Journal of Financial Markets, September 2019

 Green Table of Contents


Volume 45

Pages 1-138




Make-take decisions under high-frequency trading competition

    Alejandro Bernales

    Pages 1-18

Link to preprint


Disposition sales and stock market liquidity

    Darwin Choi

    Pages 19-36

Link to preprint


How rigged are stock markets? Evidence from microsecond timestamps

    Robert P. Bartlett, Justin McCrary

    Pages 37-60

Link to preprint



The preholiday corporate announcement effect

    Don M. Autore, Danling Jiang

    Pages 61-82

Link to preprint



Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach

    Massimo Guidolin, Erwin Hansen, Manuela Pedio

    Pages 83-114

Link to preprint



The long-term impact of sovereign wealth fund investments

    Raphael Jonghyeon Park, Simon Xu, Francis In, Philip Inyeob Ji

    Pages 115-138

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