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 51, issue 6, 2016

Creative Destruction and Asset Prices pp. 1739-1768

Joachim Grammig and Stephan Jank

Horizon Pricing pp. 1769-1793

Avraham Kamara, Robert Korajczyk, Xiaoxia Lou and Ronnie Sadka

Liquidity Risk and the Credit Crunch of 2007–2008: Evidence from Micro-Level Data on Mortgage Loan Applications pp. 1795-1822

Adonis Antoniades

Cash Holdings, Competition, and Innovation pp. 1823-1861

Evgeny Lyandres and Berardino Palazzo

How Do Frictions Affect Corporate Investment? A Structural Approach pp. 1863-1895

M. Cecilia Bustamante

Time-Varying Liquidity and Momentum Profits pp. 1897-1923

Doron Avramov, Si Cheng and Allaudeen Hameed

Urban Agglomeration and CEO Compensation pp. 1925-1953

Bill B. Francis, Iftekhar Hasan, Kose John and Maya Waisman

Spreading the Misery? Sources of Bankruptcy Spillover in the Supply Chain pp. 1955-1990

Madhuparna Kolay, Michael Lemmon and Elizabeth Tashjian

Sentiment and the Effectiveness of Technical Analysis: Evidence from the Hedge Fund Industry pp. 1991-2013

David Smith, Na Wang, Ying Wang and Edward J. Zychowicz

Continuing Overreaction and Stock Return Predictability pp. 2015-2046

Suk Joon Byun, Sonya Lim and Sang Hyun Yun

Volume 51, issue 5, 2016

Buyers versus Sellers: Who Initiates Trades, and When? pp. 1467-1490

Tarun Chordia, Amit Goyal and Narasimhan Jegadeesh

Blockholder Heterogeneity, CEO Compensation, and Firm Performance pp. 1491-1520

Christopher P. Clifford and Laura Lindsey

Anchoring Credit Default Swap Spreads to Firm Fundamentals pp. 1521-1543

Jennie Bai and Liuren Wu

Speculators, Prices, and Market Volatility pp. 1545-1574

Celso Brunetti, Bahattin Büyükşahin and Jeffrey Harris

Do Banks Issue Equity When They Are Poorly Capitalized? pp. 1575-1609

Valeriya Dinger and Francesco Vallascas

The Strategic Behavior of Firms with Debt pp. 1611-1636

Jérôme Reboul and Anna Toldrà-Simats

To Pay or Be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets pp. 1637-1662

Robert Battalio, Andriy Shkilko and Robert Van Ness

Initial Public Offering Allocations, Price Support, and Secondary Investors pp. 1663-1688

Sturla Fjesme

Alliances and Return Predictability pp. 1689-1717

Jie Cao, Tarun Chordia and Chen Lin

Shareholder Composition and Managerial Compensation pp. 1719-1738

Shinya Shinozaki, Hiroshi Moriyasu and Konari Uchida

Volume 51, issue 4, 2016

Differential Access to Price Information in Financial Markets pp. 1071-1110

David Easley, O’Hara, Maureen and Liyan Yang

Labor Income, Relative Wealth Concerns, and the Cross Section of Stock Returns pp. 1111-1133

Juan-Pedro Gómez, Richard Priestley and Fernando Zapatero

Investment and Cash Flow: New Evidence pp. 1135-1164

Jonathan Lewellen and Katharina Lewellen

Asymmetric Information, Financial Reporting, and Open-Market Share Repurchases pp. 1165-1192

Matthew T. Billett and Miaomiao Yu

Does Common Analyst Coverage Explain Excess Comovement? pp. 1193-1229

Ryan Israelsen

Does Competition Matter for Corporate Governance? The Role of Country Characteristics pp. 1231-1267

Jean-Claude Cosset, Hyacinthe Y. Somé and Pascale Valéry

Human Capital, Management Quality, and the Exit Decisions of Entrepreneurial Firms pp. 1269-1295

Shan He and C. Wei Li

Ambiguity Aversion and Underdiversification pp. 1297-1323

Massimo Guidolin and Hening Liu

The Determinants and Performance Impact of Outside Board Leadership pp. 1325-1358

Steven Balsam, John Puthenpurackal and Arun Upadhyay

Option Valuation with Macro-Finance Variables pp. 1359-1389

Christian Dorion

The Effects of Government Interventions in the Financial Sector on Banking Competition and the Evolution of Zombie Banks pp. 1391-1436

Cesar Calderon and Klaus Schaeck

Estimating Beta pp. 1437-1466

Fabian Hollstein and Marcel Prokopczuk

Volume 51, issue 3, 2016

Risk, Uncertainty, and Expected Returns pp. 707-735

Turan G. Bali and Hao Zhou

Are Ex Ante CEO Severance Pay Contracts Consistent with Efficient Contracting? pp. 737-769

Brian D. Cadman, John L. Campbell and Sandy Klasa

On the Style-Based Feedback Trading of Mutual Fund Managers pp. 771-800

Bart Frijns, Aaron Gilbert and Remco Zwinkels

The Price of Street Friends: Social Networks, Informed Trading, and Shareholder Costs pp. 801-837

Jie Cai, Ralph A. Walkling and Ke Yang

Bank Skin in the Game and Loan Contract Design: Evidence from Covenant-Lite Loans pp. 839-873

Matthew T. Billett, Redouane Elkamhi, Latchezar Popov and Raunaq S. Pungaliya

New Evidence on the Forward Premium Puzzle pp. 875-897

Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw

Corporate Boards and SEOs: The Effect of Certification and Monitoring pp. 899-927

Miguel Ferreira and Paul Laux

What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy pp. 929-957

Charles Cao, Bradley A. Goldie, Bing Liang and Lubomir Petrasek

Portfolio Diversification and International Corporate Bonds pp. 959-983

Edith Liu

Understanding Portfolio Efficiency with Conditioning Information pp. 985-1011

Francisco Peñaranda

The Valuation of Hedge Funds’ Equity Positions pp. 1013-1037

Gjergji Cici, Alexander Kempf and Alexander Puetz

A Rent-Protection Explanation for SEO Flotation-Method Choice pp. 1039-1069

Xueping Wu, Zheng Wang and Jun Yao

Volume 51, issue 2, 2016

Inside Debt and Bank Risk pp. 359-385

Sjoerd van Bekkum

Capital Market Efficiency and Arbitrage Efficacy pp. 387-413

Ferhat Akbas, Will J. Armstrong, Sorin Sorescu and Avanidhar Subrahmanyam

Making Waves: To Innovate or Be a Fast Second? pp. 415-433

Chris Yung

Does Information-Processing Cost Affect Firm-Specific Information Acquisition? Evidence from XBRL Adoption pp. 435-462

Yi Dong, Oliver Zhen Li, Yupeng Lin and Chenkai Ni

Who Moves Markets in a Sudden Marketwide Crisis? Evidence from 9/11 pp. 463-487

Timothy R. Burch, Douglas R. Emery and Michael E. Fuerst

The Role of Mutual Funds in Corporate Governance: Evidence from Mutual Funds’ Proxy Voting and Trading Behavior pp. 489-513

Ying Duan and Yawen Jiao

Gambling Preferences, Options Markets, and Volatility pp. 515-540

Benjamin Blau, T. Boone Bowles and Ryan Whitby

Real Economic Shocks and Sovereign Credit Risk pp. 541-587

Patrick Augustin and Roméo Tédongap

Analyst Coverage and Real Earnings Management: Quasi-Experimental Evidence pp. 589-627

Rustom M. Irani and David Oesch

Benchmarking and Currency Risk pp. 629-654

Massimo Massa, Yanbo Wang and Hong Zhang

Time-Varying Margin Requirements and Optimal Portfolio Choice pp. 655-683

Oleg Rytchkov

Systematic Tail Risk pp. 685-705

Maarten van Oordt and Chen Zhou

Volume 51, issue 1, 2016

Bank Competition and Financial Stability: Evidence from the Financial Crisis pp. 1-28

Brian Akins, Lynn Li, Jeffrey Ng and Tjomme O. Rusticus

Private Equity Firms’ Reputational Concerns and the Costs of Debt Financing pp. 29-54

Rongbing Huang, Jay Ritter and Donghang Zhang

Business Microloans for U.S. Subprime Borrowers pp. 55-83

Cesare Fracassi, Mark J. Garmaise, Shimon Kogan and Gabriel Natividad

Gambling and Comovement pp. 85-111

Alok Kumar, Jeremy K. Page and Oliver G. Spalt

CEO Narcissism and the Takeover Process: From Private Initiation to Deal Completion pp. 113-137

Nihat Aktas, Eric de Bodt, Helen Bollaert and Richard Roll

CEO Personal Risk-Taking and Corporate Policies pp. 139-164

Matthew D. Cain and Stephen B. McKeon

Flashes of Trading Intent at NASDAQ pp. 165-196

Johannes Skjeltorp, Elvira Sojli and Wing Wah Tham

Strategic Default, Debt Structure, and Stock Returns pp. 197-229

Philip Valta

Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework pp. 231-257

Haitao Li, Yuewu Xu and Xiaoyan Zhang

Cross-Listing Waves pp. 259-306

Sergei Sarkissian and Michael J. Schill

Financial Weakness and Product Market Performance: Internal Capital Market Evidence pp. 307-332

Ryoonhee Kim

The Politics of Related Lending pp. 333-358

Michael Halling, Pegaret Pichler and Alex Stomper