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 (). Access Statistics for this journal.
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Volume 66, issue C, 2023
- 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
Volume 65, issue C, 2023
- The exit choices of European private firms: A dynamic empirical analysis

- Thomas J. 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 M. Blau, Justin S. Cox, Todd G. 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 Z. 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
Volume 64, issue C, 2023
- Tracking speculative trading

- Dominik Boos and Linus Grob
- Transaction costs, frequent trading, and stock prices

- Sergey Isaenko
- Profitability anomaly and aggregate volatility risk

- Alexander Barinov
- Liquid speed: A micro-burst fee for low-latency exchanges

- Michael Brolley and Marius Zoican
- A Bayesian analysis of time-varying jump risk in S&P 500 returns and options

- Andrew Carverhill and Dan Luo
- Are mutual fund managers good gamblers?

- Roberto Stein
- Machine invasion: Automation in information acquisition and the cross-section of stock returns

- Raunaq S. Pungaliya and Yanbo Wang
- Risk disclosure in IPO advertisement and the quality of the firm

- Supriya Katti, Edward R. Lawrence and Mehul Raithatha
- Options market ambiguity and its information content

- Qiang Chen and Yu Han
- Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs

- Naoshi Ikeda
- Equity premium prediction: The role of information from the options market

- Antonios K. Alexandridis, Iraklis Apergis, Ekaterini Panopoulou and Nikolaos Voukelatos
- Strategic trading by insiders in the presence of institutional investors

- Lai T. Hoang, Marvin Wee and Joey Wenling Yang
- COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading

- Kee H. Chung and Chairat Chuwonganant
- Job postings and aggregate stock returns

- Pratik Kothari and O’Doherty, Michael S.
- Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds

- Hui Xu and George G. Pennacchi
- Spillover effects between liquidity risks through endogenous debt maturity

- Xu Wei, Xiao Xiao, Yi Zhou and Yimin Zhou
- Modern OTC market structure and liquidity: The tale of three tiers

- Ryan Davis, Todd Griffith, Bonnie Van Ness and Robert Van Ness
- Spoilt for choice: Determinants of market shares in fragmented equity markets

- Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide
- Arbitrage in the market for cryptocurrencies

- Tommy Crépellière, Matthias Pelster and Stefan Zeisberger
- Sequential entry in illiquid markets

- Vincent Fardeau
- On the choice of central counterparties in the EU

- Gabrielle Demange and Thibaut Piquard
- The role of idiosyncratic jumps in stock markets

- Suzanne S. Lee
Volume 63, issue C, 2023
- Net buying pressure and the information in bitcoin option trades

- Carol Alexander, Jun Deng, Jianfen Feng and Huning Wan
- Stock illiquidity and option returns

- Stefan Kanne, Olaf Korn and Marliese Uhrig-Homburg
- Informed options strategies before corporate events

- Patrick Augustin, Menachem Brenner, Gunnar Grass, Piotr Orłowski and Marti G. Subrahmanyam
- Finding information in obvious places: Work connections and mutual fund investment ideas

- Egemen Genc, Sara E. Shirley, Jeffrey R. Stark and Hai Tran
- Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup

- Philip A. Drummond
- Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation

- Jose Faias
- The Bank of Japan's equity purchases and stock illiquidity

- Izidin El Kalak, Woon Sau Leung, Hidenori Takahashi and Kazuo Yamada
- Firm fundamentals and the cross-section of implied volatility shapes

- Ding Chen, Biao Guo and Guofu Zhou
- ETF ownership and firm-specific information in corporate bond returns

- Meredith E. Rhodes and Joseph R. Mason
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