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.
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Volume 13, issue 4, 1990

DIVIDENDS, UNCERTAINTY, AND UNDERWRITING COSTS UNDER ASYMMETRIC INFORMATION pp. 265-277

Jayant R. Kale and Thomas Noe

IS THE DISTRIBUTION OF BETAS STATIONARY? pp. 279-283

Robert W. Kolb and Ricardo J. Rodriguez

CALL OPTION VALUATION FOR DISCRETE NORMAL MIXTURES pp. 285-296

Robert J. Ritchey

THE PRICING OF FUTURES CONTRACTS AND THE ARBITRAGE PRICING THEORY pp. 297-306

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

Jerry A. Hammer

OTC MARKET SWITCHING AND STOCK RETURNS: SOME EMPIRICAL EVIDENCE pp. 325-338

H. Kent Baker and Richard B. Edelman

THE 1982 DEPOSITORY INSTITUTIONS ACT AND SECURITY RETURNS IN THE SAVINGS AND LOAN INDUSTRY pp. 339-347

Donald R. Fraser and James W. Kolari

Volume 13, issue 3, 1990

STOCK RETURNS AND OPTION PRICES: AN EXPLORATORY STUDY pp. 173-185

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

Randall S. Billingsley, Robert E. Lamy and David Smith

AN EMPIRICAL EXAMINATION OF THE EXISTENCE OF A SIGNALING VALUE FUNCTION FOR DIVIDENDS pp. 201-210

Herman Manakyan and Carolyn Carroll

REGIONAL VARIATION OF MORTGAGE YIELDS AND SIMULTANEITY BIAS pp. 211-219

Mel Jameson, James D. Shilling and C. F. Sirmans

STATE ANTITAKEOVER LEGISLATION AND SHAREHOLDER WEALTH pp. 221-231

William N. Pugh and John S. Jahera

USING THE CAPM AS A GENERAL FRAMEWORK FOR ASSET PRICING ANALYSIS pp. 233-241

J. Austin Murphy

TRANSACTION COSTS AND DAY-OF-THE-WEEK EFFECTS IN THE OTC/NASDAQ EQUITY MARKET pp. 243-248

Rich Fortin

REGULARITIES IN TOKYO STOCK EXCHANGE SECURITY RETURNS: P/E, SIZE, AND SEASONAL INFLUENCES pp. 249-263

Raj Aggarwal, Ramesh Rao and Takato Hiraki

Volume 13, issue 2, 1990

ON USING THE BLACK-SCHOLES MODEL TO VALUE WARRANTS pp. 81-92

David C. Leonard and Michael E. Solt

TAX-TIMING OPTIONS AND THE PRICING OF GOVERNMENT BONDS pp. 93-103

Andrea J. Heuson and Dennis J. Lasser

STOCHASTIC DOMINANCE AND TRUNCATED SAMPLE DATA pp. 105-116

Moshe Ben-Horim

A TRANSACTION DATA STUDY OF DAY-OF-THE-WEEK AND INTRADAY PATTERNS IN OPTION RETURNS pp. 117-131

David R. Peterson

THE EFFECT OF PAYMENT DELAYS ON STOCK PRICES pp. 133-145

Ramon Degennaro

INTEREST RATE SENSITIVITY OF BANK STOCK RETURNS: SPECIFICATION EFFECTS AND STRUCTURAL CHANGES pp. 147-154

Srinivas R. Akella and Su-Jane Chen

RISKY DEBT MATURITY CHOICE IN A SEQUENTIAL GAME EQUILIBRIUM pp. 155-166

Jayant R. Kale and Thomas Noe

DIVESTITURE TO UNIT MANAGERS AND SHAREHOLDER WEALTH pp. 167-172

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

Bradford Cornell

PRICING CRB FUTURES CONTRACTS pp. 7-14

Michael C. Ehrhardt and Alan L. Tucker

BOOTSTRAPPING THE NUMBER OF FACTORS IN THE ARBITRAGE PRICING THEORY pp. 15-21

Sangit Chatterjee and Robert A. Pari

SINGLE‐FACTOR DURATION MODELS: CANADIAN TESTS pp. 23-38

G. O. Bierwag and Gordon S. Roberts

THE STOCK RETURN PERFORMANCE OF CORPORATIONS THAT ARE PARTIALLY OWNED BY OTHER CORPORATIONS pp. 39-51

Stuart Rosenstein and David F. Rush

THE ELIMINATION OF DIRECTOR LIABILITY AND STOCKHOLDER RETURNS: AN EMPIRICAL INVESTIGATION pp. 53-60

Vahan Janjigian and Paul J. Bolster

THE IMPACT OF FINANCING SOURCES ON MULTINATIONAL PROJECTS pp. 61-69

Jeff Madura and Richard H. Fosberg

INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED pp. 71-79

Sung C. Bae

Volume 12, issue 4, 1989

INTRINSIC UNCERTAINTY AND COMMON-KNOWLEDGE PRIORS IN FINANCIAL ECONOMICS pp. 269-283

Michael A. S. Guth

DIRECT TESTS OF THE DIVERGENCE OF OPINION HYPOTHESIS IN THE MARKET FOR RACETRACK BETTING pp. 285-291

Kenneth M. Lusht and Edward M. Saunders

THE EFFECT OF MARKET PROXY REBALANCING POLICIES ON DETECTING ABNORMAL PERFORMANCE pp. 293-299

Terry L Zivney and Donald J. Thompson

RESTRICTED VOTING SHARES, OWNERSHIP STRUCTURE, AND THE MARKET VALUE OF DUAL-CLASS FIRMS pp. 301-318

James S. Ang and William L Megginson

EARNINGS FORECAST REVISIONS ASSOCIATED WITH STOCK SPLIT ANNOUNCEMENTS pp. 319-328

Linda S. Klein and David R. Peterson

THE RELATIONSHIP BETWEEN THE VARIABILITY OF INFLATION AND STOCK RETURNS: AN EMPIRICAL INVESTIGATION pp. 329-339

Mark J. Buono

AN ANALYSIS OF THE JANUARY EFFECT IN STOCKS AND INTEREST RATES UNDER VARYING MONETARY REGIMES pp. 341-354

Charles P. Jones and Jack W. Wilson

Volume 12, issue 3, 1989

THE UNDERPRICING OF “SECOND” INITIAL PUBLIC OFFERINGS pp. 183-192

Chris J. Muscarella and Michael R. Vetsuypens

REGULATORY AND PROCEDURAL EFFECTS ON THE UNDERPRICING OF INITIAL PUBLIC OFFERINGS pp. 193-202

John Affleck-Graves and Robert E. Miller

THE COST OF INCLUDING A CALL PROVISION IN MUNICIPAL DEBT CONTRACTS pp. 203-216

Michael F. Spivey

DETERMINANTS OF VALUATION EFFECTS FOR SECURITY OFFERINGS OF COMMERCIAL BANK HOLDING COMPANIES pp. 217-233

James W. Wansley and Upinder S. Dhillon

AN EXAMINATION OF THE YIELD SPREAD BETWEEN INSURED AND UNINSURED DEBT pp. 235-244

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

Wallace N. Davidson and Dipa Dutia

SKEWNESS AND KURTOSIS IN JAPANESE EQUITY RETURNS: EMPIRICAL EVIDENCE pp. 253-260

Raj Aggarwal, Ramesh Rao and Takato Hiraki

THE RISK IMPLICATIONS OF FORECAST ERRORS OF BANK EARNINGS, 1976–1986 pp. 261-268

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

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

Kevin P. Scanlon, Jack W. Trifts and Richard H. Pettway

MORAL HAZARD AND CAPITAL BUDGETING pp. 113-128

Paul K. Chaney

OPTIMUM CORPORATE LEVERAGE WITH RISKY DEBT: A DEMAND APPROACH pp. 129-142

Jongmoo Jay Choi, Frank Fabozzi and Uzi Yaari

THE COST OF CAPITAL, MACAULAY'S DURATION, AND TOBIN'S q pp. 143-156

Moshe Ben-Horim and Jeffrey L Callen

BASIS VOLATILITY: IMPLICATIONS FOR HEDGING pp. 157-172

Mark G. Castelino

ESTIMATION AND SELECTION BIAS IN MEAN-VARIANCE PORTFOLIO SELECTION pp. 173-181

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

David S. Kidwell, M. Wayne Marr and Joseph P. Ogden

THE COUPON EFFECT ON TERM PREMIUMS pp. 15-21

Robert Brooks, Haim Levy and Miles Livingston

A BIAS‐CORRECTING PROCEDURE FOR BETA ESTIMATION IN THE PRESENCE OF THIN TRADING pp. 23-32

David J. Fowler, C. Harvey Rorke and Vijay M. Jog

THE RISK BEHAVIOR OF EQUITY OF FIRMS APPROACHING BANKRUPTCY pp. 33-50

Dana J. Johnson

ON STOCHASTIC DOMINANCE ANALYSIS OF DAY‐OF‐THE‐WEEK RETURN PATTERNS pp. 51-55

John Wingender and James E. Groff

HOLIDAY CLOSINGS AND SECURITY RETURNS pp. 57-67

Glenn N. Pettengill

THE INFORMATIONAL CONTENT OF FORWARD RATES: FURTHER EVIDENCE pp. 69-81

Daniel T. Walz and Roger W. Spencer

FINANCING AND HOUSE PRICES pp. 83-91

J. Sa‐Aadu, C. F. Sirmans and John D. Benjamin