Journal of Financial and Quantitative Analysis最新文献

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Information Spillover and Corporate Policies: The Case of Listed Options 信息溢出与公司政策:以上市期权为例
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-17 DOI: 10.1017/s0022109023001229
Gennaro Bernile, Jianfeng Hu, Guangzhong Li, Roni Michaely
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引用次数: 0
Why Naive Diversification Is Not So Naive, and How to Beat It? 为什么幼稚的分散投资不是那么幼稚,如何战胜它?
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-16 DOI: 10.1017/s0022109023001175
Ming Yuan, Guofu Zhou
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引用次数: 0
Borrowing Stigma and Lender of Last Resort Policies 借款耻辱和最后贷款人政策
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-16 DOI: 10.1017/s0022109023001187
Yunzhi Hu, Hanzhe Zhang
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引用次数: 0
Credit Provision and Stock Trading: Evidence from the South Sea Bubble 信贷供给与股票交易:来自南海泡沫的证据
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-16 DOI: 10.1017/s0022109023001163
Fabio Braggion, Rik Frehen, Emiel Jerphanion
{"title":"Credit Provision and Stock Trading: Evidence from the South Sea Bubble","authors":"Fabio Braggion, Rik Frehen, Emiel Jerphanion","doi":"10.1017/s0022109023001163","DOIUrl":"https://doi.org/10.1017/s0022109023001163","url":null,"abstract":"An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136114469","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Overcoming Arbitrage Limits: Option Trading and Momentum Returns 克服套利限制:期权交易和动量收益
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-05 DOI: 10.1017/s002210902300114x
Abhay Abhyankar, Ilias Filippou, Pedro A. Garcia-Ares
{"title":"Overcoming Arbitrage Limits: Option Trading and Momentum Returns","authors":"Abhay Abhyankar, Ilias Filippou, Pedro A. Garcia-Ares","doi":"10.1017/s002210902300114x","DOIUrl":"https://doi.org/10.1017/s002210902300114x","url":null,"abstract":"An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135481886","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
How forced switches reveal switching costs: evidence from the loan market 强制转换如何揭示转换成本:来自贷款市场的证据
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-10-04 DOI: 10.1017/s0022109023001096
Karolis Liaudinskas
{"title":"How forced switches reveal switching costs: evidence from the loan market","authors":"Karolis Liaudinskas","doi":"10.1017/s0022109023001096","DOIUrl":"https://doi.org/10.1017/s0022109023001096","url":null,"abstract":"An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135591197","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Big Banks, Household Credit Access, and Intergenerational Economic Mobility 大银行、家庭信贷渠道和代际经济流动性
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-09-29 DOI: 10.1017/s0022109023001114
Erik J. Mayer
{"title":"Big Banks, Household Credit Access, and Intergenerational Economic Mobility","authors":"Erik J. Mayer","doi":"10.1017/s0022109023001114","DOIUrl":"https://doi.org/10.1017/s0022109023001114","url":null,"abstract":"An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135199115","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stress Testing Banks’ Digital Capabilities: Evidence from the COVID-19 Pandemic 压力测试银行的数字能力:来自COVID-19大流行的证据
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-09-25 DOI: 10.1017/s0022109023000662
Alan Kwan, Chen Lin, Vesa Pursiainen, Mingzhu Tai
{"title":"Stress Testing Banks’ Digital Capabilities: Evidence from the COVID-19 Pandemic","authors":"Alan Kwan, Chen Lin, Vesa Pursiainen, Mingzhu Tai","doi":"10.1017/s0022109023000662","DOIUrl":"https://doi.org/10.1017/s0022109023000662","url":null,"abstract":"Abstract Banks’ information technology (IT) capabilities affect their ability to serve customers during the COVID-19 pandemic, which generates an unexpected and unprecedented shock that shifts banking services from in-person to digital. Amid mobility restrictions, banks with better IT experience larger reductions in physical branch visits and larger increases in website traffic, implying a larger shift to digital banking. Stronger IT banks are able to originate more Paycheck Protection Program loans to small business borrowers, especially in areas with more severe COVID-19 outbreaks, higher internet use, and higher bank competition. Those banks also attract more deposit flows and receive better mobile customer reviews during the pandemic.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135769438","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Common Lender, Ex-Banker Director, and Corporate Investment 普通贷款人,前银行家,董事和公司投资
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-09-25 DOI: 10.1017/s0022109023001084
Kentaro Asai, Thao Hoang, Takeshi Yamada
{"title":"Common Lender, Ex-Banker Director, and Corporate Investment","authors":"Kentaro Asai, Thao Hoang, Takeshi Yamada","doi":"10.1017/s0022109023001084","DOIUrl":"https://doi.org/10.1017/s0022109023001084","url":null,"abstract":"An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135817527","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Choosing Investment Managers 选择投资经理
2区 经济学
Journal of Financial and Quantitative Analysis Pub Date : 2023-09-18 DOI: 10.1017/s0022109023001072
Amit Goyal, Sunil Wahal, M. Deniz Yavuz
{"title":"Choosing Investment Managers","authors":"Amit Goyal, Sunil Wahal, M. Deniz Yavuz","doi":"10.1017/s0022109023001072","DOIUrl":"https://doi.org/10.1017/s0022109023001072","url":null,"abstract":"An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.","PeriodicalId":48380,"journal":{"name":"Journal of Financial and Quantitative Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135109514","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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