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Journal of Financial Research

1978 - 2019

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 4, issue 3, 1981

FROM THE EDITORS pp. ii-ii Downloads
J. William Petty, David F. Scott and William P. Dukes
A MULTIPLE DISCRIMINANT ANALYSIS OF TECHNICAL INDICATORS ON THE NEW YORK STOCK EXCHANGE pp. 169-182 Downloads
Robert T. Daigler and Bruce D. Fielitz
THE EFFECT OF PORTFOLIO CONSTRUCTION RULES ON THE RELATIONSHIP BETWEEN PORTFOLIO SIZE AND EFFECTIVE DIVERSIFICATION pp. 183-193 Downloads
William P. Lloyd, John H. Hand and Naval K. Modani
AN ANALYSIS OF THE PERFORMANCE CHARACTERISTICS OF CONVERTED SAVINGS AND LOAN ASSOCIATIONS pp. 195-206 Downloads
Beverly L. Hadaway and Samuel C. Hadaway
THE STRATEGIC DETERMINANTS OF WORKING CAPITAL: A PRODUCT-LINE PERSPECTIVE pp. 207-219 Downloads
Kenneth P. Nunn
OPTIMAL DEBT OF A FIRM: AN OPTION PRICING APPROACH pp. 221-231 Downloads
Chi-Cheng Hsia
MANAGEMENT'S VIEW OF STOCK REPURCHASE PROGRAMS pp. 233-247 Downloads
H. Kent Baker, Patricia L. Gallagher and Karen E. Morgan
SKEWNESS PREFERENCE IN STABLE MARKETS pp. 249-263 Downloads
Richard M. Duvall and Judith L. Quinn
A NOTE ON BETA AND THE PROBABILITY OF DEFAULT pp. 265-269 Downloads
Ivan E. Brick and Meir Statman

Volume 4, issue 2, 1981

FROM THE EDITORS pp. ii-ii Downloads
William P. Dukes, David F. Scott and J. William Petty
THE SHORTCOMINGS OF DURATION AS A RISK MEASURE FOR BONDS pp. 91-101 Downloads
Jess B. Yawitz and William J. Marshall
THE RELATIONSHIP BETWEEN PERFORMANCE AND RISK: WHENCE THE BIAS? pp. 103-107 Downloads
Jack W. Wilson and Charles P. Jones
ESTIMATION OF TIME—VARYING SYSTEMATIC RISK AND INVESTMENT PERFORMANCE: CLOSED—END INVESTMENT COMPANIES pp. 109-120 Downloads
David C. Leonard and Nicholas R. Noble
ON THE LINKAGE BETWEEN CORPORATE SAVING AND EARNINGS GROWTH pp. 121-128 Downloads
Stephen G. Buell, Carl Beidleman and R. Charles Moyer
THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA pp. 129-135 Downloads
Erwin M. Saniga, Thomas McInish and Bruce K. Gouldey
AN INTERACTIVE APPROACH FOR OPTIMIZING DEBT REPAYMENT SCHEDULES pp. 137-146 Downloads
Joan S. Steinberg and Larry R. Arnold
HOSPITAL INVESTMENT AND MEDICARE REIMBURSEMENT pp. 147-160 Downloads
John J. Dran and Brian E. Campbell
TIME PREFERENCE AND INTEREST RATES IN AN UNCERTAIN MULTIPERIOD WORLD pp. 161-168 Downloads
Edward M. Miller

Volume 4, issue 1, 1981

FROM THE EDITORS pp. i-i Downloads
William P. Dukes, David F. Scott and J. William Petty
FURTHER EVIDENCE ON THE VALUE OF PROFESSIONAL INVESTMENT RESEARCH pp. 1-9 Downloads
Kenneth L. Stanley, Wilbur G. Lewellen and Gary G. Schlarbaum
A COMPARISON OF LISTED OPTION PREMIUMS AND BLACK AND SCHOLES MODEL PRICES: 1973–1979 pp. 11-20 Downloads
Gary Trennepohl
SUBSTITUTE HEDGED OPTION PORTFOLIOS: THEORY AND EVIDENCE pp. 21-31 Downloads
Dan W. French and Glenn V. Henderson
MODERN OPTION PRICING MODELS: A DICHOTOMOUS CLASSIFICATION pp. 33-44 Downloads
Ramesh K.S. Rao
RISK RETURN, AND MANAGERIAL OBJECTIVES: SOME EVIDENCE FROM THE SAVINGS AND LOAN INDUSTRY pp. 45-58 Downloads
James A. Verbrugge and Steven J. Goldstein
ANOTHER LOOK AT RESIDENTIAL MORTGAGE LENDING BY SAVINGS & LOANS pp. 59-67 Downloads
Leonard V. Zumpano and Patricia M. Rudolph
STOCK REPURCHASE AS A TAX-SAVING DISTRIBUTION pp. 69-79 Downloads
Dan Palmon and Uzi Yaari
EVALUATING CREDIT POLICY ALTERNATIVES: A PRESENT VALUE FRAMEWORK pp. 81-89 Downloads
William L. Sartoris and Ned C Hill

Volume 3, issue 3, 1980

FROM THE EDITORS pp. i-i Downloads
William P. Dukes, David F. Scott and J. William Petty
THE SOUTHERN FINANCE ASSOCIATION: THE FIRST TWENTY YEARS, 1960–1979 pp. 221-228 Downloads
Richard F. Wacht
STATIONARITY OF COMMON STOCK RETURNS pp. 229-242 Downloads
James P. Rozelle and Bruce D. Fielitz
EVIDENCE OF NONMARKET RISK PREMIUMS IN COMMON STOCK RETURNS pp. 243-260 Downloads
Bruce K. Gouldey
A NOTE ON INFLATION, THE CAPITAL ASSET PRICING MODEL, AND BETA ESTIMATION WITH NOMINAL DATA pp. 261-267 Downloads
J.A. Schnabel
BETA NONSTATIONARITY AND PURE EXTRA-MARKET COVARIANCE EFFECTS ON PORTFOLIO RISK pp. 269-282 Downloads
Son-Non Chen and John D. Martin
THE IMPACT OF CORPORATE MERGERS ON ACQUIRING FIRMS pp. 283-295 Downloads
Robert S. Harris
A RE-EXAMINATION OF SEEMINGLY UNRELATED REGRESSIONS METHODOLOGY APPLIED TO ESTIMATION OF FINANCIAL RELATIONSHIPS pp. 297-308 Downloads
Pamela Parrish Peterson
EFFICIENT PORTFOLIOS VERSUS EFFICIENT MARKET pp. 309-319 Downloads
James S. Ang, Jess H. Chua and Anand S. Desai

Volume 3, issue 2, 1980

FROM THE EDITORS pp. i-i Downloads
William P. Dukes, David F. Scott and J. William Petty
CAPITAL MARKET INFLUENCES ON TRADE CREDIT POLICIES pp. 105-113 Downloads
Wilbur G. Lewellen, John J. McConnell and Jonathan A. Scott
INFLATION AND COMMON STOCK PRICES pp. 115-128 Downloads
Suleman A. Moosa
THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY pp. 129-138 Downloads
Thomas McInish
CALCULATING MEANS AND VARIANCES OF NPVS WHEN THE LIFE OF THE PROJECT IS UNCERTAIN pp. 139-152 Downloads
Roger P. Bey
The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications pp. 153-167 Downloads
Gabriel Hawawini
THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONS pp. 169-188 Downloads
Anthony J. Vignola and Charles DaleEconomists
INFLATION AND THE GROWTH IN HOME MORTGAGE DEBT, 1964–78 pp. 189-202 Downloads
Patric Hendershott and Chang-tseh Hsieh
OPTIMAL TERMS OF THE CALL PROVISION ON A CORPORATE BOND pp. 203-211 Downloads
William Marshall and Jess B. Yawitz

Volume 3, issue 1, 1980

From the Editors pp. i-i Downloads
William P. Dukes, David F. Scott and J. William Petty
DURATION, PLANNING PERIOD, AND TESTS OF THE CAPITAL ASSET PRICING MODEL pp. 1-9 Downloads
George G. Kaufman
THE EFFICIENCY OF THE EXCHANGE MARKET AND THE BIASNESS OF THE FORWARD RATE: A JOINT TEST pp. 11-21 Downloads
Richard Bookstaber
RISK RETURN AND THE MULTI-DIMENSIONAL SECURITY PRICING MARKET pp. 23-30 Downloads
Carl Schweser and Thomas Schneeweis
RIDGE REGRESSION AND THE MULTICOLLINEARITY PROBLEM IN FINANCIAL RESEARCH: A CASE STUDY pp. 33-47 Downloads
R. Penny Marquette and Dana Johnson
A RE-EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS pp. 49-55 Downloads
Don M. Chance and William R. Lane
AN EMPIRICAL ANALYSIS OF CANADIAN RAILROAD LEASES pp. 57-67 Downloads
Cecil R. Dipchand, Arthur C. Gudikunst and Gordon S. Roberts
The Effect of Executive Stock Options on Corporate Financial Decisions pp. 69-83 Downloads
John Stowe and Michael C. Walker
BAYESIAN BETAS AND DECEPTION: A COMMENT pp. 85-90 Downloads
Christopher B. Barry
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