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 48, issue 6, 2013

Where Have All the IPOs Gone? pp. 1663-1692

Xiaohui Gao, Jay Ritter and Zhongyan Zhu

A Servant to Many Masters: Competing Shareholder Preferences and Limits to Catering pp. 1693-1716

Alberto Manconi and Massimo Massa

On the Importance of Golden Parachutes pp. 1717-1753

Eliezer M. Fich, Anh Tran and Ralph A. Walkling

Investor Horizons and Corporate Policies pp. 1755-1780

Francois Derrien, Ambrus Kecskés and David Thesmar

Creating Value by Changing the Old Guard: The Impact of Controlling Shareholder Heterogeneity on Firm Performance and Corporate Policies pp. 1781-1811

Hua Deng, Fariborz Moshirian, Peter Kien Pham and Jason Zein

Improving Portfolio Selection Using Option-Implied Volatility and Skewness pp. 1813-1845

Victor DeMiguel, Yuliya Plyakha, Raman Uppal and Grigory Vilkov

The Sarbanes-Oxley Act, Earnings Management, and Post-Buyback Performance of Open-Market Repurchasing Firms pp. 1847-1876

Sheng-Syan Chen and Chia-Wei Huang

Analyst Disagreement and Aggregate Volatility Risk pp. 1877-1900

Alexander Barinov

Volume 48, issue 5, 2013

Real Assets and Capital Structure pp. 1333-1370

Murillo Campello and Erasmo Giambona

The Joint Dynamics of Equity Market Factors pp. 1371-1404

Peter Christoffersen and Hugues Langlois

Market Development and the Asset Growth Effect: International Evidence pp. 1405-1432

Sheridan Titman, K. C. John Wei and Feixue Xie

A New Anomaly: The Cross-Sectional Profitability of Technical Analysis pp. 1433-1461

Yufeng Han, Ke Yang and Guofu Zhou

The Value of (Stock) Liquidity in the M&A Market pp. 1463-1497

Massimo Massa and Moqi Xu

Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F Filings pp. 1499-1518

George O. Aragon, Michael Hertzel and Zhen Shi

Stock Price Jumps and Cross-Sectional Return Predictability pp. 1519-1544

George J. Jiang and Tong Yao

Diversification in Private Equity Funds: On Knowledge Sharing, Risk Aversion, and Limited Attention pp. 1545-1572

Mark Humphery-Jenner

Analyst Coverage, Information, and Bubbles pp. 1573-1605

Sandro C. Andrade, Jiangze Bian and Timothy R. Burch

R&D Spillover Effects and Firm Performance Following R&D Increases pp. 1607-1634

Sheng-Syan Chen, Yan-Shing Chen, Woan-lih Liang and Yanzhi Wang

The Impact of Government Intervention in Banks on Corporate Borrowers’ Stock Returns pp. 1635-1662

Lars Norden, Peter Roosenboom and Teng Wang

Volume 48, issue 4, 2013

Algorithmic Trading and the Market for Liquidity pp. 1001-1024

Terrence Hendershott and Ryan Riordan

Do Overvaluation-Driven Stock Acquisitions Really Benefit Acquirer Shareholders? pp. 1025-1055

Mehmet E. Akbulut

Hedge Fund Return Predictability Under the Magnifying Glass pp. 1057-1083

Doron Avramov, Laurent Barras and Robert Kosowski

Probability Weighting and Employee Stock Options pp. 1085-1118

Oliver G. Spalt

Corporate Pension Plans as Takeover Deterrents pp. 1119-1144

João F. Cocco and Paolo F. Volpin

Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? pp. 1145-1171

Turan G. Bali and Scott Murray

Can Strong Boards and Trading Their Own Firm’s Stock Help CEOs Make Better Decisions? Evidence from Acquisitions by Overconfident CEOs pp. 1173-1206

Adam C. Kolasinski and Xu Li

Market Reaction to Corporate Press Releases pp. 1207-1240

Andreas Neuhierl, Anna Scherbina and Bernd Schlusche

Taxation, Dividends, and Share Repurchases: Taking Evidence Global pp. 1241-1269

Marcus Jacob and Martin Jacob

Divisible Good Auctions with Asymmetric Information: An Experimental Examination pp. 1271-1300

Emmanuel Morales-Camargo, Orly Sade, Charles Schnitzlein and Jaime F. Zender

Internal versus external CEO choice and the structure of compensation contracts pp. 1301-1331

Frédéric Palomino and Eloïc Peyrache

Volume 48, issue 3, 2013

CEOs Under Fire: The Effects of Competition from Inside Directors on Forced CEO Turnover and CEO Compensation pp. 669-698

Shawn Mobbs

Contracting with Nonfinancial Stakeholders and Corporate Capital Structure: The Case of Product Warranties pp. 699-727

Jayant R. Kale, Costanza Meneghetti and Husayn Shahrur

The Shareholder Base and Payout Policy pp. 729-760

Andriy Bodnaruk and Per Östberg

A First Look at Mutual Funds That Use Short Sales pp. 761-787

Honghui Chen, Hemang Desai and Srinivasan Krishnamurthy

Debt Maturity and Asymmetric Information: Evidence from Default Risk Changes pp. 789-817

Vidhan Goyal and Wei Wang

Material Adverse Change Clauses and Acquisition Dynamics pp. 819-847

David J. Denis and Antonio J. Macias

Executive Pay Disparity and the Cost of Equity Capital pp. 849-885

Zhihong Chen, Yuan Huang and K. C. John Wei

CEO Entrenchment and Corporate Hedging: Evidence from the Oil and Gas Industry pp. 887-917

Praveen Kumar and Ramon Rabinovitch

Corporate Governance and Risk Taking in Pension Plans: Evidence from Defined Benefit Asset Allocations pp. 919-946

Hieu V. Phan and Shantaram P. Hegde

Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options pp. 947-977

Michael Neumann and George Skiadopoulos

Do Stock Markets Catch the Flu? pp. 979-1000

Brian C. McTier, Yiuman Tse and John K. Wald

Volume 48, issue 2, 2013

How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements pp. 343-375

Pavel Savor and Mungo Wilson

Speculative Retail Trading and Asset Prices pp. 377-404

Bing Han and Alok Kumar

Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds pp. 405-425

Edwin J. Elton, Martin J. Gruber, Christopher R. Blake and Or Shachar

Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance pp. 427-458

David Gallagher, Peter A. Gardner and Peter Swan

Telltale Tails: A New Approach to Estimating Unique Market Information Shares pp. 459-488

Joachim Grammig and Franziska J. Peter

Volume Dynamics and Multimarket Trading pp. 489-518

Michael Halling, Pamela C. Moulton and Marios Panayides

Zero-R2Hedge Funds and Market Neutrality pp. 519-547

Nicolas P. B. Bollen

Risk Management with Leverage: Evidence from Project Finance pp. 549-577

Soku Byoun, Jaemin Kim and Sean Sehyun Yoo

Ownership Dynamics with Large Shareholders: An Empirical Analysis pp. 579-609

Marcelo Donelli, Borja Larrain and I. Francisco Urzúa

The Value of Marriage to Family Firms pp. 611-636

Pramuan Bunkanwanicha, Joseph P. H. Fan and Yupana Wiwattanakantang

State Antitakeover Laws and Voluntary Disclosure pp. 637-668

Yijiang Zhao, Arthur Allen and Iftekhar Hasan

Volume 48, issue 1, 2013

Do Portfolio Distortions Reflect Superior Information or Psychological Biases? pp. 1-45

George M. Korniotis and Alok Kumar

The Role of Anchoring Bias in the Equity Market: Evidence from Analysts’ Earnings Forecasts and Stock Returns pp. 47-76

Ling Cen, Gilles Hilary and K. C. John Wei

Capital Allocation by Public and Private Firms pp. 77-103

Sandra Mortal and Natalia Reisel

Director Ownership, Governance, and Performance pp. 105-135

Sanjai Bhagat and Brian Bolton

CEO Overconfidence and International Merger and Acquisition Activity pp. 137-164

Stephen P. Ferris, Narayanan Jayaraman and Sanjiv Sabherwal

Executive Compensation and Business Policy Choices at U.S. Commercial Banks pp. 165-196

Robert DeYoung, Emma Y. Peng and Meng Yan

Nonmonetary Benefits, Quality of Life, and Executive Compensation pp. 197-218

Xin Deng and Huasheng Gao

Liquidity Risk, Return Predictability, and Hedge Funds’ Performance: An Empirical Study pp. 219-244

Rajna Gibson Brandon and Songtao Wang

Cognitive Dissonance, Sentiment, and Momentum pp. 245-275

Constantinos Antoniou, John A. Doukas and Avanidhar Subrahmanyam

Using Samples of Unequal Length in Generalized Method of Moments Estimation pp. 277-307

Anthony W. Lynch and Jessica Wachter

Solving the Return Deviation Conundrum of Leveraged Exchange-Traded Funds pp. 309-342

Hongfei Tang and Xiaoqing Eleanor Xu