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 ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Anomalies in Commodity Futures Markets pp. 1-43: Fabian Hollstein, Marcel Prokopczuk and BjÃ¶rn Tharann
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
Flooded Social Connections pp. 1-15: Dimuthu Ratnadiwakara

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
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

Do Women Directors Improve Firm Performance and Risk in India? pp. 1-46: Rwan El-Khatib and Nishi Joy
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
Efficient Market Managers pp. 1-35: Vladimir Atanasov, Christo Pirinsky and Qinghai Wang
How Do Banks Use Bailout Money? Optimal Capital Structure, New Equity, and the TARP pp. 1-47: Ryan Taliaferro
Alternatives to Traditional Mortgage Financing in Residential Real Estate: Rent to Own and Contract for Deed Sales pp. 1-31: Min Park

European Puts, Credit Protection, and Endogenous Default pp. 1-24: Jorge Cruz López and Alfredo Ibáñez
Fee Complexity and Investor Mistakes in Retail Financial Markets pp. 1-46: Bige Kahraman
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
Do Bond Investors Price Tail Risk Exposures of Financial Institutions? pp. 1-43: Sudheer Chava, Rohan Ganduri and Vijay Yerramilli

Dynamic Liquidity Preferences of Mutual Funds pp. 1-44: Jiekun Huang
Benefits of Publicity pp. 1-39: Umit G. Gurun
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

The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants pp. 1-27: Gordon Alexander and Mark A. Peterson
ICAPM and the Accruals Anomaly pp. 1-48: Hui Guo and Paulo Maio
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
Director Industry Expertise and Voluntary Corporate Disclosure pp. 1-53: Natasha Burns, Kristina Minnick and Kartik Raman
Acquiring Labor pp. 1-38: Paige Ouimet and Rebecca Zarutskie

Corporate Tax Avoidance and Firm Value Discount pp. 1-50: Richard Herron and Rajarishi Nahata
Is There an On-the-Run Premium in TIPS? pp. 1-42: Jens H. E. Christensen, Jose Lopez and Patrick J. Shultz
Gender Competitiveness and Predictability, and Prize Money in Grand Slam Tennis Tournaments pp. 1-23: David Feldman, Shulamith T. Gross and Yang Long
An Empirical Analysis of Commodity Convenience Yields pp. 1-27: Cantekin Dincerler, Zeigham Khokher and Timothy Simin
Big Fish in a Small Pond: Institutional Trading of Penny Stocks pp. 1-31: Wei Huang and George J. Jiang

The Effect of Institutional Investors’ Voice on the Terms and Outcome of Freeze-out Tender Offers pp. 1-33: Beni Lauterbach and Yevgeny Mugerman
The Effects of Yield Control Monetary Policy: A Helicopter Money Drop to Financial Institutions pp. 1-38: Robert Jarrow and Sujan Lamichhane
When Do Governance Mechanisms Matter Most? pp. 1-52: Derek Horstmeyer and Kara Wells
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 Functional Stochastic Discount Factor pp. 1-49: Ngoc-Khanh Tran
Banking Relationships and Creditor Rights pp. 1-29: Vidhan Goyal, S. Lakshmi Naaraayanan and Anand Srinivasan
An Empirical Examination of Mutual Fund Boards pp. 1-35: Felix Meschke
Can Post-Merger Integration Costs and Synergy Delays Explain Leverage Dynamics of Mergers? pp. 1-36: Sergey Tsyplakov
Are Antitakeover Amendments Good for Shareholders? Evidence from the Adoption of Antitakeover Provisions in the Post-SOX Era pp. 1-40: Erin E. Smith

China and the SDR: Financial Liberalization through the Back Door pp. 1-36: Barry Eichengreen and Guangtao Xia
Short-Run Bond Risk Premia pp. 1-34: Philippe Mueller, Andrea Vedolin and Hao Zhou
The Association between Complexity and Managerial Discretion in the Property and Casualty Insurance Industry pp. 1-33: M. Martin Boyer, Elijah Brewer and Willie Reddic
Advertising, Attention, and Stock Returns pp. 1-51: Thomas Chemmanur and An Yan
Blockholders on Boards and CEO Compensation, Turnover and Firm Valuation pp. 1-67: Anup Agrawal and Tareque Nasser

Ambiguity Aversion and the Variance Premium pp. 1-36: Jianjun Miao, Bin Wei and Hao Zhou
Beyond Independence: CEO Influence and the Internal Operations of the Board pp. 1-40: Derek Horstmeyer
TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico pp. 1-23: Santiago Garcia-Verdu, Manuel Ramos-Francia and Manuel Sánchez-Martínez
Do Investors Perceive Marking-to-Model as Marking-to-Myth? Early Evidence from FAS 157 Disclosure pp. 1-47: Kalin S. Kolev
CEO Turnover, Information Uncertainty, and Debt Contracting pp. 1-54: Saiying Deng, Vincent J. Intintoli and Andrew Zhang

CEO Compensation after Harvester Director Departure pp. 1-21: Victor Esteban Jarosiewicz
Who Reacts to News? pp. 1-43: Doina Chichernea, Collin Gilstrap, Kershen Huang and Alex Petkevich
Forecasting Bond Risk Premia with Unspanned Macroeconomic Information pp. 1-62: Rui Liu
The Impact of Public Pension Funds and Other Limited Partners on the Governance of Venture Capital Funds pp. 1-28: Vladimir Atanasov, Thomas Hall, Vladimir Ivanov and Katherine Litvak
Short-Term Return Reversals and Intraday Transactions pp. 1-25: Kotaro Miwa