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The Financial Review

1984 - 2025

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

From Eastern Finance Association
Contact information at EDIRC.

Bibliographic data for series maintained by Wiley Content Delivery ().

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Volume 36, issue 4, 2001

Rational Pricing of Internet Companies Revisited pp. 7-25
Eduardo S Schwartz and Mark Moon
A Comparison of Cost of Equity Estimates of Local and Global CAPMs pp. 27-47
Dev Mishra and Thomas J O'Brien
The Effect of Serial Dependence on Multiperiod Holding Period Return Performance pp. 49-73
Ronald W Spahr and Robert G Schwebach
How Do Investors' Expectations Drive Asset Prices? pp. 75-98
Erik Luders and Bernhard Peisl
Volume and Volatility: News or Noise? pp. 99-118
Scott Mixon
The Market's Assessment of the Financial Services Modernization Act of 1999 pp. 119-38
Aigbe Akhigbe and Ann Marie Whyte
The Effect of Bank Debt Downgrades on Stock Prices of Other Banks pp. 139-55
Robert Schweitzer, Samuel H Szewczyk and Raj Varma
A Multivariate Test of a Dual-Beta CAPM: Australian Evidence pp. 157-74
Robert Faff

Volume 36, issue 3, 2001

A Comparison of Reverse Leveraged Buyouts and Original Initial Public Offers: Factors Impacting Their Issuance in the IPO Market pp. 1-18
Karen M Hogan, Gerard T Olson and Richard J Kish
Factors Influencing Dividend Policy Decisions of NASDAQ Firms pp. 19-37
H Kent Baker, E Theodore Veit and Gary Powell
Reward-to-Risk Ratios in the Treasury-Bill Market pp. 39-61
Eugene A Pilotte and Frederic P Sterbenz
The Lead-Lag Relation between Spot and Futures Markets under Different Short-Selling Regimes pp. 63-88
Li Jiang, Joseph K W Fung and Louis T W Cheng
An Improved Approach to Computing Implied Volatility pp. 89-99
Donald R Chambers and Sanjay Nawalkha
Motivation and Performance of Seasoned Offerings by Closed-End Funds pp. 101-22
Aigbe Akhigbe and Jeff Madura
Post-reform Market-Order Execution Quality: Multidimensional Comparisons across Market Centers pp. 123-51
Brian Hatch, Robert Battalio and Robert Jennings
The Dynamic Relation between Stock Returns, Trading Volume, and Volatility pp. 153-73
Gong-meng Chen, Michael Firth and Oliver Rui
Stochastic Properties of Time-Averaged Financial Data: Explanation and Empirical Demonstration Using Monthly Stock Prices pp. 175-90
Jack W Wilson, Charles P Jones and Leonard L Lundstrum

Volume 36, issue 2, 2001

Underwriter Lock-up Releases, Initial Public Offerings and After-Market Performance pp. 1-20
Terrill R Keasler
Evidence and Implications of Increases in Trading Volume around Exchange Listings pp. 21-44
Kishore Tandon and Gwendolyn P Webb
Informed Testing around Merger Announcements: An Empirical Test Using Transaction Volume and Open Interest in Options Markets pp. 45-74
Narayanan Jayaraman, Melissa B Frye and Sanjiv Sabherwal
Combining Bond Rating Forecasts Using Logit pp. 75-96
Mark Kamstra, Peter Kennedy and Teck-Kin Suan
Internal Finance and Corporate Investment pp. 97-113
Shady Kholdy and Ahmad Sohrabian
Market Quote and Spread Component Cost Behavior around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges pp. 115-38
Lawrence Kryzanowski and Howard Nemiroff
Sources of Capital Market Segmentation: Empirical Evidence from Finland pp. 139-59
Mika Vaihekoski and Kim Nummelin
Determinants of Foreign Ownership in Newly Privatized Companies in Transition Economies pp. 161-75
Christopher W Anderson, Tomas Jandik and Anil K Makhija
Synthetic Trades and Calendar Day Patterns: The Case of the Dollar/Sterling Markets pp. 177-99
Janet S Thatcher and Lloyd P Blenman

Volume 36, issue 1, 2001

Forced versus Voluntary Dividend Reduction: An Agency Cost Explanation pp. 1-22
Ranjan D'Mello, Tarun Mukherjee and Oranee Tawatnuntachai
Aggregate Dividend Behavior and Permanent Earnings Hypothesis pp. 23-38
Ming-Shiun Pan
Selectivity and Market Timing Performance of Fidelity Sector Mutual Funds pp. 39-54
Wilfred L Dellva, Andrea L DeMaskey and Colleen A Smith
Is Volatility Risk for the British Pound Priced in U.S. Options Markets? pp. 55-70
Ghulam Sarwar
Index Options-Futures Arbitrage: A Comparative Study with Bid/Ask and Transaction Data pp. 71-94
Joseph K W Fung and Henry M K Mok
Further Evidence on Mean Reversion in Index Basis Changes pp. 95-124
Yan He and Chunchi Wu
The Effects of the Asian Crisis on Global Equity Markets pp. 125-41
Sorin Tuluca and Burton Zwick

Volume 35, issue 4, 2000

Corporate Finance, Incentives, and Strategy pp. 1-8
Thomas Noe
The Impact of Capital Structure on Efficient Sourcing and Strategic Behavior pp. 9-29
Sudha Krishnaswami and Venkat Subramaniam
Corporate Bankruptcy in Korea: Only the Strong Survive? pp. 31-50
Paola Bongini, Giovanni Ferri and Hongjoo Hahm
Asset Maturity, Debt Covenants, and Debt Maturity Choice pp. 51-67
Gautam Goswami
Incentive Compensation and the Stock Price Response to Dividend Increase Announcements pp. 69-93
Robert L Lippert, Terry Nixon and Eugene A Pilotte
Open-Market Stock Repurchase and Stock Price Behavior When Management Values Real Investment pp. 95-108
Nobuyuki Isagawa
Multiple Bids, Management Opposition, and the Market for Corporate Control pp. 109-21
Craig E Lefanowicz and John R Robinson
The Pricing of Equity Carve-Outs pp. 123-37
Alexandros P Prezas, Murat Tarimcilar and Gopala K Vasudevan
Managerial Motives and Merger Financing pp. 139-52
Saeyoung Chang and Eric Mais

Volume 35, issue 3, 2000

Ownership Structure as a Determinant of Firm Value: Evidence from Newly Privatized Czech Firms pp. 1-31
Anil K Makhija and Michael Spiro
The Performance Persistence of Closed-End Funds pp. 33-51
Martina K Bers and Jeff Madura
Fund Manager Succession in Closed-End Mutual Funds pp. 53-78
Wei Wang Rowe and Davidson, Wallace N,
Market Efficiency in Specialist Markets Before and After Automation pp. 79-104
William C Freund and Michael S Pagano
On Testing the Random-Walk Hypothesis: A Model-Comparison Approach pp. 105-24
Ali F Darrat and Maosen Zhong
Asymmetric Effects of Interest Rate Changes on Stock Prices pp. 125-43
Bento Lobo
The Impact of the Financial Institutions Reform, Recovery and Enforcement Act on the Risk of Savings Institutions pp. 145-68
Jeff Madura and Marilyn K Wiley

Volume 35, issue 2, 2000

The "Dogs of the Dow" Myth pp. 1-15
Mark Hirschey
Valuing the Potential Transformation of Banks into Financial Service Conglomerates: Evidence from the Citigroup Merger pp. 17-35
Jarrod Johnston and Jeff Madura
The Impact of Country Diversification on Wealth Effects in Cross-Border Mergers pp. 37-58
Halil Kiymaz and Tarun K Mukherjee
Real Activity, Inflation, Stock Returns, and Monetary Policy pp. 59-77
Kwangwoo Park and Ronald Ratti
January Anomalies: Implications for the Market's Incorporation of News pp. 79-96
Rohan Christie-David and Mukesh Chaudhry
The Predictive Ability of Dividend and Earnings Yields for Long-Term Stock Returns pp. 97-123
Chunchi Wu and Xu-Ming Wang
Informed and Uninformed Trading in an Electronic, Order-Driven Environment pp. 125-46
Paul Brockman and Dennis Y Chung
Stock-Price Effects of Internet Buy-Sell Recommendations: The Motley Fool Case pp. 147-74
Mark Hirschey, Vernon J Richardson and Susan Scholz

Volume 35, issue 1, 2000

Market Response to Liquidity Improvements: Evidence from Exchange Listings pp. 1-14
Elyas Elyasiani, Shmuel Hauser and Beni Lauterbach
"Marking-to-Market" and Treasury-Bill Futures Prices: Some Empirical Evidence pp. 15-28
Seungmook Choi and Mel Jameson
Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System pp. 29-48
Colm Kearney and Andrew Patton
Bank Growth Choices and Changes in Market Performance pp. 49-66
Ken B Cyree, James W Wansley and Harold A Black
An Examination of the 1992 Increase in the Allowable Carryover of Reserves in the Bank Settlement Process pp. 67-84
Mark D Griffiths and Drew B Winters
Closed-End Fund Expenses and Investment Selection pp. 85-104
D K Malhotra and Robert W McLeod
Industry Distributional Characteristics of Financial Ratios: An Acquisition Theory Application pp. 105-20
Mike Cudd and Rakesh Duggal
Contagion Effects of Dividend Reduction or Omission Announcements in the Electric Utility Industry pp. 121-36
Michael Impson
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