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