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 50, issue 4, 2015

Growth Capital-Backed IPOs pp. 481-515

Jay Ritter

Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities pp. 517-545

Hui-Ju Tsai and Yangru Wu

Is an Outside Chair Always Better? The Role of Non-CEO Inside Chairs on Corporate Boards pp. 547-574

Shawn Mobbs

The Global Preference for Dividends in Declining Markets pp. 575-609

Michael Goldstein, Abhinav Goyal, Brian Lucey and Cal B. Muckley

Fails-to-Deliver before and after the Implementation of Rule 203 and Rule 204 pp. 611-636

Archana Jain and Chinmay Jain

Does Investment Horizon Matter? Disentangling the Effect of Institutional Herding on Stock Prices pp. 637-669

H. Zafer Yüksel

Volume 50, issue 3, 2015

Reference Point Theory and Pursuit of Deals pp. 275-300

Inga Chira and Jeff Madura

A Stability Approach to Mean-Variance Optimization pp. 301-330

Apostolos Kourtis

New Evidence on Sources of Leverage Effects in Individual Stocks pp. 331-340

Geoffrey Peter Smith

A Dynamic Model of the Firm: Structural Explanations of Key Empirical Findings pp. 341-361

Natalia Lazzati and Amilcar A. Menichini

Effects of Passive Intensity on Aggregate Price Dynamics pp. 363-391

Sina Ehsani and Donald Lien

Investor Protection and the Role of Firm-Level Financial Transparency in Attracting Foreign Investment pp. 393-434

Bowe Hansen, Mihail K. Miletkov and M. Babajide Wintoki

Life Insurer Cost of Equity with Asymmetric Risk Factors pp. 435-457

Vickie L. Bajtelsmit, Sriram V. Villupuram and Tianyang Wang

Circuit Breakers, Trading Collars, and Volatility Transmission Across Markets: Evidence from NYSE Rule 80A pp. 459-479

Michael Goldstein

Volume 50, issue 2, 2015

Failures to Deliver, Short Sale Constraints, and Stock Overvaluation pp. 143-172

Don M. Autore, Thomas J. Boulton and Marcus V. Braga-Alves

Venture Capital Valuation, Partial Adjustment, and Underpricing: Behavioral Bias or Information Production? pp. 173-219

Jan Jindra and Dima Leshchinskii

Trend-Following Trading Strategies in U.S. Stocks: A Revisit pp. 221-255

Andrew C. Szakmary and M. Carol Lancaster

A Tale of Two Anomalies: Higher Returns of Low-Risk Stocks and Return Seasonality pp. 257-273

Christopher Fiore and Atanu Saha

Volume 50, issue 1, 2015

The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? pp. 1-26

Edward Altman and Ben Branch

Estimating Early Exercise Premiums on Gold and Copper Options Using a Multifactor Model and Density Matched Lattices pp. 27-56

Jimmy E. Hilliard and Jitka Hilliard

“I Do”: Does Marital Status Affect How Much CEOs “Do”? pp. 57-88

Gina Nicolosi and Adam S. Yore

Political Connection and Stock Returns: A Longitudinal Study pp. 89-119

Sireethorn Civilize, Udomsak Wongchoti and Martin Young

Short-Term Performance of U.S.-Bound Chinese IPOs pp. 121-141

K. Stephen Haggard, Brian R. Walkup and Yaoyi Xi

Volume 49, issue 4, 2014

Market Liquidity and Ambiguity: The Certification Role of Corporate Governance pp. 643-668

Christine X. Jiang, Jang-Chul Kim and Emre Kuvvet

Odd Lot Trades: The Behavior, Characteristics, and Information Content, Over Time pp. 669-684

Hardy Johnson

Insider Trading and Financing Constraints pp. 685-712

Ali Ataullah, Marc Goergen and Hang Le

Split Ratings and Differences in Corporate Credit Rating Policy between Moody's and Standard & Poor's pp. 713-734

Michael Bowe and Waseem Larik

A New Method to Measure the Performance of Leveraged Exchange-Traded Funds pp. 735-763

Narat Charupat and Peter Miu

R&D Increases and Long-Term Performance of Rivals pp. 765-792

Sheng-Syan Chen, Weifeng Hung and Yanzhi Wang

Evaluating the SDC Mergers and Acquisitions Database pp. 793-822

Beau Grant Barnes, Nancy L. Harp and Derek Oler

Volume 49, issue 3, 2014

Exit, Survival, and Competitive Equilibrium in Dealer Markets pp. 435-460

Kee H. Chung and Chairat Chuwonganant

The Declining Role of NASDAQ Market Makers pp. 461-480

Jared Egginton

The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders pp. 481-509

Thomas McInish, James Upson and Robert A. Wood

Order Flows and Stock Returns: Compensation for Market Makers with Inventory Concerns pp. 511-538

Moonsoo Kang and Bong-Soo Lee

Information Asymmetry, Trade Size, and the Dynamic Volume-Return Relation: Evidence from the Australian Securities Exchange pp. 539-564

Yang Sun, Huu Nhan Duong and Harminder Singh

Impact of Regulatory Enforcement on Leakages Prior to Analyst Recommendations pp. 565-592

Jeff Madura and Arjan Premti

The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles pp. 593-618

Xiaoquan Jiang and Bong-Soo Lee

What Drives ETF Flows? pp. 619-642

Christopher P. Clifford, Jon A. Fulkerson and Bradford Jordan

Volume 49, issue 2, 2014

Special Issue on Computerized and High-Frequency Trading: Guest Editor's Note pp. 173-175

Michael Goldstein and Michael A. Goldstein

Computerized and High-Frequency Trading pp. 177-202

Michael Goldstein, Michael A. Goldstein, Pavitra Kumar and Frank C. Graves

The Sound of Silence pp. 203-230

Michael Goldstein, Jeffrey Harris and Mohsen Saad

Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed-Income Markets pp. 231-243

Michael Goldstein, Laura Cardella, Jia Hao, Ivalina Kalcheva and Yung-Yu Ma

Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures pp. 245-270

Michael Goldstein, Tina Viljoen, Joakim Westerholm and Hui Zheng

When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation pp. 271-281

Michael Goldstein and James Angel

Information Transmission between Financial Markets in Chicago and New York pp. 283-312

Michael Goldstein, Gregory Laughlin, Anthony Aguirre and Joseph Grundfest

How Slow Is the NBBO? A Comparison with Direct Exchange Feeds pp. 313-332

Michael Goldstein, Shengwei Ding, John Hanna and Terrence Hendershott

High-Frequency Traders and Market Structure pp. 333-344

Michael Goldstein and Albert Menkveld

High-Frequency Trading and the Execution Costs of Institutional Investors pp. 345-369

Michael Goldstein, Jonathan Brogaard, Terrence Hendershott, Stefan Hunt and Carla Ysusi

The Provision of Liquidity by High-Frequency Participants pp. 371-394

Michael Goldstein, Elvis Jarnecic and Mark Snape

How Aggressive Are High-Frequency Traders? pp. 395-419

Michael Goldstein, Björn Hagströmer, Lars Nordén and Dong Zhang

Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms pp. 421-433

Michael Goldstein, Ryan L. Davis, Bonnie F. Van Ness and Robert A. Van Ness

Volume 49, issue 1, 2014

What Does the Corporate Bond Market Know? pp. 1-19

George Bittlingmayer and Shane M. Moser

Underwriter Compensation Structure: Can It Really Bond Underwriters? pp. 21-48

Jacqueline L. Garner and Beverly B. Marshall

The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings pp. 49-75

Ioannis Oikonomou, Chris Brooks and Stephen Pavelin

When Is a Treasury Security On-the-Run? pp. 77-88

Mark E. Moore and Drew B. Winters

Managerial Behavior and the Link between Stock Mispricing and Corporate Investments: Evidence from Market-to-Book Ratio Decomposition pp. 89-116

Mohammed Alzahrani and Ramesh Rao

Equity-Based Incentives, Risk Aversion, and Merger-Related Risk-Taking Behavior pp. 117-148

Bradley W. Benson, Jung Chul Park and Wallace N. Davidson

Does Operational and Financial Hedging Reduce Exposure? Evidence from the U.S. Airline Industry pp. 149-172

Stephen D. Treanor, Betty Simkins, Daniel A. Rogers and David Carter