Journal of Financial Markets

Green Table of Contents



Volume 50

September 2020


Intraday market making with overnight inventory costs

    Tobias Adrian, Agostino Capponi, Michael Fleming, Erik Vogt, Hongzhong Zhang

Link to preprint



The information content of real operating performance measures from the airline industry

    Paul Borochin

Link to preprint


Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha--UP

    Rong Ding, Hang Zhou, Yifan Li

Link to preprint



The yield curve and the stock market: Mind the long run

    Gonçalo Faria, Fabio Verona

Link to preprint



Insider trading ahead of cyber breach announcements

    Zhaoxin Lin, Travis R.A. Sapp, Jackie Rees Ulmer, Rahul Parsa

Link to preprint


In law we trust: Lawyer CEOs and stock liquidity

    Mia Hang Pham

Request copy from author via ResearchGate



The overnight return puzzle and the “T+1” trading rule in Chinese stock markets

    Kenan Qiao, Lammertjan Dam

Link to preprint