Journal of Finance
Journal of Finance
ISSNs: 0022-1082
Additional searchable ISSN (electronic): 1540-6261
Wiley Blackwell, United States
Scopus rating (2023): CiteScore 12.9 SJR 19.139 SNIP 4.858
Journal
Research Output
- 2024
- Accepted/In press/Filed
Privacy and Team Incentives
Buffa, A. M., LIU, Q. & White, L., 22 Aug 2024, (Accepted/In press/Filed) In: Journal of Finance.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 2023
- Published
Option Momentum
Heston, S. L., Jones, C. S., Khorram, M., Li, S. & Mo, H., Dec 2023, In: Journal of Finance. 78, 6, p. 3141-3192Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 6 - 2020
- Published
Taming the Factor Zoo: A Test of New Factors
FENG, G., GIGLIO, S. & XIU, D., Jun 2020, In: The Journal of Finance. 75, 3, p. 1327-1370Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 246 - 2019
- Published
Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence
Halim, E., Riyanto, Y. E. & Roy, N., Aug 2019, In: Journal of Finance. 74, 4, p. 1975-2010Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 23 - Published
Time-Varying Asset Volatility and the Credit Spread Puzzle
DU, D., Elkamhi, R. & Ericsson, J., Aug 2019, In: Journal of Finance. 74, 4, p. 1841-1885Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 46 - 2016
- Published
“Lucas” in the Laboratory
Asparouhova, E., Bossaerts, P., Roy, N. & Zame, W., Dec 2016, In: Journal of Finance. 71, 6, p. 2727-2780Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 30 - 2014
- Published
Why do firms evade taxes? The role of information sharing and financial sector outreach
Beck, T., Lin, C. & Ma, Y., Apr 2014, In: Journal of Finance. 69, 2, p. 763-817Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 121 - 2012
Regulatory Arbitrage and International Bank Flows
Houston, J. F., Lin, C. & Ma, Y., Oct 2012, In: Journal of Finance. 67, 5, p. 1845-1895Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 195- 2011
- Published
The Real and Financial Implications of Corporate Hedging
Campello, M., Lin, C., Ma, Y. & Zou, H., Oct 2011, In: Journal of Finance. 66, 5, p. 1615-1647Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 181 - 2009
- Published
Are liquidity and information risks priced in the treasury bond market?
Li, H., Wang, J., Wu, C. & He, Y., Feb 2009, In: Journal of Finance. 64, 1, p. 467-503Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 62 - 2008
Information asymmetry and asset prices: Evidence from the China foreign share discount
Chan, K., Menkveld, A. J. & Yang, Z., Feb 2008, In: Journal of Finance. 63, 1, p. 159-196Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 230- 2005
What determines the domestic bias and foreign bias? Evidence from mutual fund equity allocations worldwide
Chan, K., Covrig, V. & Ng, L., Jun 2005, In: Journal of Finance. 60, 3, p. 1495-1534Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 460- 2003
What if Trading Location Is Different from Business Location? Evidence from the Jardine Group
Chan, K., Hameed, A. & Lau, S. T., Jun 2003, In: Journal of Finance. 58, 3, p. 1221-1246Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 67- 2001
Limit orders, depth, and volatility: Evidence from the stock exchange of Hong Kong
Ahn, H., Bae, K. & Chan, K., Apr 2001, In: Journal of Finance. 56, 2, p. 767-788Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 150- 2000
Depositary receipts, country funds, and the peso crash: The intraday evidence
Bailey, W., Chan, K. & Chung, Y. P., 2000, In: Journal of Finance. 55, 6, p. 2693-2717Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 32- 1993
Why Option Prices Lag Stock Prices: A Trading‐based Explanation
CHAN, K., CHUNG, Y. P. & JOHNSON, H., Dec 1993, In: The Journal of Finance. 48, 5, p. 1957-1967Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 120Imperfect Information and Cross‐Autocorrelation among Stock Prices
CHAN, K., Sept 1993, In: The Journal of Finance. 48, 4, p. 1211-1230Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 87- 1992
Stock Price Dynamics and Firm Size: An Empirical investigation
CHEUNG, Y. & NG, L. K., Dec 1992, In: The Journal of Finance. 47, 5, p. 1985-1997Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 142- 1984
The Structure of Asset Prices and Socially Useless/Useful Information
OHLSON, J. A., Dec 1984, In: The Journal of Finance. 39, 5, p. 1417-1435Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2- 1982
Sufficient and Necessary Conditions for Information to have Social Value in Pure Exchange
HAKANSSON, N. H., KUNKEL, J. G. & OHLSON, J. A., Dec 1982, In: The Journal of Finance. 37, 5, p. 1169-1181Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 76