JournalTOCs

Journal of Financial Markets
Journal Prestige (SJR): 1.237

Citation Impact (citeScore): 2
Number of Followers: 28

Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1386-4181 - ISSN (Online) 1386-4181
Published by Elsevier

[2906 journals]

Investor attention and municipal bond returns
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  Abstract: Publication date: Available online 25 April 2022Source: Journal of Financial MarketsAuthor(s): Kimberly Cornaggia, John Hund, Giang Nguyen
Macroeconomics matter: Leading economic indicators and the cross-section
of global stock returns
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  Abstract: Publication date: Available online 22 April 2022Source: Journal of Financial MarketsAuthor(s): Huaigang Long, Adam Zaremba, Wenyu Zhou, Elie Bouri
Back to the futures: When short selling is banned
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  Abstract: Publication date: Available online 21 April 2022Source: Journal of Financial MarketsAuthor(s): George J. Jiang, Yoshiki Shimizu, Cuyler Strong
The visible hand: benchmarks, regulation, and liquidity
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  Abstract: Publication date: Available online 20 April 2022Source: Journal of Financial MarketsAuthor(s): Matteo Aquilina, Gbenga Ibikunle, Vito Mollica, Tom Steffen
Jump and volatility risk in the cross-section of corporate bond returns
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  Abstract: Publication date: Available online 14 April 2022Source: Journal of Financial MarketsAuthor(s): Xi Chen, Junbo Wang, Chunchi Wu
Liquidity components: Commonality in liquidity, underreaction, and equity
returns
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  Abstract: Publication date: Available online 14 April 2022Source: Journal of Financial MarketsAuthor(s): Baris Ince
Climate events and return comovement
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  Abstract: Publication date: Available online 1 April 2022Source: Journal of Financial MarketsAuthor(s): Rui Ma, Ben R. Marshall, Hung T. Nguyen, Nhut H. Nguyen, Nuttawat Visaltanachoti
Transparency in fragmented markets: Experimental evidence
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  Abstract: Publication date: Available online 31 March 2022Source: Journal of Financial MarketsAuthor(s): Terrence Hendershott, Marvin Wee, Yuanji Wen
Transaction fees: Impact on institutional order types, commissions, and
execution quality
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  Abstract: Publication date: Available online 31 March 2022Source: Journal of Financial MarketsAuthor(s): Shawn M. O’Donoghue
Realizing correlations across asset classes
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  Abstract: Publication date: Available online 26 March 2022Source: Journal of Financial MarketsAuthor(s): Niels S. Grønborg, Asger Lunde, Kasper V. Olesen, Harry Vander Elst
The alphas of beta and idiosyncratic volatility
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  Abstract: Publication date: Available online 19 March 2022Source: Journal of Financial MarketsAuthor(s): Percy Poon, Tong Yao, Andrew Zhang
Options listings and loan contract terms: Information versus risk-shifting
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  Abstract: Publication date: March 2022Source: Journal of Financial Markets, Volume 58Author(s): Viet Do, Cameron Truong, Tram Vu
Inferring trade directions in fast markets
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  Abstract: Publication date: March 2022Source: Journal of Financial Markets, Volume 58Author(s): Simon Jurkatis
Speed segmentation on exchanges: Competition for slow flow
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  Abstract: Publication date: March 2022Source: Journal of Financial Markets, Volume 58Author(s): Lisa Anderson, Emad Andrews, Baiju Devani, Michael Mueller, Adrian Walton
Fast traders make a quick buck: The role of speed in liquidity provision
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  Abstract: Publication date: March 2022Source: Journal of Financial Markets, Volume 58Author(s): Markus Baldauf, Joshua Mollner
Standardization, transparency initiatives, and liquidity in the CDS market
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  Abstract: Publication date: Available online 28 February 2022Source: Journal of Financial MarketsAuthor(s): Laurence Daures-Lescourret, Andras Fulop
Mutual fund preference for pure-play firms
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  Abstract: Publication date: Available online 25 February 2022Source: Journal of Financial MarketsAuthor(s): Bradford D. Jordan, Ang Li, Mark H. Liu
Jumps in stock prices: New insights from old data
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  Abstract: Publication date: Available online 5 February 2022Source: Journal of Financial MarketsAuthor(s): James A. Johnson, Marcelo C. Medeiros, Bradley S. Paye
Legal risk and information spillover through private lender reports
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  Abstract: Publication date: Available online 31 January 2022Source: Journal of Financial MarketsAuthor(s): Abe de Jong, Tim Kooijmans, Chris Veld
Can risk-neutral skewness and kurtosis subsume the information content of
historical jumps'
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  Abstract: Publication date: January 2022Source: Journal of Financial Markets, Volume 57Author(s): Ging-Ginq Pan, Yung-Ming Shiu, Tu-Cheng Wu
The equilibrium prices of auction IPO securities: Empirical evidence
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  Abstract: Publication date: January 2022Source: Journal of Financial Markets, Volume 57Author(s): Alex Petkevich, Taufique Samdani
Financial integration in the EU28 equity markets: Measures and drivers
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  Abstract: Publication date: January 2022Source: Journal of Financial Markets, Volume 57Author(s): M. Nardo, E. Ossola, E. Papanagiotou
Intraday time series momentum: Global evidence and links to market
characteristics
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  Abstract: Publication date: January 2022Source: Journal of Financial Markets, Volume 57Author(s): Zeming Li, Athanasios Sakkas, Andrew Urquhart
R&D information quality and stock returns
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  Abstract: Publication date: January 2022Source: Journal of Financial Markets, Volume 57Author(s): Tao Huang, Junye Li, Fei Wu, Ning Zhu
Hedge fund hold ’em
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  Abstract: Publication date: January 2022Source: Journal of Financial Markets, Volume 57Author(s): Yan Lu, Sandra Mortal, Sugata Ray
Who is buying and (not) lending when shorts are selling'
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  Abstract: Publication date: January 2022Source: Journal of Financial Markets, Volume 57Author(s): Jesse Blocher, Chi Zhang
Dealer inventory, pricing, and liquidity in the OTC derivatives markets:
Evidence from index CDSs
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  Abstract: Publication date: January 2022Source: Journal of Financial Markets, Volume 57Author(s): Xinjie Wang, Zhaodong (Ken) Zhong
Price discovery during parallel stocks and options preopening: Information
distortion and hints of manipulation
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  Abstract: Publication date: Available online 18 January 2022Source: Journal of Financial MarketsAuthor(s): Shmuel Hauser, Haim Kedar-Levy, Orit Milo
Bond risk’s role in the equity risk-return tradeoff
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  Abstract: Publication date: Available online 12 January 2022Source: Journal of Financial MarketsAuthor(s): Naresh Bansal, Chris Stivers
Does the U.S. president affect the stock market'
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  Abstract: Publication date: Available online 8 January 2022Source: Journal of Financial MarketsAuthor(s): Maurizio Montone
Who should buy stocks when volatility spikes'
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  Abstract: Publication date: Available online 8 January 2022Source: Journal of Financial MarketsAuthor(s): Andrés Schneider
Financial leverage and stock return comovement
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  Abstract: Publication date: Available online 17 December 2021Source: Journal of Financial MarketsAuthor(s): Hung X. Do, Nhut H. Nguyen, Quan M.P. Nguyen
Call auction design and closing price manipulation: Evidence from the Hong
Kong stock exchange
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  Abstract: Publication date: Available online 16 December 2021Source: Journal of Financial MarketsAuthor(s): Seongkyu “Gilbert” Park, Wing Suen, Kam-Ming Wan
Attention: How high-frequency trading improves price efficiency following
earnings announcements
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  Abstract: Publication date: Available online 6 November 2021Source: Journal of Financial MarketsAuthor(s): Bidisha Chakrabarty, Pamela C. Moulton, Xu Wang
Contagious margin calls: How COVID-19 threatened global stock market
liquidity
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  Abstract: Publication date: Available online 30 October 2021Source: Journal of Financial MarketsAuthor(s): Sean Foley, Amy Kwan, Richard Philip, Bernt Arne Ødegaard
Predictive information in corporate bond yields
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  Abstract: Publication date: Available online 29 October 2021Source: Journal of Financial MarketsAuthor(s): Xu Guo, Hai Lin, Chunchi Wu, Guofu Zhou
Are retail investors less aggressive on small price stocks'
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  Abstract: Publication date: Available online 23 October 2021Source: Journal of Financial MarketsAuthor(s): Carole Métais, Tristan Roger
Media abnormal tone, earnings announcements, and the stock market
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  Abstract: Publication date: Available online 16 October 2021Source: Journal of Financial MarketsAuthor(s): David Ardia, Keven Bluteau, Kris Boudt
Spread position as a leading economic indicator
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  Abstract: Publication date: Available online 15 October 2021Source: Journal of Financial MarketsAuthor(s): Yang-Ho Park
Betting against analyst target price
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  Abstract: Publication date: Available online 14 October 2021Source: Journal of Financial MarketsAuthor(s): Chulwoo Han, Jangkoo Kang, Sun Yung Kim
The repo channel of cross-border lending in the European sovereign debt
crisis
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  Abstract: Publication date: Available online 1 October 2021Source: Journal of Financial MarketsAuthor(s): Jaime Luque
Price impact versus bid–ask spreads in the index option market
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  Abstract: Publication date: Available online 24 September 2021Source: Journal of Financial MarketsAuthor(s): Andreas Kaeck, Vincent van Kervel, Norman J. Seeger
Friend or foe: On a common shareholder relationship between mutual funds
and public companies
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  Abstract: Publication date: Available online 21 September 2021Source: Journal of Financial MarketsAuthor(s): Shu Lin, Shu Tian, Lu Zheng
Sidedness in the interbank market
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  Abstract: Publication date: Available online 25 August 2021Source: Journal of Financial MarketsAuthor(s): Celso Brunetti, Jeffrey H. Harris, Shawn Mankad
The shrinking stock market
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  Abstract: Publication date: Available online 21 August 2021Source: Journal of Financial MarketsAuthor(s): Michael B. McDonald
Central clearing and loss allocation rules
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  Abstract: Publication date: Available online 7 August 2021Source: Journal of Financial MarketsAuthor(s): Dominic Cucic
Option trading volume by moneyness, firm fundamentals, and expected stock
returns
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  Abstract: Publication date: Available online 11 June 2021Source: Journal of Financial MarketsAuthor(s): Yi Zhou