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 26, issue 4, 1991

Inflation Uncertainty, Real-Interest-Rate Uncertainty, and the Liquidity Premium on Government Bonds pp. 459-77

Oded Palmon and Jeffrey Parker

Optimal Refunding Strategies, Transaction Costs, and the Market Value of Corporate Debt pp. 479-500

David Ling

Partially Anticipated Convertible Calls pp. 501-15

Ji-Chai Lin and K C Chen

Corporate Insiders and the Death of the Firm: Evidence on the Incidence of Insider Trading in Corporate Dissolutions pp. 517-33

Thomas H Eyssell

Organizational Restructuring, Equity Valuation, and Limited Partnerships pp. 535-46

Donald G Christensen and Linda F Christensen

The Impact of Value Line Special Situations Recommendations on Stock Prices: Evidence from the Over-the-Counter Market pp. 547-68

James E Pawlukiewicz and Dianna C Preece

Further Ambiguity When Performance Is Measured by the Security Market Line pp. 569-85

Robert R Grauer

Estimating Systematic Risk with Daily Security Returns: A Note on the Relative Efficiency of Selected Estimators pp. 587-99

Charles Corrado and John D Schatzberg

Volume 26, issue 3, 1991

Wealth Effects of Acquiring Financially Distressed Firms pp. 275-302

Dana J Johnson and Ashok Abbott

An Empirical Investigation into the Failure of First RepublicBank: Is There a Contagion Effect? pp. 303-18

Amy Dickinson, David R Peterson and William A Christiansen

An Intraweek Seasonality in the Implied Volatilities of Individual and Index Options pp. 319-41

Joel Morse

The Differential Impact of Federal Reserve Margin Requirements on Stock Return Volatility pp. 343-66

Raman Kumar, Stephen P Ferris and Don M Chance

Conditional Dependence in Precious Metal Prices pp. 367-86

Akgiray, Vedat, et al

Gains from Corporate Multinationalism: Evidence from the China Experience pp. 387-407

Gupta, Atul, et al

The Interactions between the Investment, Financing, and Dividend Decisions of Major U.S. Firms pp. 409-30

Stephen Pruitt and Lawrence J Gitman

Factors Affecting Capital Structure Decisions pp. 431-46

Edgar Norton

Comparing Present Value Cost Differentials between Fixed- and Adjustable-Rate Loans: A Mortgage Simulation pp. 447-58

Michael Tucker

Volume 26, issue 2, 1991

A Brief Review of Catastrophe Theory and a Test in a Corporate Failure Context pp. 127-55

Russell B Gregory-Allen and Henderson, Glenn V,

Optimal Asset Abandonment and Replacement: Tax and Inflation Considerations pp. 157-77

Son-Nan Chen

Cross-Hedging: Basis Risk and Choice of the Optimal Hedging Vehicle pp. 179-210

Mark G Castelino, Jack C Francis and Avner Wolf

An Analysis of Bond Investment Company Initial Public Offerings: Past and Present pp. 211-22

Seth C Anderson, Jeffery A Born and Thomas Beard

Direct Bankruptcy Costs: Evidence from the Trucking Industry pp. 223-35

Daryl M Guffey and William T Moore

New Issue Yield Spreads in the 30-Year Treasury Bond Market pp. 237-47

Dennis J Lasser and W Brian Barrett

The Impact of Bid-Ask Prices on Market Anomalies pp. 249-68

Ben Branch and David P Echevarria

Long-term Asset Allocation under Dynamic Interaction of Earnings and Interest Rates pp. 269-74

Steven E Bolten and Scott Besley

Volume 26, issue 1, 1991

Dispersion of Beliefs, Asset Prices, and Noise Aggregation of Information pp. 1-13

Hossein B Kazemi

Estimation Risk and Adaptive Behavior in the Pricing of Options pp. 15-30

Christopher B Barry, Dan W French and Ramesh K S Rao

The Opportunity Cost of a Mean-Variance Efficient Choice pp. 31-43

Bernard V Tew, Donald W Reid and Craig A Witt

Bond Yields, Ratings, and Financial Information: Evidence from Public Utility Issues pp. 45-73

Sara A Reiter and David A Ziebart

The Financial Characteristics of Commercial Banks Involved in Interstate Acquisitions pp. 75-90

Gulser Meric, Serpil S Leveen and Ilhan Meric

Valuation Effects of New Securities Issuance by Bank Holding Companies: New Evidence pp. 91-104

Paul M Horvitz, Insup Lee and Kerry L Robertson

Risk-Adjusted Discount Rates Revisited pp. 105-14

Timothy J Gallagher and J Kenton Zumwalt

Markov Chains and Regression toward the Mean pp. 115-25

Robert W Kolb and Ricardo J Rodriguez

Volume 25, issue 4, 1990

The Risk of Banks Expanding Their Permissible Nonbanking Activities pp. 517-37

Brewer, Elijah,

Interest Rate Risk and the Optimal Gap for Commercial Banks: An Empirical Study pp. 539-57

Jill L T Wetmore and John R Brick

Monitoring Accounts Payables pp. 559-76

James A Gentry and Jesus M De La Garza

Arbitraging American Gold Spot and Futures Options pp. 577-92

Joseph P Ogden, Alan L Tucker and Timothy W Vines

A Comprehensive Test of Futures Market Disequilibrium pp. 593-622

Louis P Lukac and B Brorsen

Inventory Decision under Demand Uncertainty: A Contingent Claims Approach pp. 623-40

Kee H Chung

The Effects of International Joint Ventures on Shareholder Wealth pp. 641-49

Insup Lee and Steve B Wyatt

An N-Stage, Fractional Period, Quarterly Dividend Discount Model pp. 651-57

Robert Brooks and Billy Helms

The Valuation of Semiannual Bonds between Interest Payment Dates: A Correction pp. 659-62

K S Maurice Tse and Mark A White

Volume 25, issue 3, 1990

Interest Rate Futures Options and Interest Rate Options pp. 345-70

Thomas S Y Ho and Sang Bin Lee

High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations pp. 371-94

Klaus Fischer and A P Palasvirta

Differences in Factor Structures between U.S. Multinational and Domestic Corporations: Evidence from Bilinear Paradigm Tests pp. 395-403

Richard A DeFusco, George C Philippatos and Dosoung Choi

Two-Stage Acquisitions, Free-Riding, and Corporate Control pp. 405-19

Michael J Sullivan, Pamela P Peterson and David R Peterson

Long-term Earnings Forecasts in the Electric Utility Industry: Accuracy and Valuation Implications pp. 421-39

Robert E Chatfield, Scott Hein and R Charles Moyer

The Market Valuation of Cash Dividends and the Tax Differential Theory of Dividend Policy: A Case Revisited pp. 441-55

William E Sterk and Pieter A Vandenberg

Dual Bond Ratings: A Test of the Certification Function of Rating Agencies pp. 457-71

G Rodney Thompson and Peter Vaz

An Examination of the Biases in Estimating the Benefit of Debt Insurance pp. 473-86

L Paul Hsueh and Y Angela Liu

Flotation Cost Allowance Methodologies: A Synthesis Using Present Value Analysis pp. 487-500

S Keith Berry

A Generalization of the Tree Harvesting Paradigm pp. 501-15

Ricardo J Rodriguez

Volume 25, issue 2, 1990

Restricted Voting Stock, Acquisition Premiums, and the Market Value of Corporate Control pp. 175-98

William L Megginson

Dealers' Adverse Selection Costs and the Evaluation of Alternative Measures of the Earnings Release Signal pp. 199-209

David L Senteney

Institutional Ownership and Distribution of Equity Returns pp. 211-29

Raj Aggarwal and Ramesh Rao

Liquidity and Stock Exchange Listing pp. 231-49

Richard B Edelman and H Kent Baker

Empirical Tests of the Proxy Hypothesis pp. 251-63

Joseph McCarthy, Mohammad Najand and Bruce Seifert

Preferred Stock Returns, CreditWatch, and Preferred Stock Rating Changes pp. 265-85

James W Wansley, Fayez A Elayan and Brian A Maris

Dividend Clienteles, the Tax-Clientele Hypothesis, and Utilities pp. 287-96

David L Skinner and Gilster, John E,

An Empirical Evaluation of the Friedman Hypothesis of Inflation on Capital Asset Pricing pp. 297-319

David A Burnie

The Relationship between the Argentinean Debt Rescheduling Announcement and Bank Equity Returns pp. 321-34

Iqbal Mansur, Steven J Cochran and David K Seagers

Issue Costs in Fisher's Two-Period Model pp. 335-43

Keith M Howe and Paul L Gronewoller

Volume 25, issue 1, 1990

Simulating and Forecasting Utility Stock Returns: Arbitrage Pricing Theory vs. Capital Asset Pricing Model pp. 1-23

Edward L Bubnys

What Is in a Municipal Bond Rating? pp. 25-53

Anthony L Loviscek and Frederick D Crowley

Is There a January Effect in Corporate Bond and Paper Returns? pp. 55-79

Jack W Wilson and Charles P Jones

A Likelihood Ratio Test of Price Volatilities: Comparing Stock Index Spot and Futures pp. 81-94

Chen-Chin Chu and Edward L Bubnys

Sinking Funds and the Agency Costs of Corporate Debt pp. 95-113

Chihwa Kao and Chunchi Wu

Scope Economies in Banking: The Hybrid Box-Cox Function pp. 115-25

A Sinan Cebenoyan

Stock Repurchase and Excess Returns: An Empirical Examination pp. 127-42

William Pugh and Jahera, John S,

Economic Order Quantities, Volume Discounts, and Wealth Maximization pp. 143-52

Richard A Followill, Michael Schellenger and Patrick H Marchand

Price-Fixing and Shareholder Returns: An Empirical Study pp. 153-63

Terrance R Skantz, Dale Cloninger and Thomas H Strickland

Learning Portfolio Management by Experience: University Student Investment Funds pp. 165-73

Edward C Lawrence