Quarterly Journal of Finance (QJF)

2011 - 2024

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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Trust and Lending: An Experimental Study pp. 1-39: Kyle Hyndman, Jiabin Wu and Steven Chong Xiao
Experimental Finance: Introduction to the Special Issue in the QJF pp. 1-15: Debrah Meloso, Yehuda Izhakian and Orly Sade
Performance Monitoring and the Incentives for Exertion of Effort pp. 1-19: Yevgeny Mugerman, Eyal Winter and Tomer Yafeh
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
Optimism in Property Markets pp. 1-31: Hana Cosic and Yaz Gulnur Muradoglu

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

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
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
How Robust are Empirical Factor Models to the Choice of Breakpoints? pp. 1-68: Fabian Hollstein, Marcel Prokopczuk and Victoria Voigts

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
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
Old-Fashioned Deposit Runs pp. 1-31: Jonathan D. Rose
Liquidity Creation, Bank Competition and Revenue Diversification pp. 1-45: Vuong Thao Tran and Hoa Nguyen

High Impact Research in Finance: Role of Bisociation and Creativity pp. 1-21: Kose John and Emma Xu
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
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
Ascertaining the Inference of Bank Internal Default Probabilities Variations on Variable Rate Institutional Loan Prepayments pp. 1-44: Andre Horovitz
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

Does Hiring M&A Advisers Matter for Private Sellers? pp. 1-45: Anup Agrawal, Tommy Cooper, Qin Lian and Qiming Wang
Two Different Exits: Prediction and Performance of Stocks that are About to Stop Trading pp. 1-28: Ting Bai, Jens Hilscher and Yitian Xiao
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
Consumption Risk, Stock Returns, and Economic Cycles pp. 1-36: Victoria Atanasov

Why do Funds Make More When They Trade More? pp. 1-52: Jaden Jonghyuk Kim, Jung Hoon Lee and Shyam Venkatesan
A Portfolio Model of Quantitative Easing pp. 1-39: Jens H. E. Christensen and Signe Krogstrup
Dividends on Unearned Shares and Corporate Payout Policy: An Analysis of Dividend Equivalent Rights pp. 1-42: Z. Tingting Jia and Don M. Chance
Do Markets Price CEOs Health Hazards? Evidence from the COVID-19 Pandemic pp. 1-46: Juan Pedro GÃ³mez and Maxim Mironov
Corporate Culture, Innovation, and Female Board Representation: Evidence from Earnings Conference Calls pp. 1-37: Tanakorn Likitapiwat, Sirimon Treepongkaruna, Pornsit Jiraporn and Ali Uyar

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

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

Risk and Ambiguity in Turbulent Times pp. 1-16: Menachem Brenner and Yehuda Izhakian
Communications Between Borrowers and Servicers: Evidence from COVID-19 Mortgage Forbearance Program pp. 1-21: Arka Prava Bandyopadhyay
Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty pp. 1-6: Giampaolo Gabbi, Dan Galai and Zvi Wiener
Credit Transition and Structural Shocks pp. 1-28: Camilla Ferretti, Giampaolo Gabbi, Piero Ganugi and Pietro Vozzella
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: Sophie DÃ¶pp, Andre Horovitz and Alexander Szimayer
Asset Prices and Pandemics: The Effects of Lockdowns pp. 1-43: Jerome Detemple
Designing Bankersâ€™ Pay: Using Contingent Capital to Reduce Risk-Shifting Incentives pp. 1-22: Jens Hilscher, Sharon Peleg Lazar and Alon Raviv