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 62, issue C, 2023
- Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns

- Andrew Ainsworth and Adrian D. Lee
- The race to exploit anomalies and the cost of slow trading

- Guy Kaplanski
- Investor sentiment, style investing, and momentum

- Samar Ashour, Grace Qing Hao and Adam Harper
- Gender, learning, and earnings estimate accuracy

- Vineet Bhagwat, Sara E. Shirley and Jeffrey R. Stark
- Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic

- Liao Xu, Xuan Zhang and Jing Zhao
- Local institutional investors and debt maturity

- Wang, Qin (Emma) and Jun Zhang
- Climate risks and realized volatility of major commodity currency exchange rates

- Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch
- Market power, ambiguity, and market participation

- Zhigang Qiu, Yanyi Wang and Shunming Zhang
- When is the order-to-trade ratio fee effective?

- Nidhi Aggarwal, Venkatesh Panchapagesan and Susan Thomas
Volume 61, issue C, 2022
- Media abnormal tone, earnings announcements, and the stock market

- David Ardia, Keven Bluteau and Kris Boudt
- Does the U.S. president affect the stock market?

- Maurizio Montone
- Mutual fund preference for pure-play firms

- Bradford Jordan, Ang Li and Mark H. Liu
- The alphas of beta and idiosyncratic volatility

- Percy Poon, Tong Yao and Zhang, Andrew (Jianzhong)
- Climate events and return comovement

- Rui Ma, Ben R. Marshall, Hung T. Nguyen, Nhut H. Nguyen and Nuttawat Visaltanachoti
- The visible hand: benchmarks, regulation, and liquidity

- Matteo Aquilina, Gbenga Ibikunle, Vito Mollica and Tom Steffen
- Back to the futures: When short selling is banned

- George J. Jiang, Yoshiki Shimizu and Cuyler Strong
- Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns

- Huaigang Long, Adam Zaremba, Wenyu Zhou and Elie Bouri
- Hidden liquidity, market quality, and order submission strategies

- Albert Lee and Kee H. Chung
Volume 60, issue C, 2022
- Financial leverage and stock return comovement

- Hung X. Do, Nhut H. Nguyen and Quan M.P. Nguyen
- Bond risk’s role in the equity risk-return tradeoff

- Naresh Bansal and Chris Stivers
- Who should buy stocks when volatility spikes?

- Andrés Schneider
- Legal risk and information spillover through private lender reports

- Abe de Jong, Tim Kooijmans and Chris Veld
- Jumps in stock prices: New insights from old data

- James A. Johnson, Marcelo Medeiros and Bradley S. Paye
- Transaction fees: Impact on institutional order types, commissions, and execution quality

- O’Donoghue, Shawn M.
- Liquidity components: Commonality in liquidity, underreaction, and equity returns

- Baris Ince
- Jump and volatility risk in the cross-section of corporate bond returns

- Xi Chen, Junbo Wang and Chunchi Wu
- Investor attention and municipal bond returns

- Kimberly Cornaggia, John Hund and Giang Nguyen
Volume 59, issue PB, 2022
- Asset pricing with data revisions

- Daniel Borup and Erik Christian Schütte
- Trading costs of private debt

- Andreas Keßler and Thomas Mählmann
- Investor short-termism and real investment

- Dominik M. Rösch, Avanidhar Subrahmanyam and Mathijs A. van Dijk
- Recovery from fast crashes: Role of mutual funds

- Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg, Mila Getmansky Sherman and Darya Yuferova
- Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds

- Song Han, Alan Guoming Huang, Madhu Kalimipalli and Ke Wang
- Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China

- Xuyun Fang, Zhiqian Jiang, Baixiao Liu, John J. McConnell and Mingshan Zhou
- Does air pollution affect seasoned equity offering pricing? Evidence from investor bids

- Lin Han, Xiaoke Cheng, Kam C. Chan and Shenghao Gao
- Tick Size Pilot Program and price discovery in U.S. stock markets

- Bidisha Chakrabarty, Justin Cox and James E. Upson
- Is the index efficient? A worldwide tour with stochastic dominance

- Olga Kolokolova, Olivier Le Courtois and Xia Xu
- Betting against analyst target price

- Chulwoo Han, Jangkoo Kang and Sun Yung Kim
- Predictive information in corporate bond yields

- Xu Guo, Hai Lin, Chunchi Wu and Guofu Zhou
Volume 59, issue PA, 2022
- Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks

- Matthew Greenwood-Nimmo and Artur Tarassow
- Central clearing and loss allocation rules

- Dominic Cucic
- Sidedness in the interbank market

- Celso Brunetti, Jeffrey Harris and Shawn Mankad
- Price impact versus bid–ask spreads in the index option market

- Andreas Kaeck, Vincent van Kervel and Norman J. Seeger
- The repo channel of cross-border lending in the European sovereign debt crisis

- Jaime Luque
- Spread position as a leading economic indicator

- Yang-Ho Park
- Are retail investors less aggressive on small price stocks?

- Carole Métais and Tristan Roger
- Contagious margin calls: How COVID-19 threatened global stock market liquidity

- Sean Foley, Amy Kwan, Richard Philip and Bernt Ødegaard
- Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation

- Shmuel Hauser, Haim Kedar-Levy and Orit Milo
- Standardization, transparency initiatives, and liquidity in the CDS market

- Laurence Daures and Andras Fulop
- Realizing correlations across asset classes

- Niels S. Grønborg, Asger Lunde, Kasper V. Olesen and Harry Vander Elst
- Transparency in fragmented markets: Experimental evidence

- Terrence Hendershott, Marvin Wee and Yuanji Wen
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