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 50, issue 6, 2015

Lending Relationships and the Effect of Bank Distress: Evidence from the 2007–2009 Financial Crisis pp. 1165-1197

Daniel Carvalho, Miguel Ferreira and Pedro Matos

Did TARP Banks Get Competitive Advantages? pp. 1199-1236

Allen N. Berger and Raluca Roman

Is Momentum an Echo? pp. 1237-1267

Amit Goyal and Sunil Wahal

Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility around the World pp. 1269-1292

Yufeng Han, Ting Hu and David A. Lesmond

Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows pp. 1293-1319

Gideon Ozik and Ronnie Sadka

The Role of Activist Hedge Funds in Financially Distressed Firms pp. 1321-1351

Jongha Lim

Conflicts in Bankruptcy and the Sequence of Debt Issues pp. 1353-1388

Abraham (Avri) Ravid, S., Ronald Sverdlove, Arturo Bris and Gabriela Coiculescu

Heterogeneity in Beliefs and Volatility Tail Behavior pp. 1389-1414

Gurdip Bakshi, Dilip Madan and George Panayotov

Improving Mean Variance Optimization through Sparse Hedging Restrictions pp. 1415-1441

Shingo Goto and Yan Xu

Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs pp. 1443-1471

Victor DeMiguel, Alberto Martín-Utrera and Francisco J. Nogales

Trading Patterns and Market Integration in Overlapping Experimental Asset Markets pp. 1473-1499

Patricia Chelley-Steeley, Brian Kluger, James Steeley and Paul Adams

Volume 50, issue 5, 2015

Industry Expertise of Independent Directors and Board Monitoring pp. 929-962

Cong Wang, Fei Xie and Min Zhu

The Dynamics of Sovereign Credit Risk pp. 963-985

Alexandre Jeanneret

Local Business Cycles and Local Liquidity pp. 987-1010

Gennaro Bernile, George Korniotis, Alok Kumar and Qin Wang

Does Increased Competition Affect Credit Ratings? A Reexamination of the Effect of Fitch’s Market Share on Credit Ratings in the Corporate Bond Market pp. 1011-1035

Kee-Hong Bae, Jun-Koo Kang and Jin Wang

Beyond the Carry Trade: Optimal Currency Portfolios pp. 1037-1056

Pedro Barroso and Pedro Santa-Clara

Informational Content of Options Trading on Acquirer Announcement Return pp. 1057-1082

Konan Chan, Li Ge and Tse-Chun Lin

Managerial Entrenchment and Firm Value: A Dynamic Perspective pp. 1083-1103

Xin Chang and Hong Feng Zhang

Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables pp. 1105-1133

Ralf Elsas and David Florysiak

The Impact of Investability on Asset Valuation pp. 1135-1163

Vihang Errunza and Hai Ta

Volume 50, issue 4, 2015

Using 10-K Text to Gauge Financial Constraints pp. 623-646

Andriy Bodnaruk, Tim Loughran and Bill McDonald

Anticipating the 2007–2008 Financial Crisis: Who Knew What and When Did They Know It? pp. 647-669

Biljana Adebambo, Paul Brockman and Yan, Xuemin (Sterling)

Director Histories and the Pattern of Acquisitions pp. 671-698

Peter Rousseau and Caleb Stroup

Investor Sentiment and Mutual Fund Strategies pp. 699-727

Massimo Massa and Vijay Yadav

You’re Fired! New Evidence on Portfolio Manager Turnover and Performance pp. 729-755

Leonard Kostovetsky and Jerold B. Warner

Social Influence in the Housing Market pp. 757-779

Carrie H. Pan and Christo A. Pirinsky

The Enterprise Multiple Investment Strategy: International Evidence pp. 781-800

Christian Walkshäusl and Sebastian Lobe

How Important Is Financial Risk? pp. 801-824

Söhnke Bartram, Gregory W. Brown and William Waller

A Synthesis of Two Factor Estimation Methods pp. 825-842

Gregory Connor, Robert Korajczyk and Robert T. Uhlaner

Keynes the Stock Market Investor: A Quantitative Analysis pp. 843-868

David Chambers, Elroy Dimson and Justin Foo

Future Lending Income and Security Value pp. 869-902

Melissa Porras Prado

Sophistication, Sentiment, and Misreaction pp. 903-928

Chuang-Chang Chang, Pei-Fang Hsieh and Yaw-Huei Wang

Volume 50, issue 3, 2015

Taxes and Capital Structure pp. 277-300

Mara Faccio and Jin Xu

Capital Structure Decisions around the World: Which Factors Are Reliably Important? pp. 301-323

Ozde Oztekin

The Role of Government in the Labor–Creditor Relationship: Evidence from the Chrysler Bankruptcy pp. 325-348

Bradley Blaylock, Alexander Edwards and Jared Stanfield

Changing the Nexus: The Evolution and Renegotiation of Venture Capital Contracts pp. 349-375

Ola Bengtsson and Berk A. Sensoy

Giants at the Gate: Investment Returns and Diseconomies of Scale in Private Equity pp. 377-411

Florencio Lopez-de-Silanes, Ludovic Phalippou and Oliver Gottschalg

Institutional Investors and the Information Production Theory of Stock Splits pp. 413-445

Thomas Chemmanur, Gang Hu and Jiekun Huang

Bonus-Driven Repurchases pp. 447-475

Yingmei Cheng, Jarrad Harford and Zhang, Tianming (Tim)

The Post-Acquisition Returns of Stock Deals: Evidence of the Pervasiveness of the Asset Growth Effect pp. 477-507

Sandra Mortal and Michael J. Schill

Related Securities and Equity Market Quality: The Case of CDS pp. 509-541

Ekkehart Boehmer, Sudheer Chava and Heather E. Tookes

Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets pp. 543-567

Jens Hilscher, Joshua M. Pollet and Mungo Wilson

Trust, Investment, and Business Contracting pp. 569-595

James S. Ang, Yingmei Cheng and Chaopeng Wu

Suitability Checks and Household Investments in Structured Products pp. 597-622

Eric C. Chang, Dragon Yongjun Tang and Miao Ben Zhang

Volume 50, issue 1-2, 2015

Acquirer Valuation and Acquisition Decisions: Identifying Mispricing Using Short Interest pp. 1-32

Itzhak Ben-David, Michael S. Drake and Darren T. Roulstone

Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks pp. 33-60

Paulo Maio and Pedro Santa-Clara

Firm Mortality and Natal Financial Care pp. 61-88

Utpal Bhattacharya, Alexander Borisov and Xiaoyun Yu

Industries and Stock Return Reversals pp. 89-117

Allaudeen Hameed and G. Mujtaba Mian

Once Burned, Twice Shy: Money Market Fund Responses to a Systemic Liquidity Shock pp. 119-144

Philip E. Strahan and Başak Tanyeri

Do Happy People Make Optimistic Investors? pp. 145-168

Guy Kaplanski, Haim Levy, Chris Veld and Yulia Veld-Merkoulova

Religion and Stock Price Crash Risk pp. 169-195

Jeffrey L. Callen and Xiaohua Fang

The Diminishing Liquidity Premium pp. 197-229

Azi Ben-Rephael, Ohad Kadan and Avi Wohl

Foreign Currency Returns and Systematic Risks pp. 231-250

Victoria Atanasov and Thomas Nitschka

The Effects of Securities Class Action Litigation on Corporate Liquidity and Investment Policy pp. 251-275

Matteo Arena and Brandon Julio