Overview

Journal of Financial Markets

ISSNs: 1386-4181

Elsevier BV, Netherlands

Scopus rating (2023): CiteScore 3.4 SJR 1.101 SNIP 1.077

Journal

Journal Metrics

1 - 12 out of 12Page size: 20

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Research Output

2024
Published
Extreme Illiquidity and Cross-Sectional Corporate Bond Returns
Chen, X., Wang, J., Wu, C. & Wu, D., Mar 2024, In: Journal of Financial Markets. 68, 100895.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2

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2023
Published
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, A. & Luo, D., Jun 2023, In: Journal of Financial Markets. 64, 100786.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3
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2022
Published
Jump and volatility risk in the cross-section of corporate bond returns
Chen, X., Wang, J. & Wu, C., Sept 2022, In: Journal of Financial Markets. 60, 100733.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 4
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2021
Published
Bank credit tightening, debt market frictions, and corporate yield spreads
Massa, M. & Zhang, L., Sept 2021, In: Journal of Financial Markets. 55, 100603.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1
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Published
Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses
Chen, W., Sept 2021, In: Journal of Financial Markets. 55, 100589.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 7
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Published
Local investor horizon clientele and IPO underpricing
Massa, M. & Zhang, L., Jun 2021, In: Journal of Financial Markets. 54, 100587.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 9
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2014
Published
Predictions of corporate bond excess returns
Lin, H., Wang, J. & Wu, C., Nov 2014, In: Journal of Financial Markets. 21, p. 123-152
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 19
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Published
A comprehensive study of liquidity before and after SEOs and SEO underpricing
He, Y., Wang, J. & Wei, K. C. J., Sept 2014, In: Journal of Financial Markets. 20, p. 61-78
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 10
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2013
Stock price synchronicity and liquidity
Chan, K., Hameed, A. & Kang, W., Aug 2013, In: Journal of Financial Markets. 16, 3, p. 414-438
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 79
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2007
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market
Chan, K., Menkveld, A. J. & Yang, Z., Nov 2007, In: Journal of Financial Markets. 10, 4, p. 391-415
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 79
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2005
Published
Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong
Ahn, H.-J., Cai, J. & Cheung, Y. L., Nov 2005, In: Journal of Financial Markets. 8, 4, p. 421-451
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 46
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2002
Market architecture: Limit-order books versus dealership markets
Viswanathan, S. & Wang, J. J. D., Apr 2002, In: Journal of Financial Markets. 5, 2, p. 127-167
Research output: Journal Publications and Reviews › RGC 62 - Review of books or of software (or similar publications/items) › peer-review
Scopus citations: 50
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