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 58, issue C, 2022
- Fast traders make a quick buck: The role of speed in liquidity provision

- Markus Baldauf and Joshua Mollner
- Speed segmentation on exchanges: Competition for slow flow

- Lisa Anderson, Emad Andrews, Baiju Devani, Michael Mueller and Adrian Walton
- Inferring trade directions in fast markets

- Simon Jurkatis
- Options listings and loan contract terms: Information versus risk-shifting

- Viet Do, Cameron Truong and Tram Vu
- Option trading volume by moneyness, firm fundamentals, and expected stock returns

- Yi Zhou
- The shrinking stock market

- Michael B. McDonald
- Friend or foe: On a common shareholder relationship between mutual funds and public companies

- Shu Lin, Shu Tian and Lu Zheng
- Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange

- Seongkyu (Gilbert) Park, Wing Suen and Kam-Ming Wan
Volume 57, issue C, 2022
- R&D information quality and stock returns

- Tao Huang, Junye Li, Fei Wu and Ning Zhu
- Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?

- Ging-Ginq Pan, Yung-Ming Shiu and Tu-Cheng Wu
- Who is buying and (not) lending when shorts are selling?

- Jesse Blocher and Chi Zhang
- Hedge fund hold ’em

- Yan Lu, Sandra Mortal and Sugata Ray
- Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs

- Xinjie Wang and Zhaodong Zhong
- Intraday time series momentum: Global evidence and links to market characteristics

- Zeming Li, Athanasios Sakkas and Andrew Urquhart
- The equilibrium prices of auction IPO securities: Empirical evidence

- Alex Petkevich and Taufique Samdani
- Financial integration in the EU28 equity markets: Measures and drivers

- M. Nardo, Elisa Ossola and E. Papanagiotou
- Attention: How high-frequency trading improves price efficiency following earnings announcements

- Bidisha Chakrabarty, Pamela C. Moulton and Wang, Xu (Frank)
Volume 56, issue C, 2021
- Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies?

- Soku Byoun, Seung Hun Han and Yoon S. Shin
- Does it pay to follow anomalies research? Machine learning approach with international evidence

- Ondrej Tobek and Martin Hronec
- Optimal contract for asset trades: Collateralizing or selling?

- Kee-Youn Kang
- Investment styles and the multiple testing of cross-sectional stock return predictability

- Kendro Vincent, Yu-Chin Hsu and Hsiou-Wei Lin
- Does shareholder litigation affect the corporate information environment?

- Nhan Le, Duc Duy Nguyen and Vathunyoo Sila
- The pricing of the illiquidity factor’s conditional risk with time-varying premium

- Yakov Amihud and Joonki Noh
- Financial oligopolies and parallel exclusion in the credit default swap markets

- Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Volume 55, issue C, 2021
- Overselling winners and losers: How mutual fund managers' trading behavior affects asset prices

- Li An and Bronson Argyle
- LIBOR's poker

- Jiakai Chen
- Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses

- Wen Chen
- Stock liquidity and default risk around the world

- Sivathaasan Nadarajah, Huu Nhan Duong, Searat Ali, Benjamin Liu and Allen Huang
- Do speed bumps curb low-latency investment? Evidence from a laboratory market

- Mariana Khapko and Marius Zoican
- Bank credit tightening, debt market frictions, and corporate yield spreads

- Massimo Massa and Lei Zhang
- Asymmetric information in the equity market and information flow from the equity market to the CDS market

- Heewoo Park, Tong Suk Kim and Yuen Jung Park
Volume 54, issue C, 2021
- Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors

- William J. Procasky
- Speed and learning in high-frequency auctions

- Marlene Haas, Mariana Khapko and Marius Zoican
- Nothing but noise? Price discovery across cryptocurrency exchanges

- Thomas Dimpfl and Franziska J. Peter
- Local investor horizon clientele and IPO underpricing

- Massimo Massa and Lei Zhang
- Broker routing decisions in limit order markets

- David Cimon
- Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration

- Donghan Kim, Hyun-Dong Kim, Denis Yongmin Joe and Ji Yeol Jimmy Oh
- Noise traders incarnate: Describing a realistic noise trading process

- Joel Peress and Daniel Schmidt
- Information processing on equity prices and exchange rate for cross-listed stocks

- Cristina Mabel Scherrer
Volume 53, issue C, 2021
- The dynamics of short sales constraints and market quality: An experimental approach

- Juan Cabrera and Eleni Gousgounis
- Options-implied information and the momentum cycle

- Ming-Yu Liu, Wen-I Chuang and Chien-Ling Lo
- Deviations from time priority on the NYSE

- Robert Battalio, Robert Jennings and Bill McDonald
- Forecasting stock returns: A time-dependent weighted least squares approach

- Yudong Wang, Xianfeng Hao and Chongfeng Wu
- Predicting stock returns with implied cost of capital: A partial least squares approach

- Khoa Hoang, Damien Cannavan, Ronghong Huang and Xiaowen Peng
- Bidding styles of institutional investors in IPO auctions

- Ufuk Güçbilmez and Tomás Ó Briain
- Deleveraging commonality

- Conghui Hu, Yu-Jane Liu and Ning Zhu
Volume 52, issue C, 2021
- Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan

- Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng and Ming-Hung Wu
- The economics of the financial market for volatility trading

- Xinfeng Ruan and Jin E. Zhang
- Cash conversion cycle and aggregate stock returns

- Qi Lin and Xi Lin
- The invisible burden

- Xin Liu, Chengxi Yin and Weinan Zheng
- Measurement of common risks in tails: A panel quantile regression model for financial returns

- Jozef Baruník and Frantisek Cech
- ETFs’ high overnight returns: The early liquidity provider gets the worm

- Marie-Eve Lachance
- Informed liquidity provision in a limit order market

- Michael Brolley and Katya Malinova
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