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Journal of Financial Markets

中文名称：金融市场杂志

ISSN：1386-4181
出版周期：Quarterly

发文量：195

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1.Evolution of historical prices in momentum investing

机译：动量投资中历史价格的演变
- 作者：Chen Li-Wen;Yu Hsin-Yi;Wang Wen-Kai
- 期刊名称：《Journal of Financial Markets》 | 2018年第1期
- Momentum;
- Historical price evolution;
- Extrapolation;
- Overreaction;
2.What options to trade and when: Evidence from seasoned equity offerings

机译：什么时候交易选择什么：来自经验丰富的股票发行的证据
- 作者：Kim Donghan;Kim Jun Sik;Seo Sung Won
- 期刊名称：《Journal of Financial Markets》 | 2018年第1期
- Seasoned equity offerings;
- Option-implied skewness;
- Informed trading;
- Investment timing;
- Investment horizon;
- LEAPS;
3.Intraday momentum in FX markets: Disentangling informed trading from liquidity provision

机译：外汇市场的日内动能：将知情交易与流动性准备金分开
- 作者：Elaut Gert;Frommel Michael;Lampaert Kevin
- 期刊名称：《Journal of Financial Markets》 | 2018年第1期
- Informed trading;
- Intraday;
- Liquidity;
- Momentum;
4.Inflation and equity mutual fund flows

机译：通货膨胀和股票共同基金流动
- 作者：Krishnamurthy Srinivasan;Pelletier Denis;Warr Richard S.
- 期刊名称：《Journal of Financial Markets》 | 2018年第1期
- Mutual funds;
- Fund flows;
- Inflation illusion;
- Equity valuation;
5.Throttling hyperactive robots - Order-to-trade ratios at the Oslo Stock Exchange

机译：节流型超级机器人-奥斯陆证券交易所的订单/交易比率
- 作者：Jorgensen Kjell;Skjeltorp Johannes;Odegaard Bernt Arne
- 期刊名称：《Journal of Financial Markets》 | 2018年第1期
- High frequency trading;
- Regulation;
- Order-to-trade ratio;
6.Market volatility and stock returns: The role of liquidity providers

机译：市场波动与股票收益：流动性提供者的作用
- 作者：Chung Kee H.;Chuwonganant Chairat
- 期刊名称：《Journal of Financial Markets》 | 2018年第1期
- Risk premium;
- Illiquidity premium;
- VIX;
- Market structure;
7.Do co-jumps impact correlations in currency markets?

机译：共同跳跃会影响货币市场的相关性吗？
- 作者：Barunik Jozef;Vacha Lukas
- 期刊名称：《Journal of Financial Markets》 | 2018年第1期
- Co-jumps;
- Currency markets;
- Realized covariance;
- Wavelets;
- Bootstrap;
8.Politics and liquidity

机译：政治与流动性
- 作者：Marshall Ben R.;Nguyen Hung T.;Nguyen Nhut H.;Visaltanachoti Nuttawat
- 期刊名称：《Journal of Financial Markets》 | 2018年第3期
- Liquidity;
- Politics;
- Information asymmetry;
- Economic policy uncertainty;
9.Momentum lost and found in corporate bond returns

机译：在公司债券收益中发现损失的动量
- 作者：Ho Hwai-Chung;Wang Hsiao-Chuan
- 期刊名称：《Journal of Financial Markets》 | 2018年第3期
- Corporate bond;
- Momentum;
- Overreaction;
- Quantile risk;
10.Technical analysis and stock return predictability: An aligned approach

机译：技术分析和库存回报可预测性：统一的方法
- 作者：Lin Qi
- 期刊名称：《Journal of Financial Markets》 | 2018年第3期
- Technical analysis;
- Equity risk premium;
- Partial least squares method;
- Predictive regression;
- Cash flow channel;
11.Cognitive reference points, institutional investors' bid prices, and IPO pricing: Evidence from IPO auctions in China

机译：认知参考点，机构投资者的买入价和IPO定价：来自中国IPO拍卖的证据
- 作者：Gao Shenghao;Meng Qingbin;Chan Jesse Y.;Chan Kam C.
- 期刊名称：《Journal of Financial Markets》 | 2018年第3期
- Cognitive reference points;
- Institutional investors;
- IPO pricing;
- IPO auction;
12.Higher-moment liquidity risks and the cross-section of stock returns

机译：高时刻的流动性风险和股票收益的横截面
- 作者：Kim Soonho;Na Haejung
- 期刊名称：《Journal of Financial Markets》 | 2018年第3期
- Asset pricing;
- Liquidity risk;
- Higher-moment liquidity risks;
13.Bid- and ask-side liquidity in the NYSE limit order book

机译：纽约证交所限价指令簿中的买方和卖方流动性
- 作者：Cenesizoglu Tolga;Grass Gunnar
- 期刊名称：《Journal of Financial Markets》 | 2018年第3期
- Market liquidity;
- Limit order book;
- Financial crisis;
- Short selling ban;
- Market microstructure;
- Asset pricing;
14.Forecasting the equity risk premium: The importance of regime-dependent evaluation

机译：预测股权风险溢价：制度相关评估的重要性
- 作者：Baltas Nick;Karyampas Dimitrios
- 期刊名称：《Journal of Financial Markets》 | 2018年第3期
- Equity risk premium;
- Out-of-sample forecasting;
- Economic constraints;
- Predictive regression;
- Asset allocation;
- Business cycles;
15.Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data

机译：接受外国竞争会影响股票流动性吗？来自行业水平进口数据的证据
- 作者：Atawnah Nader;Balachandran Balasingham;Huu Nhan Duong;Podolski Edward J.
- 期刊名称：《Journal of Financial Markets》 | 2018年第6期
- Stock liquidity;
- Information asymmetry;
- Foreign competition;
- Import tariff;
16.Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience

机译：揭示监管不确定性对信贷利差的影响：一项针对美国担保债券经验的研究
- 作者：Bhanot Karan;Larsson Carl F.
- 期刊名称：《Journal of Financial Markets》 | 2018年第6期
- Regulatory uncertainty;
- Credit spreads;
- Covered bonds;
17.Funding constraints and liquidity in two-tiered OTC markets

机译：两级场外交易市场的资金限制和流动性
- 作者：Benos Evangelos;Zikes Filip
- 期刊名称：《Journal of Financial Markets》 | 2018年第6期
- Gilt market;
- Liquidity;
- Inter-dealer trading;
18.Policy uncertainty and bank bailouts

机译：政策不确定性和银行纾困
- 作者：Caliendo Frank N.;Guo Nick L.;Smith Jason M.
- 期刊名称：《Journal of Financial Markets》 | 2018年第6期
- Portfolio choice;
- Welfare;
- Bailouts;
- Policy uncertainty;
19.Liquidity might come at cost: The role of heterogeneous preferences

机译：流动性可能要付出代价：异类偏好的作用
- 作者：Hauser Shmuel;Kedar-Levy Haim
- 期刊名称：《Journal of Financial Markets》 | 2018年第6期
- Heterogeneity;
- Discount rate risk;
- Turnover;
- Liquidity;
- Sharpe ratio;
20.Corporate investment, short-term return reversal, and stock liquidity

机译：公司投资，短期收益冲销和股票流动性
- 作者：Kang Moonsoo;Khaksari S.;Nam Kiseok
- 期刊名称：《Journal of Financial Markets》 | 2018年第6期
- Corporate investment;
- Short-term reversal;
- Stock liquidity;
21.Multiple markets, algorithmic trading, and market liquidity

机译：多个市场，算法交易和市场流动性
- 作者：Upson James;van Ness Robert A.
- 期刊名称：《Journal of Financial Markets》 | 2017年第1期
- Algorithmic traders;
- High-frequency traders;
- HFT;
- Market liquidity;
- Intraday liquidity;
- Latency;
22.Intraday price discovery in fragmented markets

机译：零散市场中的当日价格发现
- 作者：Ozturk Sait R.;van der Wel Michel;van Dijk Dick
- 期刊名称：《Journal of Financial Markets》 | 2017年第1期
- High-frequency data;
- Market microstructure;
- Price discovery;
- Kalman filter;
23.Limited participation under ambiguity of correlation

机译：相关性不明确的情况下的有限参与
- 作者：Huang Helen Hui;Zhang Shunming;Zhu Wei
- 期刊名称：《Journal of Financial Markets》 | 2017年第1期
- Ambiguity aversion;
- Correlation ambiguity;
- General equilibrium;
- Limited participation;
- Flight to quality;
24.Cross-sectional factor dynamics and momentum returns

机译：横截面因子动力学和动量回报
- 作者：Avramov Doron;Hore Satadru
- 期刊名称：《Journal of Financial Markets》 | 2017年第1期
- Momentum;
- Cross-Sectional dynamics;
- Long-run risk;
- Bayesian filtering;
25.Understanding transactions prices in the credit default swaps market

机译：了解信用违约掉期市场中的交易价格
- 作者：Tang Dragon Yongjun;Yan Hong
- 期刊名称：《Journal of Financial Markets》 | 2017年第1期
- Credit default swap;
- CDS;
- Over-the-counter;
- Transactions prices;
26.Short selling around the 52-week and historical highs

机译：在52周的历史高点附近卖空
- 作者：Lee Eunju;Piqueira Natalia
- 期刊名称：《Journal of Financial Markets》 | 2017年第3期
- Short selling;
- Anchoring bias;
- Price highs;
27.Liquidity measures throughout the lifetime of the US Treasury bond

机译：美国国库券整个存续期间的流动性衡量
- 作者：Diaz Antonio;Escribano Ana
- 期刊名称：《Journal of Financial Markets》 | 2017年第3期
- Liquidity;
- Fixed income;
- Pricing;
- Life cycle;
- Government bonds;
28.The determinants and pricing of liquidity commonality around the world

机译：全球流动性共同性的决定因素和定价
- 作者：Moshirian Fariborz;Qian Xiaolin;Wee Claudia Koon Ghee;Zhang Bohui
- 期刊名称：《Journal of Financial Markets》 | 2017年第3期
- Liquidity commonality;
- Pricing of liquidity;
- International financial markets;
29.Lockstep in liquidity: Common dealers and co-movement in bond liquidity

机译：流动性同步：普通交易商和债券流动性联动
- 作者：Gissler Stefan
- 期刊名称：《Journal of Financial Markets》 | 2017年第3期
- Liquidity;
- Co-movement;
- Corporate bonds;
30.Short selling and the pricing of closed-end funds

机译：卖空和封闭式基金的定价
- 作者：Alexander Gordon J.;Peterson Mark A.
- 期刊名称：《Journal of Financial Markets》 | 2017年第3期
- Closed-end funds;
- Short selling;
31.Short on drugs: Short selling during the drug development process

机译：药品短缺：药品开发过程中的药品短缺
- 作者：Berkman Henk;Eugster Marco
- 期刊名称：《Journal of Financial Markets》 | 2017年第3期
- Short selling;
- Drug development;
- FDA announcements;
- Insider trading;
- Private information;
32.Expected stock returns and forward variance

机译：预期库存收益和远期方差
- 作者：Luo Xingguo;Zhang Jin E.
- 期刊名称：《Journal of Financial Markets》 | 2017年第6期
- Stock returns;
- Forward variance;
- Predictability;
33.Clearly erroneous executions

机译：明显错误的执行
- 作者：Jurich Stephen N.;Maslar David A.;Roseman Brian S.
- 期刊名称：《Journal of Financial Markets》 | 2017年第6期
- Clearly erroneous executions;
- Clearly erroneous trades;
- CEE;
- Broken trades;
- Cancelled trades;
34.Political climate, optimism, and investment decisions

机译：政治气氛，乐观情绪和投资决策
- 作者：Bonaparte Yosef;Kumar Alok;Page Jeremy K.
- 期刊名称：《Journal of Financial Markets》 | 2017年第6期
- Portfolio choice;
- Optimism;
- Politics;
- Sentiment;
- Behavioral finance;
35.Trading strategies of corporate insiders

机译：公司内幕交易策略
- 作者：Klein Olga;Maug Ernst;Schneider Christoph
- 期刊名称：《Journal of Financial Markets》 | 2017年第6期
- Trade splitting;
- Informed trading;
- Block trading;
- Insider trading;
- Liquidity;
- Sarbanes-Oxley;
36.Stop-loss strategies with serial correlation, regime switching, and transaction costs

机译：具有序列相关性，制度转换和交易成本的止损策略
- 作者：Lo Andrew W.;Remorov Alexander
- 期刊名称：《Journal of Financial Markets》 | 2017年第6期
- Stop-loss strategy;
- Risk management;
- Investments;
- Portfolio management;
- Asset allocation;
- Behavioral finance;
37.Limit hits and informationally-related stocks

机译：限制命中率和与信息相关的股票
- 作者：Guo Jia-Hau;Chang Lung-Fu;Hung Mao-Wei
- 期刊名称：《Journal of Financial Markets》 | 2017年第6期
- Price limit;
- Liquidity impact;
- Price impact;
- Propensity score match;
- Order imbalance reversal;
38.The relationship between equity and bond returns: An empirical investigation

机译：股本与债券收益率之间的关系：一项实证研究
- 作者：Demirovic Amer;Guermat Cherif;Tucker Jon
- 期刊名称：《Journal of Financial Markets》 | 2017年第9期
- Equity-bond correlation;
- Distance to default;
- Equity volatility;
39.Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?

机译：危险的传染病：对Main Street是个坏消息，对Wall Street是个好消息？
- 作者：Donadelli Michael;Kizys Renatas;Riedel Max
- 期刊名称：《Journal of Financial Markets》 | 2017年第9期
- WHO alerts;
- Investor sentiment;
- Pharmaceutical industry;
- Trading strategies;
40.Teaming up and quiet intervention: The impact of institutional investors on executive compensation policies

机译：团队合作和安静的干预：机构投资者对高管薪酬政策的影响
- 作者：Mazur Mieszko;Salganik-Shoshan Galla
- 期刊名称：《Journal of Financial Markets》 | 2017年第9期
- Institutional investors;
- Executive compensation;
- Strategic interactions;
- Executive pay disparity;
- Geography;
41.Effects of lit and dark market fragmentation on liquidity

机译：暗淡的市场碎片化对流动性的影响
- 作者：Gresse Carole
- 期刊名称：《Journal of Financial Markets》 | 2017年第9期
- Fragmentation;
- Liquidity;
- Multilateral Trading Facility (MTF);
- OTC trading;
- Internalization;
- Dark trading;
- Algorithmic trading;
42.Price discovery in equity and CDS markets

机译：股票和CDS市场的价格发现
- 作者：Kryzanowski Lawrence;Perrakis Stylianos;Zhong Rui
- 期刊名称：《Journal of Financial Markets》 | 2017年第9期
- Price discovery;
- Information Shares;
- Information shocks;
43.When chasing the offender hurts the victim: The case of insider legislation

机译：追捕罪犯伤害受害者：内部立法案
- 作者：Palan Stefan;Stoeckl Thomas
- 期刊名称：《Journal of Financial Markets》 | 2017年第9期
- Insider legislation;
- Asset market;
- Price efficiency;
- Trading behavior;
- Experimental finance;
44.On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment

机译：关于流动性与期货现金基础之间的关系：来自自然实验的证据
- 作者：Han Jianlei;Pan Zheyao
- 期刊名称：《Journal of Financial Markets》 | 2017年第11期
- Futures-cash basis;
- Liquidity;
- Trading restrictions;
- Arbitrage;
45.Institutional trading before dividend reduction announcements

机译：减少股息公告前的机构交易
- 作者：Henry Darren;Nguyen Lily;Viet Hung Pham
- 期刊名称：《Journal of Financial Markets》 | 2017年第11期
- Dividend reduction announcements;
- Institutional trading;
46.Equity premium prediction: The role of economic and statistical constraints

机译：股本溢价预测：经济和统计约束条件的作用
- 作者：Li Jiahan;Tsiakas Ilias
- 期刊名称：《Journal of Financial Markets》 | 2017年第11期
- Equity premium;
- Out-of-sample prediction;
- Economic fundamentals;
- Technical indicators;
- Shrinkage estimation;
47.Macroeconomic risk and seasonality in momentum profits

机译：宏观经济风险和动量利润的季节性
- 作者：Ji Xiuqing;Martin J. Spencer;Yao Yaqiong
- 期刊名称：《Journal of Financial Markets》 | 2017年第11期
- Momentum;
- Macroeconomic risk;
- ROE;
- Seasonality;
- January effects;
48.Permanent price impact asymmetry of trades with institutional constraints

机译：具有制度约束的交易的永久价格影响不对称
- 作者：Chiyachantana Chiraphol;Jain Pankaj K.;Jiang Christine;Sharma Vivek
- 期刊名称：《Journal of Financial Markets》 | 2017年第11期
- Permanent price impact Asymmetry;
- Institutional investors: Information asymmetry;
49.The market for lemmings: The herding behavior of pension funds

机译：旅鼠市场：养老基金的羊群行为
- 作者：Blake David;Sarno Lucio;Zinna Gabriele
- 期刊名称：《Journal of Financial Markets》 | 2017年第11期
- Institutional investors;
- Pension funds;
- Herding;
- Portfolio rebalancing;
50.The impact of central clearing on banks' lending discipline

机译：中央清算对银行贷款纪律的影响
- 作者：Arnold M.
- 期刊名称：《Journal of Financial Markets》 | 2017年第11期
- Credit Risk Transfer;
- Central Clearing;
- Lending Discipline;
51.Trading activities of short-sellers around index deletions: Evidence from the Nikkei 225

机译：围绕指数删除的卖空交易：日经225指数的证据
- 作者：Takahashi Hidetomo;Xu Peng
- 期刊名称：《Journal of Financial Markets》 | 2016年第1期
- Short selling;
- Predatory trading;
- Price reversal;
52.Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?

机译：风险再平衡可以解释股票收益率差异与货币之间的负相关吗？还是由源状态驱动？
- 作者：Uelkue Numan;Fatullayev Sabutay;Diachenko Dania
- 期刊名称：《Journal of Financial Markets》 | 2016年第1期
- Exchange rates;
- Stock market return differentials;
- Equity portfolio flows;
- Portfolio rebalancing;
53.Is there information leakage prior to share repurchase announcements? Evidence from daily options trading

机译：在回购股票之前是否存在信息泄漏？每日期权交易的证据
- 作者：Hao (Grace) Qing
- 期刊名称：《Journal of Financial Markets》 | 2016年第1期
- Options market;
- Share repurchase;
- Volatility spread;
- Information leakage;
54.Reducing opacity in over-the-counter markets

机译：减少场外交易市场的不透明性
- 作者：Zhong Zhuo
- 期刊名称：《Journal of Financial Markets》 | 2016年第1期
55.Dissecting the bond profitability premium

机译：剖析债券获利溢价
- 作者：Campbell T. Colin;Chichernea Doina C.;Petkevich Alex
- 期刊名称：《Journal of Financial Markets》 | 2016年第1期
- Profitability;
- Bonds;
- Equity;
- Credit risk;
- Discount rates;
56.Asymmetric connectedness on the US stock market: Bad and good volatility spillovers

机译：美国股票市场上的不对称连通性：良好的波动性溢出效应
- 作者：Barunik Jozef;Kocenda Evzen;Vacha Lukas
- 期刊名称：《Journal of Financial Markets》 | 2016年第1期
- Volatility;
- Spillovers;
- Semivariance;
- Asymmetric effects;
- Financial markets;
57.On variance bounds for asset price changes

机译：资产价格变动的方差界限
- 作者：Lansing Kevin J.
- 期刊名称：《Journal of Financial Markets》 | 2016年第3期
- Asset pricing;
- Excess volatility;
- Variance bounds;
- Risk aversion;
58.The value of the wildcard option in cash-settled American index options

机译：现金结算的美国指数期权中通配符期权的价值
- 作者：Lasser Dennis J.;Spizman Joshua D.
- 期刊名称：《Journal of Financial Markets》 | 2016年第3期
- Cash settled options;
- SP 100 index;
- Option pricing;
- American-style;
- European-style;
59.Market size matters: A model of excess volatility in large markets

机译：市场规模很重要：大型市场过度波动的模型
- 作者：Kawakami Kei
- 期刊名称：《Journal of Financial Markets》 | 2016年第3期
- Asymmetric information;
- Excess volatility;
- Multiple equilibria;
- Price impact;
- Volume;
- Welfare;
60.Pre-trade transparency and informed trading: Experimental evidence on undisclosed orders

机译：交易前透明度和知情交易：未披露订单的实验证据
- 作者：Gozluklu Arie E.
- 期刊名称：《Journal of Financial Markets》 | 2016年第3期
- Undisclosed orders;
- Hidden liquidity;
- Information asymmetry;
- Market opacity;
- Insider trading;
61.Liquidity cost vs. real investment efficiency

机译：流动资金成本与实际投资效率
- 作者：Bade Marco;Hirth Hans
- 期刊名称：《Journal of Financial Markets》 | 2016年第3期
- Insider trading;
- Information acquisition;
- Informational feedback;
- Price informativeness;
- Real investment;
- Liquidity cost;
62.Pricing errors and the geography of trade in the foreign exchange market

机译：外汇市场中的定价错误和交易地域
- 作者：Piccotti Louis R.
- 期刊名称：《Journal of Financial Markets》 | 2016年第3期
- Foreign exchange market microstructure;
- Geography of trade;
- Market efficiency;
63.Market quality breakdowns in equities

机译：股票市场质量细分
- 作者：Gao Cheng;Mizrach Bruce
- 期刊名称：《Journal of Financial Markets》 | 2016年第3期
- Market quality;
- Breakdown;
- Breakup;
- Correlation;
- High-frequency trading;
64.Return predictability in the corporate bond market along the supply chain

机译：供应链中公司债券市场的收益可预测性
- 作者：Chen Long;Zhang Gaiyan;Zhang Weina
- 期刊名称：《Journal of Financial Markets》 | 2016年第6期
- Corporate bonds;
- Cash flow;
- Credit risk;
- Information;
- Supply chain;
- Return predictability;
65.Earnings news, expected earnings, and aggregate stock returns

机译：收益新闻，预期收益和股票总回报
- 作者：Choi Jung Ho;Kalay Alon;Sadka Gil
- 期刊名称：《Journal of Financial Markets》 | 2016年第6期
- Stock prices;
- Aggregate earnings;
- Discount rates;
- Expected returns;
- Expected earnings;
66.Does mood affect trading behavior?

机译：情绪会影响交易行为吗？
- 作者：Kaustia Markku;Rantapuska Elias
- 期刊名称：《Journal of Financial Markets》 | 2016年第6期
- Mood;
- Trading behavior;
- Weather;
- Seasonal affective disorder (SAD);
- Stock market;
67.What explains the orange juice puzzle: Sentiment, smart money, or fundamentals?

机译：是什么解释了橙汁之谜：情绪，聪明的钱或基本面？
- 作者：Chou Pin-Huang;Hsieh Chia-Hsun;Shen Carl Hsin-Han
- 期刊名称：《Journal of Financial Markets》 | 2016年第6期
- Orange juice;
- Temperature;
- Investor sentiment;
- Smart money;
68.Cross-sectional return dispersion and the equity premium

机译：横截面回报分散和股权溢价
- 作者：Maio Paulo
- 期刊名称：《Journal of Financial Markets》 | 2016年第6期
69.Limited cognition and clustered asset prices: Evidence from betting markets

机译：有限的认知度和聚集的资产价格：来自博彩市场的证据
- 作者：Brown Alasdair;Yang Fuyu
- 期刊名称：《Journal of Financial Markets》 | 2016年第6期
- Limited cognition;
- Price clustering;
- Regression discontinuity;
- Difference-in-differences;
70.Network externalities in mutual funds

机译：共同基金的网络外部性
- 作者：Blocher Jesse
- 期刊名称：《Journal of Financial Markets》 | 2016年第9期
- Mutual funds;
- Fund flows;
- Network externalities;
- Peer effects;
71.Time series momentum and volatility scaling

机译：时间序列动量和波动率缩放
- 作者：Kim Abby Y.;Tse Yiuman;Wald John K.
- 期刊名称：《Journal of Financial Markets》 | 2016年第9期
- Momentum;
- Futures pricing;
- International asset allocation;
72.Liquidity, style investing and excess comovement of exchange-traded fund returns

机译：交易所交易基金收益的流动性，风格投资和超额清算
- 作者：Broman Markus S.
- 期刊名称：《Journal of Financial Markets》 | 2016年第9期
- ETF;
- Excess comovement;
- Correlated demand;
- Liquidity clientele;
- Style investing;
73.Pre-auction inventory and bidding behavior: Evidence from Canadian Treasury auctions

机译：拍卖前库存和出价行为：来自加拿大国债拍卖的证据
- 作者：Rydqvist Kristian;Wu Mark
- 期刊名称：《Journal of Financial Markets》 | 2016年第9期
- Discriminatory auction;
- When-issued market;
- Ownership distribution;
- Market power;
- Short squeeze;
74.Price discovery and the cross-section of high-frequency trading

机译：价格发现和高频交易的横截面
- 作者：Benos Evangelos;Sagade Satchit
- 期刊名称：《Journal of Financial Markets》 | 2016年第9期
- High-frequency trading;
- Price discovery;
75.The determinants of IPO-related shareholder litigation: The role of CEO equity incentives and corporate governance

机译：IPO相关股东诉讼的决定因素：CEO股权激励与公司治理的作用
- 作者：Li Xingli;Pukthuanthong Kuntara;Walker Marcus Glenn;Walker Thomas John
- 期刊名称：《Journal of Financial Markets》 | 2016年第11期
- Initial public offerings;
- CEO equity incentives;
- Corporate governance;
76.The total benefit of alternative assets to pension fund portfolios

机译：养老基金投资组合的另类资产总收益
- 作者：Jackwerth Jens Carsten;Slavutskaya Anna
- 期刊名称：《Journal of Financial Markets》 | 2016年第11期
- Hedge funds;
- Pension funds;
- Performance measurement;
- Certainty equivalent;
- Alpha;
77.Does high-frequency trading increase systemic risk?

机译：高频交易会增加系统风险吗？
- 作者：Jain Pankaj K.;Jain Pawan;McInish Thomas H.
- 期刊名称：《Journal of Financial Markets》 | 2016年第11期
- High-frequency trading;
- Liquidity;
- Correlation;
- Systemic risk;
- Arrowhead;
- CoVaR;
78.Risk and return spillovers among the G10 currencies

机译：G10货币之间的风险和回报溢出
- 作者：Greenwood-Nimmo Matthew;Viet Hoang Nguyen;Rafferty Barry
- 期刊名称：《Journal of Financial Markets》 | 2016年第11期
- Foreign exchange markets;
- Risk-neutral volatility;
- Risk-neutral skewness;
- Spillovers;
- Coordinated crash risk;
79.What's a name worth? The impact of a likeable stock ticker symbol on firm value

机译：什么名字值得？可爱的股票行情代码对公司价值的影响
- 作者：Xing Xuejing;Anderson Randy I.;Hu Yan
- 期刊名称：《Journal of Financial Markets》 | 2016年第11期
- Ticker symbols;
- Tobin's Q;
- Mispricing;
- Liquidity;
80.Cross-listings and liquidity commonality around the world

机译：全球交叉上市和流动性通用
- 作者：Tung Lam Dang;Moshirian Fariborz;Wee Claudia Koon Ghee;Zhang Bohui
- 期刊名称：《Journal of Financial Markets》 | 2015年第1期
- Liquidity commonality;
- Cross-listings;
- International financial markets;
81.Intermediated investment management in private markets: Evidence from pension fund investments in real estate

机译：私人市场的中介投资管理：来自养老基金对房地产投资的证据
- 作者：Andonov Aleksandar;Eichholtz Piet;Kok Nils
- 期刊名称：《Journal of Financial Markets》 | 2015年第1期
- Pension fund;
- Real estate;
- Delegated investment management;
- Economies of scale;
- Performance;
82.The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X

机译：替代交易场所市场份额的决定因素：Chi-X引入的全球证据
- 作者：He Peng William;Jarnecic Elvis;Liu Yubo
- 期刊名称：《Journal of Financial Markets》 | 2015年第1期
- Alternative trading venues;
- Chi-X;
- Market quality;
- Liquidity quality;
- Pricing efficiency;
83.Equity hedging and exchange rates at the London 4 p.m. fix

机译：伦敦时间下午4点的股票对冲和汇率固定
- 作者：Melvin Michael;Prins John
- 期刊名称：《Journal of Financial Markets》 | 2015年第1期
- Exchange rates;
- Market microstructure;
- Fixing prices;
- Order flow;
- Hedging;
84.Sentiment bubbles

机译：情感泡沫
- 作者：Berger David;Turtle Harry J.
- 期刊名称：《Journal of Financial Markets》 | 2015年第3期
- Investor sentiment;
- Bubbles;
- Price-correction;
85.Style representation and portfolio choice

机译：风格表示和作品集选择
- 作者：Massa Massimo;Simonov Andrei;Stenkrona Anders
- 期刊名称：《Journal of Financial Markets》 | 2015年第3期
- Style investing;
- Mutual funds;
- Individual investors;
86.On the determinants of pairs trading profitability

机译：关于交易对盈利能力的决定因素
- 作者：Jacobs Heiko;Weber Martin
- 期刊名称：《Journal of Financial Markets》 | 2015年第3期
- Pairs trading;
- Relative-value arbitrage;
- Return predictability;
- International stock markets;
- Limited attention;
- Limits to arbitrage;
87.Options market makers' hedging and informed trading: Theory and evidence

机译：期权做市商的对冲和知情交易：理论和证据
- 作者：Huh Sahn-Wook;Lin Hao;Mello Antonio S.
- 期刊名称：《Journal of Financial Markets》 | 2015年第3期
- Options market making;
- Hedging;
- Informed trading;
- Adverse-selection risk;
- Bid-ask spreads;
88.Relative liquidity and future volatility

机译：相对流动性和未来波动
- 作者：Valenzuela Marcela;Zer Ilknur;Fryzlewicz Piotr;Rheinlaender Thorsten
- 期刊名称：《Journal of Financial Markets》 | 2015年第6期
- Order-driven markets;
- Limit order book distribution;
- Volatility predictability;
- Liquidity;
89.Frontier market transaction costs and diversification

机译：前沿市场交易成本和多元化
- 作者：Marshall Ben R.;Nguyen Nhut H.;Visaltanachoti Nuttawat
- 期刊名称：《Journal of Financial Markets》 | 2015年第6期
- Frontier market;
- Liquidity;
- Transaction cost;
- Diversification;
90.Trading price jump clusters in foreign exchange markets

机译：外汇市场中的交易价格跳升集群
- 作者：Novotny Jan;Petrov Dmitri;Urga Giovanni
- 期刊名称：《Journal of Financial Markets》 | 2015年第6期
- Price jumps;
- Clusters;
- Foreign exchange markets;
- Trading;
- Profitable strategy;
91.Asymmetric effects of sell-side analyst optimism and broker market share by clientele

机译：客户对卖方分析师的乐观情绪和经纪人市场份额的不对称影响
- 作者：Grant Andrew;Jarnecic Elvis;Su Mark
- 期刊名称：《Journal of Financial Markets》 | 2015年第6期
- Market microstructure;
- Analyst forecasts;
- Analyst incentives;
92.Information and accuracy in pricing: Evidence from the NCAA men's basketball betting market

机译：价格信息和准确性：来自NCAA男子篮球博彩市场的证据
- 作者：Berkowitz Jason P.;Depken Craig A. II;Gandar John M.
- 期刊名称：《Journal of Financial Markets》 | 2015年第9期
- Efficient market hypothesis;
- Market efficiency;
- Security price;
- Betting market;
93.Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm

机译：评估贸易分类算法：批量分类与报价规则和Lee-Ready算法
- 作者：Chakrabarty Bidisha;Pascual Roberto;Shkilko Andriy
- 期刊名称：《Journal of Financial Markets》 | 2015年第9期
- Trade classification;
- Bulk volume classification;
- Tick rule;
- Lee and Ready;
- VPIN;
94.A dynamic model of hedging and speculation in the commodity futures markets

机译：商品期货市场中对冲和投机的动态模型
- 作者：Cifarelli Giulio;Paladino Giovanna
- 期刊名称：《Journal of Financial Markets》 | 2015年第9期
- Commodity spot and futures markets;
- Dynamic hedging;
- Speculation;
- Non-linear GARCH;
- Markov regime switching;
95.Equity volatility as a determinant of future term-structure volatility

机译：股票波动率是未来期限结构波动性的决定因素
- 作者：Bansal Naresh;Connolly Robert A.;Stivers Chris
- 期刊名称：《Journal of Financial Markets》 | 2015年第9期
- Equity risk;
- Term structure;
- Bond volatility;
96.Informed trading in parallel bond markets

机译：平行债券市场的知情交易
- 作者：Paiardini Paola
- 期刊名称：《Journal of Financial Markets》 | 2015年第11期
- Market microstructure;
- Informed trading;
- Government bonds;
97.Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?

机译：学会微笑：理性学习能否解释隐含波动率表面的可预测动态？
- 作者：Bernales Alejandro;Guidolin Massimo
- 期刊名称：《Journal of Financial Markets》 | 2015年第11期
- Option pricing;
- Rational learning;
- Bayesian updating;
- Implied volatility;
- Predictability;
98.Short sales and the weekend effect-Evidence from a natural experiment

机译：卖空和周末效应-来自自然实验的证据
- 作者：Gao Pengjie;Hao Jia;Kalcheva Ivalina;Ma Tongshu
- 期刊名称：《Journal of Financial Markets》 | 2015年第11期
- Short sale;
- Weekend effect;
- Hong Kong Stock Exchange;
99.Volatility-of-volatility and tail risk hedging returns

机译：波动率波动率和尾部风险对冲收益
- 作者：Park Yang-Ho
- 期刊名称：《Journal of Financial Markets》 | 2015年第11期
- VVIX;
- Tail risk;
- Rare disaster;
- Model uncertainty;
- Option returns;
- VIX options;
100.Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach

机译：测试和建模跨国际股票市场的传染性：非参数盘中方法
- 作者：Jawadi Fredj;Louhichi Wael;Cheffou Abdoulkarim Idi
- 期刊名称：《Journal of Financial Markets》 | 2015年第11期

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