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 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

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