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Journal of Financial Research

1978 - 2019

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 14, issue 4, 1991

BOND REFUNDING IN EFFICIENT MARKETS: A DYNAMIC ANALYSIS WITH TAX EFFECTS pp. 287-302 Downloads
Raymond C. Chiang and M. P. Narayanan
HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES pp. 303-315 Downloads
Thomas McInish and Robert A. Wood
DEALER BID-ASK SPREADS AND OPTIONS TRADING ON OVER-THE-COUNTER STOCKS pp. 317-325 Downloads
Ramesh Rao, Niranjan Tripathy and William P. Dukes
FORECASTING THE TREASURY BILL RATE: A TIME-VARYING COEFFICIENT APPROACH pp. 327-336 Downloads
Thomas C. Chiang and Douglas R. Kahl
DEFAULT RISK PREMIA IN THE NEAR-CASH INVESTMENT MARKET: THE CASE OF AUCTION RATE PREFERRED STOCK VERSUS COMMERCIAL PAPER pp. 337-343 Downloads
Daniel T. Winkler and George B. Flanigan
ERODING MARKET IMPERFECTIONS, REINTERMEDIATION, AND DISINTERMEDIATION pp. 347-358 Downloads
John C. Easterwood and George Emir Morgan
BENCHMARK ERROR AND THE SMALL FIRM EFFECT: A REVISIT pp. 359-369 Downloads
K. C. John Wei and Stanley R. Stansell

Volume 14, issue 3, 1991

THE ARBITRAGE PRICING THEORY AND COST-OF-CAPITAL ESTIMATION: THE CASE OF ELECTRIC UTILITIES pp. 181-196 Downloads
David H. Goldenberg and Ashok J. Robin
PRIVATE INFORMATION ACQUISITION IN EXPERIMENTAL MARKETS PRONE TO BUBBLE AND CRASH pp. 197-206 Downloads
Ronald R. King
A TEST OF THE RISK PREMIUM HYPOTHESIS pp. 207-216 Downloads
Mohammad Najand
FURTHER ANALYSIS OF THE PUT-CALL PARITY IMPLIED RISK-FREE INTEREST RATE pp. 217-232 Downloads
George M. Frankfurter and Wai K. Leung
RISK-TAKING INCENTIVES OF BANKS AND RISK-ADJUSTED DEPOSIT INSURANCE pp. 233-239 Downloads
Lawrence G. Goldberg and T. Harikumar
A CERTAINTY EQUIVALENT APPROACH TO MUNICIPAL BOND DEFAULT RISK ESTIMATION pp. 241-247 Downloads
Chunchi Wu
TAX SCHEDULE CHANGES AND DISCOUNT BOND PRICES pp. 249-253 Downloads
Ricardo J. Rodriguez
EX-DIVIDEND DAY PRICE CHANGES AND IMPLIED TAX RATES: AN EVALUATION pp. 255-262 Downloads
Jean-Marie Gagnon and Jean-Marc Suret
THE EARNINGS-PRICE AND STANDARDIZED UNEXPECTED EARNINGS EFFECTS: ONE ANOMALY OR TWO? pp. 263-275 Downloads
James B. Wiggins
CAUSALITY TESTS OF SHORT SALES ON THE NEW YORK STOCK EXCHANGE pp. 277-286 Downloads
Anand K. Bhattacharya and George W. Gallinger

Volume 14, issue 2, 1991

EQUITY VALUATION EFFECTS OF WARRANT-DEBT FINANCING pp. 93-103 Downloads
Katherine L. Phelps, William T. Moore and Rodney L. Roenfeldt
THE TWO-STATE INTEREST RATE MODEL FOR PRICING BONDS: AN EMPIRICAL ANALYSIS pp. 105-115 Downloads
Yatin N. Bhagwat, Michael C. Ehrhardt and David W. Johnson
THE RELATIONSHIP BETWEEN OTC BID-ASK SPREADS AND DEALER SIZE: THE IMPACT OF ORDER-PROCESSING AND DIVERSIFICATION COSTS pp. 117-127 Downloads
Niranjan Tripathy and Richard L. Peterson
THE DEALER AND MARKET CONCEPTS OF BID-ASK SPREAD: A COMPARISON FOR NASDAQ STOCKS pp. 129-139 Downloads
James L. Hamilton
THE EFFECT OF TRADED OPTION INTRODUCTION ON SHAREHOLDER WEALTH pp. 141-151 Downloads
Wi Saeng Kim and Colin M. Young
BANK FAILURE AND CONTAGION EFFECTS: EVIDENCE FROM HONG KONG pp. 153-165 Downloads
Gerald D. Gay, Stephen G. Timme and Kenneth Yung
AN ANALYSIS OF REGULATED RATES OF RETURN FOR WHOLLY OWNED SUBSIDIARIES pp. 167-179 Downloads
John R. Ezzell, H. Christine Hsu and James A. Miles

Volume 14, issue 1, 1991

FROM THE EDITORS pp. ii-ii Downloads
Michael D. Joehnk and Richard L. Smith
RAISING CAPITAL WITH PRIVATE PLACEMENTS OF DEBT pp. 1-13 Downloads
Samuel H. Szewczyk and Raj Varma
INFLATION, INVESTMENT, AND DEBT pp. 15-26 Downloads
Alexandros P. Prezas
MEASURING RISK AVERSION: ALLOCATION, LEVERAGE, AND ACCUMULATION pp. 27-35 Downloads
Frederick W. Siegel and James P. Hoban
DIVIDEND CHANGE ANNOUNCEMENT EFFECTS AND EARNINGS VOLATILITY AND TIMING pp. 33-49 Downloads
James W. Wansley, C. F. Sirmans, James D. Shilling and Young‐jin Lee
PE RATIOS, EARNINGS EXPECTATIONS, AND ABNORMAL RETURNS pp. 51-64 Downloads
April Klein and James Rosenfeld
THE MAGNITUDE OF PRICING ERRORS IN THE ARBITRAGE PRICING THEORY pp. 65-82 Downloads
Ashok Robin and Ravi Shukla
NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM pp. 83-92 Downloads
Seungmook Choi and Mark Wohar

Volume 13, issue 4, 1990

DIVIDENDS, UNCERTAINTY, AND UNDERWRITING COSTS UNDER ASYMMETRIC INFORMATION pp. 265-277 Downloads
Jayant R. Kale and Thomas Noe
IS THE DISTRIBUTION OF BETAS STATIONARY? pp. 279-283 Downloads
Robert W. Kolb and Ricardo J. Rodriguez
CALL OPTION VALUATION FOR DISCRETE NORMAL MIXTURES pp. 285-296 Downloads
Robert J. Ritchey
THE PRICING OF FUTURES CONTRACTS AND THE ARBITRAGE PRICING THEORY pp. 297-306 Downloads
Jack S. K. Chang, Jean C. H. Loo and Carolyn C. Wu Chang
HEDGING PERFORMANCE AND HEDGING OBJECTIVES: TESTS OF NEW PERFORMANCE MEASURES IN THE FOREIGN CURRENCY MARKET pp. 307-323 Downloads
Jerry A. Hammer
OTC MARKET SWITCHING AND STOCK RETURNS: SOME EMPIRICAL EVIDENCE pp. 325-338 Downloads
H. Kent Baker and Richard B. Edelman
THE 1982 DEPOSITORY INSTITUTIONS ACT AND SECURITY RETURNS IN THE SAVINGS AND LOAN INDUSTRY pp. 339-347 Downloads
Donald R. Fraser and James W. Kolari

Volume 13, issue 3, 1990

STOCK RETURNS AND OPTION PRICES: AN EXPLORATORY STUDY pp. 173-185 Downloads
Esther Weinstock Ancel and Ramesh K. S. Rao
UNITS OF DEBT WITH WARRANTS: EVIDENCE OF THE “PENALTY-FREE” ISSUANCE OF AN EQUITY-LIKE SECURITY pp. 187-199 Downloads
Randall S. Billingsley, Robert E. Lamy and David M. Smith
AN EMPIRICAL EXAMINATION OF THE EXISTENCE OF A SIGNALING VALUE FUNCTION FOR DIVIDENDS pp. 201-210 Downloads
Herman Manakyan and Carolyn Carroll
REGIONAL VARIATION OF MORTGAGE YIELDS AND SIMULTANEITY BIAS pp. 211-219 Downloads
Mel Jameson, James D. Shilling and C. F. Sirmans
STATE ANTITAKEOVER LEGISLATION AND SHAREHOLDER WEALTH pp. 221-231 Downloads
William N. Pugh and John S. Jahera
USING THE CAPM AS A GENERAL FRAMEWORK FOR ASSET PRICING ANALYSIS pp. 233-241 Downloads
J. Austin Murphy
TRANSACTION COSTS AND DAY-OF-THE-WEEK EFFECTS IN THE OTC/NASDAQ EQUITY MARKET pp. 243-248 Downloads
Rich Fortin
REGULARITIES IN TOKYO STOCK EXCHANGE SECURITY RETURNS: P/E, SIZE, AND SEASONAL INFLUENCES pp. 249-263 Downloads
Raj Aggarwal, Ramesh Rao and Takato Hiraki

Volume 13, issue 2, 1990

ON USING THE BLACK-SCHOLES MODEL TO VALUE WARRANTS pp. 81-92 Downloads
David C. Leonard and Michael E. Solt
TAX-TIMING OPTIONS AND THE PRICING OF GOVERNMENT BONDS pp. 93-103 Downloads
Andrea J. Heuson and Dennis J. Lasser
STOCHASTIC DOMINANCE AND TRUNCATED SAMPLE DATA pp. 105-116 Downloads
Moshe Ben-Horim
A TRANSACTION DATA STUDY OF DAY-OF-THE-WEEK AND INTRADAY PATTERNS IN OPTION RETURNS pp. 117-131 Downloads
David R. Peterson
THE EFFECT OF PAYMENT DELAYS ON STOCK PRICES pp. 133-145 Downloads
Ramon Degennaro
INTEREST RATE SENSITIVITY OF BANK STOCK RETURNS: SPECIFICATION EFFECTS AND STRUCTURAL CHANGES pp. 147-154 Downloads
Srinivas R. Akella and Su-Jane Chen
RISKY DEBT MATURITY CHOICE IN A SEQUENTIAL GAME EQUILIBRIUM pp. 155-166 Downloads
Jayant R. Kale and Thomas Noe
DIVESTITURE TO UNIT MANAGERS AND SHAREHOLDER WEALTH pp. 167-172 Downloads
Jack W. Trifts, Neil W. Sicherman, Rodney L. Roenfeldt and Francisco de Cossio

Volume 13, issue 1, 1990

VOLUME AND R2: A FIRST LOOK pp. 1-6 Downloads
Bradford Cornell
PRICING CRB FUTURES CONTRACTS pp. 7-14 Downloads
Michael C. Ehrhardt and Alan L. Tucker
BOOTSTRAPPING THE NUMBER OF FACTORS IN THE ARBITRAGE PRICING THEORY pp. 15-21 Downloads
Sangit Chatterjee and Robert A. Pari
SINGLE‐FACTOR DURATION MODELS: CANADIAN TESTS pp. 23-38 Downloads
G. O. Bierwag and Gordon S. Roberts
THE STOCK RETURN PERFORMANCE OF CORPORATIONS THAT ARE PARTIALLY OWNED BY OTHER CORPORATIONS pp. 39-51 Downloads
Stuart Rosenstein and David F. Rush
THE ELIMINATION OF DIRECTOR LIABILITY AND STOCKHOLDER RETURNS: AN EMPIRICAL INVESTIGATION pp. 53-60 Downloads
Vahan Janjigian and Paul J. Bolster
THE IMPACT OF FINANCING SOURCES ON MULTINATIONAL PROJECTS pp. 61-69 Downloads
Jeff Madura and Richard H. Fosberg
INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED pp. 71-79 Downloads
Sung C. Bae
Page updated 2020-02-17