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 08, issue 04, 2018

Introduction pp. 1-4

Dan Galai and Zvi Wiener

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

Yevgeny Mugerman, Joseph Tzur and Arie Jacobi

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

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

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

Fabrizio Cipollini, Alessandro Giannozzi, Fiammetta Menchetti and Oliviero Roggi

Volume 08, issue 03, 2018

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

Anup Agrawal and Tareque Nasser

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

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

Thomas J. Brennan, Andrew Lo and Ruixun Zhang

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

Ehab Yamani and David Rakowski

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

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

Kate Upton

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

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

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

Monetary Policy Surprises over Time pp. 1-60

Marcello Pericoli and Giovanni Veronese

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

Pedro Gete and Juan-Pedro Gómez

Volume 07, issue 04, 2017

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

Yongqiang Chu and Liying Wang

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

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

Michael Gallmeyer, Burton Hollifield, Francisco Palomino and Stanley Zin

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

Stephen A. Buser and Bjarne Astrup Jensen

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

Haitham Al-Zoubi

Volume 07, issue 03, 2017

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

Iftekhar Hasan, Fahad Khalil and Xian Sun

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

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

Annamaria Lusardi and Olivia Mitchell

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

Leonard Kostovetsky

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

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

Anup Agrawal and Tommy Cooper

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

Jan Jindra, Torben Voetmann and Ralph A. Walkling

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

Michael Sullivan and Andrew Jianzhong Zhang

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

Jared DeLisle and Nathan Walcott

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

Guy Kaplanski and Haim Levy

Volume 06, issue 04, 2016

Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications pp. 1-28

Michal Czerwonko and Stylianos Perrakis

Cash Holdings and CEO Turnover pp. 1-39

Vincent J. Intintoli and Kathleen M. Kahle

Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution pp. 1-23

Michal Czerwonko and Stylianos Perrakis

Are SPDR Options Good for the Underlying Stocks? pp. 1-27

Shinhua Liu

How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages? pp. 1-21

Yevgeny Mugerman, Moran Ofir and Zvi Wiener

Volume 06, issue 03, 2016

Are Direct Investments by the Federal Reserve a Good Idea? A Corporate Finance Perspective pp. 1-48

Hong Chen and Murray Frank

Firm Risk-Taking and CEO Visibility pp. 1-23

Yixin Liu, Yilei Zhang and Pornsit Jiraporn

How do Corporate Governance Decisions Affect Bondholders? pp. 1-23

Hong Li and Yuan Wang

Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data pp. 1-49

Song Han and Hao Zhou

Geography and Local (Dis)advantage: Evidence from Muni Bond Funds pp. 1-24

Saiying Deng and David Rakowski

Volume 06, issue 02, 2016

Underreaction to News in the US Stock Market pp. 1-46

Nitish Ranjan Sinha

Multinational Firms, Internal Capital Markets, and the Value of Global Diversification pp. 1-34

Jason Sturgess

Stabilizing Large Financial Institutions with Contingent Capital Certificates pp. 1-26

Mark J. Flannery

Can Affine Models Match the Moments in Bond Yields? pp. 1-56

Peter Feldhütter

Executive Stock Options and Earnings Management: A Theoretical and Empirical Analysis pp. 1-39

Ohad Kadan and Jun Yang

Volume 06, issue 01, 2016

Money Market Funds and the Prospect of a US Treasury Default pp. 1-44

Emily Gallagher and Sean Collins

Derivatives, Short Selling and US Equity and Bond Mutual Funds pp. 1-44

Kaveh Moradi Dezfouli and Lawrence Kryzanowski

Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk pp. 1-59

David P. Brown and Miguel Ferreira

Transaction Risk, Derivative Assets, and Equilibrium pp. 1-20

H. Henry Cao and Dongyan Ye

The Effects of Covenant Violations on the Underpricing of Seasoned Equity Offerings and the Implied Cost of Equity Capital pp. 1-33

Anh Ngo, Hong Duong and Anthony Chen