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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 62, issue C, 2023

Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns Downloads
Andrew Ainsworth and Adrian D. Lee
The race to exploit anomalies and the cost of slow trading Downloads
Guy Kaplanski
Investor sentiment, style investing, and momentum Downloads
Samar Ashour, Grace Qing Hao and Adam Harper
Gender, learning, and earnings estimate accuracy Downloads
Vineet Bhagwat, Sara E. Shirley and Jeffrey R. Stark
Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic Downloads
Liao Xu, Xuan Zhang and Jing Zhao
Local institutional investors and debt maturity Downloads
Wang, Qin (Emma) and Jun Zhang
Climate risks and realized volatility of major commodity currency exchange rates Downloads
Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch
Market power, ambiguity, and market participation Downloads
Zhigang Qiu, Yanyi Wang and Shunming Zhang
When is the order-to-trade ratio fee effective? Downloads
Nidhi Aggarwal, Venkatesh Panchapagesan and Susan Thomas

Volume 61, issue C, 2022

Media abnormal tone, earnings announcements, and the stock market Downloads
David Ardia, Keven Bluteau and Kris Boudt
Does the U.S. president affect the stock market? Downloads
Maurizio Montone
Mutual fund preference for pure-play firms Downloads
Bradford Jordan, Ang Li and Mark H. Liu
The alphas of beta and idiosyncratic volatility Downloads
Percy Poon, Tong Yao and Zhang, Andrew (Jianzhong)
Climate events and return comovement Downloads
Rui Ma, Ben R. Marshall, Hung T. Nguyen, Nhut H. Nguyen and Nuttawat Visaltanachoti
The visible hand: benchmarks, regulation, and liquidity Downloads
Matteo Aquilina, Gbenga Ibikunle, Vito Mollica and Tom Steffen
Back to the futures: When short selling is banned Downloads
George J. Jiang, Yoshiki Shimizu and Cuyler Strong
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns Downloads
Huaigang Long, Adam Zaremba, Wenyu Zhou and Elie Bouri
Hidden liquidity, market quality, and order submission strategies Downloads
Albert Lee and Kee H. Chung

Volume 60, issue C, 2022

Financial leverage and stock return comovement Downloads
Hung X. Do, Nhut H. Nguyen and Quan M.P. Nguyen
Bond risk’s role in the equity risk-return tradeoff Downloads
Naresh Bansal and Chris Stivers
Who should buy stocks when volatility spikes? Downloads
Andrés Schneider
Legal risk and information spillover through private lender reports Downloads
Abe de Jong, Tim Kooijmans and Chris Veld
Jumps in stock prices: New insights from old data Downloads
James A. Johnson, Marcelo Medeiros and Bradley S. Paye
Transaction fees: Impact on institutional order types, commissions, and execution quality Downloads
O’Donoghue, Shawn M.
Liquidity components: Commonality in liquidity, underreaction, and equity returns Downloads
Baris Ince
Jump and volatility risk in the cross-section of corporate bond returns Downloads
Xi Chen, Junbo Wang and Chunchi Wu
Investor attention and municipal bond returns Downloads
Kimberly Cornaggia, John Hund and Giang Nguyen

Volume 59, issue PB, 2022

Asset pricing with data revisions Downloads
Daniel Borup and Erik Christian Schütte
Trading costs of private debt Downloads
Andreas Keßler and Thomas Mählmann
Investor short-termism and real investment Downloads
Dominik M. Rösch, Avanidhar Subrahmanyam and Mathijs A. van Dijk
Recovery from fast crashes: Role of mutual funds Downloads
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 Downloads
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 Downloads
Xuyun Fang, Zhiqian Jiang, Baixiao Liu, John J. McConnell and Mingshan Zhou
Does air pollution affect seasoned equity offering pricing? Evidence from investor bids Downloads
Lin Han, Xiaoke Cheng, Kam C. Chan and Shenghao Gao
Tick Size Pilot Program and price discovery in U.S. stock markets Downloads
Bidisha Chakrabarty, Justin Cox and James E. Upson
Is the index efficient? A worldwide tour with stochastic dominance Downloads
Olga Kolokolova, Olivier Le Courtois and Xia Xu
Betting against analyst target price Downloads
Chulwoo Han, Jangkoo Kang and Sun Yung Kim
Predictive information in corporate bond yields Downloads
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 Downloads
Matthew Greenwood-Nimmo and Artur Tarassow
Central clearing and loss allocation rules Downloads
Dominic Cucic
Sidedness in the interbank market Downloads
Celso Brunetti, Jeffrey Harris and Shawn Mankad
Price impact versus bid–ask spreads in the index option market Downloads
Andreas Kaeck, Vincent van Kervel and Norman J. Seeger
The repo channel of cross-border lending in the European sovereign debt crisis Downloads
Jaime Luque
Spread position as a leading economic indicator Downloads
Yang-Ho Park
Are retail investors less aggressive on small price stocks? Downloads
Carole Métais and Tristan Roger
Contagious margin calls: How COVID-19 threatened global stock market liquidity Downloads
Sean Foley, Amy Kwan, Richard Philip and Bernt Ødegaard
Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation Downloads
Shmuel Hauser, Haim Kedar-Levy and Orit Milo
Standardization, transparency initiatives, and liquidity in the CDS market Downloads
Laurence Daures and Andras Fulop
Realizing correlations across asset classes Downloads
Niels S. Grønborg, Asger Lunde, Kasper V. Olesen and Harry Vander Elst
Transparency in fragmented markets: Experimental evidence Downloads
Terrence Hendershott, Marvin Wee and Yuanji Wen
Page updated 2025-06-30