The Financial Review

1984 - 2025

Current editor(s): Cynthia J. Campbell and Arnold R. Cowan

From Eastern Finance Association
Contact information at EDIRC.
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Volume 38, issue 4, 2003

Profit Warnings and Timing pp. 497-513

Dave Jackson and Jeff Madura

What Can “Nine‐Eleven” Tell Us about Closed‐end Fund Discounts and Investor Sentiment? pp. 515-529

Timothy R. Burch, Douglas R. Emery and Michael E. Fuerst

Does an Industry Effect Exist for Initial Public Offerings? pp. 531-551

Aigbe Akhigbe, Stephen F. Borde and Ann Marie Whyte

Motives in the Acquisitions of NASDAQ Targets during the Aftermath of the 1987 Crash pp. 553-569

Vijay Gondhalekar and Yatin Bhagwat

Pricing U.S. Dollar Index Futures Options: An Empirical Investigation pp. 571-590

Vivek Bhargava and John Clark

Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis pp. 591-609

Jian Yang

Return Linkages between Dual Listings under Arbitrage Restrictions: A Study of Indian Stocks and Their London Global Depositary Receipts pp. 611-633

Palani‐Rajan Kadapakkam and Lalatendu Misra

Volume 38, issue 3, 2003

Why Do Firms Issue Equity after Splitting Stocks? pp. 323-350

Ranjan D'Mello, Oranee Tawatnuntachai and Devrim Yaman

Dividend Initiations and Asymmetric Information: A Hazard Model pp. 351-368

Sanjay Deshmukh

IPO Prospectus Information and Subsequent Performance pp. 369-397

Harjeet S. Bhabra and Richard H. Pettway

A Reduced Form Coefficients Analysis of Executive Ownership, Corporate Value, and Executive Compensation pp. 399-413

Marsha Weber and Donna Dudney

Stock Splits and Liquidity: The Case of the Nasdaq‐100 Index Tracking Stock pp. 415-433

Patrick Dennis

New Evidence on Optimal Asset Allocation pp. 435-454

Gerald R. Jensen and Jeffrey M. Mercer

First‐ and Second‐Moment Exchange Rate Exposure: Evidence from U.S. Stock Returns pp. 455-471

Gregory Koutmos and Anna D. Martin

Profit Possibilities in Currency Markets: Arbitrage, Hedging, and Speculation pp. 473-496

Dilip K. Ghosh and Augustine C. Arize

Volume 38, issue 2, 2003

The Effect of Managerial Ownership on the Short‐ and Long‐run Response to Cash Distributions pp. 179-196

Keith M. Howe, Steve Vogt and Jia He

Institutional Investors and Information Asymmetry: An Event Study of Self‐Tender Offers pp. 197-211

Michele O'Neill and Judith Swisher

Evidence on Value Creation in the Financial Services Industries through the Use of Joint Ventures and Strategic Alliances pp. 213-234

Kimberly C. Gleason, Ike Mathur and Roy A. Wiggins, III

The Impact of Trust‐Preferred Issuance on Bank Default Risk and Cash Flow: Evidence from the Debt and Equity Securities Markets pp. 235-256

Keith D. Harvey, M. Cary Collins and James W. Wansley

Adverse‐Selection Costs and the Probability of Information‐Based Trading pp. 257-272

Kee H. Chung and Mingsheng Li

Evidence on the Mean‐Reverting Tendencies of Closed‐End Fund Discounts pp. 273-291

Dominic Gasbarro, Richard D. Johnson and J. Kenton Zumwalt

Trade Imbalances and Inventory Effects in Long‐term S&P 500 Index Options pp. 293-309

Anu Bharadwaj and James B. Wiggins

Creating Fama and French Factors with Style pp. 311-322

Robert Faff

Volume 38, issue 1, 2003

The Emergence of Corporate Governance from Wall St. to Main St.: Outside Directors, Board Diversity, Earnings Management, and Managerial Incentives to Bear Risk pp. 1-24

M. Andrew Fields and Phyllis Y. Keys

Outside Directors (Distinguished Scholar of 2002 Keynote Address to the Annual Meeting of the Eastern Finance Association) pp. 25-31

John J. McConnell

Corporate Governance, Board Diversity, and Firm Value pp. 33-53

David Carter, Betty Simkins and W. Gary Simpson

An Empirical Examination of Sponsor Influence over the Board of Directors pp. 55-76

Raj Varma

The Effect of Managerial Incentives to Bear Risk on Corporate Capital Structure and R&D Investment pp. 77-101

Jouahn Nam, Richard Ottoo and John Thornton

Why Do IPO Firms Conduct Primary Seasoned Equity Offerings? pp. 103-125

Maretno Harjoto and John Garen

Why Some Firms Use Collar Offers in Mergers pp. 127-150

Kathleen P. Fuller

Ownership of Cross–Listed Equities: An Investigation of Turnover, Diversification, and Risk pp. 151-160

Sie Ting Lau and Thomas McInish

Intra–day Behavior of Treasury Sector Index Option Implied Volatilities around Macroeconomic Announcements pp. 161-177

Andrea J. Heuson and Tie Su

Volume 37, issue 4, 2002

Spreads, Depths, and Quote Clustering on the NYSE and Nasdaq: Evidence after the 1997 Securities and Exchange Commission Rule Changes pp. 481-505

Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness

An Intraday Examination of the Components of the Bid–Ask Spread pp. 507-524

Thomas McInish and Bonnie F. Van Ness

The Performance of Internet Firms Following Their Initial Public Offering pp. 525-550

Jarrod Johnston and Jeff Madura

Information Transfers across Same–Sector Funds When Closed–End Funds Issue Equity pp. 551-561

Eric J. Higgins, Shawn Howton and Shelly Howton

Information Flows across Markets: Evidence from China–Backed Stocks Dual–Listed in Hong Kong and New York pp. 563-588

Xiaoqing Eleanor Xu and Hung–Gay Fung

Market Structure and Return Volatility: Evidence from the Hong Kong Stock Market pp. 589-612

Wilson H. S. Tong and K. S. Maurice Tse

The Effect of the Common Bond and Membership Expansion on Credit Union Risk pp. 613-636

W Frame, Gordon V. Karels and Christine McClatchey

Volume 37, issue 3, 2002

Debt vs. Equity and Asymmetric Information: A Review pp. 317-349

Linda Schmid Klein, Thomas J. O’Brien and Stephen R. Peters

Sources of Bank Interest Rate Risk pp. 351-367

Donald R. Fraser, Jeff Madura and Robert A. Weigand

Determinants of Institutional Responses to Self–Tender Offers pp. 369-383

Judith Swisher

Is Off–Board Trading Detrimental to Market Liquidity? pp. 385-402

Joanne Hamet

The Effect of Market Structure on the Incentives to Quote Aggressively: An Empirical Study of Nasdaq Market Makers pp. 403-419

Mark Klock and D. Timothy McCormick

Contrarian Investing in a Small Capitalization Market: Evidence from New Zealand pp. 421-446

Jim Y. F. Chin, Andrew K. Prevost and Aron A. Gottesman

Examination of Conditional Asset Pricing in UK Stock Returns pp. 447-468

Jonathan Fletcher

Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets pp. 469-480

Abraham Abraham, Fazal J. Seyyed and Sulaiman A. Alsakran

Volume 37, issue 2, 2002

Payment For Risk: Constant Beta Vs. Dual‐Beta Models pp. 123-135

Glenn Pettengill, Sridhar Sundaram and Ike Mathur

Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries pp. 137-163

Angelos Kanas and Georgios Kouretas

Wealth Effects of Private Equity Placements: Evidence from Singapore pp. 165-183

Sheng‐Syan Chen, Kim Wai Ho, Cheng Few Lee and Gillian H.H. Yeo

Conflict of Interest in Commercial Bank Equity Underwriting pp. 185-205

Gregory M. Hebb

A Simple Option‐Pricing Formula pp. 207-226

Robert Savickas

Crises, Cronyism, and Credit pp. 227-256

Michael S. Pagano

Cost and Profit Efficiency of the Turkish Banking Industry: An Empirical Investigation pp. 257-279

İhsan Işık and M. Kabir Hassan

Does Price Discreteness Affect the Increase in Return Volatility Following Stock Splits? pp. 281-293

Dan W. French and Taylor W. Foster, III

Information, Trading Demand, and Futures Price Volatility pp. 295-315

Changyun Wang

Volume 37, issue 1, 2002

Initial Margin Requirements, Volatility, and the Individual Investor: Insights from Japan pp. 1-15

Kenneth Kim and Henry R. Oppenheimer

Contagion Effects from the 1994 Mexican Peso Crisis: Evidence from Chilean Stocks pp. 17-33

Ike Mathur, Kimberly C. Gleason, Selahattin Dibooglu and Manohar Singh

Permanent and Transitory Driving Forces in the Asian‐Pacific Stock Markets pp. 35-51

Ali F. Darrat and Maosen Zhong

Winners and Losers as Financial Service Providers Converge: Evidence from the Financial Modernization Act of 1999 pp. 53-72

Robert J. Hendershott, Darrell E. Lee and James G. Tompkins

Interest Rate Surprises and Stock Prices pp. 73-91

Bento Lobo

Forecasting Stock Index Futures Price Volatility: Linear vs. Nonlinear Models pp. 93-104

Mohammad Najand

Price Limits and Margin Requirements in Futures Markets pp. 105-121

Haiwei Chen