Journal of Financial Markets

Green Table of Contents



Volume 52

January 2021


Informed liquidity provision in a limit order market

    Michael Brolley, Katya Malinova

    Article 100566

Link to preprint


ETFs’ high overnight returns: The early liquidity provider gets the worm

    Marie-Eve Lachance

    Article 100563

Request copy from author via ResearchGate


Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan

    Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng, Ming-Hung Wu

    Article 100546

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Measurement of common risks in tails: A panel quantile regression model for financial returns

    Jozef Baruník, František Čech

    Article 100562

Link to preprint


The invisible burden

    Xin Liu, Chengxi Yin, Weinan Zheng

    Article 100561

Link to preprint


Cash conversion cycle and aggregate stock returns

    Qi Lin, Xi Lin

    Article 100560

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The economics of the financial market for volatility trading

    Xinfeng Ruan, Jin E. Zhang

    Article 100556

Link to preprint