Economics at your fingertips  

Journal of Financial Markets

1998 - 2021

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.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 40, issue C, 2018

The microstructure of a U.S. Treasury ECN: The BrokerTec platform pp. 2-22 Downloads
Michael Fleming, Bruce Mizrach and Giang Nguyen
A natural experiment for efficient markets: Information quality and influential agents pp. 23-39 Downloads
Brian Mills and Steven Salaga
Market frictions, investor sophistication, and persistence in mutual fund performance pp. 40-59 Downloads
Ariadna Dumitrescu and Javier Gil-Bazo
Proximity and litigation: Evidence from the geographic location of institutional investors pp. 60-74 Downloads
Mieszko Mazur, Galla Salganik-Shoshan, Thomas Walker and Jun Wang
The effects of conference call tones on market perceptions of value uncertainty pp. 75-91 Downloads
Paul A. Borochin, James E. Cicon, Jared DeLisle and S. McKay Price
The curious case of negative volatility pp. 92-108 Downloads
Christoph Merkle

Volume 39, issue C, 2018

Liquidity might come at cost: The role of heterogeneous preferences pp. 1-23 Downloads
Shmuel Hauser and Haim Kedar-Levy
Funding constraints and liquidity in two-tiered OTC markets pp. 24-43 Downloads
Evangelos Benos and Filip Žikeš
Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data pp. 44-67 Downloads
Nader Atawnah, Balasingham Balachandran, Huu Nhan Duong and Edward J. Podolski
Corporate investment, short-term return reversal, and stock liquidity pp. 68-83 Downloads
Moonsoo Kang, S. Khaksari and Kiseok Nam
Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience pp. 84-110 Downloads
Karan Bhanot and Carl F. Larsson
Policy uncertainty and bank bailouts pp. 111-125 Downloads
Frank Caliendo, Nick Guo and Jason M. Smith

Volume 38, issue C, 2018

Politics and liquidity pp. 1-13 Downloads
Ben Marshall, Hung T. Nguyen, Nhut H. Nguyen and Nuttawat Visaltanachoti
Bid- and ask-side liquidity in the NYSE limit order book pp. 14-38 Downloads
Tolga Cenesizoglu and Gunnar Grass
Higher-moment liquidity risks and the cross-section of stock returns pp. 39-59 Downloads
Soonho Kim and Haejung Na
Momentum lost and found in corporate bond returns pp. 60-82 Downloads
Hwai-Chung Ho and Hsiao-Chuan Wang
Forecasting the equity risk premium: The importance of regime-dependent evaluation pp. 83-102 Downloads
Nick Baltas and Dimitrios Karyampas
Technical analysis and stock return predictability: An aligned approach pp. 103-123 Downloads
Qi Lin
Cognitive reference points, institutional investors' bid prices, and IPO pricing: Evidence from IPO auctions in China pp. 124-140 Downloads
Shenghao Gao, Qingbin Meng, Jesse Y. Chan and Kam C. Chan

Volume 37, issue C, 2018

Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange pp. 1-16 Downloads
Kjell Jørgensen, Johannes Skjeltorp and Bernt Ødegaard
Market volatility and stock returns: The role of liquidity providers pp. 17-34 Downloads
Kee H. Chung and Chairat Chuwonganant
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision pp. 35-51 Downloads
Gert Elaut, Michael Frömmel and Kevin Lampaert
Inflation and equity mutual fund flows pp. 52-69 Downloads
Srinivasan Krishnamurthy, Denis Pelletier and Richard S. Warr
What options to trade and when: Evidence from seasoned equity offerings pp. 70-96 Downloads
Donghan Kim, Jun Sik Kim and Sung Won Seo
Do co-jumps impact correlations in currency markets? pp. 97-119 Downloads
Jozef Baruník and Lukas Vacha
Evolution of historical prices in momentum investing pp. 120-135 Downloads
Li-Wen Chen, Hsin-Yi Yu and Wen-Kai Wang

Volume 36, issue C, 2017

Permanent price impact asymmetry of trades with institutional constraints pp. 1-16 Downloads
Chiraphol Chiyachantana, Pankaj K. Jain, Christine Jiang and Vivek Sharma
The market for lemmings: The herding behavior of pension funds pp. 17-39 Downloads
David Blake, Lucio Sarno and Gabriele Zinna
Institutional trading before dividend reduction announcements pp. 40-55 Downloads
Darren Henry, Lily Nguyen and Viet Hung Pham
Equity premium prediction: The role of economic and statistical constraints pp. 56-75 Downloads
Jiahan Li and Ilias Tsiakas
Macroeconomic risk and seasonality in momentum profits pp. 76-90 Downloads
Xiuqing Ji, J. Spencer Martin and Yaqiong Yao
The impact of central clearing on banks’ lending discipline pp. 91-114 Downloads
Maik Arnold
On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment pp. 115-131 Downloads
Jianlei Han and Zheyao Pan

Volume 35, issue C, 2017

Effects of lit and dark market fragmentation on liquidity pp. 1-20 Downloads
Carole Gresse
Price discovery in equity and CDS markets pp. 21-46 Downloads
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
The relationship between equity and bond returns: An empirical investigation pp. 47-64 Downloads
Amer Demirovic, Cherif Guermat and Jon Tucker
Teaming up and quiet intervention: The impact of institutional investors on executive compensation policies pp. 65-83 Downloads
Mieszko Mazur and Galla Salganik-Shoshan
Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street? pp. 84-103 Downloads
Michael Donadelli, Renatas Kizys and Max Riedel
When chasing the offender hurts the victim: The case of insider legislation pp. 104-129 Downloads
Stefan Palan and Thomas Stöckl

Volume 33, issue C, 2017

Lockstep in liquidity: Common dealers and co-movement in bond liquidity pp. 1-21 Downloads
Stefan Gissler
The determinants and pricing of liquidity commonality around the world pp. 22-41 Downloads
Fariborz Moshirian, Xiaolin Qian, Claudia Koon Ghee Wee and Bohui Zhang
Liquidity measures throughout the lifetime of the U.S. Treasury bond pp. 42-74 Downloads
Antonio Díaz and Ana Escribano
Short selling around the 52-week and historical highs pp. 75-101 Downloads
Eunju Lee and Natalia Piqueira
Short on drugs: Short selling during the drug development process pp. 102-123 Downloads
Henk Berkman and Marco Eugster
Short selling and the pricing of closed-end funds pp. 124-142 Downloads
Gordon Alexander and Mark A. Peterson

Volume 32, issue C, 2017

Understanding transactions prices in the credit default swaps market pp. 1-27 Downloads
Dragon Yongjun Tang and Hong Yan
Intraday price discovery in fragmented markets pp. 28-48 Downloads
Sait Ozturk, Michel van der Wel and Dick van Dijk
Multiple markets, algorithmic trading, and market liquidity pp. 49-68 Downloads
James Upson and Robert A. Van Ness
Cross-sectional factor dynamics and momentum returns pp. 69-96 Downloads
Doron Avramov and Satadru Hore
Limited participation under ambiguity of correlation pp. 97-143 Downloads
Helen Hui Huang, Shunming Zhang and Wei Zhu
Page updated 2022-01-24