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 ().

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Financial Constraints, R&D Investment, and the Value of Cash Holdings pp. 1-24: Laurence Booth, Christos Ntantamis and Jun Zhou
Is More News Good News? Media Coverage of CEOs, Firm Value, and Rent Extraction pp. 1-38: Bang Dang Nguyen
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns pp. 1-41: Belén Nieto, Alfonso Novales and Gonzalo Rubio
Does Institutional Ownership Promote the Transformation of Underperforming Firms? pp. 1-40: Grigori Erenburg, Janet Smith and Richard Smith
Market Volatility and IPO Filing Activity pp. 1-46: Walid Y. Busaba, Yun Li and Guorong Yang

Location Specific Styles and US Venture Capital Contracting pp. 1-40: Ola Bengtsson and S. Abraham Ravid
Institutional Investors and Foreign Exchange Risk pp. 1-33: Timo Korkeamaki and Danielle Xu
Firm Size and Capital Structure pp. 1-46: Alexander Kurshev and Ilya A. Strebulaev
Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets pp. 1-32: Jan Ericsson, Joel Reneby and Hao Wang
Information Asymmetry and Corporate Governance pp. 1-32: Jie Cai, Yixin Liu, Yiming Qian and Miaomiao Yu

Hedge Fund Characteristics and Performance Persistence: Evidence from 1996–2006 pp. 1-43: Pavitra Kumar
Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005 pp. 1-51: Viral Acharya, Stephen Schaefer and Yili Zhang
The Impact of a Central Bank's Bond Market Intervention on Foreign Exchange Rates pp. 1-34: Robert Jarrow and Hao Li
The Structure and Pricing of Corporate Debt Covenants pp. 1-37: Michael Bradley and Michael R. Roberts
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model pp. 1-45: Murray Carlson, David Chapman, Ron Kaniel and Hong Yan

Uninformed Trading and Information Uncertainty in the Post-IPO Market pp. 1-31: Rahul Ravi
Separating the Components of Default Risk: A Derivative-Based Approach pp. 1-48: Anh Le
Disclosure Policies of Investment Funds pp. 1-49: Thomas J. George and Chuan-Yang Hwang
US Corporate Investment Over the Political Cycle pp. 1-37: Adam Yonce
Equity Trading in the 21st Century: An Update pp. 1-39: James Angel, Lawrence E. Harris and Chester S. Spatt

Market Participation and Dividend Clienteles pp. 1-21: Marco Rossi
The Dynamics of Bank Spreads and Financial Structure pp. 1-53: Reint Gropp, Christoffer Kok and Jung-Duk Lichtenberger
Debt Market Liquidity and Corporate Default Prediction pp. 1-33: Deming Wu and Suning Zhang
Information Efficiency and Firm-Specific Return Variation pp. 1-44: Patrick Kelly
Incentives and Relative Wealth Concerns pp. 1-34: Salvatore Miglietta

Why Are Put Options So Expensive? pp. 1-50: Oleg Bondarenko
Why Do IPO Offer Prices Only Partially Adjust? pp. 1-32: Özgür Ş. İnce
How Much Do Analysts Influence Each Other's Forecasts? pp. 1-35: Jonathan B. Cohn and Jennifer L. Juergens
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture pp. 1-31: Jingzhi Huang and Li Xu
IPO Pricing Mechanisms in the Presence of When-Issued Markets pp. 1-31: Pegaret Pichler and Alex Stomper

The Welfare Implications of Health Capital Investment pp. 1-27: Sara B. Holland
Do Equity Markets Favor Credit Market News Over Options Market News? pp. 1-51: Antje Berndt and Anastasiya Ostrovnaya
CEO Turnover and Compensation: An Empirical Investigation pp. 1-39: Rachel Graefe-Anderson
Do Local Investors Know More? Evidence from Mutual Fund Location and Investments pp. 1-39: Johan Sulaeman

Interventions and Expected Exchange Rates in Emerging Market Economies pp. 1-34: Santiago Garcia-Verdu and Manuel Ramos-Francia
An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation pp. 1-34: Qiang Dai and Olesya Grishchenko
International Capital Flows and Bond Risk Premia pp. 1-36: Jesus Sierra
Blockholder Ownership and Corporate Control: The Role of Liquidity pp. 1-36: William Gerken
Realized Volatility, Liquidity, and Corporate Yield Spreads pp. 1-42: Marco Rossi

The Information Content of Investors' Expectations for Risk and Return pp. 1-23: Thomas Berry and Keith Jacks Gamble
Restrictions on Allocation Discretion: Evidence from Clawbacks in Hong Kong IPOs pp. 1-57: Emmanuel Morales-Camargo
Distinguishing Rational and Behavioral Models of Momentum pp. 1-30: Dongmei Li
Could the Virtual be Similar to the Real? A First Look from an Efficient Markets Perspective pp. 1-21: Ruoke Yang
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test pp. 1-33: Jing-Zhi Huang and Zhijian Huang
What is the (Real Option) Value of a College Degree? pp. 1-27: Jeffrey Stokes
Seasoned Equity Offerings, Valuation and Timing: Evidence from 1980's and 1990's pp. 1-32: Jan Jindra
Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice pp. 1-53: Steven Davis and Paul Willen

Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions pp. 1-20: Söhnke Bartram, Natasha Burns and Jean Helwege
Evaluating Predictors within a Present-Value Framework pp. 1-49: Jhe Yun
Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks: Evidence of Flight-to-Quality pp. 1-25: Michael S. Pagano and T. Shawn Strother
Abnormal Profit Opportunities and the Informational Advantage of High Frequency Trading pp. 1-12: Robert Jarrow and Hao Li
Alleviating Coordination Problems and Regulatory Constraints Through Financial Risk Management pp. 1-39: Marcel Boyer, M. Martin Boyer and René Garcia

The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market pp. 1-46: Silvia Muzzioli
A Tax-Based Estimate of the Elasticity of Intertemporal Substitution pp. 1-20: Jonathan Gruber
Financial Distress Risk and the Hedging of Foreign Currency Exposure pp. 1-36: M. Martin Boyer and Monica Marin
A Rational Foundation for Trend-Chasing and Contrarian Trades with Implications for Momentum Anomalies pp. 1-21: Haim Kedar-Levy
Linear Beta Pricing with Inefficient Benchmarks pp. 1-35: George Diacogiannis and David Feldman