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 (). Access Statistics for this journal.
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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- WITHDRAWN SPIN-OFFS: AN EMPIRICAL ANALYSIS pp. 603-616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
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