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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 ().

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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
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