Journal of Financial Markets

1998 - 2025

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

From Elsevier
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Speed, distance, and electronic trading: New evidence on why location matters pp. 367-396: Ryan Garvey and Fei Wu
The skinny on the 2008 naked short-sale restrictions pp. 397-421: Thomas J. Boulton and Marcus V. Braga-Alves
International asset allocation for incompletely-informed investors pp. 422-447: Yin-Feng Gau, Mingshu Hua and Wen-Lin Wu
Daily institutional trades and stock price volatility in a retail investor dominated emerging market pp. 448-474: Wei Li and Steven Shuye Wang
Institutional ownership stability and the cost of debt pp. 475-500: Elyas Elyasiani, Jia, Jingyi (Jane) and Connie X. Mao

The information content of option-implied volatility for credit default swap valuation pp. 321-343: Charles Cao, Fan Yu and Zhaodong Zhong
Surprising information, the MDH, and the relationship between volatility and trading volume pp. 344-366: Beum Jo Park

How asymmetric is U.S. stock market volatility? pp. 225-248: Louis H. Ederington and Wei Guan
Financial distress and idiosyncratic volatility: An empirical investigation pp. 249-267: Jing Chen, Lorán Chollete and Rina Ray
Asset allocation and portfolio performance: Evidence from university endowment funds pp. 268-294: Keith C. Brown, Lorenzo Garlappi and Cristian Tiu
How and when is dual trading irrelevant? pp. 295-320: Dan Bernhardt and Bart Taub

A structural analysis of price discovery measures pp. 1-19: Bingcheng Yan and Eric Zivot
Option market liquidity: Commonality and other characteristics pp. 20-48: Melanie Cao and Jason Wei
Price, trade size, and information revelation in multi-period securities markets pp. 49-76: Han Ozsoylev and Shino Takayama
Do relative leverage and relative distress really explain size and book-to-market anomalies? pp. 77-100: Pin-Huang Chou, Kuan-Cheng Ko and Shinn-Juh Lin
Whose trades convey information? Evidence from a cross-section of traders pp. 101-128: Lukas Menkhoff and Maik Schmeling
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration pp. 129-156: Ronald Balvers and Yangru Wu
Short sales and trade classification algorithms pp. 157-173: Paul Asquith, Rebecca Oman and Christopher Safaya
Confidence, opinions of market efficiency, and investment behavior of finance professors pp. 174-195: James Doran, David R. Peterson and Colby Wright
Group affiliation and the performance of IPOs in the Indian stock market pp. 196-223: Vijaya B. Marisetty and Marti G. Subrahmanyam

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

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

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

Which past returns affect trading volume? pp. 1-31: Markus Glaser and Martin Weber
Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia pp. 32-53: 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: 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: Charles Collver
Monitoring and limit order submission risks pp. 107-141: Wai-Man Liu