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 24, issue 4, 1989

Investment Decision Making with Derivative Securities pp. 511-27

Robert Brooks

Seasonality in the Option Market pp. 529-40

Amy Dickinson and David R Peterson

Seasonal and Day-of-the-Week Effects in Four Emerging Stock Markets pp. 541-50

Reena Aggarwal and Pietra Rivoli

An Analysis of Merger Financing pp. 551-66

Austin Murphy and Kevin Nathan

The Exploitation of Inside Information at the Wall Street Journal: A Test of Strong Form Efficiency pp. 567-79

Azmat A Syed, Pu Liu and Stanley D Smith

The Specification and Power of the Sign Test in Measuring Security Price Performance: Comments and Analysis pp. 581-88

Terry L Zivney and Thompson, Donald J,

The Impact of Taxes on Discount Bond Valuation and Risk pp. 589-97

Roger P Bey and Larry J Johnson

OSHA Sanctions and the Value of the Firm pp. 599-610

Clifford L Fry and Insup Lee

A Simple Formula for Duration: An Extension pp. 611-15

James Moser and James T Lindley

Volume 24, issue 3, 1989

A Study of Call Price Behavior under a Stationary Return Generating Process pp. 335-54

S J Chang and Son-Nan Chen

An Empirical Test of Ross's Cash Flow Beta Theory of Capital Structur e pp. 355-70

Timothy F Sugrue and Fredrick C Scherr

The Effect of Bankruptcy Laws on the Valuation of Risky Consumer Debt pp. 371-95

Stanley J Kon and John G Thatcher

Small Capitalization Companies: What Does Financial Analysis Tell Us about Them? pp. 397-415

Hubert J Dwyer and Richard Lynn

Deregulation, Deposit Markets, and Banks' Costs of Funds pp. 417-30

Thomas P Bundt and Robert Schweitzer

Interest Rate Risk at Commercial Banks: An Empirical Investigation pp. 431-55

Karlyn Mitchell

Interest Rate Sensitivity, Asymmetry, and the Stock Returns of Financial Institutions pp. 457-73

Carl R Chen and Anthony Chan

The Day the United States Defaulted on Treasury Bills pp. 475-89

Terry L Zivney and Richard Marcus

Intertemporal Resolution of Uncertainty and Portfolio Behavior pp. 491-97

Devinder K Gandhi, Muhammad Rashid and Kenneth D Riener

The Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: An Update of the Basu Study pp. 499-505

R Stafford Johnson, Lyle C Fiore and Richard Zuber

The Reconciliation of the Smith's and Jarrow and Rudd's Option Sensitivity Formulae: A Teaching Note pp. 507-10

Daniel F S Choi and Charles Ward

Volume 24, issue 2, 1989

The Determinants of Systematic Risk: A Synthesis pp. 157-81

Carolyn M Callahan and Rosanne M Mohr

The Pricing of When-Issued Securities pp. 183-98

Christopher G Lamoureux and James W Wansley

Evidence of the Nonstationarity of the Variance Rate of Return of New York Stock Exchange Listed Common Stock pp. 199-214

Richard E Callaway

The Analytics of the Intervaling Effect on Skewness and Kurtosis of Stock Returns pp. 215-33

Hon-Shiang Lau and John R Wingender

Recent Canadian Experience on the Profitability of Insider Trades pp. 235-49

Moon H Lee and Halim Bishara

Diversification of the Banking Firm pp. 251-80

Peter S Rose

The Rationality and Efficiency of Stock Price Relative to Money Announcement Information pp. 281-98

William G Foote

A General Stationary Stochastic Regression Model for Estimating and Predicting Beta pp. 299-317

Rudolph E D'Souza, LeRoy D Brooks and H Dennis Oberhelman

The Regression Tendencies of Betas: A Reappraisal pp. 319-34

Robert W Kolb and Ricardo J Rodriguez

Volume 24, issue 1, 1989

An Investigation into the Equilibrium Structure of the Commodity Futures Market Anomaly pp. 1-18

J Austin Murphy and Jimmy E Hilliard

An Empirical Reexamination of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Equaties: 1973-1986 pp. 19-29

Vipul K Bansal, Stephen Pruitt and K C John Wei

Capital Structure, Agency Problems, and Deposit Insurance in Banking Firms pp. 31-52

Nasser Arshadi

Capital Structure Theory and the Fisher Effect pp. 53-73

Kelly, William A, and James A Miles

Tax Timing Options on Futures Contracts and the 1981 Economic Recovery Act pp. 75-92

Raymond Chiang and Dennis J Lasser

The Stock Market Reaction to Significant Tender Offer Repurchases of Stock: Size and Purpose Perspective pp. 93-107

Davidson, Wallace N, and Sharon H Garrison

The Effects of Estimation Period, Industry, and Proxy on the Calculation of the Degree of Operating Leverage pp. 109-22

Michael T Dugan and Keith A Shriver

Intra-industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square pp. 123-34

Imre Karafiath and John Glascock

The Listing, Size, and Value of Equity Warrants pp. 135-46

Michael G Ferri, Scott B Moore and David C Schirm

Offering Rates on Fixed- and Adjustable-Rate Mortgage Loans pp. 147-56

Andrea J Heuson

Volume 23, issue 4, 1988

Estimating the Dependence Structure of Share Prices: A Comparative Study of the United States and Japan pp. 387-401

Cheol S Eun and Bruce Resnick

Options on U.S. Treasury Coupon Issues pp. 403-26

Thomas J Finucane

The Over-the-Counter Market and New York Stock Exchange Trading Halts pp. 427-37

Frank Fabozzi and Christopher K Ma

An Econometric Analysis of Equity Costs and Risk Premiums in the Electric Utility Industry: 1971-1985 pp. 439-52

Dilip K Shome and Stephen D Smith

Illegal Insider Trading: Is It Rampant before Corporate Takeovers? pp. 453-64

Atul Gupta and Lalatendu Misra

Factors Affecting the Magnitude of Premiums Paid to Target-Firm Shareholders in Corporate Acquisitions pp. 465-82

Kaufman, Daniel J,

The Impact of Bond Rating Changes on Common Stocks and Bonds: Tests of the Wealth Redistribution Hypothesis pp. 483-98

Janis K Zaima and Joseph E McCarthy

Multiproduct Cost Functions and Scale Economies in Banking pp. 499-512

A Sinan Cebenoyan

Price Performance of Initial Public Offerings of Master Limited Partnership Units pp. 513-21

Chris J Muscarella

Volume 23, issue 3, 1988

The Impacts of Financial Deregulation upon Trading Efficiency and the Levels of Risk and Return of Japanese Banks pp. 243-68

Richard H Pettway, T Craig Tapley and Takeshi Yamada

Predicting Industrial Bond Ratings with a Probit Model and Funds Flow Components pp. 269-86

James A Gentry, David T Whitford and Paul Newbold

An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory pp. 287-99

Jeffery A Born and James Moser

Disintermediation Revisited pp. 301-12

Philip A Horvath

The Relationship between Before- and After-Tax Yields on Financial Assets pp. 313-31

Roger P Bey and J Markham Collins

Low Price, Price-Earnings Ratio, Market Value, and Abnormal Stock Returns pp. 333-43

Kuo C Tseng

Functional Forms of the Capital Asset Pricing Model under Different Market Risk Regimes pp. 345-50

James S Ang and Tsong-Yue Lai

Using Dummy Variables in the Event Methodology pp. 351-57

Imre Karafiath

A Measurement of the Errors in Intra-period Compounding and Bond Valuation: A Short Extension pp. 359-63

Philip A Horvath

The Valuation of Semiannual Bonds between Interest Payment Dates pp. 365-68

Richard W Taylor

Discounted Cash Flow with Explicit Reinvestment Rates: Tutorial and Extension pp. 369-85

William R McDaniel, Daniel E McCarty and Kenneth A Jessell

Volume 23, issue 2, 1988

Insider Trading: The Case against the "Victimless Crime" Hypothesis pp. 127-42

Norman S Douglas

The Excess Return Argument and Double Leverage pp. 143-50

William Beranek and James A Miles

Reincorporation: Motives and Shareholder Wealth pp. 151-60

Pamela P Peterson

Financial Planning and Control for Commercial and Industrial Enterprises in China pp. 161-74

Frank C Jen

Joint Ventures in China: Problems and Solutions pp. 175-81

Ling-Nan Ouyang

Effects of Inflation on Capital Structure pp. 183-200

Moon K Kim and Chunchi Wu

Conditional Heteroscedasticity in the Market Model and Efficient Estimates of Betas pp. 201-14

Anil Bera, Edward Bubnys and Hun Park

An Empirical Analysis of Ben Graham's Net Current Asset Value Rule pp. 215-25

Joseph Vu

The Wealth Maximizing Ordering Quantity: An Extension pp. 227-32

Ricardo J Rodriguez

A Note on Bond Defeasance pp. 233-36

Robert Pari and John Caks

Textbook Inconsistencies in Graphing Valuation Equations: A Further Note pp. 237-41

Conine, Thomas E, and Maurry Tamarkin

Volume 23, issue 1, 1988

Debt Refunding and Shareholder Wealth: The Price Effects of Debt-for-Debt Exchange Offer Announcements pp. 1-23

W Bruce Johnson

The Structure of Skewness Preferences in Asset Pricing Models with Higher Moments: An Empirical Test pp. 25-38

R Stephen Sears and K C John Wei

Information Asymmetry and Options Trading pp. 39-51

Christopher K Ma and Ramesh Rao

Investment Performance of Common Stocks in Relation to Insider Ownership pp. 53-64

Wi Saeng Kim, Jae Won Lee and Jack Clark Francis

The Relationship between Earnings Yield and Market Value: Evidence from the American Stock Exchange pp. 65-80

Ronald C Rogers

Interrelationships among Domestic and Eurocurrency Deposit Yields: A Focus on the U.S. Dollar pp. 81-94

Peggy E Swanson

Black-Scholes Revisited: Some Important Details [The Pricing of Options and Corporate Liabilities] pp. 95-104

George W Kutner

Expense Preference and Minority Banking: A Note pp. 105-15

William L Scott, Mona J Gardner and Dixie L Mills

Bias in Journal Ratings pp. 117-25

Mike Cudd and Joe Morris