Quarterly Journal of Finance (QJF)

2011 - 2026

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 16, issue 01, 2026

Reclaiming Certainty at the Core of Finance pp. 1-15

Willi Brammertz, Bob Mark and Allan I. Mendelowitz

Does Fintech and Digitalization Adoption Impact Employee Performance Efficiency? Evidence from a Machine Learning Approach pp. 1-39

Yi Zheng and He Ren

The Driving Forces of Relative CEO to Employee Pay pp. 1-38

Yixi Ning, Xavier Garza-Gomez and Hongxia Wang

Does the Market Respond to Corruption? Revisiting the External-Internal Financing Relationship pp. 1-43

Pankaj Gupta and Nabendu Paul

Volume 15, issue 04, 2025

The Treasury — SOFR Swap Spread Puzzle Explained pp. 1-32

David Wu and Robert Jarrow

Asset Redeployability, Managerial Ability, and Uncertainty pp. 1-38

S. Thomas Kim, Tatiana Salikhova and Li Sun

Videogame Attributes as Alternative Investments pp. 1-22

Victoria Dobrynskaya and Vladimir Strelnikov

Trading Behavior of Multi-Firm Insiders pp. 1-35

Chao Gao, Mitchell Johnston and Yun Qing Wan

Volume 15, issue 03, 2025

Reporting Quality and Stock Returns of de-SPAC Mergers pp. 1-35

Brian M. Burnett, Al (Aloke) Ghosh and Lingfei Kong

Unfolded Skewness and Kurtosis Timings in Out-of-Sample Density Forecasts of Financial Returns pp. 1-34

Xiaochun Liu

Behind the Curtain: Analysis of TDFs’ Holdings and the Performance of Their Underlying Funds pp. 1-25

D. Eli Sherrill and Kate Upton

Bond Liquidity and Dealer Inventories: Insights from the US and European Regulatory Data pp. 1-52

Plamen Ivanov, Alexei G. Orlov and Michael Schihl

Investor Demand for Information in Newly Issued Securities pp. 1-48

Scott W. Bauguess, John W. Cooney and Kathleen Weiss Hanley

Volume 15, issue 02, 2025

How Much Is Too Much? Assessing the Nonlinear Relationship Between Debt and Sovereign Creditworthiness pp. 1-32

Sanne Zwart

Behavioral Insights into Financial Planning: A Gradualism Approach to Will-Making pp. 1-25

Yevgeny Mugerman and Eyal Winter

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

The Black–Scholes–Merton OPM 50 Years Later pp. 1-15

Menachem Brenner

A Robust Weight of Evidence Transformation Method for Credit Risk Modeling Using Local Regression pp. 1-29

Hui Wang and Shirong Huang

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

Volume 15, issue 01, 2025

Working Capital Management: Evidence from Gender Differences pp. 1-41

Meera Behera, Natasha Burns and Kristina Minnick

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

Persistence-Based Capital Allocation along the FOMC Cycle pp. 1-35

Fulvio Ortu, Pietro Reggiani and Federico Severino

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 Coşkun Çetin

When and at What Level? Calibration of the Countercyclical Capital Buffer Using Early Warning Models pp. 1-33

Piotr Bańbuła and Artur Rutkowski

Volume 14, issue 04, 2024

Who Provides Credit in Times of Crisis? Evidence from the Auto Loan Market pp. 1-35

José J. Canals-Cerdá and Brian Jonghwan Lee

A Credit Spread Decomposition: A Resolution of the Credit Spread Puzzle pp. 1-14

Robert Jarrow

Bank Socialness: It Matters When It Counts pp. 1-46

Joseph Arthur

The Evolution of Public Companies’ 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

Volume 14, issue 03, 2024

Passive Institutions and Long-Run CEO Compensation: Evidence from Proxy Voting pp. 1-64

In Ji Jang

Option Pricing in an Incomplete Market pp. 1-16

Karen Grigorian and Robert Jarrow

CTO Network Centrality and Corporate Innovation pp. 1-43

Tomas Jandik and Juntai Lu

Monitoring and Loan Pricing: Do Microfinance Institutions Extract Rents from Entrepreneurs? pp. 1-44

Abu Zafar M. Shahriar, Luisa Unda, John P. Berns and Panunya Phatraphumpakdee

Effects of Policy Uncertainty on Firm-Level Productivity pp. 1-34

Melanie Cao and Daniel Tut

Volume 14, issue 02, 2024

Experimental Finance: Introduction to the Special Issue in the QJF pp. 1-15

Debrah Meloso, Yehuda Izhakian and Orly Sade

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 Muradoglu

The Impact of Role Models on Women’s Self-Selection into Competitive Environments pp. 1-28

Kristina Meier, Alexandra Niessen-Ruenzi and Stefan Ruenzi

Performance Monitoring and the Incentives for Exertion of Effort pp. 1-19

Yevgeny Mugerman, Eyal Winter and Tomer Yafeh

Trust and Lending: An Experimental Study pp. 1-39

Kyle Hyndman, Jiabin Wu and Steven Chong Xiao

Volume 14, issue 01, 2024

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

Firm-Level Political Risk and the Cash Flow Sensitivity of Cash pp. 1-36

Hui Liang James, Hongxia Wang and Nilakshi Borah

Managing Climate Change Risks: Sea-Level Rise and Mergers and Acquisitions pp. 1-47

John Jianqiu Bai, Yongqiang Chu, Chen Shen and Chi Wan

Futures Replication and the Law of One Futures Price pp. 1-20

Avi Bick

Volume 13, issue 04, 2023

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

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

Volume 13, issue 03, 2023

Post-FOMC Drift pp. 1-30

Liang Ma and Xiaowen Zhang

Old-Fashioned Deposit Runs pp. 1-31

Jonathan Rose

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

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

Vuong Thao Tran and Hoa Nguyen

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

Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times pp. 1-5

Giampaolo Gabbi, Dan Galai and Zvi Wiener

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

Kose John and Emma Xu

Ascertaining the Inference of Bank Internal Default Probabilities Variations on Variable Rate Institutional Loan Prepayments pp. 1-44

Andre Horovitz

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

Grid Thoma

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

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

Two Different Exits: Prediction and Performance of Stocks that are About to Stop Trading pp. 1-28

Ting Bai, Jens Hilscher and Yitian Xiao