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 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

Volume 10, issue 4, 1987

FROM THE EDITOR pp. ii-ii

Michael D. Joehnk and Richard Smith

THE VALUATION OF CURRENCY OPTIONS FOR ALTERNATE STOCHASTIC PROCESSES pp. 283-293

Kuldeep Shastri and Kulpatra Wethyavivorn

AN ANALYTICAL MODEL OF RISKY YIELD CURVES pp. 295-303

James W. Kolari

INTERSTATE BANK MERGERS: THE EARLY EVIDENCE pp. 305-313

Jack W. Trifts and Kevin P. Scanlon

LEVERAGED BUYOUTS AND SHAREHOLDER RETURNS pp. 313-319

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

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

Joseph P. Ogden

PERSONAL TAXES, INFLATION AND MARKET VALUATION pp. 341-352

Muhammad Rashid and Ben Amoako-Adu

INTERVALLING EFFECTS IN HONG KONG STOCKS pp. 353-362

John C. Larson and Joel N. Morse

Volume 10, issue 3, 1987

FROM THE EDITOR pp. ii-ii

David A. Walker

ALLOCATING CAPITAL AMONG A FIRM'S DIVISIONS: HURDLE RATES VS. BUDGETS pp. 177-190

Robert A. Taggart

BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION pp. 191-209

Gerald O. Bierwag

THE INFORMATIONAL CONTENT OF BOND RATINGS pp. 211-226

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

Richard H. Pettway and Bradford Jordan

THE EFFECT OF THE WPPSS CRISIS ON THE TAX-EXEMPT BOND MARKET pp. 239-247

John W. Peavy and George H. Hempel

MORE EVIDENCE ON EXPECTED VALUE-VARIANCE ANALYSIS VERSUS DIRECT UTILITY MAXIMIZATION pp. 249-257

Bernard V. Tew and Donald W. Reid

SAMPLING ERROR IN FIRST ORDER STOCHASTIC DOMINANCE pp. 259-268

William E. Stein, Roger C. Pfaffenberger and Dan W. French

COMPOUND DISTRIBUTION MODELS OF STOCK RETURNS: AN EMPIRICAL COMPARISON pp. 269-280

Vedat Akgiray and G. Geoffrey Booth

Volume 10, issue 2, 1987

FROM THE EDITOR pp. ii-ii

David A. Walker

MACRO-ECONOMIC FACTORS AND STOCK RETURNS pp. 87-98

Moon K. Kim and Chunchi Wu

RELATIVE STOCK PRICES AND THE FIRM SIZE EFFECT pp. 99-110

Terry L. Zivney and Donald J. Thompson

ARBITRAGE PRICING MODELS: THE SUFFICIENT NUMBER OF FACTORS AND EQUILIBRIUM CONDITIONS pp. 111-120

Michael C. Ehrhardt

MATURITY AND REFUNDING EFFECTS ON TREASURY-BOND FUTURES PRICE VARIANCE pp. 121-131

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

Gary Anderson and Raymond Chiang

SYSTEMATIC RISK IN A PURELY RANDOM MARKET MODEL: SOME EMPIRICAL EVIDENCE FOR INDIVIDUAL PUBLIC UTILITIES pp. 143-152

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

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

Manuel L. Jose and Jerry L Stevens

Volume 10, issue 1, 1987

FROM THE EDITOR pp. ii-ii

David A. Walker

OPTION PRICING AND THE ARBITRAGE PRICING THEORY pp. 1-16

Jack S. K. Chang and Latha Shanker

FLATTENING OF BOND YIELD CURVES pp. 17-24

Miles Livingston

PRICING FAST-PAY MORTGAGES: SOME SIMULATION RESULTS pp. 25-32

James D. Shilling and C. F. Sirmans

THE ROLE OF CAPITAL ADEQUACY REGULATION IN THE HEDGING DECISIONS OF FINANCIAL INTERMEDIARIES pp. 33-46

George Emir Morgan and Stephen D. Smith

INTEREST RATE RISK, MARKET VALUE, AND HEDGING FINANCIAL PORTFOLIOS pp. 47-55

Michael Belongia and G. J. Santoni

STOCK MARKET SIGNALS OF CHANGES IN EXPECTED INFLATION pp. 57-63

David C. Leonard and Michael E. Solt

THE EFFECT OF VOLUNTARY CORPORATE LIQUIDATION ON SHAREHOLDER WEALTH pp. 65-75

Terrance R. Skantz and Roberto Marchesini

AN EXAMINATION OF THE SMALL-FIRM EFFECT ON THE BASIS OF SKEWNESS PREFERENCE pp. 77-86

James R. Booth and Richard Smith