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 11, issue 04, 2021
- 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
- Flooded Social Connections pp. 1-15

- Dimuthu Ratnadiwakara
- Anomalies in Commodity Futures Markets pp. 1-43

- Fabian Hollstein, Marcel Prokopczuk and Björn Tharann
Volume 11, issue 03, 2021
- 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
- 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
- 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
Volume 11, issue 02, 2021
- 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
- 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
- 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 Bond Investors Price Tail Risk Exposures of Financial Institutions? pp. 1-43

- Sudheer Chava, Rohan Ganduri and Vijay Yerramilli
- 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
- Do Algorithmic Traders Improve Liquidity When Information Asymmetry is High? pp. 1-32

- Archana Jain, Chinmay Jain and Revansiddha Basavaraj Khanapure
Volume 10, issue 04, 2020
- Dynamic Liquidity Preferences of Mutual Funds pp. 1-44

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

- Liao Zhu, Sumanta Basu, Robert Jarrow and Martin T. Wells
Volume 10, issue 03, 2020
- ICAPM and the Accruals Anomaly pp. 1-48

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

- Gordon Alexander and Mark A. Peterson
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
- Gender Competitiveness and Predictability, and Prize Money in Grand Slam Tennis Tournaments pp. 1-23

- David Feldman, Shulamith T. Gross and Yang Long
- 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
- 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 Effects of Yield Control Monetary Policy: A Helicopter Money Drop to Financial Institutions pp. 1-38

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

- Beni Lauterbach and Yevgeny Mugerman
- Unlimited FDIC Insurance and the Implications for Corporate Cash pp. 1-51

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

- Jens Dick-Nielsen and Jacob Gyntelberg
Volume 09, issue 04, 2019
- Can Post-Merger Integration Costs and Synergy Delays Explain Leverage Dynamics of Mergers? pp. 1-36

- Sergey Tsyplakov
- 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
- Are Antitakeover Amendments Good for Shareholders? Evidence from the Adoption of Antitakeover Provisions in the Post-SOX Era pp. 1-40

- Erin E. Smith
- An Empirical Examination of Mutual Fund Boards pp. 1-35

- Felix Meschke
Volume 09, issue 03, 2019
- 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
- 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
Volume 09, issue 02, 2019
- 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
- Beyond Independence: CEO Influence and the Internal Operations of the Board pp. 1-40

- Derek Horstmeyer
- Do Investors Perceive Marking-to-Model as Marking-to-Myth? Early Evidence from FAS 157 Disclosure pp. 1-47

- Kalin S. Kolev
- Ambiguity Aversion and the Variance Premium pp. 1-36

- Jianjun Miao, Bin Wei and Hao Zhou
- CEO Turnover, Information Uncertainty, and Debt Contracting pp. 1-54

- Saiying Deng, Vincent J. Intintoli and Andrew Zhang
Volume 09, issue 01, 2019
- 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
- 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
- CEO Compensation after Harvester Director Departure pp. 1-21

- Victor Esteban Jarosiewicz
- Short-Term Return Reversals and Intraday Transactions pp. 1-25

- Kotaro Miwa