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 32, issue 4, 1997

Success and Failure in the Market for Corporate Control: Evidence from the Petroleum Industry pp. 635-58

John W Byrd and William W Stammerjohan

The Impact of Antitakeover Amendments on Corporate Financial Performance pp. 659-89

Mark S Johnson and Ramesh Rao

The Impact of Antitakeover Devices on the Valuation Consequences of Voluntary Corporate Selloffs pp. 691-707

Charmen Loh and R S Rathinasamy

Stock Returns and Open-Market Stock Repurchase Announcements pp. 709-27

Chao-Shin Liu and David A Ziebart

Adverse Information and Dealer Spreads: Evidence from Dutch Auction Repurchases pp. 729-49

James M Forjan and Michael S McCorry

The Impact of Health Care Reform on Capital Acquisition for Hospitals pp. 751-78

Sharon Topping, Carolyn Carroll and James T Lindley

Capital Gains Taxes and Stockholders' Response to Dutch Auction Tender Offers pp. 779-99

Palani-Rajan Kadapakkam and Sarabjeet Seth

The Market Reaction to Discontinuing Regular Stock Dividends pp. 801-19

Aaron L Phillips, H Kent Baker and Richard B Edelman

The Causality Effects of the Federal Reserve's Monetary Policy on U.S. and Eurodollar Interest Rates pp. 821-44

Mbodja Mougoue and John Wagster

Index Futures Trading and Stock Return Volatility: Evidence from the Introduction of MidCap 400 Index Futures pp. 845-65

Tina M Galloway and James M Miller

Volume 32, issue 3, 1997

Is the Market Portfolio a Dynamic Factor? Evidence from Individual Stock Returns pp. 411-30

Gregory Koutmos

Accuracy of International Interest Rate Forecasts pp. 431-48

Thomas F Gosnell and Robert W Kolb

Tobin's q-Ratio and Market Reaction to Capital Investment Announcements pp. 449-76

Laurence E Blose and Joseph C P Shieh

Why Manufacture Offshore? An Empirical Analysis of Valuation Effects pp. 477-99

Kalu Ojah, Neil E Seitz and Mufeed Rawashdeh

Do Investors Learn? Evidence from a Gold Market Anomaly pp. 501-25

Grant McQueen and Steven Thorley

Forward Hedging the Exchange Risks of U.S. Equity Investments in the U.K., Germany and France pp. 527-44

Oscar Varela and Atsuyuki Naka

Mutual to Stock Conversion, Information Cost, and Thrift Performance pp. 545-68

Mike Carhill and Iftekhar Hasan

Mergers, Method of Payment and Returns to Manager- and Owner-Controlled Firms pp. 569-89

Virginia L Blackburn, Frederick H Dark and Robert C Hanson

The Effects of the Method of Payment and the Type of Offer on Target Returns in Mergers and Tender Offers pp. 591-607

David Y Suk and Hyun Mo Sung

Securityholder Taxes, Corporate Capital Structures and the Priority Structures of Debt pp. 609-34

Chang-Soo Kim and David C Mauer

Volume 32, issue 2, 1997

Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets pp. 205-24

Theodossiou, Panayiotis, et al

Arbitrageur Heterogeneity, Investor Horizon and Arbitrage Opportunities: An Empirical Investigation pp. 225-47

Lloyd P Blenman and Janet S Thatcher

Did the 1986 Tax Reform Act Affect Market Reactions to Stock Splits?: A Test of the Tax-Option Hypothesis pp. 249-71

Manjeet S Dhatt, Yong H Kim and Sandip Mukherji

Equity-for-Debt Exchange Offers: Theory, Practice, and Evidence pp. 273-91

Jeffrey A Born and Victoria B McWilliams

Co-Kurtosis and Capital Asset Pricing pp. 293-307

Hsing Fang and Tsong-Yue Lai

The Information Content of Dividend Initiations and Firm Size: An Analysis Using Bid-Ask Spreads pp. 309-29

Devashis Mitra and Muhammad Rashid

Long-Term Financing Decisions: Views and Practices of Financial Managers of NYSE Firms pp. 331-56

Ravindra R Kamath

Bank Holding Company Risk from 1976-1989 with a Two-Factor Model pp. 357-71

Matt Maher

The Price Effect of the Introduction of Leaps pp. 373-89

Larry C Holland and John R Wingender

Profit Multiplier in Covered Currency Trading with Leverage pp. 391-409

Dilip K Ghosh

Volume 32, issue 1, 1997

Pricing Effects of the Decision to Sell or Hold Adjustable Rate Mortgage Loans in a Portfolio pp. 1-20

John D Benjamin, Andrea J Heuson and C F Sirmans

A Test of the Debt-Monitoring Hypothesis: The Case of Corporate R&D Expenditures pp. 21-48

Zaher Z Zantout

Day-of-the-Week Effects in the Long-Run Performance of Initial Public Offerings pp. 49-70

Steven B Perfect and David R Peterson

Ex-dividend Returns and the Tax Reform Act of 1986 pp. 71-86

Mazhar A Siddiqi

The Role of Default Risk in Determining the Market Reaction to Debt Announcements pp. 87-105

Ronald W Best

Implied Risk Aversion Parameter from Option Prices pp. 107-24

Kenneth S Bartunek and Mustafa Chowdhury

The Impact of Option Introduction on Stock Return Variances: The Role of Bid-Ask Spreads, Return Autocorrelations, and Intrinsic Variances pp. 125-44

Bruce D Niendorf and David R Peterson

Unbiasedness of the Forward Exchange Rates pp. 145-62

Gurdip S Bakshi and Atsuyuki Naka

Regulation and Systematic Risk in the Electric Utility Industry: A Test of the Buffering Hypothesis pp. 163-84

Davidson, Wallace N,, Nanda Rangan and Stuart Rosenstein

The Relationship between Market Efficiency and Insider Ownership in Large and Small Firms pp. 185-203

Richard J Dowen and W Scott Bauman

Volume 31, issue 4, 1996

Managerial Self-Interest, Pension Financial Slack and Corporate Pension Funding pp. 695-720

Sudip Datta, Mai E Iskandar-Datta and Edward J Zychowicz

The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance pp. 721-46

Van Son Lai

Macroeconomic Forces and Mutual Fund Betas pp. 747-63

Larry J Lockwood

Investor Response to Mutual Fund Policy Variables pp. 765-81

Donald L Santini and Jack W Aber

Industry Structure and Ripple Effects of Bankruptcy Announcements pp. 783-807

Louis T W Cheng and James E McDonald

Expected Inflation, Interest Rates, and Stock Returns pp. 809-30

Dale L Domian, John E Gilster and David A Louton

Differences in Information and Common Stock Returns: Estimation Risk or Unequal Distribution of Information? pp. 831-57

Felicia Marston

A Generalized Simple Formula to Compute the Implied Volatility pp. 859-67

Don M Chance

Graphical Portfolio Analysis pp. 869-84

Ricardo J Rodriguez

Voluntary Divestitures and the Choice between Sell-Offs and Spin-Offs pp. 885-912

Abdul Khan and Dileep R Mehta

Financial Distress Costs and Delayed Calls of Convertible Bonds: An Empirical Analysis pp. 913-25

V Sivarama Krishnan and Ramesh Rao

Volume 31, issue 3, 1996

A Test of the Conditional CAPM with Simultaneous Estimation of the First and Second Conditional Moments pp. 475-98

David M Ellis

The Relationship between Stock and Option Prices Changes pp. 499-519

J David Diltz and Suhkyong Kim

Risk Premia in Foreign Currency Futures: A Reexamination pp. 521-34

Yiuman Tse and G Geoffrey Booth

The Factors behind Put-Call Parity Violations of S&P 100 Index Options pp. 535-52

Drew Wagner, David M Ellis and David A Dubofsky

Further Evidence on Foreign Exchange Market Efficiency: An Application of Cointegration Tests pp. 553-64

John P Lajaunie, Bruce L McManis and Atsuyuki Naka

Option Delisting of Stocks That Continue Trading: An Examination of Welfare Effects pp. 565-83

Kenneth S Bartunek

Ex Ante Stock Market Return Volatility Implied by the OEX Option Premium pp. 585-602

Carlene E Weber

An Examination of the Short-Term and Long-Term Behavior of Foreign Exchange Rates pp. 603-22

Ming-Shiun Pan, Y Angela Liu and Hamid Bastin

Convertible Debt Issuance and Market Completeness pp. 623-40

John B Broughton and David Smith

Effect of Underwriter Prestige on the Interest Cost of Municipal Bond Offerings pp. 641-66

Peyton Foster Roden and John Bassler

An Examination of Option-Implied S&P 500 Futures Price Distributions pp. 667-94

Bruce Sherrick, Scott Irwin and D Lynn Forster

Volume 31, issue 2, 1996

On Speculation, Index Futures Markets, and the Link between Market Volatility and Investor Welfare pp. 227-63

Avanidhar Subrahmanyam

On " q." pp. 265-86

Keith M Howe and Stephen Vogt

Market Dependence and Economic Events pp. 287-312

David N Nawrocki

Optimal Bond Trading with Tax Clienteles: A Discrete-Time Dynamic Trading Model pp. 313-41

Yisong Tian

Long-Run Diversification Potential in Emerging Stock Markets pp. 343-63

Richard A DeFusco, John M Geppert and George P Tsetsekos

Information Pricing: The Evidence from Equity Mutual Funds pp. 365-80

Conrad S Ciccotello and C Terry Grant

The Role of Alternative Methodology on the Relation between Portfolio Size and Diversification pp. 381-406

Kristine L Beck, Steven B Perfect and Pamela P Peterson

In-the-Money Warrant Extensions pp. 407-29

John S Howe

The Diversification and Cost Effects of Interstate Banking pp. 431-52

Peter S Rose

Market Efficiency and Money Market Fund Portfolio Managers: Beliefs versus Reality pp. 453-74

Ramon Degennaro and Dale L Domian

Volume 31, issue 1, 1996

A Test for Increased Capital Market Integration pp. 1-23

Alan Alford and Folks, William R,

A Test for Price Pressure Effects in Tender Offer Stock Repurchases pp. 25-49

Davidson, Wallace N,, Indudeep Chhachhi and John Glascock

CEO Influence and Executive Compensation pp. 51-66

Uma V Sridharan

The Impact of Illegal Business Practice on Shareholder Returns pp. 67-85

Alan K Reichert, Michael Lockett and Ramesh Rao

Tender Offers and Target Management Responses: Managerial Entrenchment versus Stockholder Interest Revisited pp. 87-104

Satish Thosar

Acquisitions and the Information Environment of Firms pp. 105-25

Ravi Bhushan and Jang Y Cho

Determinants of Managerial Stock Ownership: The Case of CEOs pp. 127-47

Chenchuramaiah T Bathala

The Effect of Commercial Paper Rating Changes and Credit-Watch Placement on Common Stock Prices pp. 149-67

Fayez A Elayan, Brian A Maris and Philip J Young

Macrofactor Conditional Volatilities, Time-Varying Risk Premia and Stock Return Behavior pp. 169-95

George Koutoulas and Lawrence Kryzanowski

January Seasonality in Preferred Stocks pp. 197-207

Carl R Chen

Corporate Investment and Dividend Tax Imputation pp. 209-26

Glenn Boyle