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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 12, issue 4, 1989

INTRINSIC UNCERTAINTY AND COMMON-KNOWLEDGE PRIORS IN FINANCIAL ECONOMICS pp. 269-283 Downloads
Michael A. S. Guth
DIRECT TESTS OF THE DIVERGENCE OF OPINION HYPOTHESIS IN THE MARKET FOR RACETRACK BETTING pp. 285-291 Downloads
Kenneth M. Lusht and Edward M. Saunders
THE EFFECT OF MARKET PROXY REBALANCING POLICIES ON DETECTING ABNORMAL PERFORMANCE pp. 293-299 Downloads
Terry L Zivney and Donald J. Thompson
RESTRICTED VOTING SHARES, OWNERSHIP STRUCTURE, AND THE MARKET VALUE OF DUAL-CLASS FIRMS pp. 301-318 Downloads
James S. Ang and William L Megginson
EARNINGS FORECAST REVISIONS ASSOCIATED WITH STOCK SPLIT ANNOUNCEMENTS pp. 319-328 Downloads
Linda S. Klein and David R. Peterson
THE RELATIONSHIP BETWEEN THE VARIABILITY OF INFLATION AND STOCK RETURNS: AN EMPIRICAL INVESTIGATION pp. 329-339 Downloads
Mark J. Buono
AN ANALYSIS OF THE JANUARY EFFECT IN STOCKS AND INTEREST RATES UNDER VARYING MONETARY REGIMES pp. 341-354 Downloads
Charles P. Jones and Jack W. Wilson

Volume 12, issue 3, 1989

THE UNDERPRICING OF “SECOND” INITIAL PUBLIC OFFERINGS pp. 183-192 Downloads
Chris J. Muscarella and Michael R. Vetsuypens
REGULATORY AND PROCEDURAL EFFECTS ON THE UNDERPRICING OF INITIAL PUBLIC OFFERINGS pp. 193-202 Downloads
John Affleck-Graves and Robert E. Miller
THE COST OF INCLUDING A CALL PROVISION IN MUNICIPAL DEBT CONTRACTS pp. 203-216 Downloads
Michael F. Spivey
DETERMINANTS OF VALUATION EFFECTS FOR SECURITY OFFERINGS OF COMMERCIAL BANK HOLDING COMPANIES pp. 217-233 Downloads
James W. Wansley and Upinder S. Dhillon
AN EXAMINATION OF THE YIELD SPREAD BETWEEN INSURED AND UNINSURED DEBT pp. 235-244 Downloads
L Paul Hsueh and P. R. Chandy
A NOTE ON THE BEHAVIOR OF SECURITY RETURNS: A TEST OF STOCK MARKET OVERREACTION AND EFFICIENCY pp. 245-252 Downloads
Wallace N. Davidson and Dipa Dutia
SKEWNESS AND KURTOSIS IN JAPANESE EQUITY RETURNS: EMPIRICAL EVIDENCE pp. 253-260 Downloads
Raj Aggarwal, Ramesh Rao and Takato Hiraki
THE RISK IMPLICATIONS OF FORECAST ERRORS OF BANK EARNINGS, 1976–1986 pp. 261-268 Downloads
Donald R. Fraser and Srinivasan Kannan

Volume 12, issue 2, 1989

RISK AND RETURN ON NEWLY LISTED STOCKS: THE POST-LISTING EXPERIENCE pp. 93-102 Downloads
Arvind Bhandari, Theoharry Grammatikos, Anil K. Makhija and George Papaioannou
IMPACTS OF RELATIVE SIZE AND INDUSTRIAL RELATEDNESS ON RETURNS TO SHAREHOLDERS OF ACQUIRING FIRMS pp. 103-112 Downloads
Kevin P. Scanlon, Jack W. Trifts and Richard H. Pettway
MORAL HAZARD AND CAPITAL BUDGETING pp. 113-128 Downloads
Paul K. Chaney
OPTIMUM CORPORATE LEVERAGE WITH RISKY DEBT: A DEMAND APPROACH pp. 129-142 Downloads
Jongmoo Jay Choi, Frank Fabozzi and Uzi Yaari
THE COST OF CAPITAL, MACAULAY'S DURATION, AND TOBIN'S q pp. 143-156 Downloads
Moshe Ben-Horim and Jeffrey L Callen
BASIS VOLATILITY: IMPLICATIONS FOR HEDGING pp. 157-172 Downloads
Mark G. Castelino
ESTIMATION AND SELECTION BIAS IN MEAN-VARIANCE PORTFOLIO SELECTION pp. 173-181 Downloads
George M. Frankfurter and Christopher G. Lamoureux

Volume 12, issue 1, 1989

THE EFFECT OF A SINKING FUND ON THE REOFFERING YIELDS OF NEW PUBLIC UTILITY BONDS pp. 1-13 Downloads
David S. Kidwell, M. Wayne Marr and Joseph P. Ogden
THE COUPON EFFECT ON TERM PREMIUMS pp. 15-21 Downloads
Robert Brooks, Haim Levy and Miles Livingston
A BIAS‐CORRECTING PROCEDURE FOR BETA ESTIMATION IN THE PRESENCE OF THIN TRADING pp. 23-32 Downloads
David J. Fowler, C. Harvey Rorke and Vijay M. Jog
THE RISK BEHAVIOR OF EQUITY OF FIRMS APPROACHING BANKRUPTCY pp. 33-50 Downloads
Dana J. Johnson
ON STOCHASTIC DOMINANCE ANALYSIS OF DAY‐OF‐THE‐WEEK RETURN PATTERNS pp. 51-55 Downloads
John Wingender and James E. Groff
HOLIDAY CLOSINGS AND SECURITY RETURNS pp. 57-67 Downloads
Glenn N. Pettengill
THE INFORMATIONAL CONTENT OF FORWARD RATES: FURTHER EVIDENCE pp. 69-81 Downloads
Daniel T. Walz and Roger W. Spencer
FINANCING AND HOUSE PRICES pp. 83-91 Downloads
J. Sa‐Aadu, C. F. Sirmans and John D. Benjamin

Volume 11, issue 4, 1988

THE SHAREHOLDER WEALTH EFFECTS OF CORPORATE GREENMAIL pp. 265-280 Downloads
James S. Ang and Alan L. Tucker
AN ANALYSIS OF SHAREHOLDER REACTION TO DIVIDEND CUTS AND OMISSIONS pp. 281-294 Downloads
Chinmoy Ghosh and J. Randall Woolridge
FIRM SIZE AND DIVIDEND ANNOUNCEMENTS pp. 295-302 Downloads
Albert Eddy and Bruce Seifert
MANAGEMENT EARNINGS FORECASTS: THEIR USEFULNESS AS A SOURCE OF FIRM-SPECIFIC INFORMATION TO SECURITY ANALYSTS pp. 303-319 Downloads
John M. Hassell, Robert H. Jennings and Dennis J. Lasser
SOME EMPIRICAL EVIDENCE ON THE USE OF FINANCIAL LEASES pp. 321-333 Downloads
Thomas J. Finucane
THE SEASONALITY IN CONVERTIBLE BOND MARKETS: A STOCK EFFECT OR BOND EFFECT? pp. 335-347 Downloads
Christopher K. Ma, Ramesh Rao and Herbert J. Weinraub

Volume 11, issue 3, 1988

COSTLY SHORT SALES AND THE CORRELATION OF RETURNS WITH VOLUME pp. 173-188 Downloads
Jonathan Karpoff
YIELD VOLATILITY OF DISCOUNT COUPON BONDS pp. 189-200 Downloads
Rh Gilmer and Duane R. Stock
TESTS OF THE BLACK-SCHOLES AND CONSTANT ELASTICITY OF VARIANCE CURRENCY CALL OPTION VALUATION MODELS pp. 201-214 Downloads
Alan L. Tucker, David R. Peterson and Elton Scott
THE VALUE LINE STOCK RANKINGS AND THE OPTION MODEL IMPLIED STANDARD DEVIATIONS pp. 215-225 Downloads
Ahmet Tezel
AN EVALUATION OF THE PERFORMANCE OF PORTFOLIOS SELECTED FROM VALUE LINE RANK ONE STOCKS: 1976–1982 pp. 227-240 Downloads
Thomas W. Hall and Jeffrey J. Tsay
TESTING THE PREDICTIVE POWER OF EX-POST EFFICIENT PORTFOLIOS pp. 241-254 Downloads
Haim Levy and Zvi Lerman
ECONOMIES OF SCOPE, SYNERGY, AND THE CAPM pp. 255-263 Downloads
Philip Chang

Volume 11, issue 2, 1988

THE IMPACT OF TARGETED SHARE REPURCHASES ON THE WEALTH OF NON-PARTICIPATING SHAREHOLDERS pp. 89-97 Downloads
April Klein and James Rosenfeld
TAX-TIMING OPTIONS, LEVERAGE, AND THE CHOICE OF CORPORATE FORM pp. 99-110 Downloads
Douglas R. Emery, Wilbur G. Lewellen and David C. Mauer
EVIDENCE OF A RELATION BETWEEN STOCK PRICE REACTIONS AROUND CASH DIVIDEND CHANGES AND YIELDS pp. 111-123 Downloads
Donald H. Fehrs, Gary A. Benesh and David R. Peterson
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications pp. 125-136 Downloads
Bradford Jordan, James A. Verbrugge and Richard M. Burns
SOME EVIDENCE ON THE EFFICACY OF SECURITY CREDIT REGULATION IN THE OTC EQUITY MARKET pp. 137-142 Downloads
R. Corwin Grube and O. Maurice Joy
Mortgage Terminations and Pool Characteristics: Some Additional Evidence pp. 143-152 Downloads
Andrea J. Heuson
OPTIMAL PORTFOLIOS: MARKOWITZ FULL COVARIANCE VERSUS SIMPLE SELECTION RULES pp. 153-163 Downloads
Richard C. Burgess and Roger P. Bey
COMMON STOCK RETURNS, EXPECTED INFLATION, AND THE RATIONAL EXPECTATIONS HYPOTHESIS pp. 165-172 Downloads
Jean C. H. Loo

Volume 11, issue 1, 1988

AN EMPIRICAL ANALYSIS OF INSURED PORTFOLIO STRATEGIES USING LISTED OPTIONS pp. 1-12 Downloads
Gary L. Trennepohl, James R. Booth and Hassan Tehranian
THE TERM PREMIA RELATIONSHIP IMPLICIT IN THE TERM STRUCTURE OF TREASURY BILLS pp. 13-20 Downloads
Andrea J. Heuson
BOUNDARY CONDITION TESTS OF BID AND ASK PRICES OF INDEX CALL OPTIONS pp. 21-31 Downloads
Don M. Chance
VALUATION OF THE PREFERRED STOCK SINKING FUND FEATURE: A TIME-SERIES APPROACH pp. 33-42 Downloads
Michael J. Gombola, Douglas R. Kahl and Kenneth P. Nunn
THE CHOICE AMONG DEBT, EQUITY, AND CONVERTIBLE BONDS pp. 43-55 Downloads
Randall S. Billingsley, Robert E. Lamy and G. Rodney Thompson
A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS pp. 57-70 Downloads
Glenn N. Pettengill and Bradford Jordan
INVESTOR EXPECTATIONS OF VOLATILITY INCREASES AROUND LARGE STOCK SPLITS AS IMPLIED IN CALL OPTION PREMIA pp. 71-80 Downloads
Linda S. Klein and David R. Peterson
INVESTOR EVALUATION OF OVERFUNDED PENSION PLAN TERMINATIONS pp. 81-88 Downloads
In-Mu Haw, William Ruland and Ahmed Hamdallah
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