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 24, issue 4, 2001

VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS pp. 465-493

Daniel J. Bradley, Bradford Jordan, Ha-Chin Yi and Ivan C. Roten

EXECUTIVE COMPENSATION STRUCTURE AND CORPORATE GOVERNANCE CHOICES pp. 495-512

Keith D. Harvey and Ronald Shrieves

OPENING RETURNS, NOISE, AND OVERREACTION pp. 513-521

Patricia Chelley-Steeley

STOCK RETURNS AND VOLATILITY ON CHINA'S STOCK MARKETS pp. 523-543

Cheng F. Lee, Gong-meng Chen and Oliver Rui

MODELING THE TERM STRUCTURE FROM THE ON-THE-RUN TREASURY YIELD CURVE pp. 545-564

Sattar A. Mansi and Jeffery H. Phillips

PRICING CURRENCY OPTIONS UNDER STOCHASTIC INTEREST RATES AND JUMP-DIFFUSION PROCESSES pp. 565-585

Ako Doffou and Jimmy E. Hilliard

STOCK PRICES AND INFLATION pp. 587-602

Ali Anari and James Kolari

WITHDRAWN SPIN-OFFS: AN EMPIRICAL ANALYSIS pp. 603-616

Kasim Alli, Gabriel Ramirez and Kenneth K. Yung

Volume 24, issue 3, 2001

LETTER FROM THE EDITOR pp. ii-ii

William T. Moore

IS NOISE TRADER RISK PRICED? pp. 311-329

Richard W. Sias, Laura T. Starks and Seha M. Tiniç

A MULTIFACTOR ANALYSIS OF COUNTRY FUND RETURNS pp. 331-346

Seth C. Anderson, B. Jay Coleman, Cheryl J. Frohlich and Jeffrey W. Steagall

EXECUTIVE PAY AND THE DISCLOSURE ENVIRONMENT: CANADIAN EVIDENCE pp. 347-365

Yun Park, Toni Nelson and Mark R. Huson

INVESTORS' DIFFERENTIAL RESPONSE TO MANAGED FUND PERFORMANCE pp. 367-384

J. Sawicki

THE ROBUSTNESS OF ABNORMAL RETURNS FROM THE EARNINGS YIELD CONTRARIAN INVESTMENT STRATEGY pp. 385-401

S. G. Badrinath and Omesh Kini

ANALYSIS OF FEDERAL FUNDS RATE CHANGES AND VARIANCE PATTERNS pp. 403-418

Ken B. Cyree and Drew B. Winters

THE PERFORMANCE OF BANK-MANAGED MUTUAL FUNDS pp. 419-442

Melissa B. Frye

VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE pp. 443-461

Angelos Kanas and Georgios Kouretas

BOOK REVIEW pp. 463-464

Chris R. McNeil

Volume 24, issue 2, 2001

LETTER FROM THE EDITOR pp. ii-ii

William T. Moore

SYSTEMATIC LIQUIDITY pp. 161-178

Gur Huberman and Dominika Halka

DO U.S. STOCK MARKET INDEXES OVER- OR UNDERREACT? pp. 179-204

Oliver Schnusenberg and Jeff Madura

NUMBER OF TRANSACTIONS AND VOLATILITY: AN EMPIRICAL STUDY USING HIGH-FREQUENCY DATA FROM NASDAQ STOCKS pp. 205-218

Saji Gopinath and Chandrasekhar Krishnamurti

DIVERGENT EXPECTATIONS AND THE ASIAN FINANCIAL CRISIS OF 1997 pp. 219-238

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

George W. Kutner, David C. Porter and John G. Thatcher

INDIVIDUAL, INSTITUTIONAL, AND SPECIALIST TRADE PATTERNS BEFORE AND AFTER DISCLOSURE pp. 261-287

Michael Welker and H. Charles Sparks

MARGINAL CONDITIONAL STOCHASTIC DOMINANCE, STATISTICAL INFERENCE, AND MEASURING PORTFOLIO PERFORMANCE pp. 289-307

K. Victor Chow

BOOK REVIEW pp. 309-310

Carl R. Chen

Volume 24, issue 1, 2001

LETTER FROM THE EDITOR pp. ii-ii

William T. Moore

ORGANIZATIONAL ARCHITECTURE AND CORPORATE FINANCE pp. 1-13

Clifford W. Smith

STRATEGIC RULES ON SPECULATION IN THE FOREIGN EXCHANGE MARKET pp. 15-26

Dilip K. Ghosh and Arun Prakash

IS THERE A SIGNALING EFFECT OF UNDERWRITER REPUTATION? pp. 27-43

Abe Helou and Gonyung Park

INFLUENCES AND TRENDS IN MUTUAL FUND EXPENSE RATIOS pp. 45-63

Michele LaPlante

ADVERSE SELECTION, INVENTORY‐HOLDING COSTS, AND DEPTH pp. 65-82

Frank Heflin and Kenneth W. Shaw

MARKET SEGMENTATION AND INTERNATIONAL ASSET PRICES: EVIDENCE FROM THE LISTING OF WORLD EQUITY BENCHMARK SHARES pp. 83-98

Dilip Kumar Patro

FINANCING DECISIONS AND SIGNALING BY PARTIALLY ACQUIRED FIRMS pp. 99-118

Aigbe Akhigbe, Jeff Madura and Carol Spencer

SHORT‐TERM EFFECTS OF PRIVATIZATION ON OPERATING PERFORMANCE IN THE CZECH REPUBLIC pp. 119-131

Joel T. Harper

FOREIGN OWNERSHIP RESTRICTIONS AND MARKET SEGMENTATION IN CHINA'S STOCK MARKETS pp. 133-155

G. M. Chen, Bong‐Soo Lee and Oliver Rui

BOOK REVIEWS pp. 157-158

Anthony K. Byrd

BOOK REVIEWS pp. 158-160

Jennifer S. Conrad

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