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 21, issue 4, 1998

THE LONG-RUN PERFORMANCE OF CONVERTIBLE DEBT ISSUERS pp. 373-388

Robyn McLaughlin, Assem Safieddine and Gopala K. Vasudevan

THE INTRA-INDUSTRY EFFECTS OF OPEN MARKET SHARE REPURCHASES: CONTAGION OR COMPETITIVE? pp. 389-406

Gayle R. Erwin and James M. Miller

JUNK BOND BEHAVIOR WITH DAILY RETURNS AND BUSINESS CYCLES pp. 407-418

Jayen B. Patel, Dorla A. Evans and John E. Burnett

THE SURVIVAL ZONE FOR A BOND WITH BOTH CALL AND PUT OPTIONS EMBEDDED pp. 419-430

Spiros H. Martzoukos and Theodore M. Barnhill

TIME VARIATIONS IN RISK PREMIA, VOLATILITY, AND REWARD-TO-VOLATILITY pp. 431-446

Yuming Li

EARLY UNWINDING STRATEGY IN INDEX OPTIONS-FUTURES ARBITRAGE pp. 447-467

Louis T. W. Cheng, Joseph K. W. Fung and Castor Pang

CO-MOVEMENTS OF THE PRIME RATE, CD RATE, AND THE S&P FINANCIAL STOCK INDEX pp. 469-482

Bradley Ewing, James Payne and Shawn M. Forbes

Volume 21, issue 3, 1998

THE EFFECT OF THE SEC'S ORDER-HANDLING RULES ON NASDAQ pp. 247-254

Thomas McInish, Bonnie F. Van Ness and Robert A. Van Ness

A COMPARISON OF INDEXING AND BETA AMONG PENSION AND NONPENSION ASSETS pp. 255-275

Stephen M. Horan

SMALL FIRM AND VALUE EFFECTS IN THE CANADIAN STOCK MARKET pp. 277-291

Said Elfakhani, Larry J. Lockwood and Tarek S. Zaher

RATIONAL TIMING OF CALLS OF CONVERTIBLE PREFERRED STOCKS pp. 293-313

Anthony K. Byrd, Steven V. Mann, William T. Moore and Pradipkumar Ramanlal

THE EFFECT OF ANALYSTS' FORECASTS ON EARNINGS MANAGEMENT IN FINANCIAL INSTITUTIONS pp. 315-331

Sean W. G. Robb

CROSS-AUTOCORRELATION BETWEEN A SHARES AND B SHARES IN THE CHINESE STOCK MARKET pp. 333-353

Andy C. W. Chui and Chuck C. Y. Kwok

THE DYNAMICS OF QUOTED LIQUIDITY AROUND LARGE TRADES ON THE NYSE pp. 355-371

Jonathan S. Moulton

Volume 21, issue 2, 1998

THE EFFECT OF SELF-TENDER OFFERS ON EARNINGS EXPECTATIONS pp. 123-138

Ronald W. Best, Roger J. Best and Charles W. Hodges

INTERNATIONAL TRANSFER OF PRICING INFORMATION BETWEEN DUALLY LISTED STOCKS pp. 139-157

Shmuel Hauser, Yael Tanchuma and Uzi Yaari

CHANGES IN TRADING ACTIVITY FOLLOWING STOCK SPLITS AND THEIR EFFECT ON VOLATILITY AND THE ADVERSE-INFORMATION COMPONENT OF THE BID-ASK SPREAD pp. 159-183

Anand S. Desai, M. Nimalendran and S. Venkataraman

SPLIT RATINGS, BOND YIELDS, AND UNDERWRITER SPREADS pp. 185-204

Jeff Jewell and Miles Livingston

THE COST OF MUTUAL FUND DISTRIBUTION FEES pp. 205-218

Miles Livingston and Edward S. O'Neal

THE MARKET REACTION TO STRAIGHT DEBT ISSUES: THE EFFECTS OF FREE CASH FLOW pp. 219-228

Shawn D. Howton, Shelly W. Howton and Steven B. Perfect

ON STOCK RETURN SEASONALITY AND CONDITIONAL HETEROSKEDASTICITY pp. 229-246

Kenneth Beller and John R. Nofsinger

Volume 21, issue 1, 1998

RISK‐TAKING BEHAVIOR AND MANAGEMENT OWNERSHIP IN DEPOSITORY INSTITUTIONS pp. 1-16

Carl R. Chen, Thomas L. Steiner and Ann Marie Whyte

THE SECURITY PRICE EFFECTS OF PUBLIC DEBT DEFAULTS pp. 17-35

Brian L. Betker

A TEST OF THE TWO‐TIER CORPORATE GOVERNANCE STRUCTURE: THE CASE OF JAPANESE KEIRETSU pp. 37-51

Kenneth Kim and Piman Limpaphayom

WINNERS AND LOSERS ON NYSE: A RE‐EXAMINATION USING DAILY CLOSING BID‐ASK SPREADS pp. 53-64

Aigbe Akhigbe, Thomas Gosnell and T. Harikumar

SERIAL ISSUE EVIDENCE FOR THE RELATION BETWEEN THE RISK STRUCTURE AND MATURITY: A DECOMPOSITION METHODOLOGY pp. 65-84

R. M. Robinson and M. A. Robinson

THE CAUSES OF VOLATILITY IN A SMALL, INTERNATIONALLY INTEGRATED STOCK MARKET: IRELAND, JULY 1975–JUNE 1994 pp. 85-104

Colm Kearney

CHANGES IN THE STOCK PRICE REACTION OF SMALL FIRMS TO COMMON INFORMATION pp. 105-121

Neil L. Fargher and Robert A. Weigand

Volume 20, issue 4, 1997

TIME-VARYING FACTORS AND CROSS-AUTOCORRELATIONS IN SHORT-HORIZON STOCK RETURNS pp. 435-458

Allaudeen Hameed

VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES pp. 459-482

Philip Hans Franses, Reinoud Leperen, Paul Kofman, Martin Martens and Albert Menkveld

EARNINGS ANNOUNCEMENTS, QUALITY AND QUANTITY OF INFORMATION, AND STOCK PRICE CHANGES pp. 483-502

Carl R. Chen, James Wuh Lin and David A. Sauer

TIME-VARYING TERM PREMIA AND THE BEHAVIOR OF FORWARD INTEREST RATE PREDICTION ERRORS pp. 503-507

Sridhar Iyer

CORPORATE CONTROL IN COMMERCIAL BANKS pp. 509-527

Stephen Prowse

THE DIFFERENTIAL INFORMATION CONVEYED BY SHARE REPURCHASE TENDER OFFERS AND DIVIDEND INCREASES pp. 529-543

Dosoung Choi and Sheng-Syan Chen

INTRA-INDUSTRY EFFECTS OF BOND RATING ADJUSTMENTS pp. 545-561

Aigbe Akhigbe, Jeff Madura and Ann Marie Whyte

Volume 20, issue 3, 1997

MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE pp. 291-304

Allen B. Atkins and Edward A. Dyl

CO-MOVEMENTS IN INTERNATIONAL EQUITY MARKETS pp. 305-322

Salim M. Darbar and Partha Deb

OPTIMAL BIDDING FOR TENDER OFFERS pp. 323-342

Naveen Khanna

AN INVESTIGATION OF PREFERRED STOCK FINANCING BY BANK AND NONBANK FINANCIAL INSTITUTIONS pp. 343-353

L. Paige Fields and Shelly E. Webb

FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES pp. 355-372

John T. Barkoulas and Christopher Baum

FIRM CHARACTERISTICS AND THE PRESENCE OF EVENT RISK COVENANTS IN BOND INDENTURES pp. 373-388

Sung C. Bae, Daniel P. Klein and Raj Padmaraj

CHANGES IN MARKET PERCEPTION OF RISKINESS: THE CASE OF TOO-BIG-TO-FAIL pp. 389-406

Harold A. Black, M. Cary Collins, Breck L. Robinson and Robert L. Schweitzer

MARKET REACTION TO DIVIDEND-DECREASE ANNOUNCEMENTS: PUBLIC UTILITIES VS. UNREGULATED INDUSTRIAL FIRMS pp. 407-422

Michael Impson

INVESTMENT OPPORTUNITIES AND MULTINATIONALITY: EVIDENCE FROM CAPITAL STRUCTURE CHANGES pp. 423-434

Manzur Rahman

Volume 20, issue 2, 1997

COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS pp. 145-158

William Goetzmann and Nadav Peles

THE EFFECT OF FDICIA REGULATION ON BANK HOLDING COMPANIES pp. 159-174

Kenneth A. Carow and Glen A. Larsen

AN EMPIRICAL ANALYSIS OF MUTUAL FUND EXPENSES pp. 175-190

D. K. Malhotra and Robert W. McLeod

THE ECONOMIC EXPOSURE OF U.S. MULTINATIONAL FIRMS pp. 191-210

Edward H. Chow, Wayne Y. Lee and Michael E. Solt

PRICE PRESSURE AND THE ROLE OF INSTITUTIONAL INVESTORS IN CLOSED-END FUNDS pp. 211-229

Richard W. Sias

THE CORPORATE SELL-OFF DECISION OF DIVERSIFIED FIRMS pp. 231-241

Thomas Lorenz Steiner

EMERGING EQUITY MARKETS: ARE THEY FOR REAL? pp. 243-262

Kent Hargis and William Maloney

PRIOR UNCERTAINTY, ANALYST BIAS, AND SUBSEQUENT ABNORMAL RETURNS pp. 263-273

Lucy Ackert and George Athanassakos

BANKING RELATIONSHIPS AND THE EFFECT OF MONITORING ON LOAN PRICING pp. 275-289

David W. Blackwell and Drew B. Winters

Volume 20, issue 1, 1997

THE RELATION BETWEEN OPTION MISPRICING AND VOLUME IN THE BLACK‐SCHOLES OPTION MODEL pp. 1-12

D. Michael Long and Dennis T. Officer

A SIMULTANEOUS TEST OF COMPETING THEORIES REGARDING THE JANUARY EFFECT pp. 13-32

James A. Ligon

JANUARY RETURN SEASONALITY IN REAL ESTATE INVESTMENT TRUSTS: INFORMATION VS. TAX‐LOSS SELLING EFFECTS pp. 33-51

H. Swint Friday and David R. Peterson

INTERTEMPORAL ASSET PRICING WITHOUT CONSUMPTION DATA: EMPIRICAL TESTS pp. 53-69

Yuming Li

A VARIANCE DECOMPOSITION ANALYSIS OF THE INFORMATION IN THE TERM STRUCTURE pp. 71-91

Louis H. Ederington and Jeremy C. Goh

THE SURVIVAL OF INITIAL PUBLIC OFFERINGS IN THE AFTERMARKET pp. 93-110

Douglas A. Hensler, Ronald C. Rutherford and Thomas M. Springer

THE VALUE OF A REGULATORY SEAL OF APPROVAL pp. 111-128

Atul Gupta

AN INVESTIGATION OF ALTERNATIVE ESTIMATORS OF EXPECTED RETURNS IN MEAN‐VARIANCE ANALYSIS pp. 129-143

Jonathan Fletcher