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 43, issue C, 2019
- 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
Volume 42, issue C, 2019
- 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
Volume 41, issue C, 2018
- 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
Volume 40, issue C, 2018
- 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
Volume 39, issue C, 2018
- 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
Volume 38, issue C, 2018
- 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
Volume 37, issue C, 2018
- 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
Volume 36, issue C, 2017
- 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
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