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
ETFs’ high overnight returns: The early liquidity provider
gets the worm
Marie-Eve Lachance
Article 100563
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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
The invisible burden
Xin Liu, Chengxi Yin, Weinan Zheng
Article 100561
Cash conversion cycle and aggregate stock returns
Qi Lin, Xi Lin
Article 100560
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copy from authors via ResearchGate
The economics of the financial market for volatility trading
Xinfeng Ruan, Jin
E. Zhang
Article 100556