Returns pp. 1760-1796

Yizhe Deng, Yunqi Wang and Ti Zhou

A Tale of Fear and Euphoria in the Stock Market pp. 1797-1826

Hui Guo, Qian Lin and Yujou Pai

Does the Options Market Underreact to Firms’ Left-Tail Risk? pp. 1827-1858

Bei Chen, Quan Gan and Aurelio Vasquez

Variance Decomposition and Cryptocurrency Return Prediction pp. 1859-1890

Suzanne S. Lee and Minho Wang

ETFs, Creation and Redemption Processes, and Bond Liquidity pp. 1891-1924

John D. Finnerty, Natalia Reisel and Xun Zhong

Transitory and Permanent Cash Flow Shocks in Debt Contract Design pp. 1925-1964

Le Ma, Anywhere Sikochi and Yajun Xiao

COVID-19 Vaccinations, Business Activity, and Firm Value pp. 1965-1993

John M. Bizjak, Swaminathan L. Kalpathy, Vassil T. Mihov and Jue Ren

Dynamic Adverse Selection and Belief Update in Credit Markets pp. 1994-2025

Inkee Jang and Kee-Youn Kang

Protecting Your Friends: The Role of Connections in Division Manager Careers pp. 2026-2059

Charles J. Hadlock, Jing Huang, Paul Obermann and Joshua R. Pierce

Stealth Mergers and Investment Outcomes pp. 2060-2087

Rajesh K. Aggarwal and Mufaddal Baxamusa

Volume 60, issue 3, 2025

Estimating Stock Market Betas via Machine Learning pp. 1074-1110

Wolfgang Drobetz, Fabian Hollstein, Tizian Otto and Marcel Prokopczuk

Paying Managers of Complex Portfolios: Evidence on Compensation and Performance from Endowments pp. 1111-1145

Matteo Binfarè and Robert S. Harris

How Does Labor Mobility Affect Corporate Leverage and Investment? pp. 1146-1184

Ali Sanati

Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns pp. 1185-1233

Söhnke M. Bartram, Mark Grinblatt and Yoshio Nozawa

Evolution of Debt Financing Toward Less-Regulated Financial Intermediaries in the United States pp. 1234-1271

Isil Erel and Eduard Inozemtsev

Securities Lending and Trading by Active and Passive Funds pp. 1272-1309

Pekka Honkanen

Nominal U.S. Treasuries Embed Liquidity Premiums, Too pp. 1310-1341

J. Benson Durham

Financing Negative Shocks: Evidence from Hurricane Harvey pp. 1342-1372

Benjamin L. Collier, Lawrence S. Powell, Marc A. Ragin and Xuesong You

Mutual Funds’ Conditional Performance Free of Data Snooping Bias pp. 1373-1400

Po-Hsuan Hsu, Ioannis Kyriakou, Tren Ma and Georgios Sermpinis

Factor Model Comparisons with Conditioning Information pp. 1401-1426

Wayne E. Ferson, Andrew F. Siegel and Junbo L. Wang

Informational Efficiency of Cryptocurrency Markets pp. 1427-1456

Mahendrarajah Nimalendran, Praveen Pathak, Mariia Petryk and Liangfei Qiu

Government Investment Stimulus and Household Balance Sheet Externalities pp. 1457-1499

Abhishek Bhardwaj and Saptarshi Mukherjee

Market Liquidity in a Natural Experiment: Evidence from CDS Standard Coupons pp. 1500-1526

Xinjie Wang, Ge Wu and Zhaodong Zhong

Firm Resiliency: The Role of Spillovers pp. 1527-1557

Meghana Ayyagari, Yuxi Cheng and Ariel Weinberger

Does CFO Board Membership Benefit Shareholders? The Case of Corporate Acquisitions pp. 1558-1585

Zhong Chen, Zicheng Lei and Chunling Xia

Volume 60, issue 2, 2025

On the Capital Market Consequences of Big Data: Evidence from Outer Space pp. 551-579

Zsolt Katona, Marcus O. Painter, Panos N. Patatoukas and Jean Zeng

Lawyer CEOs pp. 580-616

M. Todd Henderson, Irena Hutton, Danling Jiang and Matthew Pierson

Strategic CEO Activism in Polarized Markets pp. 617-657

Swarnodeep Homroy and Shubhashis Gangopadhyay

Brokers and Finders in Startup Offerings pp. 658-694

Emmanuel Yimfor

Mispricing and Risk Premia in Currency Markets pp. 695-733

Söhnke Bartram, Leslie Djuranovik, Anthony Garratt and Yan Xu

The Corporate Investment Benefits of Mutual Fund Dual Holdings pp. 734-770

Rex Wang Renjie, Patrick Verwijmeren and Shuo Xia

Bank Loan Announcement Effects: Evidence from a Comprehensive 8-K Sample pp. 771-809

Steven Wei Ho, Clark Liu and Shujing Wang

Consumption Growth Persistence and the Stock–Bond Correlation pp. 810-838

Christopher S. Jones and Sungjune Pyun

Currency Carry, Momentum, and Global Interest Rate Volatility pp. 839-873

Ming Zeng

Governance by One-Lot Shares pp. 874-909

Feng Cao, Yuhai Xuan, Rongli Yuan and Hong Zou

How Do Foreign Labor Regulations Affect Firms’ Operating Strategies? pp. 910-947

S. Katie Moon and Giorgo Sertsios

Who Pays a Visit to Brussels? Firm Value Effects of Cross-Border Political Access to European Commissioners pp. 948-973

Kizkitza Biguri and Jörg R. Stahl

Where Have All the IPOs Gone? Trade Liberalization and the Changing Nature of U.S. Public Corporations pp. 974-1013

Thomas P. Griffin

Credit Default Swaps and Firm Cyclicality pp. 1014-1041

Lars Norden, Chao Yin and Lei Zhao

Construction, Real Uncertainty, and Stock-Level Investment Anomalies pp. 1042-1073

Kevin Aretz and Anastasios Kagkadis

Volume 60, issue 1, 2025

Is Carbon Risk Priced in the Cross Section of Corporate Bond Returns? pp. 1-35

Tinghua Duan, Frank Weikai Li and Quan Wen

Does Central Bank Tone Move Asset Prices? pp. 36-67

Maik Schmeling and Christian Wagner

Retail Trading and Return Predictability in China pp. 68-104

Charles Jones, Donghui Shi, Xiaoyan Zhang and Xinran Zhang

Overlapping Ownership Along the Supply Chain pp. 105-134

Kayla M. Freeman

Stakeholder Value: A Convenient Excuse for Underperforming Managers? pp. 135-168

Ryan Flugum and Matthew E. Souther

Directors: Older and Wiser, or Too Old to Govern? pp. 169-208

Ronald Masulis, Cong Wang, Fei Xie and Shuran Zhang

Merger-Driven Listing Dynamics pp. 209-257

Bjorn Eckbo and Markus Lithell

Time Variation in the News–Returns Relationship pp. 258-294

Paul Glasserman, Fulin Li and Harry Mamaysky

The Effect of Takeover Protection in Quiet Life and Bonding Firms pp. 295-335

Eliezer M. Fich, Jarrad Harford and Adam S. Yore

Corporate Venture Capital and Firm Scope pp. 336-373

Yifei Zhang

Borrowing Stigma and Lender of Last Resort Policies pp. 374-405

Yunzhi Hu and Hanzhe Zhang

Incentivizing Investors for a Greener Economy pp. 406-446

Nam Nguyen, Alejandro Rivera and Harold H. Zhang

Information Spillover and Corporate Policies: The Case of Listed Options pp. 447-481

Gennaro Bernile, Jianfeng Hu, Guangzhong Li and Roni Michaely

Predictability Puzzles pp. 482-523

Bjørn Eraker

Firm Size, Capital Investment, and Debt Financing over Industry Business Cycles pp. 524-550

Praveen Kumar and Vijay Yerramilli