natbib solution
Here's a dodgy hack based on this answer. It's easy and will give you the results you need in a hurry. But, a better solution would be to either fix the bst file or move to biblatex (below).
\documentclass{article}
\usepackage{filecontents}
\begin{filecontents}{\jobname.bib}
@article{bollen+whaley:2004,
author = {Bollen, Nicolas PB and Whaley, Robert E},
year = {2004},
title = {Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?\killpunct},
journal = {Journal of Finance},
volume = {59},
pages = {711-753}
}
@unpublished{mellow:2018,
author = {Mellow, Craig},
year = {2018},
title = {July 11, {China} Finds a Slower, Steadier Growth Path, {Barron's}.\killpunct}
}
\end{filecontents}
\usepackage{natbib}
\newcommand{\killpunct}[1]{}
\begin{document}
\nocite{*}
\bibliographystyle{jf}
\bibliography{\jobname}
\end{document}

biblatex solution
For reference, this should get you started in biblatex. More code, but more flexibility. And doesn't involve abusing fields in bib file.
\documentclass{article}
\usepackage{filecontents}
\begin{filecontents}{\jobname.bib}
@article{bollen+whaley:2004,
author = {Bollen, Nicolas PB and Whaley, Robert E},
date = {2004},
title = {Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?},
journaltitle = {Journal of Finance},
volume = {59},
pages = {711-753}
}
@unpublished{mellow:2018,
author = {Mellow, Craig},
date = {2018-07-11},
title = {{China} Finds a Slower, Steadier Growth Path, {Barron's}}
}
\end{filecontents}
\usepackage[style=authoryear]{biblatex}
\addbibresource{\jobname.bib}
\DeclareFieldFormat[article,inbook,incollection,inproceedings,patent,thesis,unpublished]{title}{#1}
\DeclareFieldFormat{titlecase}{\MakeSentenceCase*{#1}}
\DeclareFieldFormat{journaltitlecase}{#1}
\DeclareFieldFormat[article,inbook,incollection,inproceedings,patent,thesis,unpublished]{volume}{\mkbibemph{#1}}
\DeclareFieldFormat{pages}{#1}
\renewcommand{\newunitpunct}{\addcomma\space}
\renewbibmacro*{in:}{}
\renewbibmacro*{date+extradate}{%
\iffieldundef{labelyear}
{}
{\newunit
\printdateextra}}
\newbibmacro*{journal}{%
\ifboolexpr{
test {\iffieldundef{journaltitle}}
and
test {\iffieldundef{journalsubtitle}}
}
{}
{\printtext[journaltitle]{%
\printfield[journaltitlecase]{journaltitle}%
\setunit{\subtitlepunct}%
\printfield[journaltitlecase]{journalsubtitle}}}}
\DefineBibliographyExtras{english}{%
\protected\def\mkbibdatelong#1#2#3{%
\iffieldundef{#1}
{}
{\printfield{#1}%
\iffieldundef{#2}
{}
{\addcomma\space
\mkbibmonth{\thefield{#2}}%
\iffieldundef{#3}
{}
{\nobreakspace
\stripzeros{\thefield{#3}}}}}}%
}
\pagestyle{empty}
\begin{document}
\nocite{*}
\printbibliography
\end{document}
natbibtobiblatex? These issues are very easy to fix inbiblatex, but a pain to fix in abstfile. From my quick look, it seems like the Journal of Finance just wants PDFs submitted, not TeX source. And if you're not submitting to any journal, thenbiblatexcan be an option. If so, perhaps this question might be helpful. You'd have to modifyjf.styfrom usingnatbibtobiblatexthough as they are not compatible. – David Purton Aug 30 '18 at 03:18natbibpackage? All he/she has indicated is that thejfpackage is in use. – Mico Aug 30 '18 at 04:45jf.styandjf.bst. (They don't seem to be part of the TeXLive distribution.) Various forms of these files are known to exist, and not all are created equally. Separately: Why do you use the@articleentry type for a piece that wasn't published in an academic journal? For sure, you should be getting warnings from BibTeX about missingvolumeandnumberfields. Depending on the type of the working paper, you should be using entry types such as@techreport,@unpublished, and@misc. – Mico Aug 30 '18 at 04:48