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 9, issue 4, 2006

Quantifying cognitive biases in analyst earnings forecasts pp. 333-365

Geoffrey Friesen and Paul A. Weller

Underwriter learning about unfamiliar firms: Evidence from the history of biotech IPOS pp. 366-407

Kuntara Pukthuanthong

Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market pp. 408-432

Randi Næs and Johannes Skjeltorp

Hybrid markets, tick size and investor trading costs pp. 433-447

Evgenia Portniaguina, Dan Bernhardt and Eric Hughson

Volume 9, issue 3, 2006

Profits and speculation in intra-day foreign exchange trading pp. 223-245

Alexander Mende and Lukas Menkhoff

The impact of preferencing on execution quality pp. 246-273

Chen He, Elizabeth Odders-White and Mark Ready

Value of analyst recommendations: International evidence pp. 274-309

Narasimhan Jegadeesh and Woojin Kim

Divergence of opinion and equity returns under different states of earnings expectations pp. 310-331

John Doukas, Chansog Kim and Christos Pantzalis

Volume 9, issue 2, 2006

Equity trading by institutional investors: To cross or not to cross? pp. 79-99

Randi Næs and Bernt Ødegaard

The value of the specialist: Empirical evidence from the CBOE pp. 100-118

Amber Anand and Daniel G. Weaver

An examination of large sell orders in cold IPO aftermarkets pp. 119-143

C.N.V. Krishnan, Ajai K. Singh and Allan A. Zebedee

Cross-listing, price discovery and the informativeness of the trading process pp. 144-161

Roberto Pascual, Bartolomé Pascual-Fuster and Francisco Climent

On the importance of timing specifications in market microstructure research pp. 162-179

Thomas Henker and Jianxin Wang

Option-implied risk preferences: An extension to wider classes of utility functions pp. 180-198

Byung Jin Kang and Tong Suk Kim

The influence of call auction algorithm rules on market efficiency pp. 199-222

Carole Comerton-Forde and James Rydge

Volume 9, issue 1, 2006

Strategic delivery failures in U.S. equity markets pp. 1-26

Leslie Boni

On the presence and market-structure of exchanges around the world pp. 27-48

Matthew J. Clayton, Bjorn Jorgensen and Kenneth A. Kavajecz

Market structure, fragmentation, and market quality pp. 49-78

Paul Bennett and Li Wei

Volume 8, issue 4, 2005

Liquidity commonality and return co-movement pp. 351-376

Ian Domowitz, Oliver Hansch and Xiaoxin Wang

Duration, volume and volatility impact of trades pp. 377-399

Simone Manganelli

Did decimalization hurt institutional investors? pp. 400-420

Sugato Chakravarty, Venkatesh Panchapagesan and Robert A. Wood

Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong pp. 421-451

Hee-Joon Ahn, Jun Cai and Yan Leung Cheung

Volume 8, issue 3, 2005

Should securities markets be transparent? pp. 265-287

Ananth Madhavan, David Porter and Daniel Weaver

Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders pp. 288-308

Amber Anand, Sugato Chakravarty and Terrence Martell

Firm-initiated and exchange-initiated transfers to continuous trading: Evidence from the Warsaw Stock Exchange pp. 309-323

Harald Henke and Beni Lauterbach

Dispersion of opinion and stock returns pp. 324-349

William Goetzmann and Massimo Massa

Volume 8, issue 2, 2005

Stock valuation in dynamic economies pp. 111-151

Gurdip Bakshi and Zhiwu Chen

Time-varying informed and uninformed trading activities pp. 153-181

Qin Lei and Guojun Wu

Trade disclosure and price dispersion pp. 183-216

Maria-Angeles de Frutos and Carolina Manzano

Market microstructure: A survey of microfoundations, empirical results, and policy implications pp. 217-264

Bruno Biais, Larry Glosten and Chester Spatt

Volume 8, issue 1, 2005

Trade-through prohibitions and market quality pp. 1-23

Terrence Hendershott and Charles M. Jones

The information content of the limit order book: evidence from NYSE specialist trading decisions pp. 25-67

Lawrence E. Harris and Venkatesh Panchapagesan

Price impacts of options volume pp. 69-87

Christian Schlag and Hans Stoll

International momentum strategies: a stochastic dominance approach pp. 89-109

Wai Mun Fong, Wing-Keung Wong and Hooi Hooi Lean

Volume 7, issue 4, 2004

The manipulation of closing prices pp. 351-375

Pierre Hillion and Matti Suominen

Are share price levels informative? Evidence from the ownership, pricing, turnover and performance of IPO firms pp. 377-403

Chitru S. Fernando, Srinivasan Krishnamurthy and Paul A. Spindt

Can order exposure be mandated? pp. 405-426

Amber Anand and Daniel G. Weaver

Short sales, price pressure, and the stock price response to convertible bond calls pp. 427-451

Ken L. Bechmann

Volume 7, issue 3, 2004

Value creating stock manipulation: feedback effect of stock prices on firm value pp. 237-270

Naveen Khanna and Ramana Sonti

Market liquidity as a sentiment indicator pp. 271-299

Malcolm Baker and Jeremy Stein

Trading strategies during circuit breakers and extreme market movements pp. 301-333

Michael Goldstein and Kenneth A. Kavajecz

The market microstructure and relative performance of Taiwan stock index futures: a comparison of the Singapore exchange and the Taiwan futures exchange pp. 335-350

Yu Chuan Huang

Volume 7, issue 2, 2004

Microstructure with multiple assets: an experimental investigation into direct and indirect dealer competition pp. 117-143

Christopher G. Lamoureux and Charles R. Schnitzlein

Expandable limit order markets pp. 145-185

Leslie Boni and Chris Leach

Manipulation in market order models pp. 187-206

Archishman Chakraborty and Bilge Yilmaz

Market-wide impact of the disposition effect: evidence from IPO trading volume pp. 207-235

Markku Kaustia

Volume 7, issue 1, 2004

Impacts of trades in an error-correction model of quote prices pp. 1-25

Robert Engle and Andrew Patton

Specialist performance and new listing allocations on the NYSE: an empirical analysis pp. 27-51

Shane A. Corwin

Order aggressiveness in limit order book markets pp. 53-74

Angelo Ranaldo

Determining security speed of adjustment coefficients pp. 75-96

Michael Theobald and Peter Yallup

Public disclosures and calendar-related movements in risk premiums: evidence from interbank lending pp. 97-116

Craig H. Furfine