Journal of Financial Markets

1998 - 2026

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

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

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The role of options markets in corporate social responsibility: Fengfei Li, Chen Lin, Tse-Chun Lin and Sichen Shen
Search friction, liquidity risk, and bond misallocation: Shuo Liu
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data: Xianfeng Hao, Yudong Wang, Chongfeng Wu and Liangyu Wu
Firm visibility, liquidity, and valuation for thinly traded assets: Bing Han, Xinming Huang, Qi Liu and Yu-Jane Liu
Synchronous social media and the stock market: Chaehyun Pyun
Doctors managing mutual funds: Returns to specialization in asset management: Leonard Kostovetsky and Vladimir Ratushny
Margin trading, short selling, and information asymmetry: Minggang Xu, Xueyong Zhang and Yeqing Zhang
The volatility of stock investor returns: Ilia D. Dichev and Xin Zheng

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

Corporate bond price reversals: Alexey Ivashchenko
Price formation in field prediction markets: The wisdom in the crowd: 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: Linlin Ye
Institutional herding and investor sentiment: Xu Guo, Chen Gu, Chengping Zhang and Shenru Li
The impact of margin requirements on voluntary clearing decisions: Esen Onur, David Reiffen and Rajiv Sharma
Are fund managers rewarded for taking cyclical risks?: Ellen Ryan
Intraday variation in cross-sectional stock comovement and impact of index-based strategies: Yiwen Shen and Meiqi Shi
Extreme illiquidity and cross-sectional corporate bond returns: Xi Chen, Junbo Wang, Chunchi Wu and Di Wu

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

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

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