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