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.

Volume 09, issue 04, 2019

The Functional Stochastic Discount Factor pp. 1-49

Ngoc-Khanh Tran

Can Post-Merger Integration Costs and Synergy Delays Explain Leverage Dynamics of Mergers? pp. 1-36

Sergey Tsyplakov

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

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

Short-Run Bond Risk Premia pp. 1-34

Philippe Mueller, Andrea Vedolin and Hao Zhou

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

Advertising, Attention, and Stock Returns pp. 1-51

Thomas Chemmanur and An Yan

Volume 09, issue 02, 2019

CEO Turnover, Information Uncertainty, and Debt Contracting pp. 1-54

Saiying Deng, Vincent J. Intintoli and Andrew Zhang

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

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

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

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

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

Kotaro Miwa

Forecasting Bond Risk Premia with Unspanned Macroeconomic Information pp. 1-62

Rui Liu

Volume 08, issue 04, 2018

Mortgage Loans and Bank Risk Taking: Finding the Risk “Sweet Spot” pp. 1-30

Yevgeny Mugerman, Joseph Tzur and Arie Jacobi

Financial Companies’ Failures: Early Warning Information from Systematic and Systemic Risk Measures pp. 1-20

Fabrizio Cipollini, Alessandro Giannozzi, Fiammetta Menchetti and Oliviero Roggi

Do Capital Adequacy and Credit Quality Affect Systematic Risk? Investigation of a Sample of European Listed Banks in Light of EBA Stress Tests pp. 1-31

Stefano Miani, Josanco Floreani and Andrea Paltrinieri

Introduction pp. 1-4

Dan Galai and Zvi Wiener

Are Banks Special? pp. 1-19

Michel Crouhy and Dan Galai

Business Cycles and Conditional Credit-Rating Migration Matrices pp. 1-19

Dmitri Boreiko, Serguei Kaniovski, Yuri (Yuriy) Kaniovski (Kaniovskyi) and Georg Ch. Pflug

Volume 08, issue 03, 2018

Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach pp. 1-40

Ehab Yamani and David Rakowski

Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments pp. 1-39

Thomas J. Brennan, Andrew Lo and Ruixun Zhang

The Asymmetric Effects of Monetary Policy on Stock Market pp. 1-27

Cheng Jiang

Risk Premia in the 8:30 Economy pp. 1-19

Jon Faust and Jonathan Wright

Corporate Financial and Investment Policies in the Presence of a Blockholder on the Board pp. 1-59

Anup Agrawal and Tareque Nasser

Volume 08, issue 02, 2018

An Equilibrium Capital Asset Pricing Model in Markets with Price Jumps and Price Bubbles pp. 1-33

Robert Jarrow

Local Obesity Prevalence and Corporate Policies pp. 1-33

Anup Agrawal and Yuree Lim

The Benefits and Costs of the TARP Bailouts: A Critical Assessment pp. 1-29

Allen N. Berger

The Information Content of Loan Growth in Banks pp. 1-32

Michelle Zemel

Investor Relations Role in Merger and Acquisition Activity pp. 1-28

Kate Upton

Volume 08, issue 01, 2018

National Culture and Governance on Bondholder Wealth: Evidence from Joint Ventures and Strategic Alliances around the World pp. 1-52

Jun Chen, Tao-Hsien Dolly King and Xinxin Li

Dealing with Overleverage: Restricting Leverage vs. Restricting Variable Compensation pp. 1-29

Pedro Gete and Juan-Pedro Gómez

Monetary Policy Surprises over Time pp. 1-60

Marcello Pericoli and Giovanni Veronese

The Impact of Exogenous Corporate Governance Changes on Innovation and Market Value pp. 1-40

Lei Gao and Andrey Zagorchev

The Explanatory Power of Order Imbalance Measures pp. 1-25

B. Hardy Johnson and Ethan D. Watson

Volume 07, issue 04, 2017

Property Rights and CDS Spreads: When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? pp. 1-36

Jennie Bai and Shang-Jin Wei

Capital Structure Along the Supply Chain: How Does Customer Leverage Affect Supplier Leverage Decisions? pp. 1-29

Yongqiang Chu and Liying Wang

Term Premium Dynamics and the Taylor Rule pp. 1-39

Michael Gallmeyer, Burton Hollifield, Francisco Palomino and Stanley Zin

Cyclical and Persistent Carry Trade Returns and Forward Premia pp. 1-33

Haitham Al-Zoubi

The First Difference Property of the Present Value Operator pp. 1-41

Stephen A. Buser and Bjarne Astrup Jensen

Volume 07, issue 03, 2017

Brain Drain: Are Mutual Funds Losing Their Best Minds? pp. 1-38

Leonard Kostovetsky

How Ordinary Consumers Make Complex Economic Decisions: Financial Literacy and Retirement Readiness pp. 1-31

Annamaria Lusardi and Olivia Mitchell

Boardroom Brawls: An Empirical Analysis of Disputes Involving Directors pp. 1-58

Anup Agrawal and Mark A. Chen

The Impact of Iceberg Orders in Limit Order Books pp. 1-43

Stefan Frey and Patrik Sandas

The Impacts of Intellectual Property Rights Protection on Cross-Border M&As pp. 1-35

Iftekhar Hasan, Fahad Khalil and Xian Sun

Volume 07, issue 02, 2017

Cross-Sectional Determinants of Information Quality Proxies and Cost of Capital Measures pp. 1-33

Michelle Liu and Peter Wysocki

Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds? pp. 1-35

Hany A. Shawky and Ying Wang

CEO Social Status and Risk-Taking pp. 1-35

Joshua Shemesh

Humans, Econs and Portfolio Choice pp. 1-30

Michael J. Best and Robert R. Grauer

Determinants of Corporate Bond Trading: A Comprehensive Analysis pp. 1-30

Edith Hotchkiss and Gergana Jostova

Volume 07, issue 01, 2017

Seasonality in Perceived Risk: A Sentiment Effect pp. 1-21

Guy Kaplanski and Haim Levy

The Role of Skewness in Mergers and Acquisitions pp. 1-38

Jared DeLisle and Nathan Walcott

The Accrual Anomaly and the Announcement Effect of Short Arbitrage pp. 1-26

Michael Sullivan and Andrew Jianzhong Zhang

Private Class Action Litigation Risk of Chinese Firms Listed in the US pp. 1-20

Jan Jindra, Torben Voetmann and Ralph A. Walkling

Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover pp. 1-41

Anup Agrawal and Tommy Cooper