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Journal of Financial Markets

1998 - 2024

Current editor(s): B. Lehmann, D. Seppi and A. Subrahmanyam

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 69, issue C, 2024

The price effect of temporary short-selling bans: Theory and evidence Downloads
Haoshu Tian, Yan, Xuemin (Sterling) and Lingling Zheng
Financial news media and volatility: Is there more to newspapers than news? Downloads
Julian Ashwin
Stabilizing the financial markets through communication and informed trading Downloads
Qi Guo, Huang, Shao’an and Gaowang Wang
Leveraged trading and stock returns: Evidence from international stock markets Downloads
Zhuo Chen, Pengfei Li, Zhengwei Wang and Bohui Zhang
Fundamental characteristics, machine learning, and stock price crash risk Downloads
Fuwei Jiang, Tian Ma and Feifei Zhu
Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market Downloads
Darya Yuferova
Strategic trading as a response to short sellers Downloads
Marco Di Maggio, Francesco Franzoni, Massimo Massa and Roberto Tubaldi

Volume 68, issue C, 2024

Corporate bond price reversals Downloads
Alexey Ivashchenko
Price formation in field prediction markets: The wisdom in the crowd Downloads
Frederik Bossaerts, Nitin Yadav, Peter Bossaerts, Chad Nash, Torquil Todd, Torsten Rudolf, Rowena Hutchins, Anne-Louise Ponsonby and Karl Mattingly
Understanding the impacts of dark pools on price discovery Downloads
Linlin Ye
Institutional herding and investor sentiment Downloads
Xu Guo, Chen Gu, Chengping Zhang and Shenru Li
The impact of margin requirements on voluntary clearing decisions Downloads
Esen Onur, David Reiffen and Rajiv Sharma
Are fund managers rewarded for taking cyclical risks? Downloads
Ellen Ryan
Intraday variation in cross-sectional stock comovement and impact of index-based strategies Downloads
Yiwen Shen and Meiqi Shi
Extreme illiquidity and cross-sectional corporate bond returns Downloads
Xi Chen, Junbo Wang, Chunchi Wu and Di Wu

Volume 67, issue C, 2024

The lead–lag relation between VIX futures and SPX futures Downloads
Christine Bangsgaard and Thomas Kokholm
Informed trading prior to financial misconduct: Evidence from option markets Downloads
Keming Li
Do analysts distribute negative opinions earlier? Downloads
Yanhua Sunny Yang and Chris Yung
Private information disclosure in the secondary loan market and its impact on equity market trading costs Downloads
Anthony Saunders, Pei Shao and Yuchao Xiao
Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases Downloads
Chris Stivers, Licheng Sun and Sounak Saha
Business seasonality and stock liquidity Downloads
Joseph M. Marks and Chenguang Shang
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program Downloads
Mengdie Deng, Tse-Chun Lin and Jiayu Zhou
Disentangling the supply and announcement effects of open market operations Downloads
Narayan Bulusu

Volume 66, issue C, 2023

Quarterly investment spikes, stock returns, and the investment factor Downloads
Michela Altieri and Jan Schnitzler
Insider trading regulation and trader migration Downloads
Robert Merl, Stefan Palan, Dominik Schmidt and Thomas Stöckl
Price bands and their effects on equity markets: Evidence from a natural experiment Downloads
Vladimir A. Gatchev, Rama Seth, Ajai Singh and S.R. Vishwanatha
Retail trading and analyst coverage Downloads
Charles Martineau and Marius Zoican
Order splitting and interacting with a counterparty Downloads
Vincent van Kervel, Amy Kwan and P. Joakim Westerholm
Who trades at the close? Implications for price discovery and liquidity Downloads
Vincent Bogousslavsky and Dmitriy Muravyev
The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave Downloads
Khaladdin Rzayev, Gbenga Ibikunle and Tom Steffen
Climate risks and state-level stock market realized volatility Downloads
Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch
Mood, attention, and household trading: Evidence from terrorist attacks Downloads
Albert Y. Wang and Michael Young

Volume 65, issue C, 2023

The exit choices of European private firms: A dynamic empirical analysis Downloads
Thomas J. Chemmanur, Andrea Signori and Silvio Vismara
Banning dark pools: Venue selection and investor trading costs Downloads
Christian Neumeier, Arie Gozluklu, Peter Hoffmann, O’Neill, Peter and Felix Suntheim
Daily short selling around reverse stock splits Downloads
Benjamin M. Blau, Justin S. Cox, Todd G. Griffith and Ryan Voges
Common short selling and excess comovement: Evidence from a sample of LSE stocks Downloads
Marco Valerio Geraci, Jean-Yves Gnabo and David Veredas
Options-based systemic risk, financial distress, and macroeconomic downturns Downloads
Mattia Bevilacqua, Radu Tunaru and Davide Vioto
Dissecting the listing gap: Mergers, private equity, or regulation? Downloads
Gabriele Lattanzio, William L. Megginson and Ali Sanati
Information flow and credit rating announcements Downloads
Mehdi Khorram, Haitao Mo and Gary C. Sanger
Newspapers tone and the overnight-intraday stock return anomaly Downloads
Yossi Saadon and Ben Z. Schreiber
Surprise in short interest Downloads
Matthias X. Hanauer, Pavel Lesnevski and Esad Smajlbegovic
The disappearing profitability of volatility-managed equity factors Downloads
Timotheos Angelidis and Nikolaos Tessaromatis
Does stock market rescue affect investment efficiency in the real sector? Downloads
Ling Jin, Zhisheng Li, Lei Lu and Xiaoran Ni

Volume 64, issue C, 2023

Tracking speculative trading Downloads
Dominik Boos and Linus Grob
Transaction costs, frequent trading, and stock prices Downloads
Sergey Isaenko
Profitability anomaly and aggregate volatility risk Downloads
Alexander Barinov
Liquid speed: A micro-burst fee for low-latency exchanges Downloads
Michael Brolley and Marius Zoican
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options Downloads
Andrew Carverhill and Dan Luo
Are mutual fund managers good gamblers? Downloads
Roberto Stein
Machine invasion: Automation in information acquisition and the cross-section of stock returns Downloads
Raunaq S. Pungaliya and Yanbo Wang
Risk disclosure in IPO advertisement and the quality of the firm Downloads
Supriya Katti, Edward R. Lawrence and Mehul Raithatha
Options market ambiguity and its information content Downloads
Qiang Chen and Yu Han
Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs Downloads
Naoshi Ikeda
Equity premium prediction: The role of information from the options market Downloads
Antonios K. Alexandridis, Iraklis Apergis, Ekaterini Panopoulou and Nikolaos Voukelatos
Strategic trading by insiders in the presence of institutional investors Downloads
Lai T. Hoang, Marvin Wee and Joey Wenling Yang
COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading Downloads
Kee H. Chung and Chairat Chuwonganant
Job postings and aggregate stock returns Downloads
Pratik Kothari and O’Doherty, Michael S.
Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds Downloads
Hui Xu and George G. Pennacchi
Spillover effects between liquidity risks through endogenous debt maturity Downloads
Xu Wei, Xiao Xiao, Yi Zhou and Yimin Zhou
Modern OTC market structure and liquidity: The tale of three tiers Downloads
Ryan Davis, Todd Griffith, Bonnie Van Ness and Robert Van Ness
Spoilt for choice: Determinants of market shares in fragmented equity markets Downloads
Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide
Arbitrage in the market for cryptocurrencies Downloads
Tommy Crépellière, Matthias Pelster and Stefan Zeisberger
Sequential entry in illiquid markets Downloads
Vincent Fardeau
On the choice of central counterparties in the EU Downloads
Gabrielle Demange and Thibaut Piquard
The role of idiosyncratic jumps in stock markets Downloads
Suzanne S. Lee
Page updated 2024-06-17