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.

Political Influence and TARP Investments in Credit Unions pp. 1-26: Elisabeta Pana and Linus Wilson
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
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

Filtering Out Expected Dividends and Expected Returns pp. 1-56: Oleg Rytchkov
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
Where is the Value in High Frequency Trading? pp. 1-46: Álvaro Cartea and José Penalva
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches pp. 1-27: Andrew Ang and Morten Sorensen

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

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

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