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 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

Volume 9, issue 4, 1986

FROM THE EDITOR pp. ii-ii

David A. Walker

RECENT EVIDENCE ON THE ACCURACY AND RATIONALITY OF POPULAR INFLATION FORECASTS pp. 281-290

David C. Leonard and Michael E. Solt

DETERMINANTS OF THE EXECUTION COSTS OF COMMON STOCK TRADES BY INDIVIDUAL INVESTORS pp. 291-301

Gerald A. Blum, William A. Kracaw and Wilbur G. Lewellen

THE DIFFERENTIAL EFFECTS OF SINKING FUNDS ON BOND RISK PREMIA pp. 303-312

W. Brian Barrett, Andrea J. Heuson and Robert W. Kolb

REGULATORY ENVIRONMENT AND MARKET RESPONSE TO PUBLIC UTILITY RATE DECISIONS pp. 313-318

Stephen P. Ferris, Dana J. Johnson and Dilip K. Shome

ON PREFERRED STOCK pp. 319-324

Iraj Fooladi and Gordon S. Roberts

INTEREST RATE RISK AND EQUITY VALUES OF HEDGED AND UNHEDGED FINANCIAL INTERMEDIARIES pp. 325-329

William L. Scott and Richard L Peterson

CAPITAL ADEQUACY AND THE VALUATION OF LARGE COMMERCIAL BANKING ORGANIZATIONS pp. 331-341

Dilip K. Shome, Stephen D. Smith and Arnold A. Heggestad

NON-REPRESENTATIVE TRADING FREQUENCIES AND THE DETECTION OF ABNORMAL PERFORMANCE pp. 343-348

Michael D. Atchison

Volume 9, issue 3, 1986

FROM THE EDITOR pp. ii-ii

David A. Walker

INFLATION MEASUREMENT, INFLATION RISK, AND THE PRICING OF TREASURY BILLS pp. 193-202

Bradford Cornell

AN EMPIRICAL TEST OF AN EX-ANTE MODEL OF THE DETERMINATION OF STOCK RETURN VOLATILITY pp. 203-214

David R. Peterson

MARKET REACTION TO NYSE LISTINGS: TESTS OF THE MARKETABILITY GAINS HYPOTHESIS pp. 215-227

Theoharry Grammatikos and George Papaioannou

ANNOUNCEMENT EFFECTS OF WITHDRAWN SECURITY OFFERINGS: EVIDENCE ON THE WEALTH REDISTRIBUTION HYPOTHESIS pp. 229-238

Dennis T. Officer and Richard Smith

PORTFOLIO CHOICES, CONSUMPTION, AND PRICES IN A MARKET WITH DURABLE ASSETS pp. 239-250

J. C. Bosch

VALUATION OF PRIMARY ISSUE CONVERTIBLE BONDS pp. 251-259

Randall S. Billingsley, Robert E. Lamy and G. Rodney Thompson

A COMPARISON OF INTERVENTION AND RESIDUAL ANALYSIS pp. 261-270

Jeffery A. Born and Seth C. Anderson

A PROGRAMMING MODEL FOR BANK HEDGING DECISIONS pp. 271-279

G. Geoffrey Booth and Peter E. Koveos

Volume 9, issue 2, 1986

FROM THE EDITOR pp. ii-ii

David A. Walker

PENN SQUARE, PROBLEM LOANS, AND INSOLVENCY RISK pp. 103-111

Robert E. Lamy and G. Rodney Thompson

SECURITY PRICE REACTIONS AROUND PRODUCT RECALL ANNOUNCEMENTS pp. 113-122

Stephen Pruitt and David R. Peterson

COMPARATIVE EFFICIENCY OF MARKET INDICES: AN EMPIRICAL STUDY pp. 123-135

Chi-Cheng Hsia

AN EMPIRICAL TEST OF THE COMMODITY OPTION PRICING MODEL USING GINNIE MAE CALL OPTIONS pp. 137-151

Carl F. Luft and Bruce D. Fielitz

EMPIRICAL ANALYSIS ON THE PREDICTORS OF FUTURE SPOT RATES pp. 153-162

Thomas C. Chiang

ISSUER SOPHISTICATION AND UNDERPRICING IN THE NEGOTIATED MUNICIPAL BOND MARKET pp. 163-170

Peyton Foster Roden and Robert L. Bland

THE RELATION BETWEEN RETURNS, OWNERSHIP STRUCTURE, AND MARKET VALUE pp. 171-177

William P. Lloyd, John S. Jahera and Steven J. Goldstein

STOCK REPURCHASES AND SECURITYHOLDER RETURNS: A CASE STUDY OF TELEDYNE pp. 179-191

James W. Wansley and Elayan Fayez

Volume 9, issue 1, 1986

FROM THE EDITOR pp. ii-ii

David A. Walker

FINANCIAL FUTURES AND IMMUNIZATION pp. 1-12

Patricia Knain Little

INSTITUTIONAL TRADING AND SECURITY PRICES: THE CASE OF CHANGES IN THE COMPOSITION OF THE S&P 500 INDEX pp. 13-24

J. Randall Woolridge and Chinmoy Ghosh

TREASURY BILL FUTURES AS A HEDGING TOOL: A RISK-RETURN APPROACH pp. 25-39

Charles T. Howard and Louis J. D'Antonio

HUMAN CAPITAL AND LIFE-CYCLE EFFECTS ON RISK AVERSION pp. 41-51

Don Bellante and Richard Saba

CONVERTIBLE BOND VALUATION: AN EMPIRICAL TEST pp. 53-69

Raymond King

CREDITORS' USE OF COLLECTION REMEDIES pp. 71-86

Richard L. Peterson

SELECTIVITY, MARKET TIMING, AND RANDOM BETA BEHAVIOR OF MUTUAL FUNDS: A GENERALIZED MODEL pp. 87-96

Carl R. Chen and Steve Stockum

THE CONTRIBUTION OF INFLATION UNCERTAINTY TO THE VARIABLE IMPACTS OF MONEY ON STOCK PRICES pp. 97-101

Shee Q. Wong