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
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 - 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 - 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 - 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 - 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 - 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 - 2014
- Published
Predictions of corporate bond excess returns
Lin, H., Wang, J. & Wu, C., Nov 2014, In: Journal of Financial Markets. 21, p. 123-152Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 19 - 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. 61-78Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 10 - 2013
Stock price synchronicity and liquidity
Chan, K., Hameed, A. & Kang, W., Aug 2013, In: Journal of Financial Markets. 16, 3, p. 414-438Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 79- 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. 391-415Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 79- 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. 421-451Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 46 - 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. 127-167Research output: Journal Publications and Reviews › RGC 62 - Review of books or of software (or similar publications/items) › peer-review
Scopus citations: 50