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Journal of Financial Research

1978 - 2025

Current editor(s): Jayant Kale and Gerald Gay

From:
Southern Finance Association
Contact information at EDIRC.

Southwestern Finance Association
Contact information at EDIRC.

Bibliographic data for series maintained by Wiley Content Delivery ().

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Volume 24, issue 4, 2001

VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS pp. 465-493 Downloads
Daniel J. Bradley, Bradford Jordan, Ha-Chin Yi and Ivan C. Roten
EXECUTIVE COMPENSATION STRUCTURE AND CORPORATE GOVERNANCE CHOICES pp. 495-512 Downloads
Keith D. Harvey and Ronald Shrieves
OPENING RETURNS, NOISE, AND OVERREACTION pp. 513-521 Downloads
Patricia Chelley-Steeley
STOCK RETURNS AND VOLATILITY ON CHINA'S STOCK MARKETS pp. 523-543 Downloads
Cheng F. Lee, Gong-meng Chen and Oliver Rui
MODELING THE TERM STRUCTURE FROM THE ON-THE-RUN TREASURY YIELD CURVE pp. 545-564 Downloads
Sattar A. Mansi and Jeffery H. Phillips
PRICING CURRENCY OPTIONS UNDER STOCHASTIC INTEREST RATES AND JUMP-DIFFUSION PROCESSES pp. 565-585 Downloads
Ako Doffou and Jimmy E. Hilliard
STOCK PRICES AND INFLATION pp. 587-602 Downloads
Ali Anari and James Kolari
WITHDRAWN SPIN-OFFS: AN EMPIRICAL ANALYSIS pp. 603-616 Downloads
Kasim Alli, Gabriel Ramirez and Kenneth K. Yung

Volume 24, issue 3, 2001

LETTER FROM THE EDITOR pp. ii-ii Downloads
William T. Moore
IS NOISE TRADER RISK PRICED? pp. 311-329 Downloads
Richard W. Sias, Laura T. Starks and Seha M. Tiniç
A MULTIFACTOR ANALYSIS OF COUNTRY FUND RETURNS pp. 331-346 Downloads
Seth C. Anderson, B. Jay Coleman, Cheryl J. Frohlich and Jeffrey W. Steagall
EXECUTIVE PAY AND THE DISCLOSURE ENVIRONMENT: CANADIAN EVIDENCE pp. 347-365 Downloads
Yun Park, Toni Nelson and Mark R. Huson
INVESTORS' DIFFERENTIAL RESPONSE TO MANAGED FUND PERFORMANCE pp. 367-384 Downloads
J. Sawicki
THE ROBUSTNESS OF ABNORMAL RETURNS FROM THE EARNINGS YIELD CONTRARIAN INVESTMENT STRATEGY pp. 385-401 Downloads
S. G. Badrinath and Omesh Kini
ANALYSIS OF FEDERAL FUNDS RATE CHANGES AND VARIANCE PATTERNS pp. 403-418 Downloads
Ken B. Cyree and Drew B. Winters
THE PERFORMANCE OF BANK-MANAGED MUTUAL FUNDS pp. 419-442 Downloads
Melissa B. Frye
VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE pp. 443-461 Downloads
Angelos Kanas and Georgios Kouretas
BOOK REVIEW pp. 463-464 Downloads
Chris R. McNeil

Volume 24, issue 2, 2001

LETTER FROM THE EDITOR pp. ii-ii Downloads
William T. Moore
SYSTEMATIC LIQUIDITY pp. 161-178 Downloads
Gur Huberman and Dominika Halka
DO U.S. STOCK MARKET INDEXES OVER- OR UNDERREACT? pp. 179-204 Downloads
Oliver Schnusenberg and Jeff Madura
NUMBER OF TRANSACTIONS AND VOLATILITY: AN EMPIRICAL STUDY USING HIGH-FREQUENCY DATA FROM NASDAQ STOCKS pp. 205-218 Downloads
Saji Gopinath and Chandrasekhar Krishnamurti
DIVERGENT EXPECTATIONS AND THE ASIAN FINANCIAL CRISIS OF 1997 pp. 219-238 Downloads
Ming-Shiun Pan, Kam C. Chan and David J. Wright
THE PROPOSED INTRODUCTION OF FUTURES-STYLE MARGINING IN THE UNITED STATES: AN AUSTRALIAN COMPARISON pp. 239-259 Downloads
George W. Kutner, David C. Porter and John G. Thatcher
INDIVIDUAL, INSTITUTIONAL, AND SPECIALIST TRADE PATTERNS BEFORE AND AFTER DISCLOSURE pp. 261-287 Downloads
Michael Welker and H. Charles Sparks
MARGINAL CONDITIONAL STOCHASTIC DOMINANCE, STATISTICAL INFERENCE, AND MEASURING PORTFOLIO PERFORMANCE pp. 289-307 Downloads
K. Victor Chow
BOOK REVIEW pp. 309-310 Downloads
Carl R. Chen

Volume 24, issue 1, 2001

LETTER FROM THE EDITOR pp. ii-ii Downloads
William T. Moore
ORGANIZATIONAL ARCHITECTURE AND CORPORATE FINANCE pp. 1-13 Downloads
Clifford W. Smith
STRATEGIC RULES ON SPECULATION IN THE FOREIGN EXCHANGE MARKET pp. 15-26 Downloads
Dilip K. Ghosh and Arun Prakash
IS THERE A SIGNALING EFFECT OF UNDERWRITER REPUTATION? pp. 27-43 Downloads
Abe Helou and Gonyung Park
INFLUENCES AND TRENDS IN MUTUAL FUND EXPENSE RATIOS pp. 45-63 Downloads
Michele LaPlante
ADVERSE SELECTION, INVENTORY‐HOLDING COSTS, AND DEPTH pp. 65-82 Downloads
Frank Heflin and Kenneth W. Shaw
MARKET SEGMENTATION AND INTERNATIONAL ASSET PRICES: EVIDENCE FROM THE LISTING OF WORLD EQUITY BENCHMARK SHARES pp. 83-98 Downloads
Dilip Kumar Patro
FINANCING DECISIONS AND SIGNALING BY PARTIALLY ACQUIRED FIRMS pp. 99-118 Downloads
Aigbe Akhigbe, Jeff Madura and Carol Spencer
SHORT‐TERM EFFECTS OF PRIVATIZATION ON OPERATING PERFORMANCE IN THE CZECH REPUBLIC pp. 119-131 Downloads
Joel T. Harper
FOREIGN OWNERSHIP RESTRICTIONS AND MARKET SEGMENTATION IN CHINA'S STOCK MARKETS pp. 133-155 Downloads
G. M. Chen, Bong‐Soo Lee and Oliver Rui
BOOK REVIEWS pp. 157-158 Downloads
Anthony K. Byrd
BOOK REVIEWS pp. 158-160 Downloads
Jennifer S. Conrad

Volume 23, issue 4, 2000

LETTER FROM THE EDITOR pp. ii-ii Downloads
William T. Moore
MAINBANKS AND INVESTMENT EFFICIENCY IN FINANCIAL DISTRESS pp. 395-410 Downloads
David M. Reeb and Chuck C. Y. Kwok
REGULATORY THREATS AND POLITICAL VULNERABILITY pp. 411-420 Downloads
Robert G. Bowman, Farshid Navissi and Richard C. Burgess
EFFECT OF FEDERAL RESERVE POLICIES ON BANK EQUITY RETURNS pp. 421-447 Downloads
Jeff Madura and Oliver Schnusenberg
BROKERAGE ANALYSTS' RATIONALE FOR INVESTMENT RECOMMENDATIONS: MARKET RESPONSES TO DIFFERENT TYPES OF INFORMATION pp. 449-468 Downloads
Michael J. Ho and Robert S. Harris
ALTERNATIVE TESTS OF THE ZERO-BETA CAPM pp. 469-493 Downloads
Pin-Huang Chou
INTERNATIONAL EVIDENCE ON WEEKEND ANOMALIES pp. 495-522 Downloads
Wilson Tong
A STATE-SPACE MODEL OF SHORT- AND LONG-HORIZON STOCK RETURNS pp. 523-544 Downloads
Chunsheng Zhou and Chang Qing
BOOK REVIEWS pp. 545-546 Downloads
Bradford Jordan
BOOK REVIEWS pp. 546-547 Downloads
Joseph D. Vu

Volume 23, issue 3, 2000

LETTER FROM THE EDITOR pp. ii-ii Downloads
William T. Moore
BETA, SIZE, RISK, AND RETURN pp. 245-260 Downloads
Thomas W. Downs and Robert W. Ingram
PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH pp. 261-284 Downloads
Bing Liang
THE RELATION BETWEEN THE MAGNITUDE OF GROWTH OPPORTUNITIES AND THE DURATION OF EQUITY pp. 285-310 Downloads
Padmaja Kadiyala
IS THERE NEWS IN THE CLUB? pp. 311-330 Downloads
Hamid Rahman and Kenneth Yung
FURTHER EXAMINATION OF PRICE DISCOVERY ON THE NYSE AND REGIONAL EXCHANGES pp. 331-351 Downloads
Yiuman Tse
TEMPORAL CHANGES IN THE DETERMINANTS OF MUTUAL FUND FLOWS pp. 353-371 Downloads
L. Franklin Fant and Edward S. O'Neal
THE EFFECT OF CEO TENURE ON THE RELATION BETWEEN FIRM PERFORMANCE AND TURNOVER pp. 373-390 Downloads
Sam Allgood and Kathleen A. Farrell
BOOK REVIEW pp. 391-392 Downloads
Bruce D. Grundy
SOFTWARE REVIEW pp. 393-394 Downloads
Pradipkumar Ramanlal

Volume 23, issue 2, 2000

LETTER FROM THE EDITOR pp. ii-ii Downloads
William T. Moore
TIME-VARYING VOLATILITY IN CANADIAN AND U.S. STOCK INDEX AND INDEX FUTURES MARKETS: A MULTIVARIATE ANALYSIS pp. 129-143 Downloads
M. D. Racine and Lucy Ackert
THE INFORMATION CONTENT OF ORDERS ON THE SAUDI STOCK MARKET pp. 145-156 Downloads
Mohammad Al-Suhaibani and Lawrence Kryzanowski
THE LONG-RUN PERFORMANCE OF COMPANIES THAT WITHDRAW SEASONED EQUITY OFFERINGS pp. 157-178 Downloads
Michael J. Alderson and Brian L. Betker
SEGMENTATION OF THE A- AND B-SHARE CHINESE EQUITY MARKETS pp. 179-195 Downloads
Hung-Gay Fung, Wai Lee and Wai Kin Leung
BANK LOAN SALES: A NEW LOOK AT THE MOTIVATIONS FOR SECONDARY MARKET ACTIVITY pp. 197-222 Downloads
Rebecca S. Demsetz
ON THE SHAREHOLDER WEALTH EFFECTS OF DEPOSIT INSURANCE PREMIUM REVISIONS ON LARGE, PUBLICLY TRADED COMMERCIAL BANKS pp. 223-241 Downloads
Rita Biswas, Donald R. Fraser and Gregory Hebb

Volume 23, issue 1, 2000

LETTER FROM THE EDITOR pp. ii-ii Downloads
William T. Moore
CLIENTELE TRADING IN RESPONSE TO PUBLISHED INFORMATION: EVIDENCE FROM THE DARTBOARD COLUMN pp. 1-13 Downloads
Stephen Pruitt, Bonnie F. Van Ness and Robert A. Van Ness
THE EFFECT OF U.S. TRADE DEFICIT ANNOUNCEMENTS ON THE STOCK PRICES OF U.S. AND JAPANESE AUTOMAKERS pp. 15-43 Downloads
Qian Sun and Wilson H.S. Tong
A SEQUENTIAL SIGNALING MODEL OF CONVERTIBLE DEBT ISSUE AND CALL POLICIES pp. 45-76 Downloads
Yul W. Lee
THE VALUE OF EXPERIENTIAL LEARNING BY ORGANIZATIONS: EVIDENCE FROM INTERNATIONAL JOINT VENTURES pp. 77-102 Downloads
Atul Gupta and Lalatendu Misra
NONNESTED PROCEDURES IN ECONOMETRIC TESTS OF ASSET PRICING THEORIES pp. 103-128 Downloads
Elyas Elyasiani and Alireza Nasseh
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