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 (). Access Statistics for this journal.
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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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