Journal of Financial Markets

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

Research Output

  1. 2024
  2. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 2
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  3. 2023
  4. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 3
    Check@CityULib
  5. 2022
  6. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 4
    Check@CityULib
  7. 2021
  8. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 1
    Check@CityULib
  9. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 7
    Check@CityULib
  10. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 9
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  11. 2014
  12. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 19
    Check@CityULib
  13. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 10
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  14. 2013
  15. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 79
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  16. 2007
  17. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 79
    Check@CityULib
  18. 2005
  19. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 46
    Check@CityULib
  20. 2002
  21. 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 ReviewsRGC 62 - Review of books or of software (or similar publications/items)peer-review

    Scopus citations: 50
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