Journal of Financial Markets

1998 - 2025

Current editor(s): B. Lehmann, D. Seppi and A. Subrahmanyam

From Elsevier
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Fast and slow informed trading pp. 1-30: Ioanid Roşu
An analysis of over-the-counter and centralized stock lending markets pp. 31-53: Zsuzsa R. Huszár and Melissa Porras Prado
Do upgrades matter? Evidence from trading volume pp. 54-77: Jonathan Brogaard, Jennifer Koski and Andrew F. Siegel
Good and bad volatility spillovers: An asymmetric connectedness pp. 78-95: Ahmed BenSaïda
Excess comovement in credit default swap markets: Evidence from the CDX indices pp. 96-120: Lara Cathcart, Lina El-Jahel, Leo Evans and Yining Shi
Implied volatility and investor beliefs in experimental asset markets pp. 121-136: Lucy Ackert, Brian D. Kluger and Li Qi

Short-term trading skill: An analysis of investor heterogeneity and execution quality pp. 1-28: Mehmet Sağlam, Ciamac C. Moallemi and Michael G. Sotiropoulos
Intraday information from S&P 500 Index futures options pp. 29-55: Kian Guan Lim, Ying Chen and Nelson K.L. Yap
Who trades on momentum? pp. 56-74: Markus Baltzer, Stephan Jank and Esad Smajlbegovic
Informed contrarian trades and stock returns pp. 75-93: Sanders Chang and F. Albert Wang
The convergence and divergence of investors' opinions around earnings news: Evidence from a social network pp. 94-120: Robert Giannini, Paul Irvine and Tao Shu
Financial sector bailouts, sovereign bailouts, and the transfer of credit risk pp. 121-142: Matthew Greenwood-Nimmo, Jingong Huang and Viet Hoang Nguyen

The maximum bid-ask spread pp. 1-16: Benjamin Blau, Todd Griffith and Ryan J. Whitby
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ pp. 17-35: Viet Dang, David Michayluk and Thu Phuong Pham
Do leveraged ETFs really amplify late-day returns and volatility? pp. 36-56: Ivan T. Ivanov and Stephen L. Lenkey
Journalist disagreement pp. 57-76: Alexander Hillert, Heiko Jacobs and Sebastian Müller
The MAX effect: Lottery stocks with price limits and limits to arbitrage pp. 77-91: Weifeng Hung and J. Jimmy Yang
When are extreme daily returns not lottery? At earnings announcements! pp. 92-116: Harvey Nguyen and Cameron Truong

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

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

Politics and liquidity pp. 1-13: 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: Tolga Cenesizoglu and Gunnar Grass
Higher-moment liquidity risks and the cross-section of stock returns pp. 39-59: Soonho Kim and Haejung Na
Momentum lost and found in corporate bond returns pp. 60-82: Hwai-Chung Ho and Hsiao-Chuan Wang
Forecasting the equity risk premium: The importance of regime-dependent evaluation pp. 83-102: Nick Baltas and Dimitrios Karyampas
Technical analysis and stock return predictability: An aligned approach pp. 103-123: Qi Lin
Cognitive reference points, institutional investors' bid prices, and IPO pricing: Evidence from IPO auctions in China pp. 124-140: Shenghao Gao, Qingbin Meng, Jesse Y. Chan and Kam C. Chan

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

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