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Journal of Financial Markets

1998 - 2018

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

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 40, issue C, 2018

The microstructure of a U.S. Treasury ECN: The BrokerTec platform pp. 2-22 Downloads
Michael Fleming, Bruce Mizrach and Giang Nguyen
A natural experiment for efficient markets: Information quality and influential agents pp. 23-39 Downloads
Brian Mills and Steven Salaga
Market frictions, investor sophistication, and persistence in mutual fund performance pp. 40-59 Downloads
Ariadna Dumitrescu and Javier Gil-Bazo
Proximity and litigation: Evidence from the geographic location of institutional investors pp. 60-74 Downloads
Mieszko Mazur, Galla Salganik-Shoshan, Thomas Walker and Jun Wang
The effects of conference call tones on market perceptions of value uncertainty pp. 75-91 Downloads
Paul A. Borochin, James E. Cicon, Jared DeLisle and S. McKay Price
The curious case of negative volatility pp. 92-108 Downloads
Christoph Merkle

Volume 39, issue C, 2018

Liquidity might come at cost: The role of heterogeneous preferences pp. 1-23 Downloads
Shmuel Hauser and Haim Kedar-Levy
Funding constraints and liquidity in two-tiered OTC markets pp. 24-43 Downloads
Evangelos Benos and Filip Žikeš
Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data pp. 44-67 Downloads
Nader Atawnah, Balasingham Balachandran, Huu Nhan Duong and Edward J. Podolski
Corporate investment, short-term return reversal, and stock liquidity pp. 68-83 Downloads
Moonsoo Kang, S. Khaksari and Kiseok Nam
Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience pp. 84-110 Downloads
Karan Bhanot and Carl F. Larsson
Policy uncertainty and bank bailouts pp. 111-125 Downloads
Frank Caliendo, Nick Guo and Jason M. Smith

Volume 38, issue C, 2018

Politics and liquidity pp. 1-13 Downloads
Ben Marshall, Hung T. Nguyen, Nhut H. Nguyen and Nuttawat Visaltanachoti
Bid- and ask-side liquidity in the NYSE limit order book pp. 14-38 Downloads
Tolga Cenesizoglu and Gunnar Grass
Higher-moment liquidity risks and the cross-section of stock returns pp. 39-59 Downloads
Soonho Kim and Haejung Na
Momentum lost and found in corporate bond returns pp. 60-82 Downloads
Hwai-Chung Ho and Hsiao-Chuan Wang
Forecasting the equity risk premium: The importance of regime-dependent evaluation pp. 83-102 Downloads
Nick Baltas and Dimitrios Karyampas
Technical analysis and stock return predictability: An aligned approach pp. 103-123 Downloads
Qi Lin
Cognitive reference points, institutional investors' bid prices, and IPO pricing: Evidence from IPO auctions in China pp. 124-140 Downloads
Shenghao Gao, Qingbin Meng, Jesse Y. Chan and Kam C. Chan

Volume 37, issue C, 2018

Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange pp. 1-16 Downloads
Kjell Jørgensen, Johannes Skjeltorp and Bernt Ødegaard
Market volatility and stock returns: The role of liquidity providers pp. 17-34 Downloads
Kee H. Chung and Chairat Chuwonganant
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision pp. 35-51 Downloads
Gert Elaut, Michael Frömmel and Kevin Lampaert
Inflation and equity mutual fund flows pp. 52-69 Downloads
Srinivasan Krishnamurthy, Denis Pelletier and Richard S. Warr
What options to trade and when: Evidence from seasoned equity offerings pp. 70-96 Downloads
Donghan Kim, Jun Sik Kim and Sung Won Seo
Do co-jumps impact correlations in currency markets? pp. 97-119 Downloads
Jozef Baruník and Lukas Vacha
Evolution of historical prices in momentum investing pp. 120-135 Downloads
Li-Wen Chen, Hsin-Yi Yu and Wen-Kai Wang

Volume 36, issue C, 2017

Permanent price impact asymmetry of trades with institutional constraints pp. 1-16 Downloads
Chiraphol Chiyachantana, Pankaj K. Jain, Christine Jiang and Vivek Sharma
The market for lemmings: The herding behavior of pension funds pp. 17-39 Downloads
David Blake, Lucio Sarno and Gabriele Zinna
Institutional trading before dividend reduction announcements pp. 40-55 Downloads
Darren Henry, Lily Nguyen and Viet Hung Pham
Equity premium prediction: The role of economic and statistical constraints pp. 56-75 Downloads
Jiahan Li and Ilias Tsiakas
Macroeconomic risk and seasonality in momentum profits pp. 76-90 Downloads
Xiuqing Ji, J. Spencer Martin and Yaqiong Yao
The impact of central clearing on banks’ lending discipline pp. 91-114 Downloads
Maik Arnold
On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment pp. 115-131 Downloads
Jianlei Han and Zheyao Pan

Volume 35, issue C, 2017

Effects of lit and dark market fragmentation on liquidity pp. 1-20 Downloads
Carole Gresse
Price discovery in equity and CDS markets pp. 21-46 Downloads
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
The relationship between equity and bond returns: An empirical investigation pp. 47-64 Downloads
Amer Demirovic, Cherif Guermat and Jon Tucker
Teaming up and quiet intervention: The impact of institutional investors on executive compensation policies pp. 65-83 Downloads
Mieszko Mazur and Galla Salganik-Shoshan
Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street? pp. 84-103 Downloads
Michael Donadelli, Renatas Kizys and Max Riedel
When chasing the offender hurts the victim: The case of insider legislation pp. 104-129 Downloads
Stefan Palan and Thomas Stöckl

Volume 33, issue C, 2017

Lockstep in liquidity: Common dealers and co-movement in bond liquidity pp. 1-21 Downloads
Stefan Gissler
The determinants and pricing of liquidity commonality around the world pp. 22-41 Downloads
Fariborz Moshirian, Xiaolin Qian, Claudia Koon Ghee Wee and Bohui Zhang
Liquidity measures throughout the lifetime of the U.S. Treasury bond pp. 42-74 Downloads
Antonio Díaz and Ana Escribano
Short selling around the 52-week and historical highs pp. 75-101 Downloads
Eunju Lee and Natalia Piqueira
Short on drugs: Short selling during the drug development process pp. 102-123 Downloads
Henk Berkman and Marco Eugster
Short selling and the pricing of closed-end funds pp. 124-142 Downloads
Gordon Alexander and Mark A. Peterson

Volume 32, issue C, 2017

Understanding transactions prices in the credit default swaps market pp. 1-27 Downloads
Dragon Yongjun Tang and Hong Yan
Intraday price discovery in fragmented markets pp. 28-48 Downloads
Sait Ozturk, Michel van der Wel and Dick van Dijk
Multiple markets, algorithmic trading, and market liquidity pp. 49-68 Downloads
James Upson and Robert A. Van Ness
Cross-sectional factor dynamics and momentum returns pp. 69-96 Downloads
Doron Avramov and Satadru Hore
Limited participation under ambiguity of correlation pp. 97-143 Downloads
Helen Hui Huang, Shunming Zhang and Wei Zhu
Page updated 2018-12-18