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Editor: B. Lehmann
Editor: B. Lehmann
Series handle: RePEc:eee:finmar
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Content
2025, Volume 73, Issue C
- S1386418124000776 Coarse pricing in QE auctions
by Tsujimoto, Yusuke
- S1386418124000788 Does the threat of short selling discipline management? Evidence from default risk changes around regulation SHO
by Li, Keming & Nishikawa, Takeshi & Rao, Ramesh P.
- S1386418125000011 Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation
by Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji
- S1386418125000096 Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency
by Jiang, Hao & Ma, Yong & Wang, Tianyang
2025, Volume 72, Issue C
- S1386418124000545 Unintended consequence of high bid price exclusion in IPO auctions: Evidence from China
by Wu, Di & Cheng, Xiaoke & Chan, Kam C. & Gao, Shenghao
- S1386418124000636 Do short-sale constraints inhibit information acquisition? Evidence from regulation SHO
by Su, Lixin (Nancy) & Wong, Sonia Man-Lai & Xue, Yuan & Zhao, Xiaofeng
- S1386418124000648 An ETF-based measure of stock price fragility
by Galindo Gil, Hamilton & Lazo-Paz, Renato
- S1386418124000673 Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs
by Guo, Yang & Li, Lily Yuanzhi & Zhong, Hongda
- S138641812400065X The price evolution in financial markets under influence of published opinions
by Zhang, Xiaodi
2024, Volume 71, Issue C
- S1386418124000466 December doldrums, investor distraction, and the stock market reaction to unscheduled news events
by Chava, Sudheer & Paradkar, Nikhil
- S1386418124000478 Robinhood, Reddit, and the news: The impact of traditional and social media on retail investor trading
by Münster, Markus & Reichenbach, Felix & Walther, Martin
- S1386418124000491 Short selling and the pricing of PIN information risk
by Chen, Chen & Liang, Qiqi & Stivers, Chris & Sun, Licheng
- S1386418124000508 Asymmetry and the Cross-section of Option Returns
by Wang, Jianqiu & Wu, Ke & Yang, Sijie & Zhou, Dexin
- S1386418124000521 Can stock trading suspension calm down investors during market crises?
by Chen, Weihua & Huang, Jennifer & Shi, Donghui & Song, Zhongzhi
- S1386418124000533 Institutional investor cliques and stock price efficiency: Evidence from China
by Guo, Xiaodong & Pang, Caiji & Qiao, Zheng & Yao, Xiangkun
- S138641812400048X Arbitrage opportunities and efficiency tests in crypto derivatives
by Alexander, Carol & Chen, Xi & Deng, Jun & Wang, Tianyi
- S138641812400051X Financial congestion
by Okat, Deniz
2024, Volume 70, Issue C
- S1386418124000284 The role of options markets in corporate social responsibility
by Li, Fengfei & Lin, Chen & Lin, Tse-Chun & Shen, Sichen
- S1386418124000302 Search friction, liquidity risk, and bond misallocation
by Liu, Shuo
- S1386418124000314 Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data
by Hao, Xianfeng & Wang, Yudong & Wu, Chongfeng & Wu, Liangyu
- S1386418124000326 Firm visibility, liquidity, and valuation for thinly traded assets
by Han, Bing & Huang, Xinming & Liu, Qi & Liu, Yu-Jane
- S1386418124000338 Synchronous social media and the stock market
by Pyun, Chaehyun
- S1386418124000442 Margin trading, short selling, and information asymmetry
by Xu, Minggang & Zhang, Xueyong & Zhang, Yeqing
- S1386418124000454 The volatility of stock investor returns
by Dichev, Ilia D. & Zheng, Xin
- S138641812400034X Doctors managing mutual funds: Returns to specialization in asset management
by Kostovetsky, Leonard & Ratushny, Vladimir
2024, Volume 69, Issue C
- S1386418124000089 The price effect of temporary short-selling bans: Theory and evidence
by Tian, Haoshu & Yan, Xuemin (Sterling) & Zheng, Lingling
- S1386418124000144 Financial news media and volatility: Is there more to newspapers than news?
by Ashwin, Julian
- S1386418124000156 Stabilizing the financial markets through communication and informed trading
by Guo, Qi & Huang, Shao’an & Wang, Gaowang
- S1386418124000259 Leveraged trading and stock returns: Evidence from international stock markets
by Chen, Zhuo & Li, Pengfei & Wang, Zhengwei & Zhang, Bohui
- S1386418124000260 Fundamental characteristics, machine learning, and stock price crash risk
by Jiang, Fuwei & Ma, Tian & Zhu, Feifei
- S1386418124000272 Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market
by Yuferova, Darya
- S1386418124000296 Strategic trading as a response to short sellers
by Di Maggio, Marco & Franzoni, Francesco & Massa, Massimo & Tubaldi, Roberto
2024, Volume 68, Issue C
- S1386418123000782 Corporate bond price reversals
by Ivashchenko, Alexey
- S1386418123000794 Price formation in field prediction markets: The wisdom in the crowd
by Bossaerts, Frederik & Yadav, Nitin & Bossaerts, Peter & Nash, Chad & Todd, Torquil & Rudolf, Torsten & Hutchins, Rowena & Ponsonby, Anne-Louise & Mattingly, Karl
- S1386418123000800 Understanding the impacts of dark pools on price discovery
by Ye, Linlin
- S1386418124000090 Institutional herding and investor sentiment
by Guo, Xu & Gu, Chen & Zhang, Chengping & Li, Shenru
- S1386418124000107 The impact of margin requirements on voluntary clearing decisions
by Onur, Esen & Reiffen, David & Sharma, Rajiv
- S1386418124000119 Are fund managers rewarded for taking cyclical risks?
by Ryan, Ellen
- S1386418124000120 Intraday variation in cross-sectional stock comovement and impact of index-based strategies
by Shen, Yiwen & Shi, Meiqi
- S1386418124000132 Extreme illiquidity and cross-sectional corporate bond returns
by Chen, Xi & Wang, Junbo & Wu, Chunchi & Wu, Di
2024, Volume 67, Issue C
- S1386418123000496 The lead–lag relation between VIX futures and SPX futures
by Bangsgaard, Christine & Kokholm, Thomas
- S1386418123000538 Informed trading prior to financial misconduct: Evidence from option markets
by Li, Keming
- S1386418123000654 Private information disclosure in the secondary loan market and its impact on equity market trading costs
by Saunders, Anthony & Shao, Pei & Xiao, Yuchao
- S1386418123000666 Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases
by Stivers, Chris & Sun, Licheng & Saha, Sounak
- S1386418123000678 Business seasonality and stock liquidity
by Marks, Joseph M. & Shang, Chenguang
- S1386418123000691 Disentangling the supply and announcement effects of open market operations
by Bulusu, Narayan
- S138641812300054X Do analysts distribute negative opinions earlier?
by Yang, Yanhua Sunny & Yung, Chris
- S138641812300068X Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program
by Deng, Mengdie & Lin, Tse-Chun & Zhou, Jiayu
2023, Volume 66, Issue C
- S1386418123000332 Quarterly investment spikes, stock returns, and the investment factor
by Altieri, Michela & Schnitzler, Jan
- S1386418123000332 Quarterly investment spikes, stock returns, and the investment factor
by Altieri, Michela & Schnitzler, Jan
- S1386418123000381 Price bands and their effects on equity markets: Evidence from a natural experiment
by Gatchev, Vladimir A. & Seth, Rama & Singh, Ajai & Vishwanatha, S.R.
- S1386418123000381 Price bands and their effects on equity markets: Evidence from a natural experiment
by Gatchev, Vladimir A. & Seth, Rama & Singh, Ajai & Vishwanatha, S.R.
- S1386418123000472 Retail trading and analyst coverage
by Martineau, Charles & Zoican, Marius
- S1386418123000472 Retail trading and analyst coverage
by Martineau, Charles & Zoican, Marius
- S1386418123000484 Order splitting and interacting with a counterparty
by van Kervel, Vincent & Kwan, Amy & Westerholm, P. Joakim
- S1386418123000484 Order splitting and interacting with a counterparty
by van Kervel, Vincent & Kwan, Amy & Westerholm, P. Joakim
- S1386418123000502 Who trades at the close? Implications for price discovery and liquidity
by Bogousslavsky, Vincent & Muravyev, Dmitriy
- S1386418123000502 Who trades at the close? Implications for price discovery and liquidity
by Bogousslavsky, Vincent & Muravyev, Dmitriy
- S1386418123000514 The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave
by Rzayev, Khaladdin & Ibikunle, Gbenga & Steffen, Tom
- S1386418123000514 The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave
by Rzayev, Khaladdin & Ibikunle, Gbenga & Steffen, Tom
- S1386418123000526 Climate risks and state-level stock market realized volatility
by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
- S1386418123000526 Climate risks and state-level stock market realized volatility
by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
- S1386418123000563 Mood, attention, and household trading: Evidence from terrorist attacks
by Wang, Albert Y. & Young, Michael
- S1386418123000563 Mood, attention, and household trading: Evidence from terrorist attacks
by Wang, Albert Y. & Young, Michael
- S138641812300037X Insider trading regulation and trader migration
by Merl, Robert & Palan, Stefan & Schmidt, Dominik & Stöckl, Thomas
- S138641812300037X Insider trading regulation and trader migration
by Merl, Robert & Palan, Stefan & Schmidt, Dominik & Stöckl, Thomas
2023, Volume 65, Issue C
- S1386418123000198 The exit choices of European private firms: A dynamic empirical analysis
by Chemmanur, Thomas J. & Signori, Andrea & Vismara, Silvio
- S1386418123000290 Banning dark pools: Venue selection and investor trading costs
by Neumeier, Christian & Gozluklu, Arie & Hoffmann, Peter & O’Neill, Peter & Suntheim, Felix
- S1386418123000307 Daily short selling around reverse stock splits
by Blau, Benjamin M. & Cox, Justin S. & Griffith, Todd G. & Voges, Ryan
- S1386418123000319 Common short selling and excess comovement: Evidence from a sample of LSE stocks
by Geraci, Marco Valerio & Gnabo, Jean-Yves & Veredas, David
- S1386418123000320 Options-based systemic risk, financial distress, and macroeconomic downturns
by Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide
- S1386418123000344 Dissecting the listing gap: Mergers, private equity, or regulation?
by Lattanzio, Gabriele & Megginson, William L. & Sanati, Ali
- S1386418123000356 Information flow and credit rating announcements
by Khorram, Mehdi & Mo, Haitao & Sanger, Gary C.
- S1386418123000368 Newspapers tone and the overnight-intraday stock return anomaly
by Saadon, Yossi & Schreiber, Ben Z.
- S1386418123000393 Surprise in short interest
by Hanauer, Matthias X. & Lesnevski, Pavel & Smajlbegovic, Esad
- S1386418123000551 The disappearing profitability of volatility-managed equity factors
by Angelidis, Timotheos & Tessaromatis, Nikolaos
- S1386418123000575 Does stock market rescue affect investment efficiency in the real sector?
by Jin, Ling & Li, Zhisheng & Lu, Lei & Ni, Xiaoran
2023, Volume 64, Issue C
- S1386418122000635 Tracking speculative trading
by Boos, Dominik & Grob, Linus
- S1386418122000647 Transaction costs, frequent trading, and stock prices
by Isaenko, Sergey
- S1386418122000714 Profitability anomaly and aggregate volatility risk
by Barinov, Alexander
- S1386418122000751 A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
by Carverhill, Andrew & Luo, Dan
- S1386418122000763 Are mutual fund managers good gamblers?
by Stein, Roberto
- S1386418122000775 Machine invasion: Automation in information acquisition and the cross-section of stock returns
by Pungaliya, Raunaq S. & Wang, Yanbo
- S1386418122000787 Risk disclosure in IPO advertisement and the quality of the firm
by Katti, Supriya & Lawrence, Edward R. & Raithatha, Mehul
- S1386418122000799 Options market ambiguity and its information content
by Chen, Qiang & Han, Yu
- S1386418122000891 Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs
by Ikeda, Naoshi
- S1386418122000908 Equity premium prediction: The role of information from the options market
by Alexandridis, Antonios K. & Apergis, Iraklis & Panopoulou, Ekaterini & Voukelatos, Nikolaos
- S1386418123000010 COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading
by Chung, Kee H. & Chuwonganant, Chairat
- S1386418123000022 Job postings and aggregate stock returns
by Kothari, Pratik & O’Doherty, Michael S.
- S1386418123000034 Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds
by Xu, Hui & Pennacchi, George G.
- S1386418123000125 Spillover effects between liquidity risks through endogenous debt maturity
by Wei, Xu & Xiao, Xiao & Zhou, Yi & Zhou, Yimin
- S1386418123000137 Modern OTC market structure and liquidity: The tale of three tiers
by Davis, Ryan & Griffith, Todd & Van Ness, Bonnie & Van Ness, Robert
- S1386418123000149 Spoilt for choice: Determinants of market shares in fragmented equity markets
by Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian
- S1386418123000150 Arbitrage in the market for cryptocurrencies
by Crépellière, Tommy & Pelster, Matthias & Zeisberger, Stefan
- S1386418123000162 Sequential entry in illiquid markets
by Fardeau, Vincent
- S1386418123000174 On the choice of central counterparties in the EU
by Demange, Gabrielle & Piquard, Thibaut
- S1386418123000186 The role of idiosyncratic jumps in stock markets
by Lee, Suzanne S.
- S138641812200074X Liquid speed: A micro-burst fee for low-latency exchanges
by Brolley, Michael & Zoican, Marius
- S138641812200091X Strategic trading by insiders in the presence of institutional investors
by Hoang, Lai T. & Wee, Marvin & Yang, Joey Wenling
2023, Volume 63, Issue C
- S1386418122000544 Net buying pressure and the information in bitcoin option trades
by Alexander, Carol & Deng, Jun & Feng, Jianfen & Wan, Huning
- S1386418122000556 Stock illiquidity and option returns
by Kanne, Stefan & Korn, Olaf & Uhrig-Homburg, Marliese
- S1386418122000568 Informed options strategies before corporate events
by Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Orłowski, Piotr & Subrahmanyam, Marti G.
- S1386418122000581 Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup
by Drummond, Philip A.
- S1386418122000593 Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation
by Faias, José Afonso
- S1386418122000611 Firm fundamentals and the cross-section of implied volatility shapes
by Chen, Ding & Guo, Biao & Zhou, Guofu
- S1386418122000623 ETF ownership and firm-specific information in corporate bond returns
by Rhodes, Meredith E. & Mason, Joseph R.
- S138641812200057X Finding information in obvious places: Work connections and mutual fund investment ideas
by Genc, Egemen & Shirley, Sara E. & Stark, Jeffrey R. & Tran, Hai
- S138641812200060X The Bank of Japan's equity purchases and stock illiquidity
by El Kalak, Izidin & Leung, Woon Sau & Takahashi, Hidenori & Yamada, Kazuo
2023, Volume 62, Issue C
- S1386418122000325 Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns
by Ainsworth, Andrew & Lee, Adrian D.
- S1386418122000465 The race to exploit anomalies and the cost of slow trading
by Kaplanski, Guy
- S1386418122000477 Investor sentiment, style investing, and momentum
by Ashour, Samar & Hao, Grace Qing & Harper, Adam
- S1386418122000489 Gender, learning, and earnings estimate accuracy
by Bhagwat, Vineet & Shirley, Sara E. & Stark, Jeffrey R.
- S1386418122000490 Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic
by Xu, Liao & Zhang, Xuan & Zhao, Jing
- S1386418122000507 Local institutional investors and debt maturity
by Wang, Qin (Emma) & Zhang, Jun
- S1386418122000519 Climate risks and realized volatility of major commodity currency exchange rates
by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
- S1386418122000520 Market power, ambiguity, and market participation
by Qiu, Zhigang & Wang, Yanyi & Zhang, Shunming
- S1386418122000532 When is the order-to-trade ratio fee effective?
by Aggarwal, Nidhi & Panchapagesan, Venkatesh & Thomas, Susan
2022, Volume 61, Issue C
- S1386418121000598 Media abnormal tone, earnings announcements, and the stock market
by Ardia, David & Bluteau, Keven & Boudt, Kris
- S1386418121000768 Does the U.S. president affect the stock market?
by Montone, Maurizio
- S1386418122000131 The alphas of beta and idiosyncratic volatility
by Poon, Percy & Yao, Tong & Zhang, Andrew (Jianzhong)
- S1386418122000246 Climate events and return comovement
by Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat
- S1386418122000271 The visible hand: benchmarks, regulation, and liquidity
by Aquilina, Matteo & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom
- S1386418122000283 Back to the futures: When short selling is banned
by Jiang, George J. & Shimizu, Yoshiki & Strong, Cuyler
- S1386418122000295 Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
by Long, Huaigang & Zaremba, Adam & Zhou, Wenyu & Bouri, Elie
- S1386418122000313 Hidden liquidity, market quality, and order submission strategies
by Lee, Albert J. & Chung, Kee H.
- S138641812200012X Mutual fund preference for pure-play firms
by Jordan, Bradford D. & Li, Ang & Liu, Mark H.
2022, Volume 60, Issue C
- S1386418121000720 Financial leverage and stock return comovement
by Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P.
- S1386418121000744 Bond risk’s role in the equity risk-return tradeoff
by Bansal, Naresh & Stivers, Chris
- S1386418121000756 Who should buy stocks when volatility spikes?
by Schneider, Andrés
- S1386418122000027 Legal risk and information spillover through private lender reports
by de Jong, Abe & Kooijmans, Tim & Veld, Chris
- S1386418122000039 Jumps in stock prices: New insights from old data
by Johnson, James A. & Medeiros, Marcelo C. & Paye, Bradley S.
- S1386418122000118 Transaction fees: Impact on institutional order types, commissions, and execution quality
by O’Donoghue, Shawn M.
- S1386418122000234 Liquidity components: Commonality in liquidity, underreaction, and equity returns
by Ince, Baris
- S1386418122000301 Investor attention and municipal bond returns
by Cornaggia, Kimberly & Hund, John & Nguyen, Giang
- S138641812200026X Jump and volatility risk in the cross-section of corporate bond returns
by Chen, Xi & Wang, Junbo & Wu, Chunchi
2022, Volume 59, Issue PB
- S1386418121000021 Asset pricing with data revisions
by Borup, Daniel & Schütte, Erik Christian Montes
- S1386418121000264 Trading costs of private debt
by Keßler, Andreas & Mählmann, Thomas
- S1386418121000276 Investor short-termism and real investment
by Rösch, Dominik M. & Subrahmanyam, Avanidhar & van Dijk, Mathijs A.
- S1386418121000288 Recovery from fast crashes: Role of mutual funds
by Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya
- S1386418121000379 Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds
by Han, Song & Huang, Alan Guoming & Kalimipalli, Madhu & Wang, Ke
- S1386418121000380 Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China
by Fang, Xuyun & Jiang, Zhiqian & Liu, Baixiao & McConnell, John J. & Zhou, Mingshan
- S1386418121000392 Does air pollution affect seasoned equity offering pricing? Evidence from investor bids
by Han, Lin & Cheng, Xiaoke & Chan, Kam C. & Gao, Shenghao
- S1386418121000409 Tick Size Pilot Program and price discovery in U.S. stock markets
by Chakrabarty, Bidisha & Cox, Justin & Upson, James E.
- S1386418121000410 Is the index efficient? A worldwide tour with stochastic dominance
by Kolokolova, Olga & Le Courtois, Olivier & Xu, Xia
- S1386418121000562 Betting against analyst target price
by Han, Chulwoo & Kang, Jangkoo & Kim, Sun Yung
- S1386418121000616 Predictive information in corporate bond yields
by Guo, Xu & Lin, Hai & Wu, Chunchi & Zhou, Guofu
2022, Volume 59, Issue PA
- S1386418121000422 Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks
by Greenwood-Nimmo, Matthew & Tarassow, Artur
- S1386418121000434 Central clearing and loss allocation rules
by Cucic, Dominic
- S1386418121000446 Sidedness in the interbank market
by Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn
- S1386418121000550 Price impact versus bid–ask spreads in the index option market
by Kaeck, Andreas & van Kervel, Vincent & Seeger, Norman J.
- S1386418121000574 The repo channel of cross-border lending in the European sovereign debt crisis
by Luque, Jaime
- S1386418121000586 Spread position as a leading economic indicator
by Park, Yang-Ho
- S1386418121000604 Are retail investors less aggressive on small price stocks?
by Métais, Carole & Roger, Tristan
- S1386418121000628 Contagious margin calls: How COVID-19 threatened global stock market liquidity
by Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne
- S1386418122000015 Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation
by Hauser, Shmuel & Kedar-Levy, Haim & Milo, Orit
- S1386418122000106 Standardization, transparency initiatives, and liquidity in the CDS market
by Daures-Lescourret, Laurence & Fulop, Andras
- S1386418122000222 Realizing correlations across asset classes
by Grønborg, Niels S. & Lunde, Asger & Olesen, Kasper V. & Vander Elst, Harry
- S1386418122000258 Transparency in fragmented markets: Experimental evidence
by Hendershott, Terrence & Wee, Marvin & Wen, Yuanji
2022, Volume 58, Issue C
- S1386418121000033 Fast traders make a quick buck: The role of speed in liquidity provision
by Baldauf, Markus & Mollner, Joshua
- S1386418121000148 Speed segmentation on exchanges: Competition for slow flow
by Anderson, Lisa & Andrews, Emad & Devani, Baiju & Mueller, Michael & Walton, Adrian
- S1386418121000173 Inferring trade directions in fast markets
by Jurkatis, Simon
- S1386418121000306 Option trading volume by moneyness, firm fundamentals, and expected stock returns
by Zhou, Yi
- S1386418121000458 The shrinking stock market
by McDonald, Michael B.
- S1386418121000549 Friend or foe: On a common shareholder relationship between mutual funds and public companies
by Lin, Shu & Tian, Shu & Zheng, Lu
- S1386418121000732 Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange
by Park, Seongkyu “Gilbert” & Suen, Wing & Wan, Kam-Ming
- S138641812100029X Options listings and loan contract terms: Information versus risk-shifting
by Do, Viet & Truong, Cameron & Vu, Tram
2022, Volume 57, Issue C
- S1386418120300689 R&D information quality and stock returns
by Huang, Tao & Li, Junye & Wu, Fei & Zhu, Ning
- S1386418120300835 Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
by Pan, Ging-Ginq & Shiu, Yung-Ming & Wu, Tu-Cheng
- S1386418120300847 Who is buying and (not) lending when shorts are selling?
by Blocher, Jesse & Zhang, Chi
- S1386418120300859 Hedge fund hold ’em
by Lu, Yan & Mortal, Sandra & Ray, Sugata
- S1386418120300860 Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs
by Wang, Xinjie & Zhong, Zhaodong (Ken)
- S1386418121000112 The equilibrium prices of auction IPO securities: Empirical evidence
by Petkevich, Alex & Samdani, Taufique
- S138641812100001X Intraday time series momentum: Global evidence and links to market characteristics
by Li, Zeming & Sakkas, Athanasios & Urquhart, Andrew
- S138641812100015X Financial integration in the EU28 equity markets: Measures and drivers
by Nardo, M. & Ossola, E. & Papanagiotou, E.
- S138641812100063X Attention: How high-frequency trading improves price efficiency following earnings announcements
by Chakrabarty, Bidisha & Moulton, Pamela C. & Wang, Xu (Frank)
2021, Volume 56, Issue C
- S1386418120300549 Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies?
by Byoun, Soku & Han, Seung Hun & Shin, Yoon S.
- S1386418120300574 Does it pay to follow anomalies research? Machine learning approach with international evidence
by Tobek, Ondrej & Hronec, Martin
- S1386418120300598 Optimal contract for asset trades: Collateralizing or selling?
by Kang, Kee-Youn
- S1386418120300677 Investment styles and the multiple testing of cross-sectional stock return predictability
by Vincent, Kendro & Hsu, Yu-Chin & Lin, Hsiou-Wei
- S1386418120300690 Does shareholder litigation affect the corporate information environment?
by Le, Nhan & Nguyen, Duc Duy & Sila, Vathunyoo
- S1386418120300744 The pricing of the illiquidity factor’s conditional risk with time-varying premium
by Amihud, Yakov & Noh, Joonki
- S1386418120300756 Financial oligopolies and parallel exclusion in the credit default swap markets
by Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui
2021, Volume 55, Issue C
- S1386418120300495 Overselling winners and losers: How mutual fund managers' trading behavior affects asset prices
by An, Li & Argyle, Bronson
- S1386418120300550 LIBOR's poker
by Chen, Jiakai
- S1386418120300586 Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses
by Chen, Wen
- S1386418120300665 Stock liquidity and default risk around the world
by Nadarajah, Sivathaasan & Duong, Huu Nhan & Ali, Searat & Liu, Benjamin & Huang, Allen
- S1386418120300707 Do speed bumps curb low-latency investment? Evidence from a laboratory market
by Khapko, Mariana & Zoican, Marius
- S1386418120300720 Bank credit tightening, debt market frictions, and corporate yield spreads
by Massa, Massimo & Zhang, Lei
- S1386418120300768 Asymmetric information in the equity market and information flow from the equity market to the CDS market
by Park, Heewoo & Kim, Tong Suk & Park, Yuen Jung
2021, Volume 54, Issue C
- S1386418120300501 Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors
by Procasky, William J.
- S1386418120300525 Speed and learning in high-frequency auctions
by Haas, Marlene & Khapko, Mariana & Zoican, Marius
- S1386418120300537 Nothing but noise? Price discovery across cryptocurrency exchanges
by Dimpfl, Thomas & Peter, Franziska J.
- S1386418120300562 Local investor horizon clientele and IPO underpricing
by Massa, Massimo & Zhang, Lei
- S1386418120300719 Broker routing decisions in limit order markets
by Cimon, David A.
- S1386418120300732 Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration
by Kim, Donghan & Kim, Hyun-Dong & Joe, Denis Yongmin & Oh, Ji Yeol Jimmy
- S1386418120300872 Noise traders incarnate: Describing a realistic noise trading process
by Peress, Joel & Schmidt, Daniel
- S1386418121000161 Information processing on equity prices and exchange rate for cross-listed stocks
by Scherrer, Cristina Mabel
2021, Volume 53, Issue C
Printed from https://ideas.repec.org/s/eee/finmar.html
