Quarterly Journal of Finance (QJF)

2011 - 2025

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 12, issue 04, 2022

A Portfolio Model of Quantitative Easing pp. 1-39

Jens H. E. Christensen and Signe Krogstrup

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

Why do Funds Make More When They Trade More? pp. 1-52

Jaden Jonghyuk Kim, Jung Hoon Lee and Shyam Venkatesan

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

Tanakorn Likitapiwat, Sirimon Treepongkaruna, Pornsit Jiraporn and Ali Uyar

Volume 12, issue 03, 2022

Glassdoor: Are the Top CEOs Representing the Best Investments pp. 1-22

Greg Filbeck and Xin Zhao

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

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

Massimo Guidolin and Alexei G. Orlov

Stock Liquidity and Issuing Activity pp. 1-43

Alexander Barinov

Volume 12, issue 02, 2022

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

Nguyet Nguyen

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

Md Ruhul Amin and Hamid Sakaki

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

Major Customers and Corporate Payout Flexibility pp. 1-45

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

Volume 12, issue 01, 2022

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

Jens Hilscher, Sharon Peleg Lazar and Alon Raviv

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

Credit Transition and Structural Shocks pp. 1-28

Camilla Ferretti, Giampaolo Gabbi, Piero Ganugi and Pietro Vozzella

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

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

Arka Prava Bandyopadhyay

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

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

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

Liao Zhu, Robert Jarrow and Martin T. Wells

Volume 11, issue 03, 2021

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

Ryan Garvey, Tao Huang and Fei Wu

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

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

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

Ryan Taliaferro

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

Do Women Directors Improve Firm Performance and Risk in India? pp. 1-46

Rwan El-Khatib and Nishi Joy

Alternatives to Traditional Mortgage Financing in Residential Real Estate: Rent to Own and Contract for Deed Sales pp. 1-31

Min Park

Efficient Market Managers pp. 1-35

Vladimir Atanasov, Christo Pirinsky and Qinghai Wang

Volume 11, issue 01, 2021

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

Joseph M. Marks and Chenguang Shang

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

Archana Jain, Chinmay Jain and Revansiddha Basavaraj Khanapure

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

Bige Kahraman

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

Volume 10, issue 04, 2020

High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model pp. 1-52

Liao Zhu, Sumanta Basu, Robert Jarrow and Martin T. Wells

Inter-Firm Connections, Alliance Formation and the Value Created by Alliances pp. 1-38

Yun Liu, Tomas Mantecon, Sabatino Dino Silveri and Wei Sun

Endogenous Asset Fire Sales and Bank Lending Incentives pp. 1-38

Zhongzhi Song

Benefits of Publicity pp. 1-39

Umit G. Gurun

Dynamic Liquidity Preferences of Mutual Funds pp. 1-44

Jiekun Huang

Volume 10, issue 03, 2020

Director Industry Expertise and Voluntary Corporate Disclosure pp. 1-53

Natasha Burns, Kristina Minnick and Kartik Raman

The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants pp. 1-27

Gordon Alexander and Mark A. Peterson

The Variation in Variance Risk Premium and its Predictive Power: Evidence from Option Market Sentiments pp. 1-46

Y. Peter Chung and Sun-Joong Yoon

ICAPM and the Accruals Anomaly pp. 1-48

Hui Guo and Paulo Maio

Acquiring Labor pp. 1-38

Paige Ouimet and Rebecca Zarutskie

Volume 10, issue 02, 2020

Is There an On-the-Run Premium in TIPS? pp. 1-42

Jens H. E. Christensen, Jose Lopez and Patrick J. Shultz

Corporate Tax Avoidance and Firm Value Discount pp. 1-50

Richard Herron and Rajarishi Nahata

An Empirical Analysis of Commodity Convenience Yields pp. 1-27

Cantekin Dincerler, Zeigham Khokher and Timothy Simin

Gender Competitiveness and Predictability, and Prize Money in Grand Slam Tennis Tournaments pp. 1-23

David Feldman, Shulamith T. Gross and Yang Long

Big Fish in a Small Pond: Institutional Trading of Penny Stocks pp. 1-31

Wei Huang and George J. Jiang

Volume 10, issue 01, 2020

When Do Governance Mechanisms Matter Most? pp. 1-52

Derek Horstmeyer and Kara Wells

The Effect of Institutional Investors’ Voice on the Terms and Outcome of Freeze-out Tender Offers pp. 1-33

Beni Lauterbach and Yevgeny Mugerman

Highly Liquid Mortgage Bonds Using the Match Funding Principle pp. 1-37

Jens Dick-Nielsen and Jacob Gyntelberg

Unlimited FDIC Insurance and the Implications for Corporate Cash pp. 1-51

Anna-Leigh Stone

The Effects of Yield Control Monetary Policy: A Helicopter Money Drop to Financial Institutions pp. 1-38

Robert Jarrow and Sujan Lamichhane