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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 10, issue 4, 1987

FROM THE EDITOR pp. ii-ii Downloads
Michael D. Joehnk and Richard Smith
THE VALUATION OF CURRENCY OPTIONS FOR ALTERNATE STOCHASTIC PROCESSES pp. 283-293 Downloads
Kuldeep Shastri and Kulpatra Wethyavivorn
AN ANALYTICAL MODEL OF RISKY YIELD CURVES pp. 295-303 Downloads
James W. Kolari
INTERSTATE BANK MERGERS: THE EARLY EVIDENCE pp. 305-313 Downloads
Jack W. Trifts and Kevin P. Scanlon
LEVERAGED BUYOUTS AND SHAREHOLDER RETURNS pp. 313-319 Downloads
Khalil M. Torabzadeh and William J. Bertin
EVIDENCE OF THE EFFECT ON SHAREHOLDER WEALTH OF CORPORATE SPINOFFS: THE CREATION OF ROYALTY TRUSTS pp. 321-328 Downloads
Wallace N. Davidson and James L. McDonald
DETERMINANTS OF THE RATINGS AND YIELDS ON CORPORATE BONDS: TESTS OF THE CONTINGENT CLAIMS MODEL pp. 329-340 Downloads
Joseph P. Ogden
PERSONAL TAXES, INFLATION AND MARKET VALUATION pp. 341-352 Downloads
Muhammad Rashid and Ben Amoako-Adu
INTERVALLING EFFECTS IN HONG KONG STOCKS pp. 353-362 Downloads
John C. Larson and Joel N. Morse

Volume 10, issue 3, 1987

FROM THE EDITOR pp. ii-ii Downloads
David A. Walker
ALLOCATING CAPITAL AMONG A FIRM'S DIVISIONS: HURDLE RATES VS. BUDGETS pp. 177-190 Downloads
Robert A. Taggart
BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION pp. 191-209 Downloads
Gerald O. Bierwag
THE INFORMATIONAL CONTENT OF BOND RATINGS pp. 211-226 Downloads
Louis H. Ederington, Jess B. Yawitz and Brian E. Roberts
APT VS. CAPM ESTIMATES OF THE RETURN-GENERATING FUNCTION PARAMETERS FOR REGULATED PUBLIC UTILITIES pp. 227-238 Downloads
Richard H. Pettway and Bradford Jordan
THE EFFECT OF THE WPPSS CRISIS ON THE TAX-EXEMPT BOND MARKET pp. 239-247 Downloads
John W. Peavy and George H. Hempel
MORE EVIDENCE ON EXPECTED VALUE-VARIANCE ANALYSIS VERSUS DIRECT UTILITY MAXIMIZATION pp. 249-257 Downloads
Bernard V. Tew and Donald W. Reid
SAMPLING ERROR IN FIRST ORDER STOCHASTIC DOMINANCE pp. 259-268 Downloads
William E. Stein, Roger C. Pfaffenberger and Dan W. French
COMPOUND DISTRIBUTION MODELS OF STOCK RETURNS: AN EMPIRICAL COMPARISON pp. 269-280 Downloads
Vedat Akgiray and G. Geoffrey Booth

Volume 10, issue 2, 1987

FROM THE EDITOR pp. ii-ii Downloads
David A. Walker
MACRO-ECONOMIC FACTORS AND STOCK RETURNS pp. 87-98 Downloads
Moon K. Kim and Chunchi Wu
RELATIVE STOCK PRICES AND THE FIRM SIZE EFFECT pp. 99-110 Downloads
Terry L. Zivney and Donald J. Thompson
ARBITRAGE PRICING MODELS: THE SUFFICIENT NUMBER OF FACTORS AND EQUILIBRIUM CONDITIONS pp. 111-120 Downloads
Michael C. Ehrhardt
MATURITY AND REFUNDING EFFECTS ON TREASURY-BOND FUTURES PRICE VARIANCE pp. 121-131 Downloads
Theodore M. Barnhill, James V. Jordan and William E. Seale
INTEREST RATE RISK HEDGING FOR DUE-ON-SALE MORTGAGES WITH EARLY TERMINATION pp. 133-142 Downloads
Gary Anderson and Raymond Chiang
SYSTEMATIC RISK IN A PURELY RANDOM MARKET MODEL: SOME EMPIRICAL EVIDENCE FOR INDIVIDUAL PUBLIC UTILITIES pp. 143-152 Downloads
Abdul Rahman, Lawrence Kryzanowski and Ah Boon Sim
THE MARKET PRICING OF NET OPERATING LOSS CARRYFORWARDS: IMPLICATIONS OF THE TAX MOTIVATIONS OF MERGERS pp. 153-160 Downloads
Norman H. Moore and Stephen Pruitt
PRODUCT MARKET STRUCTURE, CAPITAL INTENSITY, AND SYSTEMATIC RISK: EMPIRICAL RESULTS FROM THE THEORY OF THE FIRM pp. 161-175 Downloads
Manuel L. Jose and Jerry L Stevens

Volume 10, issue 1, 1987

FROM THE EDITOR pp. ii-ii Downloads
David A. Walker
OPTION PRICING AND THE ARBITRAGE PRICING THEORY pp. 1-16 Downloads
Jack S. K. Chang and Latha Shanker
FLATTENING OF BOND YIELD CURVES pp. 17-24 Downloads
Miles Livingston
PRICING FAST-PAY MORTGAGES: SOME SIMULATION RESULTS pp. 25-32 Downloads
James D. Shilling and C. F. Sirmans
THE ROLE OF CAPITAL ADEQUACY REGULATION IN THE HEDGING DECISIONS OF FINANCIAL INTERMEDIARIES pp. 33-46 Downloads
George Emir Morgan and Stephen D. Smith
INTEREST RATE RISK, MARKET VALUE, AND HEDGING FINANCIAL PORTFOLIOS pp. 47-55 Downloads
Michael Belongia and G. J. Santoni
STOCK MARKET SIGNALS OF CHANGES IN EXPECTED INFLATION pp. 57-63 Downloads
David C. Leonard and Michael E. Solt
THE EFFECT OF VOLUNTARY CORPORATE LIQUIDATION ON SHAREHOLDER WEALTH pp. 65-75 Downloads
Terrance R. Skantz and Roberto Marchesini
AN EXAMINATION OF THE SMALL-FIRM EFFECT ON THE BASIS OF SKEWNESS PREFERENCE pp. 77-86 Downloads
James R. Booth and Richard Smith

Volume 9, issue 4, 1986

FROM THE EDITOR pp. ii-ii Downloads
David A. Walker
RECENT EVIDENCE ON THE ACCURACY AND RATIONALITY OF POPULAR INFLATION FORECASTS pp. 281-290 Downloads
David C. Leonard and Michael E. Solt
DETERMINANTS OF THE EXECUTION COSTS OF COMMON STOCK TRADES BY INDIVIDUAL INVESTORS pp. 291-301 Downloads
Gerald A. Blum, William A. Kracaw and Wilbur G. Lewellen
THE DIFFERENTIAL EFFECTS OF SINKING FUNDS ON BOND RISK PREMIA pp. 303-312 Downloads
W. Brian Barrett, Andrea J. Heuson and Robert W. Kolb
REGULATORY ENVIRONMENT AND MARKET RESPONSE TO PUBLIC UTILITY RATE DECISIONS pp. 313-318 Downloads
Stephen P. Ferris, Dana J. Johnson and Dilip K. Shome
ON PREFERRED STOCK pp. 319-324 Downloads
Iraj Fooladi and Gordon S. Roberts
INTEREST RATE RISK AND EQUITY VALUES OF HEDGED AND UNHEDGED FINANCIAL INTERMEDIARIES pp. 325-329 Downloads
William L. Scott and Richard L Peterson
CAPITAL ADEQUACY AND THE VALUATION OF LARGE COMMERCIAL BANKING ORGANIZATIONS pp. 331-341 Downloads
Dilip K. Shome, Stephen D. Smith and Arnold A. Heggestad
NON-REPRESENTATIVE TRADING FREQUENCIES AND THE DETECTION OF ABNORMAL PERFORMANCE pp. 343-348 Downloads
Michael D. Atchison

Volume 9, issue 3, 1986

FROM THE EDITOR pp. ii-ii Downloads
David A. Walker
INFLATION MEASUREMENT, INFLATION RISK, AND THE PRICING OF TREASURY BILLS pp. 193-202 Downloads
Bradford Cornell
AN EMPIRICAL TEST OF AN EX-ANTE MODEL OF THE DETERMINATION OF STOCK RETURN VOLATILITY pp. 203-214 Downloads
David R. Peterson
MARKET REACTION TO NYSE LISTINGS: TESTS OF THE MARKETABILITY GAINS HYPOTHESIS pp. 215-227 Downloads
Theoharry Grammatikos and George Papaioannou
ANNOUNCEMENT EFFECTS OF WITHDRAWN SECURITY OFFERINGS: EVIDENCE ON THE WEALTH REDISTRIBUTION HYPOTHESIS pp. 229-238 Downloads
Dennis T. Officer and Richard Smith
PORTFOLIO CHOICES, CONSUMPTION, AND PRICES IN A MARKET WITH DURABLE ASSETS pp. 239-250 Downloads
J. C. Bosch
VALUATION OF PRIMARY ISSUE CONVERTIBLE BONDS pp. 251-259 Downloads
Randall S. Billingsley, Robert E. Lamy and G. Rodney Thompson
A COMPARISON OF INTERVENTION AND RESIDUAL ANALYSIS pp. 261-270 Downloads
Jeffery A. Born and Seth C. Anderson
A PROGRAMMING MODEL FOR BANK HEDGING DECISIONS pp. 271-279 Downloads
G. Geoffrey Booth and Peter E. Koveos

Volume 9, issue 2, 1986

FROM THE EDITOR pp. ii-ii Downloads
David A. Walker
PENN SQUARE, PROBLEM LOANS, AND INSOLVENCY RISK pp. 103-111 Downloads
Robert E. Lamy and G. Rodney Thompson
SECURITY PRICE REACTIONS AROUND PRODUCT RECALL ANNOUNCEMENTS pp. 113-122 Downloads
Stephen Pruitt and David R. Peterson
COMPARATIVE EFFICIENCY OF MARKET INDICES: AN EMPIRICAL STUDY pp. 123-135 Downloads
Chi-Cheng Hsia
AN EMPIRICAL TEST OF THE COMMODITY OPTION PRICING MODEL USING GINNIE MAE CALL OPTIONS pp. 137-151 Downloads
Carl F. Luft and Bruce D. Fielitz
EMPIRICAL ANALYSIS ON THE PREDICTORS OF FUTURE SPOT RATES pp. 153-162 Downloads
Thomas C. Chiang
ISSUER SOPHISTICATION AND UNDERPRICING IN THE NEGOTIATED MUNICIPAL BOND MARKET pp. 163-170 Downloads
Peyton Foster Roden and Robert L. Bland
THE RELATION BETWEEN RETURNS, OWNERSHIP STRUCTURE, AND MARKET VALUE pp. 171-177 Downloads
William P. Lloyd, John S. Jahera and Steven J. Goldstein
STOCK REPURCHASES AND SECURITYHOLDER RETURNS: A CASE STUDY OF TELEDYNE pp. 179-191 Downloads
James W. Wansley and Elayan Fayez

Volume 9, issue 1, 1986

FROM THE EDITOR pp. ii-ii Downloads
David A. Walker
FINANCIAL FUTURES AND IMMUNIZATION pp. 1-12 Downloads
Patricia Knain Little
INSTITUTIONAL TRADING AND SECURITY PRICES: THE CASE OF CHANGES IN THE COMPOSITION OF THE S&P 500 INDEX pp. 13-24 Downloads
J. Randall Woolridge and Chinmoy Ghosh
TREASURY BILL FUTURES AS A HEDGING TOOL: A RISK-RETURN APPROACH pp. 25-39 Downloads
Charles T. Howard and Louis J. D'Antonio
HUMAN CAPITAL AND LIFE-CYCLE EFFECTS ON RISK AVERSION pp. 41-51 Downloads
Don Bellante and Richard Saba
CONVERTIBLE BOND VALUATION: AN EMPIRICAL TEST pp. 53-69 Downloads
Raymond King
CREDITORS' USE OF COLLECTION REMEDIES pp. 71-86 Downloads
Richard L. Peterson
SELECTIVITY, MARKET TIMING, AND RANDOM BETA BEHAVIOR OF MUTUAL FUNDS: A GENERALIZED MODEL pp. 87-96 Downloads
Carl R. Chen and Steve Stockum
THE CONTRIBUTION OF INFLATION UNCERTAINTY TO THE VARIABLE IMPACTS OF MONEY ON STOCK PRICES pp. 97-101 Downloads
Shee Q. Wong
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