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

- Fabrizio Cipollini, Alessandro Giannozzi, Fiammetta Menchetti and Oliviero Roggi
- 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
- Mortgage Loans and Bank Risk Taking: Finding the Risk “Sweet Spot” pp. 1-30

- Yevgeny Mugerman, Joseph Tzur and Arie Jacobi
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
- The Asymmetric Effects of Monetary Policy on Stock Market pp. 1-27

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

- Thomas J. Brennan, Andrew Lo and Ruixun Zhang
- 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
- 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
- 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
- Dealing with Overleverage: Restricting Leverage vs. Restricting Variable Compensation pp. 1-29

- Pedro Gete and Juan-Pedro Gómez
- 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
- Monetary Policy Surprises over Time pp. 1-60

- Marcello Pericoli and Giovanni Veronese
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
- The First Difference Property of the Present Value Operator pp. 1-41

- Stephen A. Buser and Bjarne Astrup Jensen
- Term Premium Dynamics and the Taylor Rule pp. 1-39

- Michael Gallmeyer, Burton Hollifield, Francisco Palomino and Stanley Zin
- 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
- Cyclical and Persistent Carry Trade Returns and Forward Premia pp. 1-33

- Haitham Al-Zoubi
Volume 07, issue 03, 2017
- Brain Drain: Are Mutual Funds Losing Their Best Minds? pp. 1-38

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

- Anup Agrawal and Mark A. Chen
- The Impacts of Intellectual Property Rights Protection on Cross-Border M&As pp. 1-35

- Iftekhar Hasan, Fahad Khalil and Xian Sun
- How Ordinary Consumers Make Complex Economic Decisions: Financial Literacy and Retirement Readiness pp. 1-31

- Annamaria Lusardi and Olivia Mitchell
- The Impact of Iceberg Orders in Limit Order Books pp. 1-43

- Stefan Frey and Patrik Sandas
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
- The Role of Skewness in Mergers and Acquisitions pp. 1-38

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

- Anup Agrawal and Tommy Cooper
- The Accrual Anomaly and the Announcement Effect of Short Arbitrage pp. 1-26

- Michael Sullivan and Andrew Jianzhong Zhang
- Seasonality in Perceived Risk: A Sentiment Effect pp. 1-21

- Guy Kaplanski and Haim Levy
- Private Class Action Litigation Risk of Chinese Firms Listed in the US pp. 1-20

- Jan Jindra, Torben Voetmann and Ralph A. Walkling
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
- Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution pp. 1-23

- Michal Czerwonko and Stylianos Perrakis
- Cash Holdings and CEO Turnover pp. 1-39

- Vincent J. Intintoli and Kathleen M. Kahle
- 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
- Geography and Local (Dis)advantage: Evidence from Muni Bond Funds pp. 1-24

- Saiying Deng and David Rakowski
- 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
- 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
Volume 06, issue 02, 2016
- Underreaction to News in the US Stock Market pp. 1-46

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

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

- Ohad Kadan and Jun Yang
Volume 06, issue 01, 2016
- 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
- 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