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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 ().

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Volume 16, issue 4, 1993

A NOTE FROM THE EDITORS pp. ii-ii Downloads
Robert Hansen and Arthur J. Keown
DUAL BETAS FROM BULL AND BEAR MARKETS: REVERSAL OF THE SIZE EFFECT pp. 269-283 Downloads
Ravinder K. Bhardwaj and LeRoy D. Brooks
INTRADAY TRADING PATTERNS IN THE EQUITY OPTIONS MARKETS pp. 285-297 Downloads
Raj Aggarwal and Edward Gruca
Golden Parachutes: Incentive Aligners, Management Entrenchers, or Takeover Bid Signals? pp. 299-308 Downloads
Jeffery A. Born, Emery A. Trahan and Hugo J. Faria
THE DEBT MATURITY CHOICE: AN EMPIRICAL INVESTIGATION pp. 309-320 Downloads
Karlyn Mitchell
THE FINANCING AND INVESTMENT OF A LEVERED FIRM UNDER ASYMMETRIC INFORMATION pp. 321-336 Downloads
Steven Raymar
MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE pp. 337-350 Downloads
Panayiotis Theodossiou and Unro Lee
THE EFFECTS OF OVERPAYMENT AND FORM OF FINANCING ON BIDDER RETURNS IN MERGERS AND TENDER OFFERS pp. 351-365 Downloads
Hyun Mo Sung
ON IMPROVING THE PERFORMANCE OF THE MARKET MODEL pp. 367-376 Downloads
Ashok J. Robin
TAX-LOSS SELLING, INSTITUTIONAL INVESTORS, AND THE JANUARY EFFECT: A NOTE pp. 377-384 Downloads
Stan Eakins and Susan Sewell

Volume 16, issue 3, 1993

FIRM PERFORMANCE AND SECURITY TYPE IN SEASONED OFFERINGS: AN EMPIRICAL EXAMINATION OF ALTERNATIVE SIGNALING MODELS pp. 181-192 Downloads
Ajay Patel, Douglas R. Emery and Yul W. Lee
INFORMATIONAL VERSUS PRICE-PRESSURE EFFECTS: EVIDENCE FROM SECONDARY OFFERINGS pp. 193-207 Downloads
Carl D. Hudson, Marlin R. H. Jensen and William N. Pugh
SECURITY RETURN DISTRIBUTIONS AND MARKET STRUCTURE: EVIDENCE FROM THE NYSE/AMEX AND THE NASDAQ MARKETS pp. 209-220 Downloads
Raj Aggarwal and Reena Aggarwal
UNLISTED TRADING PRIVILEGES, LIQUIDITY, AND STOCK RETURNS pp. 221-236 Downloads
Walayet A. Khan and H. Kent Baker
TRADE SIZES AND THEORIES OF THE BID-ASK SPREAD pp. 237-249 Downloads
Paul A. Laux
A TEST OF THE EASTERBROOK HYPOTHESIS REGARDING DIVIDEND PAYMENTS AND AGENCY COSTS pp. 251-260 Downloads
Jeffery A. Born and James N. Rimbey
A RE-EXAMINATION OF THE PROXY HYPOTHESIS pp. 261-268 Downloads
Y. Angela Liu, L. Paul Hsueh and Ronnie J. Clayton

Volume 16, issue 2, 1993

VARIANCE BOUND TESTS OF BOND MARKET EFFICIENCY pp. 89-106 Downloads
Chao-Hsi Huang and Louis H. Ederington
INTRADAY MARKET BEHAVIOR AND THE EXTENT OF FEEDBACK BETWEEN S&P 500 FUTURES PRICES AND THE S&P 500 INDEX pp. 107-121 Downloads
Ira G. Kawaller, Paul D. Koch and Timothy W. Koch
DID BLACK MONDAY HAVE A PERMANENT EFFECT? pp. 123-138 Downloads
Robert L. Albert, Timothy R. Smaby and Steve B. Wyatt
CONSIDERING DIVIDEND STABILITY IN THE RELATION BETWEEN DIVIDEND YIELDS AND STOCK RETURNS pp. 139-150 Downloads
Michael J. Gombola and Feng-Ying Liu
CONSISTENT ESTIMATION OF RESIDUAL VARIANCE IN REGULATORY EVENT STUDIES pp. 151-160 Downloads
Marcus A. Ingram and Virginia C. Ingram
THE EFFECTS OF THE INSIDER TRADING SANCTIONS ACT OF 1984: THE CASE OF SEASONED EQUITY OFFERINGS pp. 161-170 Downloads
Thomas H. Eyssell and James P. Reburn
A NOTE ON THE VALUE LINE STOCK HIGHLIGHT EFFECT pp. 171-179 Downloads
P. R. Chandy, John W. Peavy and William Reichenstein

Volume 16, issue 1, 1993

PREPAYMENT RISK AND THE DURATION OF DEFAULT‐FREE MORTGAGE‐BACKED SECURITIES pp. 1-9 Downloads
Gary A. Anderson, Joel R. Barber and Chun‐Hao Chang
VALUATION EFFECT OF ISSUING NONSUBORDINATED VERSUS SUBORDINATED DEBT pp. 11-21 Downloads
Alex P. Tang and Ronald F. Singer
OPTIMAL BOND CALL POLICIES UNDER TRANSACTIONS COSTS pp. 23-37 Downloads
David C. Mauer
DUTCH AUCTION VERSUS FIXED‐PRICE SELF‐TENDER OFFERS: DO FIRMS OVERPAY IN FIXED‐PRICE OFFERS? pp. 39-48 Downloads
David R. Peterson and Pamela P. Peterson
INSIDERS, OUTSIDERS, OR TREND CHASERS?: AN INVESTIGATION OF PRE‐TAKEOVER TRANSACTIONS IN THE SHARES OF TARGET FIRMS pp. 49-59 Downloads
Thomas H. Eyssell and Nasser Arshadi
TWENTY‐FIVE YEARS OF TAX LAW CHANGES AND INVESTOR RESPONSE pp. 61-70 Downloads
David Lynn Skinner
AN IMPLICIT MEASURE OF THE EFFECTIVE BID‐ASK SPREAD: A NOTE pp. 71-75 Downloads
Carolyn W. Chang and Jack S. K. Chang
THE COSTS OF EQUITY ISSUES SINCE RULE 415: A CLOSER LOOK pp. 77-88 Downloads
David J. Denis

Volume 15, issue 4, 1992

DIVISION MANAGEMENT BUYOUTS OF UNRELATED DIVISIONS WITHOUT A SALES PRICE REPORTED pp. 297-305 Downloads
Rodney L. Roenfeldt, Neil W. Sicherman and Jack W. Trifts
QUALITY DISPERSION AND THE FEASIBILITY OF DIVIDENDS AS SIGNALS pp. 307-315 Downloads
Ricardo J. Rodriguez
EFFECTS OF AGENCY AND TRANSACTION COSTS ON DIVIDEND PAYOUT RATIOS: FURTHER EVIDENCE OF THE AGENCY-TRANSACTION COST HYPOTHESIS pp. 317-321 Downloads
Stephen J. Dempsey and Gene Laber
EQUITY ISSUES AND TOBIN'S Q: NEW EVIDENCE REGARDING ALTERNATIVE INFORMATION RELEASE HYPOTHESES pp. 323-339 Downloads
Peter A. Brous and Omesh Kini
UNDERWRITER REPUTATION AND REPETITIVE PUBLIC OFFERINGS pp. 341-354 Downloads
Richard B. Carter
HEDGING INTEREST RATE RISK UNDER TERM STRUCTURE EFFECTS: AN APPLICATION TO FINANCIAL INSTITUTIONS pp. 355-368 Downloads
Jimmy E. Hilliard and Susan D. Jordan
FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS pp. 369-387 Downloads
Charles Corrado and Suk-Hun Lee

Volume 15, issue 3, 1992

A FURTHER UNDERSTANDING OF STOCK DISTRIBUTIONS: THE CASE OF REVERSE STOCK SPLITS pp. 189-205 Downloads
David R. Peterson and Pamela P. Peterson
STOCK PRICE REACTIONS TO DIVIDEND AND EARNINGS ANNOUNCEMENTS: CONTEMPORANEOUS VERSUS NONCONTEMPORANEOUS ANNOUNCEMENTS pp. 207-217 Downloads
Albert Eddy and Bruce Seifert
AN EMPIRICAL TEST OF THE TIMING OF BOND-REFUNDING DECISIONS pp. 219-230 Downloads
Janet S. Thatcher and John G. Thatcher
PRICING NIKKEI PUT WARRANTS: SOME EMPIRICAL EVIDENCE pp. 231-251 Downloads
K. C. Chen, R. Stephen Sears and Manuchehr Shahrokhi
THE ANALYTICS OF RELATIVE HOLDING-PERIOD RISKS FOR BONDS pp. 253-263 Downloads
Duane Stock
INTRADAY VARIATIONS IN TRADING ACTIVITY, PRICE VARIABILITY, AND THE BID-ASK SPREAD pp. 265-276 Downloads
Pei-Hwang Wei
MARKET MODEL CORRECTED FOR GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY AND THE SMALL FIRM EFFECT pp. 277-283 Downloads
Asim K. Ghosh
THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET pp. 285-296 Downloads
Mbodja Mougoue

Volume 15, issue 2, 1992

THE LINKS BETWEEN TRADING TIME AND MARKET VOLATILITY pp. 91-100 Downloads
Joel F. Houston and Michael D. Ryngaert
STOCK PRICE AND DEGREE OF NEGLECT AS DETERMINANTS OF STOCK RETURNS pp. 101-112 Downloads
Ravinder K. Bhardwaj and LeRoy D. Brooks
EMPIRICAL EVIDENCE ON THE IMPACT OF THE BID-ASK SPREAD ON THE CHARACTERISTICS OF CRSP DAILY RETURNS pp. 113-125 Downloads
P. C. Venkatesh
EARLY EXERCISE OF AMERICAN INDEX OPTIONS pp. 127-137 Downloads
Dan W. French and Edwin Maberly
A RE-EXAMINATION OF THE RELATIONSHIP BETWEEN CLOSED-END FUND DISCOUNTS AND EXPENSES pp. 139-147 Downloads
Raman Kumar and Gregory M. Noronha
LEVERAGING THE UNDERINVESTMENT PROBLEM: HOW HIGH DEBT AND MANAGEMENT SHAREHOLDINGS SOLVE THE AGENCY COSTS OF FREE CASH FLOW pp. 149-166 Downloads
Gerald T. Garvey
PRODUCTION TECHNOLOGY, NONDEBT TAX SHIELDS, AND FINANCIAL LEVERAGE pp. 167-180 Downloads
Timothy Manuel and Eugene Pilotte
THE IMPACT OF THE INSIDER TRADING SCANDAL ON THE INFORMATION CONTENT OF THE WALL STREET JOURNAL'S “HEARD ON THE STREET” COLUMN pp. 181-188 Downloads
Pu Liu, Stanley D. Smith and Azmat A. Syed

Volume 15, issue 1, 1992

DIVIDEND POLICY AND THE BID‐ASK SPREAD: AN EMPIRICAL ANALYSIS pp. 1-10 Downloads
John S. Howe and Ji‐Chai Lin
A TEST OF A RISK‐ADJUSTED DIVIDEND CAPITALIZATION MODEL: THE CASE OF LIQUIDATING FIRMS pp. 11-26 Downloads
Terrance R. Skantz and Roberto Marchesini
THE INTRADAY INTERDEPENDENCE STRUCTURE BETWEEN U.S. AND JAPANESE EQUITY MARKETS pp. 27-37 Downloads
Kent G. Becker, Joseph E. Finnerty and Alan L. Tucker
ADVERSE SELECTION, SPREAD BEHAVIOR, AND OVER‐THE‐COUNTER SEASONED EQUITY OFFERINGS pp. 39-56 Downloads
Niranjan Tripathy and Ramesh Rao
ANTITAKEOVER CHARTER AMENDMENTS: EFFECTS ON CORPORATE DECISIONS pp. 57-67 Downloads
William N. Pugh, Daniel E. Page and John S. Jahera
THE WEEKEND EFFECT AND CORPORATE DIVIDEND ANNOUNCEMENTS pp. 69-76 Downloads
John D. Schatzberg and Prabir Datta
ALL‐EQUITY FIRMS AND THE BALANCING THEORY OF CAPITAL STRUCTURE pp. 77-90 Downloads
John C. Gardner and Charles Trzcinka
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