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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Volume 14, issue 03, 2024

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

Option Pricing in an Incomplete Market pp. 1-16

Karen Grigorian and Robert Jarrow

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

Melanie Cao and Daniel Tut

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

In Ji Jang

Volume 14, issue 02, 2024

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

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 Gulnur 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

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

Kyle Hyndman, Jiabin Wu and Steven Chong Xiao

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

Yevgeny Mugerman, Eyal Winter and Tomer Yafeh

Volume 14, issue 01, 2024

Business Strategy and M&A Transactions pp. 1-43

Shiang Liu and Changyu Yang

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

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

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

Hui Liang James, Hongxia Wang and Nilakshi Borah

Institutional Quality, Trust, and Stock Market Participation: Learning to Forget pp. 1-31

Hossein Asgharian, Lu Liu and Frederik Lundtofte

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

Avi Bick

Volume 13, issue 04, 2023

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

Volume 13, issue 03, 2023

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 Rose

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

Vuong Thao Tran and Hoa Nguyen

Volume 13, issue 02, 2023

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

Kose John and Emma Xu

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

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

Volume 13, issue 01, 2023

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

Consumption Risk, Stock Returns, and Economic Cycles pp. 1-36

Victoria Atanasov

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

Ting Bai, Jens Hilscher and Yitian Xiao

Volume 12, issue 04, 2022

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

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

Juan Pedro Gómez and Maxim Mironov

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

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

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

Stock Liquidity and Issuing Activity pp. 1-43

Alexander Barinov

Volume 12, issue 02, 2022

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

Victoria Dobrynskaya

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

Index Design: Hedging and Manipulation pp. 1-36

Robert Jarrow and Siguang Li

Volume 12, issue 01, 2022

Risk and Ambiguity in Turbulent Times pp. 1-16

Menachem Brenner and Yehuda Izhakian

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

Jerome Detemple

Credit Transition and Structural Shocks pp. 1-28

Camilla Ferretti, Giampaolo Gabbi, Piero Ganugi and Pietro Vozzella

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

Jens Hilscher, Sharon Peleg Lazar and Alon Raviv

Communications Between Borrowers and Servicers: Evidence from COVID-19 Mortgage Forbearance Program pp. 1-21

Arka Prava Bandyopadhyay

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

Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty pp. 1-6

Giampaolo Gabbi, Dan Galai and Zvi Wiener