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The Journal of Financial Research is a peer-reviewed journal published by Wiley, covering Financial Markets and Investment Strategies, Corporate Finance and Governance, Auditing, Earnings Management, Governance.
| Publisher | Wiley |
|---|---|
| Reference style | Author–year (Chicago) Author–year — (Smith, 2023) in the text Smith, Ada, Ben Jones, and Cara Lee. 2023. "A Representative Article Title." The Journal of Financial Research 12 (3): 45–58.
Formats any DOI in The Journal of Financial Research style. No sign-up. |
| Publishes research in | Financial Markets and Investment Strategies Corporate Finance and Governance Auditing, Earnings Management, Governance Banking stability, regulation, efficiency Housing Market and Economics |
| ISSN | 0270-2592 |
| Citation impact (2-yr) | 1.24 |
| h-index | 89 |
| i10-index | 777 |
| Total citations | 41,661 |
| Article processing charge | $3,140 |
| Top institutions publishing here | Florida State University |
| Journal website | onlinelibrary.wiley.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Abstract We compare individual U.S. equity return data from Thomson Datastream (TDS) with similar data from the Center for Research in Security Prices (CRSP) to evaluate TDS for use in studies involving large numbers of individual equities in markets outside the United States. We document important issues of coverage, classification, and data integrity and find…
Abstract In this empirical study I examine the factors correlated with capital structure in France, Germany, Japan, the United Kingdom, and the United States. Although mean leverage and many firm factors appear to be similar across countries, some significant differences remain. Specifically, differences appear in the correlation between long‐term debt/asset ratios and the firms' riskiness,…
Abstract By employing the vector error correction model (VECM) in a system of seven equations, we find that the Japanese stock market is cointegrated with a group of six macroeconomic variables. The signs of the long‐term elasticity coefficients of the macroeconomic variables on stock prices generally support the hypothesized equilibrium relations. Our findings are robust…
Abstract We present evidence from questionnaire responses of mutual fund investors about recollections of past fund performance. We find that investor memories exhibit a positive bias, consistent with current psychological models. We find that the degree of bias is conditional upon previous investor choice, a phenomenon related to the well‐known theory of cognitive dissonance. Psychological…
Abstract We find that emerging market firms exhibit dividend behavior similar to U.S. firms, in the sense that dividends are explained by profitability, debt, and the market‐to‐book ratio. However, empirical dividend policy equations are structurally different, indicating different sensitivities to these variables. Additionally, emerging market firms seem to be more affected by asset mix, which…
