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 41, issue 4, 2006

Are Bank Loans Special? Evidence on the Post-Announcement Performance of Bank Borrowers pp. 733-751

Matthew T. Billett, Mark Flannery and Jon A. Garfinkel

Innovation, Information, and Financial Architecture pp. 753-786

Solomon Tadesse

Financial Development and the Cash Flow Sensitivity of Cash pp. 787-808

Inder K. Khurana, Xiumin Martin and Raynolde Pereira

Do Institutions Receive Favorable Allocations in IPOs with Better Long-Run Returns? pp. 809-828

Beatrice Boehmer, Ekkehart Boehmer and Raymond P. H. Fishe

IPO Pricing with Bookbuilding and a When-Issued Market pp. 829-862

Wolfgang Aussenegg, Pegaret Pichler and Alex Stomper

Stock Market Performance and the Term Structure of Credit Spreads pp. 863-887

Andriy Demchuk and Rajna Gibson

Arbitrage with Fixed Costs and Interest Rate Models pp. 889-913

Elyès Jouini and Clotilde Napp

Tick Size and Institutional Trading Costs: Evidence from Mutual Funds pp. 915-937

Nicolas P. B. Bollen and Jeffrey A. Busse

Do Behavioral Biases Vary across Individuals? Evidence from Individual Level 401(k) Data pp. 939-962

Julie R. Agnew

Volume 41, issue 3, 2006

When Labor Has a Voice in Corporate Governance pp. 489-510

Olubunmi Faleye, Vikas Mehrotra and Randall Morck

Does Emerging Market Exchange Risk Affect Global Equity Prices? pp. 511-540

Francesca Carrieri, Vihang Errunza and Basma Majerbi

Investor Protection and Real Investment by U.S. Multinationals pp. 541-572

Eric Kelley and Tracie Woidtke

Divergence of Opinion and Equity Returns pp. 573-606

John Doukas, Kim, Chansog (Francis) and Christos Pantzalis

Mimicking Portfolios with Conditioning Information pp. 607-635

Wayne Ferson, Andrew F. Siegel and Xu, Pisun (Tracy)

The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings pp. 637-660

Yakov Amihud and Kefei Li

Organizational Complexity and Succession Planning pp. 661-683

Lalitha Naveen

Mean Reversion in G-10 Nominal Exchange Rates pp. 685-708

Richard J. Sweeney

Leasing and Debt Financing: Substitutes or Complements? pp. 709-731

An Yan

Volume 41, issue 2, 2006

Yield Spreads as Alternative Risk Factors for Size and Book-to-Market pp. 245-269

Jaehoon Hahn and Hangyong Lee

The Cross Section of Stock Returns before World War I pp. 271-294

Richard Grossman and Stephen H. Shore

The Sources of Debt Matter Too pp. 295-316

Yang Liu

Top Management Incentives and the Pricing of Corporate Public Debt pp. 317-340

Hernan Ortiz-Molina

The Economic Impact of Corporate Capital Expenditures: Focused Firms versus Diversified Firms pp. 341-355

Sheng-Syan Chen

Firm Growth and Disclosure: An Empirical Analysis pp. 357-380

Inder K. Khurana, Raynolde Pereira and Xiumin Martin

Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon pp. 381-406

Patrick Dennis, Stewart Mayhew and Chris Stivers

Earnings Management and Stock Performance of Reverse Leveraged Buyouts pp. 407-438

De-Wai Chou, Michael Gombola and Feng-Ying Liu

Dividend Smoothing and Debt Ratings pp. 439-453

Varouj Aivazian, Laurence Booth and Sean Cleary

Short-Sale Constraints, Differences of Opinion, and Overvaluation pp. 455-487

Rodney D. Boehme, Bartley R. Danielsen and Sorin M. Sorescu

Volume 41, issue 1, 2006

The Value of Client Access to Analyst Recommendations pp. 1-24

T. Clifton Green

How Do Analyst Recommendations Respond to Major News? pp. 25-49

Jennifer Conrad, Bradford Cornell, Wayne R. Landsman and Brian R. Rountree

Buy-Side Analysts, Sell-Side Analysts, and Investment Decisions of Money Managers pp. 51-83

Yingmei Cheng, Mark H. Liu and Jun Qian

Analysts, Industries, and Price Momentum pp. 85-109

Leslie Boni and Kent Womack

What a Difference a Month Makes: Stock Analyst Valuations Following Initial Public Offerings pp. 111-138

Joel Houston, Christopher James and Jason Karceski

The Cross Section of Analyst Recommendations pp. 139-168

Sorin Sorescu and Avanidhar Subrahmanyam

Are Analyst Recommendations Biased? Evidence from Corporate Bankruptcies pp. 169-196

Jonathan Clarke, Stephen P. Ferris, Narayanan Jayaraman and Jinsoo Lee

Returns to Acquirers of Listed and Unlisted Targets pp. 197-220

Mara Faccio, John J. McConnell and David Stolin

Are Observed Capital Structures Determined by Equity Market Timing? pp. 221-243

Armen Hovakimian

Volume 40, issue 4, 2005

Does Corporate Governance Matter to Bondholders? pp. 693-719

Mark Klock, Sattar A. Mansi and William F. Maxwell

Long-Run Investment Decisions, Operating Performance, and Shareholder Value Creation of Firms Adopting Compensation Plans Based on Economic Profits pp. 721-745

Chris E. Hogan and Craig M. Lewis

Bayesian Analysis of Stochastic Betas pp. 747-778

Gergana Jostova and Alexander Philipov

Opening and Closing the Market: Evidence from the London Stock Exchange pp. 779-801

Andrew Ellul, Hyun Song Shin and Ian Tonks

The Volatility Risk Premium Embedded in Currency Options pp. 803-832

Buen Sin Low and Shaojun Zhang

Equilibrium Pricing in Incomplete Markets pp. 833-848

Abdelhamid Bizid and Elyès Jouini

Security Fungibility and the Cost of Capital: Evidence from Global Bonds pp. 849-872

Darius P. Miller and John J. Puthenpurackal

Stock Splits, Broker Promotion, and Decimalization pp. 873-895

Palani-Rajan Kadapakkam, Srinivasan Krishnamurthy and Yiuman Tse

Trade Credit and the Effect of Macro-Financial Shocks: Evidence from U.S. Panel Data pp. 897-925

Woon Gyu Choi and Yungsan Kim

Volume 40, issue 3, 2005

Packaging Liquidity: Blind Auctions and Transaction Efficiencies pp. 465-492

Kenneth A. Kavajecz and Donald Keim

Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance pp. 493-517

Guillermo Baquero, Jenke ter Horst and Marno Verbeek

Lockups Revisited pp. 519-530

James C. Brau, Val Lambson and Grant McQueen

Signaling Managerial Optimism through Stock Dividends and Stock Splits: A Reexamination of the Retained Earnings Hypothesis pp. 531-561

Dean Crawford, Diana R. Franz and Gerald J. Lobo

Information vs. Entry Costs: What Explains U.S. Stock Market Evolution? pp. 563-594

Joel Peress

Information Quality, Learning, and Stock Market Returns pp. 595-620

George Li

The Information Content of Institutional Trades on the London Stock Exchange pp. 621-644

Aslihan Bozcuk and Meziane Lasfer

The Performance of Alternative Interest Rate Risk Measures and Immunization Strategies under a Heath-Jarrow-Morton Framework pp. 645-669

Senay Agca

Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach pp. 671-691

Jimmy E. Hilliard and Adam Schwartz

Volume 40, issue 2, 2005

Term Structure Forecasts of Long-Term Consumption Growth pp. 241-258

Andrea Berardi and Walter Torous

Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure pp. 259-281

Nengjiu Ju, Robert Parrino, Allen M. Poteshman and Michael Weisbach

Determinants of Board Size and Composition: A Theory of Corporate Boards pp. 283-306

Charu G. Raheja

Learning with Information Capacity Constraints pp. 307-329

Lin Peng

Stock Market Liquidity and the Cost of Issuing Equity pp. 331-348

Alexander Butler, Gustavo Grullon and James P. Weston

Multifactor Evaluation of Style Rotation pp. 349-372

Kevin Q. Wang

Volatility Spillover Effects in European Equity Markets pp. 373-401

Lieven Baele

Misreaction pp. 403-434

C. N. V. Krishnan and Paul A. Laux

Pricing of Seasoned Equity Offers and Earnings Management pp. 435-463

Yongtae Kim and Myung Seok Park

Volume 40, issue 1, 2005

Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets pp. 1-27

Anthony Richards

Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects pp. 29-55

Jarrad Harford and Aditya Kaul

Brand Perceptions and the Market for Common Stock pp. 57-85

Laura Frieder and Avanidhar Subrahmanyam

Ownership Structure and Firm Value in China's Privatized Firms: 1991–2001 pp. 87-108

Zuobao Wei, Feixue Xie and Shaorong Zhang

Do Non-U.S. Firms Issue Equity on U.S. Stock Exchanges to Relax Capital Constraints? pp. 109-133

Karl Lins, Deon Strickland and Marc Zenner

Firm Performance, Capital Structure, and the Tax Benefits of Employee Stock Options pp. 135-160

Kathleen M. Kahle and Kuldeep Shastri

Stock Market Uncertainty and the Stock-Bond Return Relation pp. 161-194

Robert Connolly, Chris Stivers and Licheng Sun

Have World, Country, and Industry Risks Changed over Time? An Investigation of the Volatility of Developed Stock Markets pp. 195-222

Miguel Ferreira and Paulo M. Gama

Faculty Perceptions and Readership Patterns of Finance Journals: A Global View pp. 223-239

Elisabeth Oltheten, Vasilis Theoharakis and Nickolaos G. Travlos