Economics at your fingertips  

Quarterly Journal of Finance (QJF)

2011 - 2023

Current editor(s): Fernando Zapatero

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

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 13, issue 03, 2023

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

Volume 13, issue 02, 2023

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

Volume 13, issue 01, 2023

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

Volume 12, issue 04, 2022

Do Markets Price CEOs Health Hazards? Evidence from the COVID-19 Pandemic pp. 1-46 Downloads
Juan Pedro Gómez and Maxim Mironov
Dividends on Unearned Shares and Corporate Payout Policy: An Analysis of Dividend Equivalent Rights pp. 1-42 Downloads
Z. Tingting Jia and Don M. Chance
Corporate Culture, Innovation, and Female Board Representation: Evidence from Earnings Conference Calls pp. 1-37 Downloads
Tanakorn Likitapiwat, Sirimon Treepongkaruna, Pornsit Jiraporn and Ali Uyar
Why do Funds Make More When They Trade More? pp. 1-52 Downloads
Jaden Jonghyuk Kim, Jung Hoon Lee and Shyam Venkatesan
A Portfolio Model of Quantitative Easing pp. 1-39 Downloads
Jens H. E. Christensen and Signe Krogstrup

Volume 12, issue 03, 2022

Glassdoor: Are the Top CEOs Representing the Best Investments pp. 1-22 Downloads
Greg Filbeck and Xin Zhao
Stock Liquidity and Issuing Activity pp. 1-43 Downloads
Alexander Barinov
Tick Size, Institutional Trading, and Market Making: A Study of the SEC Tick Size Pilot Program pp. 1-44 Downloads
Xin Gao, Kaitao Lin and Rui Liu
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence pp. 1-61 Downloads
Massimo Guidolin and Alexei G. Orlov
Public and Private Information: Firm Disclosure, SEC Letters, and the JOBS Act pp. 1-42 Downloads
Sumit Agarwal, Sudip Gupta and Ryan Israelsen

Volume 12, issue 02, 2022

Do Stable Institutional Investors Influence Employee Safety? pp. 1-34 Downloads
Md Ruhul Amin and Hamid Sakaki
Index Design: Hedging and Manipulation pp. 1-36 Downloads
Robert Jarrow and Siguang Li
Major Customers and Corporate Payout Flexibility pp. 1-45 Downloads
Hui Liang James, Bo Li, Thanh Ngo and Hongxia Wang
Does Momentum Trading Generate Extra Downside Risk? pp. 1-32 Downloads
Victoria Dobrynskaya
Informed Trading in Dark Pools: Fair-Access Dark Venue vs. Restricted-Access Dark Venues pp. 1-37 Downloads
Nguyet Nguyen

Volume 12, issue 01, 2022

Communications Between Borrowers and Servicers: Evidence from COVID-19 Mortgage Forbearance Program pp. 1-21 Downloads
Arka Prava Bandyopadhyay
Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty pp. 1-6 Downloads
Giampaolo Gabbi, Dan Galai and Zvi Wiener
Modeling Non-Maturing Demand Deposits: A Proposed Methodology to Determining the Idiosyncratic Confidence Level Used for Separating Stable Deposit Volumes From Volatile Deposit Volumes pp. 1-20 Downloads
Sophie Döpp, Andre Horovitz and Alexander Szimayer
Credit Transition and Structural Shocks pp. 1-28 Downloads
Camilla Ferretti, Giampaolo Gabbi, Piero Ganugi and Pietro Vozzella
Asset Prices and Pandemics: The Effects of Lockdowns pp. 1-43 Downloads
Jerome Detemple
Risk and Ambiguity in Turbulent Times pp. 1-16 Downloads
Menachem Brenner and Yehuda Izhakian
Designing Bankers’ Pay: Using Contingent Capital to Reduce Risk-Shifting Incentives pp. 1-22 Downloads
Jens Hilscher, Sharon Peleg Lazar and Alon Raviv

Volume 11, issue 04, 2021

Anomalies in Commodity Futures Markets pp. 1-43 Downloads
Fabian Hollstein, Marcel Prokopczuk and Björn Tharann
Flooded Social Connections pp. 1-15 Downloads
Dimuthu Ratnadiwakara
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model pp. 1-30 Downloads
Liao Zhu, Robert Jarrow and Martin T. Wells
State Income Tax Changes and the Demand for Municipal Bond Funds pp. 1-35 Downloads
Jon A. Fulkerson and Nancy L. Haskell
Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation pp. 1-35 Downloads
Jose M. Berrospide

Volume 11, issue 03, 2021

The Use of ETFs in Internationally-Focused Mutual Fund Portfolios pp. 1-35 Downloads
D. Eli Sherrill, Sara E. Shirley and Jeffrey R. Stark
The Volatility Premium pp. 1-35 Downloads
Bjorn Eraker
Secured Debt, Agency Problems, and the Classic Model of the Firm pp. 1-45 Downloads
Javier Navas
Non-Conflicted Trader “Maker-Taker” Decisions and Execution Quality pp. 1-32 Downloads
Ryan Garvey, Tao Huang and Fei Wu
Role of Institutional Investors: Evidence from the Foreign Rule-144A Debt Market pp. 1-51 Downloads
Alan G. Huang, Madhu Kalimipalli, Subhankar Nayak and Latha Ramchand

Volume 11, issue 02, 2021

Do Women Directors Improve Firm Performance and Risk in India? pp. 1-46 Downloads
Rwan El-Khatib and Nishi Joy
Efficient Market Managers pp. 1-35 Downloads
Vladimir Atanasov, Christo Pirinsky and Qinghai Wang
Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility pp. 1-37 Downloads
Jing-Zhi Huang, Zhijian James Huang and Li Xu
Alternatives to Traditional Mortgage Financing in Residential Real Estate: Rent to Own and Contract for Deed Sales pp. 1-31 Downloads
Min Park
How Do Banks Use Bailout Money? Optimal Capital Structure, New Equity, and the TARP pp. 1-47 Downloads
Ryan Taliaferro

Volume 11, issue 01, 2021

European Puts, Credit Protection, and Endogenous Default pp. 1-24 Downloads
Jorge Cruz López and Alfredo Ibáñez
Do Bond Investors Price Tail Risk Exposures of Financial Institutions? pp. 1-43 Downloads
Sudheer Chava, Rohan Ganduri and Vijay Yerramilli
Fee Complexity and Investor Mistakes in Retail Financial Markets pp. 1-46 Downloads
Bige Kahraman
Do Algorithmic Traders Improve Liquidity When Information Asymmetry is High? pp. 1-32 Downloads
Archana Jain, Chinmay Jain and Revansiddha Basavaraj Khanapure
Does Stock Liquidity Affect Corporate Debt Maturity Structure? pp. 1-53 Downloads
Joseph M. Marks and Chenguang Shang
Page updated 2023-09-23