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 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

Volume 5, issue 3, 1982

FROM THE EDITOR pp. ii-ii

David A. Walker

SEARCH THEORY AND THE PROHIBITION AGAINST COMMERCIAL BANK UNDERWRITING OF MUNICIPAL REVENUE BONDS pp. 201-205

George G. Kaufman

THE DISPERSION OF BIDS ON INDIVIDUAL NEW MUNICIPAL ISSUES pp. 207-219

Earl Benson

ELECTRIC UTILITY BOND RATING CHANGES: METHODOLOGICAL ISSUES AND EVIDENCE pp. 221-235

Tony R. Wingler and James M. Watts

THE INFORMATION CONTENT OF DIVIDEND CHANGES pp. 237-247

J. Randall Woolridge

GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS pp. 249-259

Michael S. Rozeff

STOCK MARKET RETURNS AND INFLATIONARY EXPECTATIONS: ADDITIONAL EVIDENCE FOR 1975–1979 pp. 261-271

Chen-Chin Chu and David T. Whitford

OPTIMAL LIQUIDITY POLICY: A STOCHASTIC PROCESS APPROACH pp. 273-283

Gary W. Emery

TAXES, BANKRUPTCY COSTS AND THE EXISTENCE OF AN OPTIMAL CAPITAL STRUCTURE pp. 285-299

James R. Morris

Volume 5, issue 2, 1982

FROM THE EDITOR pp. ii-ii

David A. Walker

INFLATION, SECURITY VALUES, AND RISK PREMIA pp. 105-123

Wilbur G. Lewellen and James S. Ang

DIVERGENCE OF OPINION AND RETURN pp. 125-134

Pamela Parrish Peterson and David R. Peterson

ANTICIPATED PRICE CHANGES, INFLATION UNCERTAINTY, AND CAPITAL STOCK RETURNS pp. 135-149

Bharat R. Kolluri

DURATION AND THE NONSTATIONARITY OF SYSTEMATIC RISK FOR BONDS pp. 151-160

Ali Jahankhani and George E. Pinches

DURATION, IMMUNIZATION, AND HEDGING WITH INTEREST RATE FUTURES pp. 161-170

Robert W. Kolb and Raymond Chiang

EMPIRICAL ANALYSIS OF MUNICIPAL BOND PORTFOLIO STRUCTURE AND PERFORMANCE pp. 171-180

Duane Stock

COST ANALYSIS FOR BRANCHING SYSTEMS: METHODOLOGY, TEST RESULTS, AND IMPLICATIONS FOR MANAGEMENT pp. 181-188

Neil B. Murphy and Yair E. Orgler

AGENCY COSTS AND CAPTIVE FINANCE SUBSIDIARIES IN CANADA pp. 189-199

Cecil R. Dipchand, Gordon S. Roberts and Jerry A. Viscione

Volume 5, issue 1, 1982

FROM THE EDITOR pp. ii-ii

David A. Walker

INVESTMENT HORIZON, DIVERSIFICATION, AND THE EFFICIENCY OF ALTERNATIVE BETA FORECASTS pp. 1-15

Gabriel Hawawini and Ashok Vora

THE EFFECT OF INFLATION ON COMMON STOCK VALUES pp. 17-25

Ahmet Tezel

SIMULATION OF PORTFOLIO RETURNS: VARYING NUMBERS OF SECURITIES AND HOLDING PERIODS pp. 27-38

William P. Lloyd and Steven J. Goldstein

REGULATORY INFLUENCES ON PORTFOLIO PERFORMANCE: SHORT SELLING AND REGULATION T pp. 39-54

Richard C. Burgess and Maurry J. Tamarkin

SINGLE-PERIOD MEAN-VARIANCE IN A MULTIPERIOD CONTEXT pp. 55-68

David E. Upton

INCORRECT PREFERENCE ORDERINGS WITH THE COEFFICIENT OF VARIATION pp. 69-73

Stephen E. Celec

THE ECONOMIC CONSEQUENCES OF ESOPS pp. 75-83

Ramon E. Johnson, Richard T. Pratt and Samuel S. Stewart

PERSISTENT DEPENDENCE IN GOLD PRICES pp. 85-93

G. Geoffrey Booth, Fred R. Kaen and Peter E. Koveos

THE HEDGING EFFECTIVENESS OF FOREIGN CURRENCY FUTURES pp. 95-104

Joanne Hill and Thomas Schneeweis