Journal of Financial Markets

Green Table of Contents


Volume 48

March 2020


The leverage ratio and liquidity in the gilt and gilt repo markets

    Andreea Bicu-Lieb, Louisa Chen, David Elliott

Link to preprint



Expected issuance fees and market liquidity

    Boyd Buis, Mary Pieterse-Bloem, Willem F.C. Verschoor, Remco C.J. Zwinkels

Link to preprint



Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes

    Haim Kedar-Levy

Link to preprint


Volatility-of-volatility and the cross-section of option returns

    Xinfeng Ruan

Link to preprint


Tales of tails: Jumps in currency markets

    Suzanne S. Lee, Minho Wang

Link to preprint



Credit default swaps and market information

    Hiroshi Osano

Request copy from author via ResearchGate