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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Are SPDR Options Good for the Underlying Stocks? pp. 1-27: Shinhua Liu
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
How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages? pp. 1-21: Yevgeny Mugerman, Moran Ofir and Zvi Wiener

Geography and Local (Dis)advantage: Evidence from Muni Bond Funds pp. 1-24: Saiying Deng and David Rakowski
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
Are Direct Investments by the Federal Reserve a Good Idea? A Corporate Finance Perspective pp. 1-48: Hong Chen and Murray Frank
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

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
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

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
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
Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk pp. 1-59: David P. Brown and Miguel Ferreira

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

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
Firm Size and Capital Structure pp. 1-46: Alexander Kurshev and Ilya A. Strebulaev
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

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 Structure and Pricing of Corporate Debt Covenants pp. 1-37: Michael Bradley and Michael R. Roberts
The Impact of a Central Bank's Bond Market Intervention on Foreign Exchange Rates pp. 1-34: Robert Jarrow and Hao Li
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model pp. 1-45: Murray Carlson, David Chapman, Ron Kaniel and Hong Yan
Hedge Fund Characteristics and Performance Persistence: Evidence from 1996–2006 pp. 1-43: Pavitra Kumar

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

Market Participation and Dividend Clienteles pp. 1-21: Marco Rossi
Incentives and Relative Wealth Concerns pp. 1-34: Salvatore Miglietta
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
The Dynamics of Bank Spreads and Financial Structure pp. 1-53: Reint Gropp, Christoffer Kok and Jung-Duk Lichtenberger

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
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

Do Equity Markets Favor Credit Market News Over Options Market News? pp. 1-51: Antje Berndt and Anastasiya Ostrovnaya
The Welfare Implications of Health Capital Investment pp. 1-27: Sara B. Holland
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
Realized Volatility, Liquidity, and Corporate Yield Spreads pp. 1-42: Marco Rossi
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