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 09, issue 04, 2019

Banking Relationships and Creditor Rights pp. 1-29

Vidhan Goyal, S. Lakshmi Naaraayanan and Anand Srinivasan

The Functional Stochastic Discount Factor pp. 1-49

Ngoc-Khanh Tran

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

Erin E. Smith

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

Volume 09, issue 03, 2019

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

Thomas Chemmanur and An Yan

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

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

Blockholders on Boards and CEO Compensation, Turnover and Firm Valuation pp. 1-67

Anup Agrawal and Tareque Nasser

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

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

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

Kalin S. Kolev

Volume 09, issue 01, 2019

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

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

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

Volume 08, issue 04, 2018

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

Fabrizio Cipollini, Alessandro Giannozzi, Fiammetta Menchetti and Oliviero Roggi

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

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

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

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

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

Volume 08, issue 02, 2018

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

Michelle Zemel

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

Allen N. Berger

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

Volume 08, issue 01, 2018

Monetary Policy Surprises over Time pp. 1-60

Marcello Pericoli and Giovanni Veronese

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

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

Pedro Gete and Juan-Pedro Gómez

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

B. Hardy Johnson and Ethan D. Watson

Volume 07, issue 04, 2017

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

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

Yongqiang Chu and Liying Wang

Volume 07, issue 03, 2017

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

Leonard Kostovetsky

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

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

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

Michael Sullivan and Andrew Jianzhong Zhang

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

Anup Agrawal and Tommy Cooper

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

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

Jared DeLisle and Nathan Walcott