Journal of Financial Markets
2016, Volume 30, Issue C
- 1-26 Network externalities in mutual funds
by Blocher, Jesse
- 27-53 Liquidity, style investing and excess comovement of exchange-traded fund returns
by Broman, Markus S.
- 54-77 Price discovery and the cross-section of high-frequency trading
by Benos, Evangelos & Sagade, Satchit
- 78-102 Pre-auction inventory and bidding behavior: Evidence from Canadian Treasury auctions
by Rydqvist, Kristian & Wu, Mark
- 103-124 Time series momentum and volatility scaling
by Kim, Abby Y. & Tse, Yiuman & Wald, John K.
2016, Volume 29, Issue C
- 1-26 Does mood affect trading behavior?
by Kaustia, Markku & Rantapuska, Elias
- 27-46 Limited cognition and clustered asset prices: Evidence from betting markets
by Brown, Alasdair & Yang, Fuyu
- 47-65 What explains the orange juice puzzle: Sentiment, smart money, or fundamentals?
by Chou, Pin-Huang & Hsieh, Chia-Hsun & Shen, Carl Hsin-Han
- 66-86 Return predictability in the corporate bond market along the supply chain
by Chen, Long & Zhang, Gaiyan & Zhang, Weina
- 87-109 Cross-sectional return dispersion and the equity premium
by Maio, Paulo
- 110-143 Earnings news, expected earnings, and aggregate stock returns
by Choi, Jung Ho & Kalay, Alon & Sadka, Gil
2016, Volume 28, Issue C
- 1-23 Market quality breakdowns in equities
by Gao, Cheng & Mizrach, Bruce
- 24-45 Market size matters: A model of excess volatility in large markets
by Kawakami, Kei
- 46-69 Pricing errors and the geography of trade in the foreign exchange market
by Piccotti, Louis R.
- 70-90 Liquidity cost vs. real investment efficiency
by Bade, Marco & Hirth, Hans
- 91-115 Pre-trade transparency and informed trading: Experimental evidence on undisclosed orders
by Gozluklu, Arie E.
- 116-131 The value of the wildcard option in cash-settled American index options
by Lasser, Dennis J. & Spizman, Joshua D.
- 132-148 On variance bounds for asset price changes
by Lansing, Kevin J.
2016, Volume 27, Issue C
- 1-27 Reducing opacity in over-the-counter markets
by Zhong, Zhuo
- 28-54 Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?
by Ülkü, Numan & Fatullayev, Sabutay & Diachenko, Daria
- 55-78 Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
- 79-101 Is there information leakage prior to share repurchase announcements? Evidence from daily options trading
by Hao, (Grace) Qing
- 102-131 Dissecting the bond profitability premium
by Campbell, T. Colin & Chichernea, Doina C. & Petkevich, Alex
- 132-146 Trading activities of short-sellers around index deletions: Evidence from the Nikkei 225
by Takahashi, Hidetomo & Xu, Peng
2015, Volume 26, Issue C
- 1-37 Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
by Bernales, Alejandro & Guidolin, Massimo
- 38-63 Volatility-of-volatility and tail risk hedging returns
by Park, Yang-Ho
- 64-84 Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach
by Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim
- 85-102 Short sales and the weekend effect—Evidence from a natural experiment
by Gao, Pengjie & Hao, Jia & Kalcheva, Ivalina & Ma, Tongshu
- 103-121 Informed trading in parallel bond markets
by Paiardini, Paola
2015, Volume 25, Issue C
- 1-15 A dynamic model of hedging and speculation in the commodity futures markets
by Cifarelli, Giulio & Paladino, Giovanna
- 16-32 Information and accuracy in pricing: Evidence from the NCAA men׳s basketball betting market
by Berkowitz, Jason P. & Depken, Craig A. & Gandar, John M.
- 33-51 Equity volatility as a determinant of future term-structure volatility
by Bansal, Naresh & Connolly, Robert A. & Stivers, Chris
- 52-79 Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm
by Chakrabarty, Bidisha & Pascual, Roberto & Shkilko, Andriy
2015, Volume 24, Issue C
- 1-24 Frontier market transaction costs and diversification
by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat
- 25-48 Relative liquidity and future volatility
by Valenzuela, Marcela & Zer, Ilknur & Fryzlewicz, Piotr & Rheinländer, Thorsten
- 49-65 Asymmetric effects of sell-side analyst optimism and broker market share by clientele
by Grant, Andrew & Jarnecic, Elvis & Su, Mark
- 66-92 Trading price jump clusters in foreign exchange markets
by Novotný, Jan & Petrov, Dmitri & Urga, Giovanni
2015, Volume 23, Issue C
- 1-25 Style representation and portfolio choice
by Massa, Massimo & Simonov, Andrei & Stenkrona, Anders
- 26-58 Options market makers׳ hedging and informed trading: Theory and evidence
by Huh, Sahn-Wook & Lin, Hao & Mello, Antonio S.
- 59-74 Sentiment bubbles
by Berger, David & Turtle, Harry J.
- 75-97 On the determinants of pairs trading profitability
by Jacobs, Heiko & Weber, Martin
2015, Volume 22, Issue C
- 1-26 Cross-listings and liquidity commonality around the world
by Dang, Tung Lam & Moshirian, Fariborz & Wee, Claudia Koon Ghee & Zhang, Bohui
- 27-49 The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X
by He, Peng William & Jarnecic, Elvis & Liu, Yubo
- 50-72 Equity hedging and exchange rates at the London 4p.m. fix
by Melvin, Michael & Prins, John
- 73-103 Intermediated investment management in private markets: Evidence from pension fund investments in real estate
by Andonov, Aleksandar & Eichholtz, Piet & Kok, Nils
2014, Volume 21, Issue C
- 1-24 Trading anonymity and order anticipation
by Friederich, Sylvain & Payne, Richard
- 25-49 Macroeconomic uncertainty and the cross-section of option returns
by Aramonte, Sirio
- 50-75 Who trades with whom? Individuals, institutions, and returns
by Stoffman, Noah
- 76-97 Liquidity risk and institutional ownership
by Cao, Charles & Petrasek, Lubomir
- 98-122 High short interest effect and aggregate volatility risk
by Barinov, Alexander & Wu, Juan (Julie)
- 123-152 Predictions of corporate bond excess returns
by Lin, Hai & Wang, Junbo & Wu, Chunchi
- 153-180 Commodity index trading and hedging costs
by Brunetti, Celso & Reiffen, David
2014, Volume 20, Issue C
- 1-19 Risk-return trade-off and serial correlation: Do volume and volatility matter?
by Kinnunen, Jyri
- 20-38 Exploiting stochastic dominance to generate abnormal stock returns
by Clark, Ephraim & Kassimatis, Konstantinos
- 39-60 On the relation between forecast precision and trading profitability of financial analysts
by Marinelli, Carlo & Weissensteiner, Alex
- 61-78 A comprehensive study of liquidity before and after SEOs and SEO underpricing
by He, Yan & Wang, Junbo & John Wei, K.C.
- 79-100 Short sales and class-action lawsuits
by Blau, Benjamin M. & Tew, Philip L.
- 101-128 Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia
by Ainsworth, Andrew & Lee, Adrian D.
- 129-150 The relative contribution of ask and bid quotes to price discovery
by Pascual, Roberto & Pascual-Fuster, Bartolomé
- 151-174 Are trading imbalances indicative of private information?
by Kim, Sukwon Thomas & Stoll, Hans R.
- 175-193 The delta- and vega-related information content of near-the-money option market trading activity
by Rourke, Thomas
2014, Volume 19, Issue C
- 1-38 Price impact and asset pricing
by Huh, Sahn-Wook
- 39-61 Information disclosure and price discovery
by Tang, Ya
- 62-85 How should individual investors diversify? An empirical evaluation of alternative asset allocation policies
by Jacobs, Heiko & Müller, Sebastian & Weber, Martin
- 86-109 Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
by Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr
- 110-130 Industry-based style investing
by Jame, Russell & Tong, Qing
- 131-153 Market conditions, underwriter reputation and first day return of IPOs
by Chua, Ansley
- 154-169 Transparent bookbuilding, certification and initial public offerings
by Khurshed, Arif & Paleari, Stefano & Pande, Alok & Vismara, Silvio
- 170-196 When-issued trading in the Indian IPO market
by Brooks, Raymond M. & Mathew, Prem G. & Yang, J. Jimmy
- 197-218 Investor ignorance in markets for worthless stocks
by Kadapakkam, Palani-Rajan & Zhang, Hongxian
- 219-246 Small investor sentiment, differences of opinion and stock overvaluation
by Qian, Xiaolin
2014, Volume 18, Issue C
- 1-24 The cross-section of speculator skill: Evidence from day trading
by Barber, Brad M. & Lee, Yi-Tsung & Liu, Yu-Jane & Odean, Terrance
- 25-48 Hedging costs, liquidity, and inventory management: The evidence from option market makers
by Wu, Wei-Shao & Liu, Yu-Jane & Lee, Yi-Tsung & Fok, Robert C.W.
- 49-76 Ambiguity aversion, funding liquidity, and liquidation dynamics
by Oh, Ji Yeol Jimmy
- 77-95 Option pricing with stochastic liquidity risk: Theory and evidence
by Feng, Shih-Ping & Hung, Mao-Wei & Wang, Yaw-Huei
- 96-125 Delta and vega exposure trading in stock and option markets
by Maraachlian, Hilda & Rourke, Thomas
- 126-157 Financial networks and trading in bond markets
by Booth, G. Geoffrey & Gurun, Umit G. & Zhang, Harold
- 158-181 The intertemporal risk-return relation: A bivariate model approach
by Jiang, Xiaoquan & Lee, Bong-Soo
- 182-205 Informed trading around acquisitions: Evidence from corporate bonds
by Kedia, Simi & Zhou, Xing
- 206-233 Investor sentiment and bond risk premia
by Laborda, Ricardo & Olmo, Jose
- 234-254 When do stop-loss rules stop losses?
by Kaminski, Kathryn M. & Lo, Andrew W.
2014, Volume 17, Issue C
- 1-46 VPIN and the flash crash
by Andersen, Torben G. & Bondarenko, Oleg
- 47-52 VPIN and the Flash Crash: A rejoinder
by Easley, David & López de Prado, Marcos M. & O'Hara, Maureen
- 53-64 Reflecting on the VPIN dispute
by Andersen, Torben G. & Bondarenko, Oleg
- 65-93 Leveling the trading field
by Easley, David & Hendershott, Terrence & Ramadorai, Tarun
- 94-120 A simple approximation of intraday spreads using daily data
by Chung, Kee H. & Zhang, Hao
- 121-149 Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
by Boudt, Kris & Petitjean, Mikael
- 150-173 Price delay premium and liquidity risk
by Lin, Ji-Chai & Singh, Ajai K. & Sun, Ping-Wen (Steven) & Yu, Wen
- 174-198 Market transparency, market quality, and sunshine trading
by de Frutos, M. Ángeles & Manzano, Carolina
- 199-229 Aggregate short selling, commonality, and stock market returns
by Lynch, Andrew & Nikolic, Biljana & Yan, Xuemin (Sterling) & Yu, Han
- 230-261 Informational linkages between dark and lit trading venues
by Nimalendran, Mahendrarajah & Ray, Sugata
2013, Volume 16, Issue 4
- 646-679 Low-latency trading
by Hasbrouck, Joel & Saar, Gideon
- 680-711 Very fast money: High-frequency trading on the NASDAQ
by Carrion, Allen
- 712-740 High frequency trading and the new market makers
by Menkveld, Albert J.
- 741-770 The diversity of high-frequency traders
by Hagströmer, Björn & Nordén, Lars
2013, Volume 16, Issue 3
- 387-413 Rational expectations equilibrium with uncertain proportion of informed traders
by Gao, Feng & Song, Fengming & Wang, Jun
- 414-438 Stock price synchronicity and liquidity
by Chan, Kalok & Hameed, Allaudeen & Kang, Wenjin
- 439-476 Investment opportunities and bankruptcy prediction
by Lyandres, Evgeny & Zhdanov, Alexei
- 477-504 Short-term residual reversal
by Blitz, David & Huij, Joop & Lansdorp, Simon & Verbeek, Marno
- 505-525 Informed local trading prior to earnings announcements
by Berry, Thomas & Gamble, Keith Jacks
- 526-549 Noise and aggregation of information in large markets
by García, Diego & Urošević, Branko
- 550-570 Patriotic name bias and stock returns
by Benos, Evangelos & Jochec, Marek
- 571-603 How do designated market makers create value for small-caps?
by Menkveld, Albert J. & Wang, Ting
- 604-635 Does order flow in the European Carbon Futures Market reveal information?
by Kalaitzoglou, Iordanis & Ibrahim, Boulis M.
2013, Volume 16, Issue 2
- 195-226 The options market maker exception to SEC Regulation SHO
by Stratmann, Thomas & Welborn, John W.
- 227-252 Microstructure-based manipulation: Strategic behavior and performance of spoofing traders
by Lee, Eun Jung & Eom, Kyong Shik & Park, Kyung Suh
- 253-278 The realized forward term premium in the repo market
by Kopchak, Seth J.
- 279-307 Do mutual fund managers time market liquidity?
by Cao, Charles & Simin, Timothy T. & Wang, Ying
- 308-330 Short sales and put options: Where is the bad news first traded?
by Hao, Xiaoting & Lee, Eunju & Piqueira, Natalia
- 331-361 A call auction's impact on price formation and order routing: Evidence from the NASDAQ stock market
by Pagano, Michael S. & Peng, Lin & Schwartz, Robert A.
- 362-385 The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
by Chang, Chuang-Chang & Hsieh, Pei-Fang & Tang, Chih-Wei & Wang, Yaw-Huei
2013, Volume 16, Issue 1
- 1-32 Optimal trading strategy and supply/demand dynamics
by Obizhaeva, Anna A. & Wang, Jiang
- 33-60 Investing in Chapter 11 stocks: Trading, value, and performance
by Li, Yuanzhi & Zhong, Zhaodong (Ken)
- 61-103 Trade and information in the corporate bond market
by Ronen, Tavy & Zhou, Xing
- 104-126 Liquidity, volume and price efficiency: The impact of order vs. quote driven trading
by Malinova, Katya & Park, Andreas
- 127-151 Price discovery in government bond markets
by Valseth, Siri
- 152-164 Can representativeness heuristic traders survive in a competitive securities market?
by Ying Luo, Guo
- 165-193 Is warrant really a derivative? Evidence from the Chinese warrant market
by Chang, Eric C. & Luo, Xingguo & Shi, Lei & Zhang, Jin E.
2012, Volume 15, Issue 2
- 127-150 Order revelation at market openings
by Chakraborty, Archishman & Pagano, Michael S. & Schwartz, Robert A.
- 151-180 Anatomy of a meltdown: The risk neutral density for the S&P 500 in the fall of 2008
by Birru, Justin & Figlewski, Stephen
- 181-206 Do expected business conditions explain the value premium?
by Fong, Wai Mun
- 207-232 Buy-side trades and sell-side recommendations: Interactions and information content
by Busse, Jeffrey A. & Clifton Green, T. & Jegadeesh, Narasimhan
- 233-257 Stock option contract adjustments: The case of special dividends
by Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E.
- 258-285 Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion
by Rhee, S. Ghon & Wu, Feng
- 286-327 Primary market characteristics and secondary market frictions of stocks
by Boehme, Rodney & Çolak, Gönül
2012, Volume 15, Issue 1
- 1-28 The information content of a limit order book: The case of an FX market
by Kozhan, Roman & Salmon, Mark
- 29-46 What does PIN identify? Evidence from the T-bill market
by Akay, Ozgur (Ozzy) & Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B.
- 47-80 An improved test for statistical arbitrage
by Jarrow, Robert & Teo, Melvyn & Tse, Yiu Kuen & Warachka, Mitch
- 81-107 The impact of naked short selling on the securities lending and equity market
by Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben
- 108-125 Noise-trading, costly arbitrage, and asset prices: Evidence from US closed-end funds
by Flynn, Sean Masaki
2011, Volume 14, Issue 4
- 515-539 Information misweighting and the cross-section of stock recommendations
by Martinez, Jose Vicente
- 540-567 Local market makers, liquidity and market quality
by Kedia, Simi & Zhou, Xing
- 568-604 Automation, speed, and stock market quality: The NYSE's Hybrid
by Hendershott, Terrence & Moulton, Pamela C.
- 605-624 Strategic trading by index funds and liquidity provision around S&P 500 index additions
by Green, T. Clifton & Jame, Russell
- 625-640 A computing bias in estimating the probability of informed trading
by William Lin, Hsiou-Wei & Ke, Wen-Chyan
2011, Volume 14, Issue 3
- 441-464 Carry trades, momentum trading and the forward premium anomaly
by Baillie, Richard T. & Chang, Sanders S.
- 465-493 The informational role of institutional investors and financial analysts in the market
by Chuang, Wen-I & Lee, Bong-Soo
- 494-513 Are momentum profits driven by the cross-sectional dispersion in expected stock returns?
by Bhootra, Ajay
2011, Volume 14, Issue 2
- 193-226 Geographic proximity and price discovery: Evidence from NASDAQ
by Anand, Amber & Gatchev, Vladimir A. & Madureira, Leonardo & Pirinsky, Christo A. & Underwood, Shane
- 227-258 Transparency matters: Price formation in the presence of order preferencing
by Lescourret, Laurence & Robert, Christian Y.
- 259-276 Stock price synchronicity and public firm-specificinformation
by Xing, Xuejing & Anderson, Randy
- 277-300 Capacity and factor timing effects in active portfoliomanagement
by Ciccotello, Conrad & Greene, Jason & Ling, Leng & Rakowski, David
- 301-322 Hedge fund return sensitivity to global liquidity
by Kessler, Stephan & Scherer, Bernd
- 323-343 Conventional mutual index funds versus exchange-traded funds
by Agapova, Anna
- 344-375 Effects of foreign ownership on payout policy: Evidence from the Korean market
by Jeon, Jin Q. & Lee, Cheolwoo & Moffett, Clay M.
- 376-410 Product market power and stock market liquidity
by Kale, Jayant R. & Loon, Yee Cheng
- 411-440 Patriotism in your portfolio
by Morse, Adair & Shive, Sophie
2011, Volume 14, Issue 1
- 1-46 What happened to the quants in August 2007? Evidence from factors and transactions data
by Khandani, Amir E. & Lo, Andrew W.
- 47-81 Order characteristics and the sources of commonality in prices and liquidity
by Corwin, Shane A. & Lipson, Marc L.
- 82-108 Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets
by Wang, Jianxin & Yang, Minxian
- 109-126 Why do only some Nasdaq firms switch to the NYSE? Evidence from corporate transactions
by Kedia, Simi & Panchapagesan, Venkatesh
- 127-160 Liquidity effect in OTC options markets: Premium or discount?
by Deuskar, Prachi & Gupta, Anurag & Subrahmanyam, Marti G.
- 161-192 Relative valuation and analyst target price forecasts
by Da, Zhi & Schaumburg, Ernst
2010, Volume 13, Issue 4
- 367-396 Speed, distance, and electronic trading: New evidence on why location matters
by Garvey, Ryan & Wu, Fei
- 397-421 The skinny on the 2008 naked short-sale restrictions
by Boulton, Thomas J. & Braga-Alves, Marcus V.
- 422-447 International asset allocation for incompletely-informed investors
by Gau, Yin-Feng & Hua, Mingshu & Wu, Wen-Lin
- 448-474 Daily institutional trades and stock price volatility in a retail investor dominated emerging market
by Li, Wei & Wang, Steven Shuye
- 475-500 Institutional ownership stability and the cost of debt
by Elyasiani, Elyas & Jia, Jingyi (Jane) & Mao, Connie X.
2010, Volume 13, Issue 3
- 321-343 The information content of option-implied volatility for credit default swap valuation
by Cao, Charles & Yu, Fan & Zhong, Zhaodong
- 344-366 Surprising information, the MDH, and the relationship between volatility and trading volume
by Park, Beum-Jo
2010, Volume 13, Issue 2
- 225-248 How asymmetric is U.S. stock market volatility?
by Ederington, Louis H. & Guan, Wei
- 249-267 Financial distress and idiosyncratic volatility: An empirical investigation
by Chen, Jing & Chollete, Lorán & Ray, Rina
- 268-294 Asset allocation and portfolio performance: Evidence from university endowment funds
by Brown, Keith C. & Garlappi, Lorenzo & Tiu, Cristian
- 295-320 How and when is dual trading irrelevant?
by Bernhardt, Dan & Taub, Bart
2010, Volume 13, Issue 1
- 1-19 A structural analysis of price discovery measures
by Yan, Bingcheng & Zivot, Eric
- 20-48 Option market liquidity: Commonality and other characteristics
by Cao, Melanie & Wei, Jason
- 49-76 Price, trade size, and information revelation in multi-period securities markets
by Ozsoylev, Han N. & Takayama, Shino
- 77-100 Do relative leverage and relative distress really explain size and book-to-market anomalies?
by Chou, Pin-Huang & Ko, Kuan-Cheng & Lin, Shinn-Juh
- 101-128 Whose trades convey information? Evidence from a cross-section of traders
by Menkhoff, Lukas & Schmeling, Maik
- 129-156 Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration
by Balvers, Ronald & Wu, Yangru
- 157-173 Short sales and trade classification algorithms
by Asquith, Paul & Oman, Rebecca & Safaya, Christopher
- 174-195 Confidence, opinions of market efficiency, and investment behavior of finance professors
by Doran, James S. & Peterson, David R. & Wright, Colby
- 196-223 Group affiliation and the performance of IPOs in the Indian stock market
by Marisetty, Vijaya B. & Subrahmanyam, Marti G.
2009, Volume 12, Issue 4
- 547-569 Systematic noise
by Barber, Brad M. & Odean, Terrance & Zhu, Ning
- 570-591 A tale of two time zones: The impact of substitutes on cross-listed stock liquidity
by Moulton, Pamela C. & Wei, Li
- 592-610 Spread behavior around board meetings for firms with concentrated insider ownership
by Mishra, Suchi & Rowe, Wei & Prakash, Arun & Ghosh, Dilip K.
- 611-644 Liquidity and capital structure
by Lipson, Marc L. & Mortal, Sandra
- 645-671 Locating decision rights: Evidence from the mutual fund industry
by Cashman, George D. & Deli, Daniel N.
- 672-702 Gone fishin': Seasonality in trading activity and asset prices
by Hong, Harrison & Yu, Jialin
- 703-726 The information content of trading halts
by Jiang, Christine & McInish, Thomas & Upson, James
- 727-753 Cleaning house: Stock reassignments on the NYSE
by Anand, Amber & Chakravarty, Sugato & Chuwonganant, Chairat
- 754-777 The value of combining the information content of analyst recommendations and target prices
by Huang, Joshua & Mujtaba Mian, G. & Sankaraguruswamy, Srinivasan
- 778-813 New low-frequency spread measures
by Holden, Craig W.
- 814-831 Daily income target effects: Evidence from a large sample of professional commodities traders
by Locke, Peter R. & Mann, Steven C.
- 832-869 Optimal execution of open-market stock repurchase programs
by Oded, Jacob
2009, Volume 12, Issue 3
- 337-367 Anonymity, liquidity and fragmentation
by Comerton-Forde, Carole & Tang, Kar Mei
- 368-390 Leveraged investor disclosures and concentrations of risk
by Ko, K. Jeremy
- 391-417 Option strategies: Good deals and margin calls
by Santa-Clara, Pedro & Saretto, Alessio
- 418-437 Measures of implicit trading costs and buy-sell asymmetry
by Hu, Gang
- 438-468 Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets Miller (1977)
by Boehme, Rodney D. & Danielsen, Bartley R. & Kumar, Praveen & Sorescu, Sorin M.
- 469-499 Credit ratings and the cross-section of stock returns
by Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander
- 500-520 Corporate debt issues and interest rate risk management: Hedging or market timing?
by Antoniou, Antonios & Zhao, Huainan & Zhou, Bilei
- 521-546 The other January effect: International, style, and subperiod evidence
by Stivers, Chris & Sun, Licheng & Sun, Yong
2009, Volume 12, Issue 2
- 143-172 Technology and liquidity provision: The blurring of traditional definitions
by Hasbrouck, Joel & Saar, Gideon
- 173-202 Using matched samples to test for differences in trade execution costs
by Davies, Ryan J. & Kim, Sang Soo
- 203-228 Intraday time and order execution quality dimensions
by Garvey, Ryan & Wu, Fei
- 229-267 Stock exchange merger and liquidity: The case of Euronext
by Nielsson, Ulf
- 268-289 The cross-market information content of stock and bond order flow
by Underwood, Shane
- 290-316 Daily short interest, idiosyncratic risk, and stock returns
by Au, Andrea S. & Doukas, John A. & Onayev, Zhan
- 317-336 Do individual investors learn from their trading experience?
by Nicolosi, Gina & Peng, Liang & Zhu, Ning