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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Flooded Social Connections pp. 1-15: Dimuthu Ratnadiwakara
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model pp. 1-30: Liao Zhu, Robert Jarrow and Martin T. Wells
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

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
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

Alternatives to Traditional Mortgage Financing in Residential Real Estate: Rent to Own and Contract for Deed Sales pp. 1-31: Min Park
Do Women Directors Improve Firm Performance and Risk in India? pp. 1-46: Rwan El-Khatib and Nishi Joy
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
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 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
Does Stock Liquidity Affect Corporate Debt Maturity Structure? pp. 1-53: Joseph M. Marks and Chenguang Shang
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

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
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model pp. 1-52: Liao Zhu, Sumanta Basu, Robert Jarrow and Martin T. Wells
Benefits of Publicity pp. 1-39: Umit G. Gurun
Dynamic Liquidity Preferences of Mutual Funds pp. 1-44: Jiekun Huang

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
ICAPM and the Accruals Anomaly pp. 1-48: Hui Guo and Paulo Maio
Acquiring Labor pp. 1-38: Paige Ouimet and Rebecca Zarutskie
The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants pp. 1-27: Gordon Alexander and Mark A. Peterson

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
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
An Empirical Analysis of Commodity Convenience Yields pp. 1-27: Cantekin Dincerler, Zeigham Khokher and Timothy Simin

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
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
Highly Liquid Mortgage Bonds Using the Match Funding Principle pp. 1-37: Jens Dick-Nielsen and Jacob Gyntelberg

Can Post-Merger Integration Costs and Synergy Delays Explain Leverage Dynamics of Mergers? pp. 1-36: Sergey Tsyplakov
An Empirical Examination of Mutual Fund Boards pp. 1-35: Felix Meschke
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
The Functional Stochastic Discount Factor pp. 1-49: Ngoc-Khanh Tran

China and the SDR: Financial Liberalization through the Back Door pp. 1-36: Barry Eichengreen and Guangtao Xia
Blockholders on Boards and CEO Compensation, Turnover and Firm Valuation pp. 1-67: Anup Agrawal and Tareque Nasser
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
Short-Run Bond Risk Premia pp. 1-34: Philippe Mueller, Andrea Vedolin and Hao Zhou

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
CEO Turnover, Information Uncertainty, and Debt Contracting pp. 1-54: Saiying Deng, Vincent J. Intintoli and Andrew Zhang
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
Ambiguity Aversion and the Variance Premium pp. 1-36: Jianjun Miao, Bin Wei and Hao Zhou

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
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