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 (). Access Statistics for this journal.
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Volume 16, issue 4, 1993
- A NOTE FROM THE EDITORS pp. ii-ii

- Robert Hansen and Arthur J. Keown
- DUAL BETAS FROM BULL AND BEAR MARKETS: REVERSAL OF THE SIZE EFFECT pp. 269-283

- Ravinder K. Bhardwaj and LeRoy D. Brooks
- INTRADAY TRADING PATTERNS IN THE EQUITY OPTIONS MARKETS pp. 285-297

- Raj Aggarwal and Edward Gruca
- Golden Parachutes: Incentive Aligners, Management Entrenchers, or Takeover Bid Signals? pp. 299-308

- Jeffery A. Born, Emery A. Trahan and Hugo J. Faria
- THE DEBT MATURITY CHOICE: AN EMPIRICAL INVESTIGATION pp. 309-320

- Karlyn Mitchell
- THE FINANCING AND INVESTMENT OF A LEVERED FIRM UNDER ASYMMETRIC INFORMATION pp. 321-336

- Steven Raymar
- MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE pp. 337-350

- Panayiotis Theodossiou and Unro Lee
- THE EFFECTS OF OVERPAYMENT AND FORM OF FINANCING ON BIDDER RETURNS IN MERGERS AND TENDER OFFERS pp. 351-365

- Hyun Mo Sung
- ON IMPROVING THE PERFORMANCE OF THE MARKET MODEL pp. 367-376

- Ashok J. Robin
- TAX-LOSS SELLING, INSTITUTIONAL INVESTORS, AND THE JANUARY EFFECT: A NOTE pp. 377-384

- 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

- Ajay Patel, Douglas R. Emery and Yul W. Lee
- INFORMATIONAL VERSUS PRICE-PRESSURE EFFECTS: EVIDENCE FROM SECONDARY OFFERINGS pp. 193-207

- 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

- Raj Aggarwal and Reena Aggarwal
- UNLISTED TRADING PRIVILEGES, LIQUIDITY, AND STOCK RETURNS pp. 221-236

- Walayet A. Khan and H. Kent Baker
- TRADE SIZES AND THEORIES OF THE BID-ASK SPREAD pp. 237-249

- Paul A. Laux
- A TEST OF THE EASTERBROOK HYPOTHESIS REGARDING DIVIDEND PAYMENTS AND AGENCY COSTS pp. 251-260

- Jeffery A. Born and James N. Rimbey
- A RE-EXAMINATION OF THE PROXY HYPOTHESIS pp. 261-268

- 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

- 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

- Ira G. Kawaller, Paul D. Koch and Timothy W. Koch
- DID BLACK MONDAY HAVE A PERMANENT EFFECT? pp. 123-138

- 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

- Michael J. Gombola and Feng-Ying Liu
- CONSISTENT ESTIMATION OF RESIDUAL VARIANCE IN REGULATORY EVENT STUDIES pp. 151-160

- 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

- Thomas H. Eyssell and James P. Reburn
- A NOTE ON THE VALUE LINE STOCK HIGHLIGHT EFFECT pp. 171-179

- 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

- Gary A. Anderson, Joel R. Barber and Chun‐Hao Chang
- VALUATION EFFECT OF ISSUING NONSUBORDINATED VERSUS SUBORDINATED DEBT pp. 11-21

- Alex P. Tang and Ronald F. Singer
- OPTIMAL BOND CALL POLICIES UNDER TRANSACTIONS COSTS pp. 23-37

- David C. Mauer
- DUTCH AUCTION VERSUS FIXED‐PRICE SELF‐TENDER OFFERS: DO FIRMS OVERPAY IN FIXED‐PRICE OFFERS? pp. 39-48

- 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

- Thomas H. Eyssell and Nasser Arshadi
- TWENTY‐FIVE YEARS OF TAX LAW CHANGES AND INVESTOR RESPONSE pp. 61-70

- David Lynn Skinner
- AN IMPLICIT MEASURE OF THE EFFECTIVE BID‐ASK SPREAD: A NOTE pp. 71-75

- Carolyn W. Chang and Jack S. K. Chang
- THE COSTS OF EQUITY ISSUES SINCE RULE 415: A CLOSER LOOK pp. 77-88

- David J. Denis
Volume 15, issue 4, 1992
- DIVISION MANAGEMENT BUYOUTS OF UNRELATED DIVISIONS WITHOUT A SALES PRICE REPORTED pp. 297-305

- Rodney L. Roenfeldt, Neil W. Sicherman and Jack W. Trifts
- QUALITY DISPERSION AND THE FEASIBILITY OF DIVIDENDS AS SIGNALS pp. 307-315

- Ricardo J. Rodriguez
- EFFECTS OF AGENCY AND TRANSACTION COSTS ON DIVIDEND PAYOUT RATIOS: FURTHER EVIDENCE OF THE AGENCY-TRANSACTION COST HYPOTHESIS pp. 317-321

- Stephen J. Dempsey and Gene Laber
- EQUITY ISSUES AND TOBIN'S Q: NEW EVIDENCE REGARDING ALTERNATIVE INFORMATION RELEASE HYPOTHESES pp. 323-339

- Peter A. Brous and Omesh Kini
- UNDERWRITER REPUTATION AND REPETITIVE PUBLIC OFFERINGS pp. 341-354

- Richard B. Carter
- HEDGING INTEREST RATE RISK UNDER TERM STRUCTURE EFFECTS: AN APPLICATION TO FINANCIAL INSTITUTIONS pp. 355-368

- Jimmy E. Hilliard and Susan D. Jordan
- FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS pp. 369-387

- 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

- David R. Peterson and Pamela P. Peterson
- STOCK PRICE REACTIONS TO DIVIDEND AND EARNINGS ANNOUNCEMENTS: CONTEMPORANEOUS VERSUS NONCONTEMPORANEOUS ANNOUNCEMENTS pp. 207-217

- Albert Eddy and Bruce Seifert
- AN EMPIRICAL TEST OF THE TIMING OF BOND-REFUNDING DECISIONS pp. 219-230

- Janet S. Thatcher and John G. Thatcher
- PRICING NIKKEI PUT WARRANTS: SOME EMPIRICAL EVIDENCE pp. 231-251

- K. C. Chen, R. Stephen Sears and Manuchehr Shahrokhi
- THE ANALYTICS OF RELATIVE HOLDING-PERIOD RISKS FOR BONDS pp. 253-263

- Duane Stock
- INTRADAY VARIATIONS IN TRADING ACTIVITY, PRICE VARIABILITY, AND THE BID-ASK SPREAD pp. 265-276

- Pei-Hwang Wei
- MARKET MODEL CORRECTED FOR GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY AND THE SMALL FIRM EFFECT pp. 277-283

- Asim K. Ghosh
- THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET pp. 285-296

- Mbodja Mougoue
Volume 15, issue 2, 1992
- THE LINKS BETWEEN TRADING TIME AND MARKET VOLATILITY pp. 91-100

- Joel F. Houston and Michael D. Ryngaert
- STOCK PRICE AND DEGREE OF NEGLECT AS DETERMINANTS OF STOCK RETURNS pp. 101-112

- 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

- P. C. Venkatesh
- EARLY EXERCISE OF AMERICAN INDEX OPTIONS pp. 127-137

- Dan W. French and Edwin Maberly
- A RE-EXAMINATION OF THE RELATIONSHIP BETWEEN CLOSED-END FUND DISCOUNTS AND EXPENSES pp. 139-147

- 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

- Gerald T. Garvey
- PRODUCTION TECHNOLOGY, NONDEBT TAX SHIELDS, AND FINANCIAL LEVERAGE pp. 167-180

- 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

- 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

- John S. Howe and Ji‐Chai Lin
- A TEST OF A RISK‐ADJUSTED DIVIDEND CAPITALIZATION MODEL: THE CASE OF LIQUIDATING FIRMS pp. 11-26

- Terrance R. Skantz and Roberto Marchesini
- THE INTRADAY INTERDEPENDENCE STRUCTURE BETWEEN U.S. AND JAPANESE EQUITY MARKETS pp. 27-37

- Kent G. Becker, Joseph E. Finnerty and Alan L. Tucker
- ADVERSE SELECTION, SPREAD BEHAVIOR, AND OVER‐THE‐COUNTER SEASONED EQUITY OFFERINGS pp. 39-56

- Niranjan Tripathy and Ramesh Rao
- ANTITAKEOVER CHARTER AMENDMENTS: EFFECTS ON CORPORATE DECISIONS pp. 57-67

- William N. Pugh, Daniel E. Page and John S. Jahera
- THE WEEKEND EFFECT AND CORPORATE DIVIDEND ANNOUNCEMENTS pp. 69-76

- John D. Schatzberg and Prabir Datta
- ALL‐EQUITY FIRMS AND THE BALANCING THEORY OF CAPITAL STRUCTURE pp. 77-90

- John C. Gardner and Charles Trzcinka
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