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 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

Volume 6, issue 4, 1983

FROM THE EDITOR pp. ii-ii

David A. Walker

TAXES AND THE REFUNDING OF DISCOUNT BONDS pp. 265-273

Edward A. Dyl and Ronald W. Spahr

THE MARKET MODEL AS AN APPROPRIATE DESCRIPTION OF THE STOCHASTIC PROCESS GENERATING SECURITY RETURNS pp. 275-288

Roger P. Bey

DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL pp. 289-300

Richard H. Pettway and Bradford Jordan

EVIDENCE ON THE EXISTENCE OF COMMON STOCK INFLATION HEDGES pp. 301-312

Victor L Bernard and Thomas J. Frecka

SHORT TERM IMPACT OF OPTION TRADING ON UNDERLYING SECURITIES pp. 313-321

Mary M. Whiteside, William P. Dukes and Patrick M. Dunne

THE INTERACTION BETWEEN PRICING AND UNDERWRITING SPREAD IN THE NEW ISSUE CONVERTIBLE DEBT MARKET pp. 323-332

Roger D. Stover

INTERNATIONAL DIVERSIFICATION OF EQUITIES AND FIXED-INCOME SECURITIES pp. 333-343

Joanne Hill and Thomas Schneeweis

EVALUATING THE FINANCE JOURNALS: THE DEPARTMENT CHAIRPERSON'S PERSPECTIVE pp. 345-349

Robert K. Coe and Irwin Weinstock

Volume 6, issue 3, 1983

FROM THE EDITOR pp. ii-ii

David A. Walker

CAPITAL BUDGETING DECISIONS WHEN CASH FLOWS AND PROJECT LIVES ARE STOCHASTIC AND DEPENDENT pp. 175-185

Roger P. Bey

INTEREST RATE HEDGING: AN EMPIRICAL TEST OF ALTERNATIVE STRATEGIES pp. 187-197

Gerald D. Gay, Robert W. Kolb and Raymond Chiang

DIVERSIFICATION AND SKEWNESS IN OPTION PORTFOLIOS pp. 199-212

R. Stephen Sears and Gary L. Trennepohl

INCORPORATION OF TAX CONSIDERATIONS INTO THE COMPUTATION OF DURATION pp. 213-215

Christopher A. Hessel and Lucy T. Huffman

THE EFFECT OF MARKET CONDITIONS AND RISK CLASSIFICATIONS ON MARKET MODEL PARAMETERS pp. 217-222

J. David Spiceland and Jerry E. Trapnell

THE EFFECTS OF DEFAULT RISK ON THE MARKET MODEL pp. 223-229

Michael D. Carpenter and I. Keong Chew

SHORT SELLING: THE MUTUAL FUND ALTERNATIVE pp. 231-238

Walter L Eckardt and Bruce D. Bagamery

AN EXAMINATION OF MERGER SYNERGISM pp. 239-256

Dosoung Choi and George C. Philippatos

COMPENSATING BALANCES AND FOREIGNERS' DOLLAR DEPOSITS IN UNITED STATES BANKS pp. 257-263

Peggy E. Swanson

Volume 6, issue 2, 1983

FROM THE EDITOR pp. ii-ii

David A. Walker

AN EXAMINATION OF FEDERAL AGENCY DEBT PRICING PRACTICES pp. 83-92

Donald J. Puglisi and Anthony J. Vignola

SECURITIES INVENTORIES AND EXCESS RETURNS pp. 93-102

James C. Van Horne and Hal B. Heaton

SPECULATION AND THE MARKET FOR RECOMMENDATIONS pp. 103-113

Jean-Claude Bosch

THE EXISTENCE OF HETEROSCEDASTICITY AND ITS EFFECT ON ESTIMATES OF THE MARKET MODEL PARAMETERS pp. 115-126

Bill McDonald and Michael H. Morris

A FRAMEWORK FOR ANALYZING NONCONVERTIBLE PREFERRED STOCK RISK pp. 127-139

David B. Smith

Liquidity Services and Capital Market Equilibrium: The Case for Money Market Mutual Funds pp. 141-152

Hany Shawky, Ronald Forbes and Alan Frankle

ALTERNATIVE MORTGAGE INSTRUMENTS: COMPARISONS AND A PROPOSAL pp. 153-162

John M. Harris

AN IMPLICIT CLIENTELE TEST OF THE RELATIONSHIP BETWEEN TAXATION AND CAPITAL STRUCTURE pp. 163-174

Paul Grier and Paul Strebel

Volume 6, issue 1, 1983

FROM THE EDITOR pp. ii-ii

David A. Walker

STOCK DIVIDENDS AS SIGNALS pp. 1-12

J. Randall Woolridge

IMPLICATIONS OF MILLER'S ARGUMENT FOR CAPITAL BUDGETING pp. 13-23

Robert S. Harris and John J. Pringle

CAPITAL PROJECT ANALYSIS AND THE DEBT TRANSACTION PLAN pp. 25-31

John R. Ezzell and James A. Miles

STABILITY OF MARKET RISK SURROGATES pp. 33-40

Naval K. Modani, Philip L. Cooley and Rodney L. Roenfeldt

ON BINOMIAL OPTION PRICING pp. 41-46

Chi-Cheng Hsia

ANOTHER OPINION REGARDING DIVERGENCE OF OPINION AND RETURN pp. 47-50

Steve Swidler and Paul Vanderheiden

CONVERTIBLE BONDS IN PERFECT AND IMPERFECT MARKETS pp. 51-65

William R. McDaniel

BANK HOLDING COMPANY EXPANSION: A REFOCUS ON ITS FINANCIAL RATIONALE pp. 67-81

Larry A. Frieder and Vincent P. Apilado