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 ().

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Volume 13, issue 03, 2023

Sources of Funding in a Crisis: Evidence from Investment Banks pp. 1-44

Jean Helwege and Jan Jindra

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

Liquidity Creation, Bank Competition and Revenue Diversification pp. 1-45

Vuong Thao Tran and Hoa Nguyen

Old-Fashioned Deposit Runs pp. 1-31

Jonathan D. Rose

Post-FOMC Drift pp. 1-30

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

Henry Penikas, Anastasia Skarednova and Mikhail Surkov

Patents as Real Options: A Sensitivity Analysis of Option Valuation Using the Binomial Model pp. 1-50

Grid Thoma

High Impact Research in Finance: Role of Bisociation and Creativity pp. 1-21

Kose John and Emma Xu

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

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

Volume 13, issue 01, 2023

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

Volume 12, issue 04, 2022

Do Markets Price CEOs Health Hazards? Evidence from the COVID-19 Pandemic pp. 1-46

Juan Pedro Gómez and Maxim Mironov

Dividends on Unearned Shares and Corporate Payout Policy: An Analysis of Dividend Equivalent Rights pp. 1-42

Z. Tingting Jia and Don M. Chance

Corporate Culture, Innovation, and Female Board Representation: Evidence from Earnings Conference Calls pp. 1-37

Tanakorn Likitapiwat, Sirimon Treepongkaruna, Pornsit Jiraporn and Ali Uyar

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

Volume 12, issue 03, 2022

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

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

Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence pp. 1-61

Massimo Guidolin and Alexei G. Orlov

Public and Private Information: Firm Disclosure, SEC Letters, and the JOBS Act pp. 1-42

Sumit Agarwal, Sudip Gupta and Ryan Israelsen

Volume 12, issue 02, 2022

Do Stable Institutional Investors Influence Employee Safety? pp. 1-34

Md Ruhul Amin and Hamid Sakaki

Index Design: Hedging and Manipulation pp. 1-36

Robert Jarrow and Siguang Li

Major Customers and Corporate Payout Flexibility pp. 1-45

Hui Liang James, Bo Li, Thanh Ngo and Hongxia Wang

Does Momentum Trading Generate Extra Downside Risk? pp. 1-32

Victoria Dobrynskaya

Informed Trading in Dark Pools: Fair-Access Dark Venue vs. Restricted-Access Dark Venues pp. 1-37

Nguyet Nguyen

Volume 12, issue 01, 2022

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

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 Döpp, Andre Horovitz and Alexander Szimayer

Credit Transition and Structural Shocks pp. 1-28

Camilla Ferretti, Giampaolo Gabbi, Piero Ganugi and Pietro Vozzella

Asset Prices and Pandemics: The Effects of Lockdowns pp. 1-43

Jerome Detemple

Risk and Ambiguity in Turbulent Times pp. 1-16

Menachem Brenner and Yehuda Izhakian

Designing Bankers’ Pay: Using Contingent Capital to Reduce Risk-Shifting Incentives pp. 1-22

Jens Hilscher, Sharon Peleg Lazar and Alon Raviv

Volume 11, issue 04, 2021

Anomalies in Commodity Futures Markets pp. 1-43

Fabian Hollstein, Marcel Prokopczuk and Björn Tharann

Flooded Social Connections pp. 1-15

Dimuthu Ratnadiwakara

Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model pp. 1-30

Liao Zhu, Robert Jarrow and Martin T. Wells

State Income Tax Changes and the Demand for Municipal Bond Funds pp. 1-35

Jon A. Fulkerson and Nancy L. Haskell

Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation pp. 1-35

Jose M. Berrospide

Volume 11, issue 03, 2021

The Use of ETFs in Internationally-Focused Mutual Fund Portfolios pp. 1-35

D. Eli Sherrill, Sara E. Shirley and Jeffrey R. Stark

The Volatility Premium pp. 1-35

Bjorn Eraker

Secured Debt, Agency Problems, and the Classic Model of the Firm pp. 1-45

Javier Navas

Non-Conflicted Trader “Maker-Taker” Decisions and Execution Quality pp. 1-32

Ryan Garvey, Tao Huang and Fei Wu

Role of Institutional Investors: Evidence from the Foreign Rule-144A Debt Market pp. 1-51

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

Rwan El-Khatib and Nishi Joy

Efficient Market Managers pp. 1-35

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

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

Min Park

How Do Banks Use Bailout Money? Optimal Capital Structure, New Equity, and the TARP pp. 1-47

Ryan Taliaferro

Volume 11, issue 01, 2021

European Puts, Credit Protection, and Endogenous Default pp. 1-24

Jorge Cruz López and Alfredo Ibáñez

Do Bond Investors Price Tail Risk Exposures of Financial Institutions? pp. 1-43

Sudheer Chava, Rohan Ganduri and Vijay Yerramilli

Fee Complexity and Investor Mistakes in Retail Financial Markets pp. 1-46

Bige Kahraman

Do Algorithmic Traders Improve Liquidity When Information Asymmetry is High? pp. 1-32

Archana Jain, Chinmay Jain and Revansiddha Basavaraj Khanapure

Does Stock Liquidity Affect Corporate Debt Maturity Structure? pp. 1-53

Joseph M. Marks and Chenguang Shang