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Journal of Financial Markets

1998 - 2025

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 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

Volume 63, issue C, 2023

Net buying pressure and the information in bitcoin option trades Downloads
Carol Alexander, Jun Deng, Jianfen Feng and Huning Wan
Stock illiquidity and option returns Downloads
Stefan Kanne, Olaf Korn and Marliese Uhrig-Homburg
Informed options strategies before corporate events Downloads
Patrick Augustin, Menachem Brenner, Gunnar Grass, Piotr Orłowski and Marti G. Subrahmanyam
Finding information in obvious places: Work connections and mutual fund investment ideas Downloads
Egemen Genc, Sara E. Shirley, Jeffrey R. Stark and Hai Tran
Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup Downloads
Philip A. Drummond
Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation Downloads
Jose Faias
The Bank of Japan's equity purchases and stock illiquidity Downloads
Izidin El Kalak, Woon Sau Leung, Hidenori Takahashi and Kazuo Yamada
Firm fundamentals and the cross-section of implied volatility shapes Downloads
Ding Chen, Biao Guo and Guofu Zhou
ETF ownership and firm-specific information in corporate bond returns Downloads
Meredith E. Rhodes and Joseph R. Mason
Page updated 2025-07-01