Quarterly Journal of Finance (QJF)

2011 - 2025

Current editor(s): Fernando Zapatero

From World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().

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How Much Is Too Much? Assessing the Nonlinear Relationship Between Debt and Sovereign Creditworthiness pp. 1-32: Sanne Zwart
A Robust Weight of Evidence Transformation Method for Credit Risk Modeling Using Local Regression pp. 1-29: Hui Wang and Shirong Huang
Behavioral Insights into Financial Planning: A Gradualism Approach to Will-Making pp. 1-25: Yevgeny Mugerman and Eyal Winter
The Blackâ€“Scholesâ€“Merton OPM 50 Years Later pp. 1-15: Menachem Brenner
Introduction to the Special Issue: Transforming the Future of Finance and Risk Management pp. 1-7: Giampaolo Gabbi, Dan Galai and Zvi Wiener
Modern Corporate Finance (MCF) and the Rise of the Contingent Claims Analysis (CCA) Era pp. 1-9: Dan Galai and Zvi Wiener
Trading ESG vs. Trading E, S, and G Separately: An Exploratory Research pp. 1-22: Michel Crouhy, Dan Galai, Aner Ravon and Zvi Wiener
Evaluating the Effectiveness of the Basel III G-SIB Capital Buffer Regulation: Experience from the 12 Years of a Quasi-Natural Experiment pp. 1-35: Henry Penikas

Working Capital Management: Evidence from Gender Differences pp. 1-41: Meera Behera, Natasha Burns and Kristina Minnick
Predicting Short-Term Stock Returns with Weekly Options Indicators: Comparative Study of Key Market Movers, SPY, and S&P 500 Index pp. 1-53: Zannatus Saba, Rafiqul Bhuyan and CoÅŸkun Ã‡etin
Persistence-Based Capital Allocation along the FOMC Cycle pp. 1-35: Fulvio Ortu, Pietro Reggiani and Federico Severino
Socially Conscious Investors Mitigating Stock Market Losses in A Time of Crisis: Evidence from the COVID-19 Crash pp. 1-39: Ruoke Yang and Iva Koci
When and at What Level? Calibration of the Countercyclical Capital Buffer Using Early Warning Models pp. 1-33: Piotr BaÅ„buÅ‚a and Artur Rutkowski

Bank Socialness: It Matters When It Counts pp. 1-46: Joseph Arthur
The Evolution of Public Companiesâ€™ Corporate Social Responsibility pp. 1-33: Mengxi Chen and Xu Niu
Investor Search and Asset Prices pp. 1-33: Hardy Hulley, Leo Liu and Kenny Phua
A Credit Spread Decomposition: A Resolution of the Credit Spread Puzzle pp. 1-14: Robert Jarrow
Who Provides Credit in Times of Crisis? Evidence from the Auto Loan Market pp. 1-35: JosÃ© J. Canals-CerdÃ¡ and Brian Jonghwan Lee

Passive Institutions and Long-Run CEO Compensation: Evidence from Proxy Voting pp. 1-64: In Ji Jang
Effects of Policy Uncertainty on Firm-Level Productivity pp. 1-34: Melanie Cao and Daniel Tut
Option Pricing in an Incomplete Market pp. 1-16: Karen Grigorian and Robert Jarrow
Monitoring and Loan Pricing: Do Microfinance Institutions Extract Rents from Entrepreneurs? pp. 1-44: Abu Zafar M. Shahriar, Luisa A. Unda, John P. Berns and Panunya Phatraphumpakdee
CTO Network Centrality and Corporate Innovation pp. 1-43: Tomas Jandik and Juntai Lu

The Impact of Role Models on Womenâ€™s Self-Selection into Competitive Environments pp. 1-28: Kristina Meier, Alexandra Niessen-Ruenzi and Stefan Ruenzi
Non-Cognitive Skills at the Time of COVID-19: An Experiment with Professional Traders and Students pp. 1-37: Marco Angrisani, Marco Cipriani, Antonio Guarino, Ryan Kendall and Julen Zarate-Pina
Performance Monitoring and the Incentives for Exertion of Effort pp. 1-19: Yevgeny Mugerman, Eyal Winter and Tomer Yafeh
Experimental Finance: Introduction to the Special Issue in the QJF pp. 1-15: Debrah Meloso, Yehuda Izhakian and Orly Sade
Optimism in Property Markets pp. 1-31: Hana Cosic and Yaz Muradoglu
Trust and Lending: An Experimental Study pp. 1-39: Kyle Hyndman, Jiabin Wu and Steven Chong Xiao

Managing Climate Change Risks: Sea-Level Rise and Mergers and Acquisitions pp. 1-47: John Jianqiu Bai, Yongqiang Chu, Chen Shen and Chi Wan
Institutional Quality, Trust, and Stock Market Participation: Learning to Forget pp. 1-31: Hossein Asgharian, Lu Liu and Frederik Lundtofte
Firm-Level Political Risk and the Cash Flow Sensitivity of Cash pp. 1-36: Hui Liang James, Hongxia Wang and Nilakshi Borah
Futures Replication and the Law of One Futures Price pp. 1-20: Avi Bick
Business Strategy and M&A Transactions pp. 1-43: Shiang Liu and Changyu Yang

How Robust are Empirical Factor Models to the Choice of Breakpoints? pp. 1-68: Fabian Hollstein, Marcel Prokopczuk and Victoria Voigts
Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow Rate Term Structure Models pp. 1-30: Marcel A. Priebsch
Venture Capital Exits and Investments: The Influences of Market Run-up, Market Timing, and Media Attention pp. 1-23: Y. Peter Chung, Yun Liu and Richard Smith
Price Discovery in the CDS Market: Evidence from Corporate Acquisitions pp. 1-33: Iuliana Ismailescu, Blake Phillips and Xiaowei Xu
Does Random Auction Ending Curb Stock Price Manipulation? pp. 1-33: Yiping Lin, David Michayluk and Mi Zou

Old-Fashioned Deposit Runs pp. 1-31: Jonathan Rose
Sources of Funding in a Crisis: Evidence from Investment Banks pp. 1-44: Jean Helwege and Jan Jindra
Post-FOMC Drift pp. 1-30: Liang Ma and Xiaowen Zhang
Liquidity Creation, Bank Competition and Revenue Diversification pp. 1-45: Vuong Thao Tran and Hoa Nguyen
The Trust Risk Puzzle: The Impact of Trust on the Willingness to Take Financial Risk pp. 1-32: Andreas Oehler, Matthias Horn and Stefan Wendt

High Impact Research in Finance: Role of Bisociation and Creativity pp. 1-21: Kose John and Emma Xu
Patents as Real Options: A Sensitivity Analysis of Option Valuation Using the Binomial Model pp. 1-50: Grid Thoma
Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times pp. 1-5: Giampaolo Gabbi, Dan Galai and Zvi Wiener
Return of the NPLs to the Bright Side: Which Unlikely to Pay Firms are More Likely to Pay? pp. 1-48: Massimiliano Affinito and Giorgio Meucci
Circular Economy, Stock Volatility, and Resilience to the COVID-19 Shock: Evidence from European Companies pp. 1-48: Claudio Zara, Luca Bellardini and Margherita Gobbi
How Do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily? pp. 1-24: Henry Penikas, Anastasia Skarednova and Mikhail Surkov
Ascertaining the Inference of Bank Internal Default Probabilities Variations on Variable Rate Institutional Loan Prepayments pp. 1-44: Andre Horovitz

Two Different Exits: Prediction and Performance of Stocks that are About to Stop Trading pp. 1-28: Ting Bai, Jens Hilscher and Yitian Xiao
Consumption Risk, Stock Returns, and Economic Cycles pp. 1-36: Victoria Atanasov
Accounting Information Completeness and Firm Default Risk pp. 1-35: Yaqin Hu and Xiaofei Zhao
Why Does Volatility Uncertainty Predict Equity Option Returns? pp. 1-35: Jie Jay Cao, Aurelio Vasquez, Xiao Xiao and Xintong Eunice Zhan
Does Hiring M&A Advisers Matter for Private Sellers? pp. 1-45: Anup Agrawal, Tommy Cooper, Qin Lian and Qiming Wang