EconPapers    
Economics at your fingertips  
 

Journal of Financial Markets

1998 - 2021

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.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 12, issue 4, 2009

Systematic noise pp. 547-569 Downloads
Brad Barber, Terrance Odean and Ning Zhu
A tale of two time zones: The impact of substitutes on cross-listed stock liquidity pp. 570-591 Downloads
Pamela C. Moulton and Li Wei
Spread behavior around board meetings for firms with concentrated insider ownership pp. 592-610 Downloads
Suchi Mishra, Wei Rowe, Arun Prakash and Dilip K. Ghosh
Liquidity and capital structure pp. 611-644 Downloads
Marc L. Lipson and Sandra Mortal
Locating decision rights: Evidence from the mutual fund industry pp. 645-671 Downloads
George D. Cashman and Daniel N. Deli
Gone fishin': Seasonality in trading activity and asset prices pp. 672-702 Downloads
Harrison Hong and Jialin Yu
The information content of trading halts pp. 703-726 Downloads
Christine Jiang, Thomas McInish and James Upson
Cleaning house: Stock reassignments on the NYSE pp. 727-753 Downloads
Amber Anand, Sugato Chakravarty and Chairat Chuwonganant
The value of combining the information content of analyst recommendations and target prices pp. 754-777 Downloads
Joshua Huang, G. Mujtaba Mian and Srinivasan Sankaraguruswamy
New low-frequency spread measures pp. 778-813 Downloads
Craig W. Holden
Daily income target effects: Evidence from a large sample of professional commodities traders pp. 814-831 Downloads
Peter R. Locke and Steven Mann
Optimal execution of open-market stock repurchase programs pp. 832-869 Downloads
Jacob Oded

Volume 12, issue 3, 2009

Anonymity, liquidity and fragmentation pp. 337-367 Downloads
Carole Comerton-Forde and Kar Mei Tang
Leveraged investor disclosures and concentrations of risk pp. 368-390 Downloads
K. Jeremy Ko
Option strategies: Good deals and margin calls pp. 391-417 Downloads
Pedro Santa-Clara and Alessio Saretto
Measures of implicit trading costs and buy-sell asymmetry pp. 418-437 Downloads
Gang Hu
Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets Miller (1977) pp. 438-468 Downloads
Rodney D. Boehme, Bartley R. Danielsen, Praveen Kumar and Sorin M. Sorescu
Credit ratings and the cross-section of stock returns pp. 469-499 Downloads
Doron Avramov, Tarun Chordia, Gergana Jostova and Alexander Philipov
Corporate debt issues and interest rate risk management: Hedging or market timing? pp. 500-520 Downloads
Antonios Antoniou, Huainan Zhao and Bilei Zhou
The other January effect: International, style, and subperiod evidence pp. 521-546 Downloads
Chris Stivers, Licheng Sun and Yong Sun

Volume 12, issue 2, 2009

Technology and liquidity provision: The blurring of traditional definitions pp. 143-172 Downloads
Joel Hasbrouck and Gideon Saar
Using matched samples to test for differences in trade execution costs pp. 173-202 Downloads
Ryan Davies and Sang Soo Kim
Intraday time and order execution quality dimensions pp. 203-228 Downloads
Ryan Garvey and Fei Wu
Stock exchange merger and liquidity: The case of Euronext pp. 229-267 Downloads
Ulf Nielsson
The cross-market information content of stock and bond order flow pp. 268-289 Downloads
Shane Underwood
Daily short interest, idiosyncratic risk, and stock returns pp. 290-316 Downloads
Andrea S. Au, John Doukas and Zhan Onayev
Do individual investors learn from their trading experience? pp. 317-336 Downloads
Gina Nicolosi, Liang Peng and Ning Zhu

Volume 12, issue 1, 2009

Which past returns affect trading volume? pp. 1-31 Downloads
Markus Glaser and Martin Weber
Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia pp. 32-53 Downloads
Sumit Agarwal, Sheri Faircloth, Chunlin Liu and S. Ghon Rhee
The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks pp. 54-86 Downloads
Yan He, Hai Lin, Chunchi Wu and Uric B. Dufrene
Measuring the impact of option market activity on the stock market: Bivariate point process models of stock and option transactions pp. 87-106 Downloads
Charles Collver
Monitoring and limit order submission risks pp. 107-141 Downloads
Wai-Man Liu

Volume 11, issue 4, 2008

Liquidity in the pricing of syndicated loans pp. 339-376 Downloads
Anurag Gupta, Ajai K. Singh and Allan A. Zebedee
Market segmentation, liquidity spillover, and closed-end country fund discounts pp. 377-399 Downloads
Justin S.P. Chan, Ravi Jain and Yihong Xia
Updating expectations: An analysis of post-9/11 returns pp. 400-432 Downloads
Jarl Kallberg, Crocker H. Liu and Paolo Pasquariello
Probability weighting and loss aversion in futures hedging pp. 433-452 Downloads
Fabio Mattos, Philip Garcia and Joost Pennings

Volume 11, issue 3, 2008

Is the value spread a useful predictor of returns? pp. 199-227 Downloads
Naiping Liu and Lu Zhang
Melting pot or salad bowl: Some evidence from U.S. investments abroad pp. 228-258 Downloads
Utpal Bhattacharya and Peter Groznik
Investor and price response to patterns in earnings surprises pp. 259-283 Downloads
Laura Frieder
Stock exchange competition in a simple model of capital market equilibrium pp. 284-307 Downloads
Sofia Ramos and Ernst-Ludwig von Thadden
Locked and crossed markets on NASDAQ and the NYSE pp. 308-337 Downloads
Andriy V. Shkilko, Bonnie F. Van Ness and Robert A. Van Ness

Volume 11, issue 2, 2008

Competition in the market for NASDAQ securities pp. 113-143 Downloads
Michael Goldstein, Andriy V. Shkilko, Bonnie F. Van Ness and Robert A. Van Ness
Performance information dissemination in the mutual fund industry pp. 144-159 Downloads
Alexei Goriaev, Theo Nijman and Bas J.M. Werker
Delisted firms and momentum profits pp. 160-179 Downloads
Assaf Eisdorfer
Credit spread determinants: An 85 year perspective pp. 180-197 Downloads
Andrew Davies

Volume 11, issue 1, 2008

Failure to exercise call options: An anomaly and a trading game pp. 1-35 Downloads
Veronika Krepely Pool, Hans Stoll and Robert E. Whaley
The information content of net buying pressure: Evidence from the KOSPI 200 index option market pp. 36-56 Downloads
Jangkoo Kang and Hyoung-Jin Park
On the effects of stock spam e-mails pp. 57-83 Downloads
Michael Hanke and Florian Hauser
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO pp. 84-111 Downloads
Gordon Alexander and Mark A. Peterson

Volume 10, issue 4, 2007

Pre-trade transparency and market quality pp. 319-341 Downloads
Kyong Shik Eom, Jinho Ok and Jong-Ho Park
Liquidity and firm characteristics: Evidence from mergers and acquisitions pp. 342-361 Downloads
Marc L. Lipson and Sandra Mortal
Do the diversification choices of individual investors influence stock returns? pp. 362-390 Downloads
Alok Kumar
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market pp. 391-415 Downloads
Kalok Chan, Albert Menkveld and Zhishu Yang

Volume 10, issue 3, 2007

Ownership level, ownership concentration and liquidity pp. 219-248 Downloads
Amir Rubin
Modelling the buy and sell intensity in a limit order book market pp. 249-286 Downloads
Anthony Hall and Nikolaus Hautsch
Financial market design and bounded rationality: An experiment pp. 287-317 Downloads
Sébastien Pouget

Volume 10, issue 2, 2007

Informative trading or just costly noise? An analysis of Central Bank interventions pp. 107-143 Downloads
Paolo Pasquariello
Liquidity supply in electronic markets pp. 144-168 Downloads
Michael Aitken, Niall Almeida, Frederick H. deB. Harris and Thomas McInish
The PIN anomaly around M&A announcements pp. 169-191 Downloads
Nihat Aktas, Eric de Bodt, Fany Declerck and Herve Van Oppens
Commonality in the time-variation of stock-stock and stock-bond return comovements pp. 192-218 Downloads
Robert Connolly, Chris Stivers and Licheng Sun

Volume 10, issue 1, 2007

Measuring the resiliency of an electronic limit order book pp. 1-25 Downloads
Jeremy Large
Estimating the probability of informed trading--does trade misclassification matter? pp. 26-47 Downloads
Ekkehart Boehmer, Joachim Grammig and Erik Theissen
Momentum, reversal, and the trading behaviors of institutions pp. 48-75 Downloads
Roberto Gutierrez and Christo A. Prinsky
Noise trader risk: Evidence from the Siamese twins pp. 76-105 Downloads
John T. Scruggs
Page updated 2022-01-18