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 ().

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 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

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

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

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

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

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

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

B. Hardy Johnson and Ethan D. Watson

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

Lei Gao and Andrey Zagorchev

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

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

Volume 07, issue 04, 2017

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

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

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

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

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

Anup Agrawal and Mark A. Chen

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

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

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

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

Anup Agrawal and Tommy Cooper

Volume 06, issue 04, 2016

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

Shinhua Liu

Cash Holdings and CEO Turnover pp. 1-39

Vincent J. Intintoli and Kathleen M. Kahle

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

Yevgeny Mugerman, Moran Ofir and Zvi Wiener

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

Michal Czerwonko and Stylianos Perrakis

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

Michal Czerwonko and Stylianos Perrakis

Volume 06, issue 03, 2016

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

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

Volume 06, issue 02, 2016

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

Jason Sturgess

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

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

Ohad Kadan and Jun Yang

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

Peter Feldhütter

Volume 06, issue 01, 2016

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

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

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