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ANNOUNCEMENT EFFECTS OF WITHDRAWN SECURITY OFFERINGS: EVIDENCE ON THE WEALTH REDISTRIBUTION HYPOTHESIS pp. 229-238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

Volume 8, issue 4, 1985

FROM THE EDITOR pp. ii-ii

David A. Walker

PARTIAL EXERCISE OF LOAN COMMITMENTS UNDER ADAPTIVE PRICING pp. 251-263

Stuart I. Greenbaum and Itzhak Venezia

CHANGING VOLATILITY AND THE PRICING OF OPTIONS ON STOCK INDEX FUTURES pp. 265-274

Hun Y. Park and R. Stephen Sears

EMPIRICAL TESTS OF THE EFFICIENCY OF THE CURRENCY OPTION MARKET pp. 275-285

Alan L. Tucker

THE RELATIVE IMPORTANCE OF JOURNALS USED IN FINANCE RESEARCH pp. 287-296

Rodney H. Mabry and Arthur D. Sharplin

NEW ESTIMATES OF THE TERM STRUCTURE OF INTEREST RATES: 1920–1939 pp. 297-306

Clifford Thies

THE EFFECT OF BOND RATING AGENCIES ON BOND RATING MODELS pp. 307-315

Larry G. Perry

THE ANNOUNCEMENT EFFECTS OF PREFERRED STOCK RE-RATINGS pp. 317-325

Wallace N. Davidson and John L. Glascock

RISK DIFFERENCES AND FINANCIAL REPORTING pp. 327-334

William Beranek and Ronnie Clayton

Volume 8, issue 3, 1985

FROM THE EDITOR pp. ii-ii

David A. Walker

THE SIZE EFFECT IS PRIMARILY A PRICE EFFECT pp. 169-179

William Kross

MARKOWITZ ALLOCATION–FIXED INCOME SECURITIES pp. 181-191

Tom Barnes

BLACK-CONTROLLED CREDIT UNIONS: A COMPARATIVE ANALYSIS pp. 193-202

Harold A. Black and Robert L. Schweitzer

WHY IRA AND KEOGH PLANS SHOULD AVOID GROWTH STOCKS pp. 203-216

Uzi Yaari and Frank Fabozzi

A FURTHER EXAMINATION OF STOCK PRICE CHANGES AND TRANSACTION VOLUME pp. 217-226

Michael Smirlock and Laura Starks

THE WEALTH EFFECTS OF VOLUNTARY SELLOFFS: IMPLICATIONS FOR DIVESTING AND ACQUIRING FIRMS pp. 227-236

Janis K. Zaima and Douglas Hearth

RISK-ADJUSTED DISCOUNT RATES-EXTENSIONS FROM THE AVERAGE-RISK CASE pp. 237-244

Robert S. Harris and John J. Pringle

A SIMPLE FORMULA FOR DURATION pp. 245-249

John Caks, William R. Lane, Robert W. Greenleaf and Reginald G. Joules

Volume 8, issue 2, 1985

FROM THE EDITOR pp. ii-ii

David A. Walker

THE RISK STRUCTURE OF INTEREST RATES AND INTERDEPENDENT BORROWING COSTS: THE IMPACT OF MAJOR DEFAULTS pp. 83-94

Richard Smith and James R. Booth

YIELD STRUCTURE OF TAXABLE VS. NONTAXABLE BONDS pp. 95-105

Moon Kim and Geoffrey Booth

THE ESTIMATION OF MORTGAGE PREPAYMENT RATES pp. 107-117

Frank J. Navratil

INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS pp. 119-126

Thomas McInish and Robert A. Wood

CHANGES IN CAPITAL STRUCTURE, NEW EQUITY ISSUES, AND SCALE EFFECTS pp. 127-136

Richard Kolodny and Diane Rizzuto Suhler

FACTORS INFLUENCING THE NEW YORK STOCK EXCHANGE SPECIALISTS' PRICE-SETTING BEHAVIOR: AN EXPERIMENT pp. 137-144

Joseph J. Schultz, Sandra G. Gustavson and Frank K. Reilly

BANK HOLDING COMPANY ACQUISITIONS, STOCKHOLDER RETURNS, AND REGULATORY UNCERTAINTY pp. 145-156

Anand S. Desai and Roger D. Stover

A PRICING ANOMALY IN TREASURY BILL FUTURES pp. 157-167

Robert W. Kolb and Gerald D. Gay

Volume 8, issue 1, 1985

FROM THE EDITOR pp. ii-ii

David A. Walker

PRICE VOLATILITY OF MUNICIPAL DISCOUNT BONDS pp. 1-14

Duane Stock

AN ARBITRAGE PRICING APPROACH TO EVALUATING MUTUAL FUND PERFORMANCE pp. 15-30

Eric C. Chang and Wilbur G. Lewellen

THE IMPACT OF CREDITWATCH PLACEMENT ON EQUITY RETURNS AND BOND PRICES pp. 31-42

James W. Wansley and Terrence M. Clauretie

THE AGENCY COST RATIONALE FOR REFUNDING DISCOUNTED BONDS pp. 43-50

Dan S. Dhaliwal

EXPECTATIONS, INTEREST RATES, AND COMMERCIAL BANK STOCKS pp. 51-58

James R. Booth and Dennis T. Officer

FURTHER EVIDENCE ON THE LIQUIDITY EFFECTS OF STOCK SPLITS AND STOCK DIVIDENDS pp. 59-68

Dennis Murray

A NEW APPROACH TO CONTROLLING FOR THIN TRADING pp. 69-76

Thomas McInish and Robert A. Wood

DISTRIBUTIONS OF FINANCIAL RATIOS IN THE COMMERCIAL BANKING INDUSTRY pp. 77-81

James P. Bedingfield, Philip M. J. Reckers and A. J. Stagliano