Journal of Financial Markets

1998 - 2025

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

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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

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

Lockstep in liquidity: Common dealers and co-movement in bond liquidity pp. 1-21: Stefan Gissler
The determinants and pricing of liquidity commonality around the world pp. 22-41: 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: Antonio Díaz and Ana Escribano
Short selling around the 52-week and historical highs pp. 75-101: Eunju Lee and Natalia Piqueira
Short on drugs: Short selling during the drug development process pp. 102-123: Henk Berkman and Marco Eugster
Short selling and the pricing of closed-end funds pp. 124-142: Gordon Alexander and Mark A. Peterson

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