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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Effects of Preferred Stock Re-rating on Common Stock Prices: Further Evidence pp. 449-67: P R Chandy, L Paul Hsueh and Y Angela Liu
Stock Market Reactions to SFAS No. 96: Evidence from Early Bank Adopters pp. 469-91: Insup Lee and Stiner, Frederic M,
Impact of Acquisitions on Thrift Peformance pp. 493-522: Coleen C Pantalone and Marjorie B Platt
Determinants of Corporate Dividend Policy: A Factorial Analysis pp. 523-47: Kasim L Alli, Abdul Khan and Gabriel Ramirez
Corporate Leverage and Nondebt Tax Shields: Evidence on Crowding-Out pp. 549-83: Thomas W Downs
Downside Risk and Investment Choice pp. 585-605: K S Maurice Tse, Jamshed Uppal and Mark A White
Does Sentiment Explain Closed-End Fund Discounts? Evidence from Bond Funds pp. 607-16: Abraham Abraham, Don Elan and Alan Marcus

Dividend Yields and Stock Returns: Evidence of Time Variation between Bull and Bear Markets pp. 303-27: Michael J Gombola and Feng-Ying L Liu
The Wealth Effects of Private Stock Placements under Regulation D pp. 329-50: Kasim L Alli and Thompson, Donald J,
The Effect of Managerial Ownership on Stock Split-Induced Abnormal Returns pp. 351-70: Samuel H Szewczyk and George P Tsetsekos
Dual Domestic Listing, Market Structure and Shareholder Wealth pp. 371-83: Khan, Walayet A, et al
Fads and the Crash of '87 pp. 385-401: Mustafa Chowdhury and Ji-Chai Lin
Regulatory Monitoring and the Impact of Bank Holding Company Dividend Changes on Equity Returns pp. 403-15: Greg Filbeck and Donald J Mullineaux
Distortions in Capital Asset Acquisition and Financing under Cost-Based Reimbursement pp. 417-29: Lenos Trigeorgis and Paul Brindamour
The Impact of Company Pre-listing Attributes on the Market Reaction to NYSE Listings pp. 431-48: Richard B Edelman and H Kent Baker

Dividend Signalling Equilibria: Quantitative Evidence from the Brussels Stock Exchange pp. 139-57: Francisca M Beer
International Evidence on the Predictability of Stock Returns pp. 159-80: Steven J Cochran, Robert H DeFina and Leonard O Mills
Do Gold Market Returns Have Long Memory? pp. 181-202: Yin-Wong Cheung and Kon S Lai
Joint Cross-Section/Time-Series Maximum Likelihood Estimation for the Parameters of the Cox-Ingersoll-Ross Bond Pricing Model pp. 203-37: Phillip R Daves and Michael C Ehrhardt
Covariance Stationarity of International Equity Markets Returns: Recent Evidence pp. 239-60: Mahmoud Wahab and Malek Lashgari
The Behavior of Option Implied Standard Deviations around Merger and Acquisition Announcements pp. 261-72: Haim Levy and James A Yoder
A Further Comment on the N-Stage Discount Model and Required Return pp. 273-77: Philip A Horvath
Underwriter Reputation and Initial Public Offers: The Detrimental Effects of Flippers pp. 279-301: Richard B Carter and Frederick H Dark

Heterogeneous Beliefs and Learning about the Expected Return in a Market for a Short-Lived Asset pp. 1-24: Richard Smith
Long-Term Synthetic Puts pp. 25-44: Riaz Hussain
Pricing Contingent Claims on a Risky Asset and Stochastic Interest Rates: A New Discrete Time Approach pp. 45-75: Fernando Diz
Black-Scholes Revisited: Some Important Details pp. 77-90: Thomas M Beck
Do More Risk-Averse Investors Have Lower Net Worth and Income? pp. 91-106: Thomas McInish, Sridhar N Ramaswami and Rajendra K Srivastava
Comparison of Seasonal Anomalies across Major Equity Markets: A Note pp. 107-15: Jack W Wilson and Charles P Jones
Risk and Return: A Revisit Using Expected Returns pp. 117-37: Felicia Marston and Robert S Harris

Earnings Surprise, Market Efficiency, and Expectations pp. 475-502: Alexander, John C,
Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets pp. 503-30: Seungmook Choi and Mark Wohar
Risk-Adjusted Day-of-the-Week, Day-of-the-Month, and Month-of-the-Year Effects on Stock Indexes and Stock Index Futures pp. 531-52: Shahriar Khaksari and Edward L Bubnys
Deviations from Purchasing Power Parity pp. 553-70: Hung-Gay Fung and Wai-Chung Lo
Risk Premia in Foreign Currency Futures pp. 571-87: Christina Y Liu and Jia He
Price/Book Value Ratios and Equity Returns on the Tokyo Stock Exchange: Empirical Evidence of an Anomalous Regularity pp. 589-605: Raj Aggarwal, Takato Hiraki and Ramesh Rao
Testing Beta Stationarity across Bond Rating Changes pp. 607-18: C Michael Impson, Imre Karafiath and John Glascock

Agency Theory and Entry Barriers in Banking pp. 323-53: Peter S Rose
An Empirical Examination of Investment Banking Reputation Measures pp. 355-74: Richard B Carter and Frederick H Dark
Management Resistance to Takeover Bids and Shareholder Response pp. 375-90: Sidharth Sinha
Corporate Spin-Offs and Closed-End Funds in a State-Preference Framework pp. 391-409: Jacques A Schnabel
Optimum Capital Structure Redefined pp. 411-29: Dilip K Ghosh
The Choice among Long-Term Financing Instruments for Public Utilities pp. 431-65: Chao Chen and Fanara, Philip,
Interest Rates Fluctuations and the Advantage of Long-Term Debt Financing: A Note on the Effect of the Tax-Timing Option pp. 467-74: Ivan E Brick and Oded Palmon

The Asset Price Theory of Shareholder Revaluations: Tests with the Tax Reforms of the 1980s pp. 151-84: Thomas W Downs and Cuneyt Demirgures
Tender Offers and Free Cash Flow: An Empirical Analysis pp. 185-209: Robert C Hanson
Institutional Ownership and the Liquidity of Common Stock Offerings pp. 211-25: Samuel H Szewczyk, George P Tsetsekos and Raj Varma
Further Evidence on the Relationship between Ownership and Performance pp. 227-39: Carl D Hudson, Jahera, John S, and William P Lloyd
Poison Pill Securities: Shareholder Wealth and Insider Trading pp. 241-57: Charmen Loh
A Note on the Stock Market Reaction to Dividend Announcements pp. 259-71: C Michael Impson and Imre Karafiath
An Empirical Test of Investment Restrictions and Efficiency in the High-Yield Debt Market pp. 273-87: Delvin D Hawley and M Mark Walker
An Empirical Analysis of Stock Prices in Major Asian Markets and the United States pp. 289-307: Kam C Chan, Benton E Gup and Ming-Shiun Pan
An Empirical Comparison of Alternative Methods for the Estimation of the Degree of Operating Leverage pp. 309-21: Michael T Dugan and Keith A Shriver

The Effect of SEC-Ordered Suspensions on Returns, Volatility, and Trading Volume pp. 1-34: Stephen P Ferris, Raman Kumar and Glenn A Wolfe
The Role of Sectoral Demand in Influencing Tax-Exempt Bond Yields: A Reexamination pp. 35-57: Matthew R Marlin
Pricing Options on an Asset with Bernoulli Jump-Diffusion Returns pp. 59-79: Robert R Trippi, Edward A Brill and Richard Harriff
The Impact on Stock Returns and Liquidity for OTC Equity Issues Added to the List of Marginable OTC Stocks pp. 81-105: Glenn A Wolfe, Daniel P Klein and Linda E Bowyer
Betas in Up and Down Markets pp. 107-23: James B Wiggins
Altered Common Stock Offerings pp. 125-39: Katherine L Phelps and Joseph W Kremer
The N-Stage Discount Model and Required Return: A Comment pp. 141-49: Richard S Bower