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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Liquidity in the pricing of syndicated loans pp. 339-376: Anurag Gupta, Ajai K. Singh and Allan A. Zebedee
Market segmentation, liquidity spillover, and closed-end country fund discounts pp. 377-399: Justin S.P. Chan, Ravi Jain and Yihong Xia
Updating expectations: An analysis of post-9/11 returns pp. 400-432: Jarl Kallberg, Crocker H. Liu and Paolo Pasquariello
Probability weighting and loss aversion in futures hedging pp. 433-452: Fabio Mattos, Philip Garcia and Joost Pennings

Is the value spread a useful predictor of returns? pp. 199-227: Naiping Liu and Lu Zhang
Melting pot or salad bowl: Some evidence from U.S. investments abroad pp. 228-258: Utpal Bhattacharya and Peter Groznik
Investor and price response to patterns in earnings surprises pp. 259-283: Laura Frieder
Stock exchange competition in a simple model of capital market equilibrium pp. 284-307: Sofia Ramos and Ernst-Ludwig von Thadden
Locked and crossed markets on NASDAQ and the NYSE pp. 308-337: Andriy V. Shkilko, Bonnie F. Van Ness and Robert A. Van Ness

Competition in the market for NASDAQ securities pp. 113-143: Michael Goldstein, Andriy V. Shkilko, Bonnie F. Van Ness and Robert A. Van Ness
Performance information dissemination in the mutual fund industry pp. 144-159: Alexei Goriaev, Theo Nijman and Bas J.M. Werker
Delisted firms and momentum profits pp. 160-179: Assaf Eisdorfer
Credit spread determinants: An 85 year perspective pp. 180-197: Andrew Davies

Failure to exercise call options: An anomaly and a trading game pp. 1-35: Veronika Krepely Pool, Hans Stoll and Robert E. Whaley
The information content of net buying pressure: Evidence from the KOSPI 200 index option market pp. 36-56: Jangkoo Kang and Hyoung-Jin Park
On the effects of stock spam e-mails pp. 57-83: Michael Hanke and Florian Hauser
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO pp. 84-111: Gordon Alexander and Mark A. Peterson

Pre-trade transparency and market quality pp. 319-341: Kyong Shik Eom, Jinho Ok and Jong-Ho Park
Liquidity and firm characteristics: Evidence from mergers and acquisitions pp. 342-361: Marc L. Lipson and Sandra Mortal
Do the diversification choices of individual investors influence stock returns? pp. 362-390: Alok Kumar
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market pp. 391-415: Kalok Chan, Albert Menkveld and Zhishu Yang

Ownership level, ownership concentration and liquidity pp. 219-248: Amir Rubin
Modelling the buy and sell intensity in a limit order book market pp. 249-286: Anthony Hall and Nikolaus Hautsch
Financial market design and bounded rationality: An experiment pp. 287-317: Sébastien Pouget

Informative trading or just costly noise? An analysis of Central Bank interventions pp. 107-143: Paolo Pasquariello
Liquidity supply in electronic markets pp. 144-168: Michael Aitken, Niall Almeida, Frederick H. deB. Harris and Thomas McInish
The PIN anomaly around M&A announcements pp. 169-191: Nihat Aktas, Eric de Bodt, Fany Declerck and Herve Van Oppens
Commonality in the time-variation of stock-stock and stock-bond return comovements pp. 192-218: Robert Connolly, Chris Stivers and Licheng Sun

Measuring the resiliency of an electronic limit order book pp. 1-25: Jeremy Large
Estimating the probability of informed trading--does trade misclassification matter? pp. 26-47: Ekkehart Boehmer, Joachim Grammig and Erik Theissen
Momentum, reversal, and the trading behaviors of institutions pp. 48-75: Roberto Gutierrez and Christo A. Prinsky
Noise trader risk: Evidence from the Siamese twins pp. 76-105: John T. Scruggs

Quantifying cognitive biases in analyst earnings forecasts pp. 333-365: Geoffrey Friesen and Paul A. Weller
Underwriter learning about unfamiliar firms: Evidence from the history of biotech IPOS pp. 366-407: Kuntara Pukthuanthong
Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market pp. 408-432: Randi Næs and Johannes Skjeltorp
Hybrid markets, tick size and investor trading costs pp. 433-447: Evgenia Portniaguina, Dan Bernhardt and Eric Hughson

Profits and speculation in intra-day foreign exchange trading pp. 223-245: Alexander Mende and Lukas Menkhoff
The impact of preferencing on execution quality pp. 246-273: Chen He, Elizabeth Odders-White and Mark Ready
Value of analyst recommendations: International evidence pp. 274-309: Narasimhan Jegadeesh and Woojin Kim
Divergence of opinion and equity returns under different states of earnings expectations pp. 310-331: John Doukas, Chansog Kim and Christos Pantzalis

Equity trading by institutional investors: To cross or not to cross? pp. 79-99: Randi Næs and Bernt Ødegaard
The value of the specialist: Empirical evidence from the CBOE pp. 100-118: Amber Anand and Daniel G. Weaver
An examination of large sell orders in cold IPO aftermarkets pp. 119-143: C.N.V. Krishnan, Ajai K. Singh and Allan A. Zebedee
Cross-listing, price discovery and the informativeness of the trading process pp. 144-161: Roberto Pascual, Bartolomé Pascual-Fuster and Francisco Climent
On the importance of timing specifications in market microstructure research pp. 162-179: Thomas Henker and Jianxin Wang
Option-implied risk preferences: An extension to wider classes of utility functions pp. 180-198: Byung Jin Kang and Tong Suk Kim
The influence of call auction algorithm rules on market efficiency pp. 199-222: Carole Comerton-Forde and James Rydge

Strategic delivery failures in U.S. equity markets pp. 1-26: Leslie Boni
On the presence and market-structure of exchanges around the world pp. 27-48: Matthew J. Clayton, Bjørn Jørgensen and Kenneth A. Kavajecz
Market structure, fragmentation, and market quality pp. 49-78: Paul Bennett and Li Wei