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 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

Volume 7, issue 4, 1984

FROM THE EDITOR pp. ii-ii

David A. Walker

THE SENSITIVITY OF THE PRIME RATE TO MONEY MARKET CONDITIONS pp. 269-280

Michael A. Goldberg

THE RESPONSE OF FORWARD EXCHANGE RATES TO INTEREST RATE FORECASTING ERRORS pp. 281-290

Fred R. Kaen, Evangelos O. Simos and George A. Hachey

EXCHANGE LISTING AND STOCK LIQUIDITY pp. 291-302

David A. Dubofsky and John Groth

THE GEOMETRY OF ASSET ADJUSTMENT WITH ADJUSTMENT COSTS pp. 303-314

Reuven Glick

NONSTATIONARITY OF BETA AND TESTS OF MARKET EFFICIENCY pp. 315-322

Bill McDonald and William D. Nichols

THE INFLUENCE OF OFFERING YIELD ON UNDERWRITING SPREAD pp. 323-328

M. Wayne Marr and G. Rodney Thompson

SYNERGY, DIVERSIFICATION, AND INCENTIVE EFFECTS OF CORPORATE MERGER ON BONDHOLDER WEALTH: SOME EVIDENCE pp. 329-339

John W. Settle, Glenn H. Petry and Chi-Cheng Hsia

HOW MANY SMALL FIRMS ARE ENOUGH? pp. 341-349

K. C. Chen and R. Stephen Sears

Volume 7, issue 3, 1984

FROM THE EDITOR pp. ii-ii

David A. Walker

MOVING STOCHASTIC DOMINANCE: AN ALTERNATIVE METHOD FOR TESTING MARKET EFFICIENCY pp. 185-196

Roger P. Bey, Richard C. Burgess and Richard B. Kearns

STRONG FORM EFFICIENCY OF THE FOREIGN EXCHANGE MARKET AND BANK POSITIONS pp. 197-207

Arvind Mahajan and Dileep Mehta

FINANCIAL TRANSACTIONS WITHIN BANK HOLDING COMPANIES pp. 209-217

John T. Rose and Samuel H. Talley

AN EMPIRICAL STUDY OF THE DIFFUSION PROCESS OF SECURITIES AND PORTFOLIOS pp. 219-229

James S. Ang and David R. Peterson

COSKEWNESS, DIVIDEND YIELD AND CAPITAL ASSET PRICING pp. 231-241

Thomas J. Cook and Michael S. Rozeff

BOND BETA AND DEFAULT RISK pp. 243-254

Richard M. Duvall and John M. Cheney

RETURNS ON HIGH-QUALITY AND LOW-QUALITY PREFERRED STOCKS IN PERIODS OF COMMON-STOCK DIVIDEND REDUCTIONS pp. 255-258

James D. Rosenfeld

THE GROWTH OPTIMAL CAPITAL STRUCTURE: MANAGER VERSUS SHAREHOLDER OBJECTIVES pp. 259-267

Murad J. Antia and Richard L. Meyer

Volume 7, issue 2, 1984

FROM THE EDITOR pp. ii-ii

David A. Walker

THE VALUE IMPACTS OF CAPITAL ADEQUACY REGULATION AND STOCHASTIC DEPOSITS pp. 95-103

Greggory A. Brauer

SELECTIVE HEDGING OF BANK ASSETS WITH TREASURY BILL FUTURES CONTRACTS pp. 105-119

G. D. Koppenhaver

AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY pp. 121-130

Robert A. Pari and Son-Nan Chen

AN EXAMINATION OF MARKET REACTION TO SUBSTANTIAL SHIFTS IN DIVIDEND POLICY pp. 131-142

Gary A. Benesh, Arthur J. Keown and John M. Pinkerton

MARKET TIMING AND MUTUAL FUND PORTFOLIO COMPOSITION pp. 143-150

Michael G. Ferri, H. Dennis Oberhelman and Rodney L. Roenfeldt

THE ANOMALOUS AND ASYMMETRIC NATURE OF EQUITY RETURNS: AN EMPIRICAL SYNTHESIS pp. 151-160

William L. Beedles

THE WRITINGS OF HENRY A. LATANÉ: A COMPILATION AND ANALYSIS pp. 161-174

Robert H. Trent and Robert S. Kemp

WHO HOLDS ALTERNATIVE MARKET-YIELD ACCOUNTS? pp. 175-183

Joseph A. McKenzie

Volume 7, issue 1, 1984

FROM THE EDITOR pp. ii-ii

David A. Walker

A MODEL OF HETEROGENEOUS EXPECTATIONS AS A DETERMINANT OF SHORT SALES pp. 1-16

David R. Peterson and Donald Waldman

PORTFOLIO PERFORMANCE IN RELATION TO QUALITY, EARNINGS, DIVIDENDS, FIRM SIZE, LEVERAGE, AND RETURN ON EQUITY pp. 17-26

Frederick L. Muller, Bruce D. Fielitz and Myron T. Greene

MULTIVARIATE ANALYSIS OF CORPORATE BOND RATINGS AND INDUSTRY CLASSIFICATIONS pp. 27-36

Larry G. Perry, Glenn V. Henderson and Timothy P. Cronan

A FINANCIAL MANAGEMENT THEORY OF THE NONPROFIT ORGANIZATION pp. 37-45

Richard F. Wacht

INTRAWEEK SEASONALITY IN THE FEDERAL FUNDS MARKET pp. 47-56

Peter C. Eisemann and Stephen G. Timme

DIVERSIFICATION IN THE REAL ESTATE PORTFOLIO pp. 57-68

Mike Miles and Tom McCue

FINANCIAL STRUCTURE AND FINANCIAL STRATEGY pp. 69-80

Adam K. Gehr

THE EFFECT OF RATE CASES ON PUBLIC UTILITY STOCK RETURNS pp. 81-93

Wallace N. Davidson