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 22, issue 4, 1987

The Adjustment of Stock Prices to Completely Unanticipated Events pp. 345-54

Barrett, W Brian, et al

Optimal Liquidity in Personal Financial Planning pp. 355-68

Thomas Warschauer and Antony Cherin

Aggregation across Heterogeneous Depository Institutions pp. 369-78

Sudarshan Gooptu and Raymond Lombra

The Relationship between Financial Performance and Stock Market Based Measures of Corporate Diversification pp. 379-89

Jahera, John S,, William P Lloyd and Daniel E Page

Influence of Treasury Bill Futures Trading on the Primary Sale of the Deliverable Treasury Bill pp. 391-402

Dennis J Lasser

Gains to Bidder Firms in Cash and Securities Transactions pp. 403-14

James W Wansley, William R Lane and Ho C Yang

Information Asymmetry and Wealth Effect of Canadian Corporate Acquisitions pp. 415-31

A L Calvet and J Lefoll

Automotive Recalls and Informational Efficiency pp. 433-42

George Hoffer, Stephen Pruitt and Robert Reilly

Volume 22, issue 2, 1987

Bond Portfolio Immunization: Tests of Maturity, One- and Two-Factor Duration Matching Strategies pp. 203-19

G O Bierwag, George G Kaufman and Cynthia M Latta

The Adoption of New-Issue Dividend Reinvestment Plans and Shareholder Wealth pp. 221-32

Pamela P Peterson, David R Peterson and Norman H Moore

Examining Merger Synergy with the Capital Asset Pricing Model pp. 233-47

Davidson, Wallace N,, Sharon Hatten Garrison and Henderson, Glenn V,

A Simplified Approach to Short-term International Diversification pp. 249-66

John S Cotner and Neil E Seitz

Stock Market Perception of Industrial Firm Bankruptcy pp. 267-79

Murali Ramaswami

Trading Time Effects in Financial and Commodity Futures Markets pp. 281-94

Stephen P Ferris and Don M Chance

Trucking Deregulation and Motor-Carrier Performance: The Shareholders' Perspective pp. 295-311

Allen Michel and Israel Shaked

On the Correspondence between the Baumol-Tobin and pp. 313-19

Bruce D Bagamery

The Marginal-Efficiency-of-Capital Function of the Firm pp. 321-38

Alexander Barges

Biases in Performance Measurement during Contributions: A Note pp. 339-43

Scott D Stewart

Volume 22, issue 1, 1987

A Multiperiod Mean-Variance Model of Optimal Capital Structure pp. 1-31

Frederick C Scherr

A Measurement of the Errors in Intra-period Compounding and Bond Valuation pp. 33-51

James T Lindley, Billy P Helms and Mahmoud Haddad

Market Effects of Changes in the Standard $50 Poor's 500 Index pp. 53-69

Christopher G Lamoureux and James W Wansley

The Impact of Split Bond Ratings on Risk Premia pp. 71-85

Pu Liu and William T Moore

Leveraged Bond Portfolio Optimization under Uncertainty pp. 87-109

Dan R Pieptea

Operating Performance and Merger Benefits: The Savings and Loan Experience pp. 111-30

Walter P Neely and David P Rochester

Further Insight into the Standarized Unexpected Earnings Anomaly: Size and Serial Correlation Effects pp. 131-44

Rendleman, Richard J,, Charles P Jones and Henry A Latane

Performance of Stocks Recommended on the Basis of Insider Trading Activity pp. 145-58

Gary A Benesh and Robert A Pari

Airline Deregulation and the Probability of Air Carrier Insolvency pp. 159-73

Allen Michel and Israel Shaked

Market Power and the Required Return to Electric Utilities pp. 175-93

David H Goldenberg

An Exchange Ratio Determination Model for Mergers: A Note pp. 195-202

Joseph Yagil

Volume 21, issue 4, 1986

On the Rationality of Common Stock Return Volatility pp. 355-81

Ehud I Ronn

Preferred Stock Arbitrage of Municipal Bond Market Segmentation pp. 383-98

Peter J Elmer

Option Pricing Theory and Asset Expectations: A Review and Discussion in Tribute to James Boness pp. 399-418

Thomas J O'Brien and Michael J P Selby

Dividend Changes of Financially Weak Firms pp. 419-31

Albert Eddy and Bruce Seifert

Foreign-Currency Options, Ex Ante Exchange-Rate Volatility, and Market Efficiency: An Empirical Test pp. 433-50

Larry J Johnson

The Analytics of Tax Effects in Discount Bond Valuation pp. 451-62

Duane Stock

Tax and Savings Implications of the Canadian Registered Retirement Savings Plans pp. 463-71

Muhammad Rashid and Devinder K Gandhi

On Application of the Rank Transformation Discrimination Method to Financial Problems pp. 473-83

Stephen E Skomp, Timothy P Cronan and William L Seaver

The Information Value of Listing on the New York Stock Exchange pp. 485-99

Theoharry Grammatikos and George J Papaioannou

Risk, Segmentation, and the Municipal Term Structure pp. 501-26

Charles Trzcinka

The Economic Ordering Quantity Problem and Wealth Maximization pp. 527-36

William R McDaniel

The Performance Measurement and Evaluation of a Corporate Retirement Plan: A Case Study pp. 537-49

Nicholas A Michas

A Note on Interest Rates and the Risk of Bank and Savings and Loan Stock pp. 551-58

Dan W French and Donald R Fraser

Volume 21, issue 2, 1986

Stock Price Processes with Discontinuous Time Paths: An Empirical Examination pp. 163-84

Vedat Akgiray and Geoffrey Booth

Nonpecuniary Benefits and Asset Market Equilibrium pp. 185-90

Jess H Chua and Jacques A Schnabel

An Analytical Model of the Relationship between Maturity and Bonds Risk Differentials pp. 191-209

Raymond Chiang and Robert W Kolb

Liquidity and Price Variability in Futures Markets pp. 211-37

Nikolaos Milonas

Testing Price Taking in Loan and Deposit Markets by Financial Firms pp. 239-57

Diana Hancock

Captive Finance Subsidiaries: Overview and Synthesis pp. 259-75

Iraj Fooladi, Gordon Roberts and Jerry Viscione

The User Cost and Capital Budgeting pp. 277-87

Thomas W Downs

An Examination of Asked-Bid Spreads for Two Over-the-Counter Market Segments pp. 289-98

David A Dubofsky and John Groth

The Possibility of Estimating Risk Premia in Asset Pricing Models pp. 299-308

Richard J Sweeney and Arthur D Warga

Evaluating Cash Flow Systems under Growth pp. 309-18

Howard P Lanser and John A Halloran

Statistical Tests of the Accuracy of Alternative Forecasts: Some Results for U.S. Utility Betas pp. 319-35

Lawrence Kryzanowski and Abolhassan Jalilvand

A Pedagogic Note on the Derivation of the Black-Scholes Option Pricing Formula pp. 337-44

James R Garven

Short-term Bonus Plan Adoption and Stock Market Performance--Proxy an d Industry Effects: A Note pp. 345-53

Hassan Tehranian and James F Waegelein

Volume 21, issue 1, 1986

The Arbitrage Pricing Theo;ry and Macroeconomic Factor Measures pp. 1-20

Edwin Burmeister and Kent D Wall

Intervalling Effects and the Hedging Performance of Foreign Currency Futures pp. 21-36

Theoharry Grammatikos

Volatilities Implied by Options Premia: A Test of Market Efficiency pp. 37-49

Hal Heaton

On Accounting-based, Market-based and Composite-based Beta Predictions: Methods and Implications pp. 51-68

Lee, Cheng F, et al

On the Predictors of the Future Spot Rates--A Multi-currency Analysis pp. 69-83

Thomas Chiang

Relative Information Accessibility for OTC Stocks and Security Return s pp. 85-102

David A Dubofsky and John Groth

Net Selectivity as a Component Measure of Investment Performance pp. 103-10

Nicholas Gressis, George C Philippatos and George Vlahos

The Money Supply Process under Deregulation pp. 111-23

Kashi Nath Tiwari

Does the Stock Market React to Announcements of the Producer Price Index? pp. 125-34

Rosita P Chang and S Ghon Rhee

A Simplifying Performance Measure Recognizing Skewness pp. 135-44

Arun Prakash and Robert M Bear

A Note on Cyclical and Dynamic Aspects of Stock Market Price Cycles pp. 145-59

Steven E Bolten and Susan W Long

A Note on the Calculation of Probabilistic Betas pp. 151-56

Richard L Myer and Murad J Antia