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

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

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

Political Influence and TARP Investments in Credit Unions pp. 1-26: Elisabeta Pana and Linus Wilson
The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy? pp. 1-41: Francesca Carrieri, Vihang Errunza and Sergei Sarkissian
How Much Does Risk Tolerance Change? pp. 1-38: Claudia Sahm
Exchange Rate Fundamentals and Order Flow pp. 1-63: Martin Evans and Richard K. Lyons
Bankruptcy Section 363 Sales: Choices and Consequences pp. 1-24: Dror Parnes

Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility pp. 1-24: Masaaki Fujii and Akihiko Takahashi
Efficiency and the Disposition Effect in NFL Prediction Markets pp. 1-42: Samuel M. Hartzmark and David H. Solomon
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches pp. 1-27: Andrew Ang and Morten Sorensen
Filtering Out Expected Dividends and Expected Returns pp. 1-56: Oleg Rytchkov
Where is the Value in High Frequency Trading? pp. 1-46: Álvaro Cartea and José Penalva

Estimation of Dynamic Term Structure Models pp. 1-51: Greg Duffee and Richard H. Stanton
The Importance of Angel Investing in Financing the Growth of Entrepreneurial Ventures pp. 1-42: Scott Shane
Liquidity Risk Premia in Corporate Bond Markets pp. 1-34: Frank de Jong and Joost Driessen
Analyst Conflicts and Research Quality pp. 1-40: Anup Agrawal and Mark A. Chen
Heterogeneous Market Responses and the Listing Effect in M&A pp. 1-49: Qingzhong Ma, David A. Whidbee and Wei Zhang

The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance pp. 1-53: Mila Getmansky
Persistence of Beliefs in an Investment Experiment pp. 1-34: K. Jeremy Ko and Zhijian (James) Huang
Equity Home Bias and the Euro pp. 1-29: Hisham Foad
Investment, Valuation, and Growth Options pp. 1-32: Andrew B. Abel and Janice Eberly
How to Reform the Credit-Rating Process to Support a Sustainable Revival of Private-Label Securitization pp. 1-25: Richard Herring and Edward Kane

Introduction — Government Guarantee in the Home Mortgage Market: Point and Counterpoint pp. 665-666: Fernando Zapatero
Tradeoffs in Corporate Governance: Evidence From Board Structures and Charter Provisions pp. 667-705: Stuart L. Gillan, Jay C. Hartzell and Laura T. Starks
Stochastic Volatility in General Equilibrium pp. 707-731: George Tauchen
The Tradeoff Between Compensation and Incentives in Executive Stock Options pp. 733-766: Don M. Chance and Tung-Hsiao Yang
Capital Structure, Risk and Asymmetric Information pp. 767-809: Nikolay Halov and Florian Heider
Housing Finance Reform: Should There Be a Government Guarantee? pp. 811-822: Richard Green
Housing Finance Reform: Private Markets Versus Government Guarantees pp. 823-836: Dwight M. Jaffee

Inference about Survivors pp. 423-464: Robert Stambaugh
Time-Varying Sharpe Ratios and Market Timing pp. 465-493: Yi Tang and Robert F. Whitelaw
Asset Pricing with Status Risk pp. 495-549: Yoel Krasny
Merger Waves: Theory and Evidence pp. 551-606: Jinghua Yan
Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions pp. 607-664: Robert Kosowski

Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios pp. 205-264: Amir E. Khandani and Andrew Lo
Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation pp. 265-292: Ernst Maug and Narayan Naik
Strategic Analysis of Risk-Shifting Incentives with Convertible Debt pp. 293-321: Pascal François, Georges Hübner and Nicolas Papageorgiou
The Uncertainty Premium in an Ambiguous Economy pp. 323-354: Yehuda Izhakian and Simon Benninga
Strategic Asset Allocation: The Role of Corporate Bond Indices? pp. 355-422: Antonios Sangvinatsos

Equity Trading in the 21stCentury pp. 1-53: James Angel, Lawrence E. Harris and Chester S. Spatt
The Origin of Behavior pp. 55-108: Thomas J. Brennan and Andrew Lo
Metaphors, Models & Theories pp. 109-126: Emanuel Derman
BP's Failure to Debias: Underscoring the Importance of Behavioral Corporate Finance pp. 127-168: Hersh Shefrin and Enrico Maria Cervellati
Stock and Option Proportions in Executive Compensation pp. 169-203: Phelim P. Boyle, Ranjini Jha, Shannon Kennedy and Weidong Tian