Journal of Financial Markets

Journal of Financial Markets

ISSNs: 1386-4181

Elsevier BV, Netherlands

Scopus rating (2022): CiteScore 3.7 SJR 1.518 SNIP 1.559

Journal

Journal Metrics
1 - 9 out of 9Page size: 20

Research Output

  1. 2022
  2. Online published

    A Bayesian analysis of time-varying jump risk in S&P 500 returns and options

    Carverhill, A. & Luo, D., 10 Sept 2022, (Online published) In: Journal of Financial Markets. 100786.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
    Check@CityULib
  3. 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, 22, 62) › 21_Publication in refereed journal › peer-review

    Check@CityULib
  4. 2021
  5. 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, 22, 62) › 21_Publication in refereed journal › peer-review

    Check@CityULib
  6. 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, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 3
    Check@CityULib
  7. 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, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 6
    Check@CityULib
  8. 2014
  9. 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, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 16
    Check@CityULib
  10. 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, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 8
    Check@CityULib
  11. 2005
  12. Published

    Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong

    Ahn, H., 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, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 39
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  13. 2002

  14. 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: 21, 22, 62) › 62_Review of books or of software (or similar publications/items) › peer-review

    Scopus citations: 40
    Check@CityULib