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 67, issue C, 2024

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

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 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