Journal of Financial Markets

Green Table of Contents



Volume 51

November 2020


Predicting the equity premium with the implied volatility spread

    Charles Cao, Timothy Simin, Han Xiao

    Article 100531

Link to preprint



Self-fulfilling arbitrages necessitate crash risk

    Dong-Hyun Ahn, Soohun Kim, Kyoungwon Seo

    Article 100547

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Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets

    Sirio Aramonte, Paweł J. Szerszeń

    Article 100559

Link to preprint



Costly index investing in foreign markets

    Alvaro Pedraza, Fredy Pulga, Jose Vasquez

    Article 100509

Link to preprint



Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns

    Michael Melvin, Wenqiang Pan, Petra Wikstrom

    Article 100545

Link to preprint


The choice of SEO method in Korea: Rights vs. public offers

    Ju Hyun Kim, Kyojik Song

    Article 100532

Link to preprint



ETF use among actively managed mutual fund portfolios

    D. Eli Sherrill, Sara E. Shirley, Jeffrey R. Stark

    Article 100529

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The role of an aligned investor sentiment index in predicting bond risk premia of the U.S

    Oğuzhan Çepni, I. Ethem Guney, Rangan Gupta, Mark E. Wohar

    Article 100541

Link to preprint