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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Classification Models and Bond Ratings pp. 237-62: Louis H Ederington
The Impacts of Kurtosis on Risk Stationarity: Some Empirical Evidence pp. 263-69: Cheng F Lee and Chunchi Wu
Persistent Seasonal Return Patterns pp. 271-86: Glenn N Pettengill
Options Market Efficiency and the Box Spread Strategy pp. 287-301: Randall S Billingsley and Don M Chance
The Effect of Stock for Debt Swaps on Security Returns pp. 303-27: Peavy, John W, and Jonathan A Scott
Market Model Stationarity and Timing of Structural Change pp. 329-42: Chi-Wen Jevons Lee
Uncertain Inflation and Optimal Portfolio Selection: A Simplified Approach pp. 343-56: Son-Nan Chen and William T Moore
On Carrying Costs and the EOQ Model: A Pedagogical Note pp. 357-60: Robert M Brown
Textbook Inconsistencies in Graphing Valuation Equations: A Note pp. 361-67: A R Appleyard and N C Strong

Investing in Options on Stocks Announcing Splits pp. 121-42: Frank K Reilly and Sandra G Gustavson
A Multivariate Analysis of the Cross-hedging Performance of T-Bond and GNMA Futures Markets pp. 143-63: Shantaram P Hegde and Nunn, Kenneth P,
The Reaction of Effective Exchange Rates to Information about Inflation pp. 164-79: Kishore Tandon and Yusif Simaan
The Rationality of Money Supply Expectations and the Canadian-U.S. Exchange Rate Response to Money Supply Announcements pp. 180-94: John Doukas
Deviations from Purchasing Power Parity, Relative Inflation, and Exchange Rates: The Recent Experience pp. 195-218: G Geoffrey Booth, James E Duggan and Peter E Koveos
An Expected Utility Explanation of Plunging and Dumping Behavior pp. 219-28: Philip A Horvath and Robert C Scott
A Pedagogic Note on the Cost of Capital with Personal Taxes and Risky Debt pp. 229-35: Kenneth D Riener

Dividends and Taxes: Another Look at the Electric Utility Industry pp. 1-20: William T Moore and William L Sartoris
Inflation, the Fisher Hypothesis, and Long Term Bonds pp. 21-35: Albert Eddy and Bruce Seifert
An Analysis of the Impact of Regulatory Change: The Case of Natural Gas Deregulation pp. 36-54: Andrew H Chen and Gary C Sanger
Tax-Loss Trading, Is the Game Over or Have the Rules Changed? pp. 55-69: Ben Branch and Kyungchun Chang
Survey of Current Practices in Establishing Trade-Credit Limits pp. 70-82: Scott Besley and Jerome S Osteryoung
Information Uncertainty and Trading Volume pp. 83-94: Doyle W Banks
Inflation, Money, and Stock Prices: An Alternative Interpretation pp. 95-101: Victor A Canto, M C Findlay and Marc R Reinganum
A Note on Standardized Unexpected Earnings: The Case of the Electric Utility Industry pp. 102-10: Nicholas O Calley, Donald R Chambers and J Randall Woolridge
Will a Risk-averse Competitive Bank Prefer Contemporaneous Reserve Accounting? pp. 111-15: Imre Karafiath
A Pedagogic Note on Intra-period Compounding and Discounting pp. 116-18: Philip A Horvath

Investment in the Long Run pp. 285-300: Tsong-Yue Lai and A James Boness
Weak Form Tests of the Efficiency of Real Estate Investment Markets pp. 301-20: George W Gau
Managing Investment Portfolios: A Survey of Mutual Funds pp. 321-38: E Theodore Veit and John M Cheney
The Effect of Market Uncertainty on Negotiated and Competitively Underwritten Public Utility Bonds pp. 339-50: Patrick A Hays, David S Kidwell and M Wayne Marr
Implementing the IRR Criterion When Cash Flow Parameters Are Unknown pp. 351-58: William T Moore and Son-Nan Chen
Intertemporal Differences in Movements of Minute-to-Minute Stock Returns pp. 359-71: Thomas McInish and Robert A Wood
Empirical Properties of the Elasticity Coefficient in the Constant Elasticity of Variance Model pp. 372-80: James S Ang and David R Peterson
Individual Retirement Accounts and Intermediate Term Holding Periods pp. 381-87: Donald J Smith
CML to SML: A Graphical Approach pp. 388-93: James G Spence
A Simplified Approach for Calculating Bond Duration pp. 394-96: Gary A Benesh and Stephen E Colec
A Pedagogic Note on the Derivation of the Comparative Statics of the Option Pricing Model pp. 397-400: Conine, Thomas E, and Maurry Tamarkin

Municipal Interest Rates and the Term Structure of Inflationary Expectations pp. 135-52: Thomas Cargill and Robert A Meyer
Financial Analogs of Physical Brownian Motion, as Illustrated by Earnings pp. 153-72: M F M Osborne and Murphy, Joseph E,
Post-Merger Performance among Homogeneous Firm Samples pp. 173-94: Dosoung Choi and George C Philippatos
The Impact of Value Line Special Situation Recommendations on Stock Prices pp. 195-207: Ronald C Roger and James E Owers
Multi-Period Asset Pricing: The Effects of Uncertain Inflation pp. 208-21: Son-Nan Chen and William T Moore
Inflation, Taxes, and Savings "Incentives." pp. 222-31: Kelly, William A, and Donald R Chambers
Note on Who Pays the Agency Costs of Debt pp. 232-39: Gordon Roberts and Jerry A Viscione
Equity Clienteles, Short-Sale Restrictions, and the Miller Equilibrium pp. 240-50: Donald I Bosshardt
On the Relationship between Time-State Preference and Capital Asset Pricing Models pp. 251-65: Laurence D Booth
Entropy, Bifurcation and Dynamic Market Disequilibrium pp. 266-84: David Nawrocki

The Telescopic Effect of Past Return Realizations on Ex-Post Beta Estimates pp. 1-25: Lawrence Kryzanowski and Minh Chau To
Special Offerings and Market Efficiency pp. 26-35: Ben Branch
A Survey of Multinational Capital Budgeting pp. 36-54: Marjorie T Stanley and Stanley B Block
Determinants of Bank Holding Company Debt Ratings pp. 55-66: Randall S Billingsley and Donald R Fraser
The Relationship between Accounting Measures and Prospective Probabilities of Insolvency: An Application to the Banking Industry pp. 67-83: Alan Marcus and Israel Shaked
Ex-Ante Expectations and Portfolio Selection pp. 84-96: Thomas McInish and Rajendra K Srivastav
A Note on Tests of the Capital Asset Pricing Model pp. 97-102: Carmelo Giaccotto
Darby and Fisher: Resolution of a Paradox pp. 103-10: Kelly, William A, and James A Miles
Capital Budgeting Practices in Large American Firms: A Retrospective Analysis and Synthesis pp. 111-23: Scott, David F, and Petty, J William,
A Note on Option Prices pp. 124-27: Karl Borch