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 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

Volume 11, issue 4, 1988

THE SHAREHOLDER WEALTH EFFECTS OF CORPORATE GREENMAIL pp. 265-280

James S. Ang and Alan L. Tucker

AN ANALYSIS OF SHAREHOLDER REACTION TO DIVIDEND CUTS AND OMISSIONS pp. 281-294

Chinmoy Ghosh and J. Randall Woolridge

FIRM SIZE AND DIVIDEND ANNOUNCEMENTS pp. 295-302

Albert Eddy and Bruce Seifert

MANAGEMENT EARNINGS FORECASTS: THEIR USEFULNESS AS A SOURCE OF FIRM-SPECIFIC INFORMATION TO SECURITY ANALYSTS pp. 303-319

John M. Hassell, Robert H. Jennings and Dennis J. Lasser

SOME EMPIRICAL EVIDENCE ON THE USE OF FINANCIAL LEASES pp. 321-333

Thomas J. Finucane

THE SEASONALITY IN CONVERTIBLE BOND MARKETS: A STOCK EFFECT OR BOND EFFECT? pp. 335-347

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

Jonathan Karpoff

YIELD VOLATILITY OF DISCOUNT COUPON BONDS pp. 189-200

Rh Gilmer and Duane R. Stock

TESTS OF THE BLACK-SCHOLES AND CONSTANT ELASTICITY OF VARIANCE CURRENCY CALL OPTION VALUATION MODELS pp. 201-214

Alan L. Tucker, David R. Peterson and Elton Scott

THE VALUE LINE STOCK RANKINGS AND THE OPTION MODEL IMPLIED STANDARD DEVIATIONS pp. 215-225

Ahmet Tezel

AN EVALUATION OF THE PERFORMANCE OF PORTFOLIOS SELECTED FROM VALUE LINE RANK ONE STOCKS: 1976–1982 pp. 227-240

Thomas W. Hall and Jeffrey J. Tsay

TESTING THE PREDICTIVE POWER OF EX-POST EFFICIENT PORTFOLIOS pp. 241-254

Haim Levy and Zvi Lerman

ECONOMIES OF SCOPE, SYNERGY, AND THE CAPM pp. 255-263

Philip Chang

Volume 11, issue 2, 1988

THE IMPACT OF TARGETED SHARE REPURCHASES ON THE WEALTH OF NON-PARTICIPATING SHAREHOLDERS pp. 89-97

April Klein and James Rosenfeld

TAX-TIMING OPTIONS, LEVERAGE, AND THE CHOICE OF CORPORATE FORM pp. 99-110

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

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

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

R. Corwin Grube and O. Maurice Joy

Mortgage Terminations and Pool Characteristics: Some Additional Evidence pp. 143-152

Andrea J. Heuson

OPTIMAL PORTFOLIOS: MARKOWITZ FULL COVARIANCE VERSUS SIMPLE SELECTION RULES pp. 153-163

Richard C. Burgess and Roger P. Bey

COMMON STOCK RETURNS, EXPECTED INFLATION, AND THE RATIONAL EXPECTATIONS HYPOTHESIS pp. 165-172

Jean C. H. Loo

Volume 11, issue 1, 1988

AN EMPIRICAL ANALYSIS OF INSURED PORTFOLIO STRATEGIES USING LISTED OPTIONS pp. 1-12

Gary L. Trennepohl, James R. Booth and Hassan Tehranian

THE TERM PREMIA RELATIONSHIP IMPLICIT IN THE TERM STRUCTURE OF TREASURY BILLS pp. 13-20

Andrea J. Heuson

BOUNDARY CONDITION TESTS OF BID AND ASK PRICES OF INDEX CALL OPTIONS pp. 21-31

Don Chance

VALUATION OF THE PREFERRED STOCK SINKING FUND FEATURE: A TIME-SERIES APPROACH pp. 33-42

Michael J. Gombola, Douglas R. Kahl and Kenneth P. Nunn

THE CHOICE AMONG DEBT, EQUITY, AND CONVERTIBLE BONDS pp. 43-55

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

Glenn N. Pettengill and Bradford Jordan

INVESTOR EXPECTATIONS OF VOLATILITY INCREASES AROUND LARGE STOCK SPLITS AS IMPLIED IN CALL OPTION PREMIA pp. 71-80

Linda S. Klein and David R. Peterson

INVESTOR EVALUATION OF OVERFUNDED PENSION PLAN TERMINATIONS pp. 81-88

In-Mu Haw, William Ruland and Ahmed Hamdallah