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.
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Volume 23, issue 4, 2000

LETTER FROM THE EDITOR pp. ii-ii

William T. Moore

MAINBANKS AND INVESTMENT EFFICIENCY IN FINANCIAL DISTRESS pp. 395-410

David M. Reeb and Chuck C. Y. Kwok

REGULATORY THREATS AND POLITICAL VULNERABILITY pp. 411-420

Robert G. Bowman, Farshid Navissi and Richard C. Burgess

EFFECT OF FEDERAL RESERVE POLICIES ON BANK EQUITY RETURNS pp. 421-447

Jeff Madura and Oliver Schnusenberg

BROKERAGE ANALYSTS' RATIONALE FOR INVESTMENT RECOMMENDATIONS: MARKET RESPONSES TO DIFFERENT TYPES OF INFORMATION pp. 449-468

Michael J. Ho and Robert S. Harris

ALTERNATIVE TESTS OF THE ZERO-BETA CAPM pp. 469-493

Pin-Huang Chou

INTERNATIONAL EVIDENCE ON WEEKEND ANOMALIES pp. 495-522

Wilson Tong

A STATE-SPACE MODEL OF SHORT- AND LONG-HORIZON STOCK RETURNS pp. 523-544

Chunsheng Zhou and Chang Qing

BOOK REVIEWS pp. 545-546

Bradford Jordan

BOOK REVIEWS pp. 546-547

Joseph D. Vu

Volume 23, issue 3, 2000

LETTER FROM THE EDITOR pp. ii-ii

William T. Moore

BETA, SIZE, RISK, AND RETURN pp. 245-260

Thomas W. Downs and Robert W. Ingram

PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH pp. 261-284

Bing Liang

THE RELATION BETWEEN THE MAGNITUDE OF GROWTH OPPORTUNITIES AND THE DURATION OF EQUITY pp. 285-310

Padmaja Kadiyala

IS THERE NEWS IN THE CLUB? pp. 311-330

Hamid Rahman and Kenneth Yung

FURTHER EXAMINATION OF PRICE DISCOVERY ON THE NYSE AND REGIONAL EXCHANGES pp. 331-351

Yiuman Tse

TEMPORAL CHANGES IN THE DETERMINANTS OF MUTUAL FUND FLOWS pp. 353-371

L. Franklin Fant and Edward S. O'Neal

THE EFFECT OF CEO TENURE ON THE RELATION BETWEEN FIRM PERFORMANCE AND TURNOVER pp. 373-390

Sam Allgood and Kathleen A. Farrell

BOOK REVIEW pp. 391-392

Bruce D. Grundy

SOFTWARE REVIEW pp. 393-394

Pradipkumar Ramanlal

Volume 23, issue 2, 2000

LETTER FROM THE EDITOR pp. ii-ii

William T. Moore

TIME-VARYING VOLATILITY IN CANADIAN AND U.S. STOCK INDEX AND INDEX FUTURES MARKETS: A MULTIVARIATE ANALYSIS pp. 129-143

M. D. Racine and Lucy Ackert

THE INFORMATION CONTENT OF ORDERS ON THE SAUDI STOCK MARKET pp. 145-156

Mohammad Al-Suhaibani and Lawrence Kryzanowski

THE LONG-RUN PERFORMANCE OF COMPANIES THAT WITHDRAW SEASONED EQUITY OFFERINGS pp. 157-178

Michael J. Alderson and Brian L. Betker

SEGMENTATION OF THE A- AND B-SHARE CHINESE EQUITY MARKETS pp. 179-195

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

Rebecca S. Demsetz

ON THE SHAREHOLDER WEALTH EFFECTS OF DEPOSIT INSURANCE PREMIUM REVISIONS ON LARGE, PUBLICLY TRADED COMMERCIAL BANKS pp. 223-241

Rita Biswas, Donald R. Fraser and Gregory Hebb

Volume 23, issue 1, 2000

LETTER FROM THE EDITOR pp. ii-ii

William T. Moore

CLIENTELE TRADING IN RESPONSE TO PUBLISHED INFORMATION: EVIDENCE FROM THE DARTBOARD COLUMN pp. 1-13

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

Qian Sun and Wilson H.S. Tong

A SEQUENTIAL SIGNALING MODEL OF CONVERTIBLE DEBT ISSUE AND CALL POLICIES pp. 45-76

Yul W. Lee

THE VALUE OF EXPERIENTIAL LEARNING BY ORGANIZATIONS: EVIDENCE FROM INTERNATIONAL JOINT VENTURES pp. 77-102

Atul Gupta and Lalatendu Misra

NONNESTED PROCEDURES IN ECONOMETRIC TESTS OF ASSET PRICING THEORIES pp. 103-128

Elyas Elyasiani and Alireza Nasseh

Volume 22, issue 4, 1999

LETTER FROM THE EDITORS pp. ii-ii

Robert Hansen and Arthur J. Keown

RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS pp. 371-383

Terrance Grieb and Mario G. Reyes

AN EMPIRICAL EXAMINATION OF FINANCIAL LIBERALIZATION AND THE EFFICIENCY OF EMERGING MARKET STOCK PRICES pp. 385-411

Hiroyuki Kawakatsu and Matthew R. Morey

INFORMATION ASYMMETRY, MANAGEMENT CONTROL, AND METHOD OF PAYMENT IN ACQUISITIONS pp. 413-427

Ken C. Yook, Partha Gangopadhyay and George M. McCabe

THE EFFECT OF INSTITUTIONAL INTEREST ON THE INFORMATION CONTENT OF DIVIDEND-CHANGE ANNOUNCEMENTS pp. 429-448

Sadhana Alangar, Chenchuramaiah T. Bathala and Ramesh Rao

MARKET VOLATILITY AND PERVERSE TIMING PERFORMANCE OF MUTUAL FUND MANAGERS pp. 449-470

David A. Volkman

LINEAR CONDITIONAL EXPECTATION, RETURN DISTRIBUTIONS, AND CAPITAL ASSET PRICING THEORIES pp. 471-487

K. C. John Wei, Cheng F. Lee and Alice C. Lee

RECENT GROWTH IN NASDAQ TRADING VOLUME AND ITS RELATION TO MARKET VOLATILITY pp. 489-501

Steven Freund and Gwendolyn P. Webb

FURTHER EVIDENCE ON DIVIDEND YIELDS AND THE EX-DIVIDEND DAY STOCK PRICE EFFECT pp. 503-514

Ravinder K. Bhardwaj and LeRoy D. Brooks

Volume 22, issue 3, 1999

EVIDENCE OF MANAGERIAL TIMING: THE CASE OF EXCHANGE LISTINGS pp. 247-263

Gwendolyn P. Webb

RISK PREFERENCES AND INFORMATION FLOWS IN RACETRACK BETTING MARKETS pp. 265-285

Kenneth L. Rhoda, Gerard T. Olson and Jack M. Rappaport

LIQUIDITY AND TICK SIZE: DOES DECIMALIZATION MATTER? pp. 287-299

Greg MacKinnon and Howard Nemiroff

ASSET-ALLOCATION DECISIONS WHEN RISK IS CHANGING pp. 301-315

Elizabeth Sheedy, Robert Trevor and Justin Wood

ARE THE STRUCTURAL CHANGES IN MUTUAL FUNDS INVESTING DRIVING THE U.S. STOCK MARKET TO ITS CURRENT LEVELS? pp. 317-329

Michael Mosebach and Mohammad Najand

ECONOMIES OF SCALE IN MUTUAL FUND ADMINISTRATION pp. 331-339

David A. Latzko

BORROWING RELATIONSHIPS, MONITORING, AND THE INFLUENCE ON LOAN RATES pp. 341-352

Manoj Athavale and Robert O. Edmister

ILLIQUIDITY RISK, PROJECT CHARACTERISTICS, AND THE OPTIMAL MATURITY OF CORPORATE DEBT pp. 353-370

Sudipto Sarkar

Volume 22, issue 2, 1999

EXCHANGE LISTINGS AND DELISTINGS: THE ROLE OF INSIDER INFORMATION AND INSIDER TRADING pp. 131-146

Asjeet S. Lamba and Walayet A. Khan

MARKET INTERPRETATION OF ISO 9000 REGISTRATION pp. 147-160

Diane Scott Docking and Richard J. Dowen

HOW FIRM CHARACTERISTICS AFFECT CAPITAL STRUCTURE: AN INTERNATIONAL COMPARISON pp. 161-187

John K. Wald

INTEREST RATE PARITY AND THE BEHAVIOR OF THE BID-ASK SPREAD pp. 189-206

Henock Louis, Lloyd P. Blenman and Janet S. Thatcher

SHAREHOLDER-MANAGEMENT CONFLICT AND EVENT RISK COVENANTS pp. 207-225

Greg Roth and Cynthia G. McDonald

BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT pp. 227-246

Paul Brockman and Dennis Y. Chung

Volume 22, issue 1, 1999

THE CROSS‐AUTOCORRELATION OF SIZE‐BASED PORTFOLIO RETURNS IS NOT AN ARTIFACT OF PORTFOLIO AUTOCORRELATION pp. 1-13

Terry Richardson and David R. Peterson

UNDERWRITING SPREADS AND REPUTATIONAL CAPITAL: AN ANALYSIS OF NEW CORPORATE SECURITIES pp. 15-28

Kenneth A. Carow

INFORMATION TRANSMISSION IN THE SHANGHAI EQUITY MARKET pp. 29-45

D. Michael Long, Janet D. Payne and Chenyang Feng

LIQUIDITY AND MATURITY EFFECTS AROUND NEWS RELEASES pp. 47-67

Rohan Christie‐David and Mukesh Chaudhry

ON THE WEALTH EFFECTS OF THE SUPERVISORY GOODWILL CONTROVERSY pp. 69-81

Leonard Bierman, Donald R. Fraser and Asghar Zardkoohi

INTERNATIONAL INVESTORS' EXPOSURE TO RISK IN EMERGING MARKETS pp. 83-106

Babak Eftekhari and Stephen E. Satchell

A STATE‐SPACE APPROACH TO ESTIMATE AND TEST MULTIFACTOR COX‐INGERSOLL‐ROSS MODELS OF THE TERM STRUCTURE pp. 107-130

Alois L. J. Geyer and Stefan Pichler