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 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

Volume 4, issue 3, 1981

FROM THE EDITORS pp. ii-ii

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

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

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

Beverly L. Hadaway and Samuel C. Hadaway

THE STRATEGIC DETERMINANTS OF WORKING CAPITAL: A PRODUCT-LINE PERSPECTIVE pp. 207-219

Kenneth P. Nunn

OPTIMAL DEBT OF A FIRM: AN OPTION PRICING APPROACH pp. 221-231

Chi-Cheng Hsia

MANAGEMENT'S VIEW OF STOCK REPURCHASE PROGRAMS pp. 233-247

H. Kent Baker, Patricia L. Gallagher and Karen E. Morgan

SKEWNESS PREFERENCE IN STABLE MARKETS pp. 249-263

Richard M. Duvall and Judith L. Quinn

A NOTE ON BETA AND THE PROBABILITY OF DEFAULT pp. 265-269

Ivan E. Brick and Meir Statman

Volume 4, issue 2, 1981

FROM THE EDITORS pp. ii-ii

William P. Dukes, David F. Scott and J. William Petty

THE SHORTCOMINGS OF DURATION AS A RISK MEASURE FOR BONDS pp. 91-101

Jess B. Yawitz and William J. Marshall

THE RELATIONSHIP BETWEEN PERFORMANCE AND RISK: WHENCE THE BIAS? pp. 103-107

Jack W. Wilson and Charles P. Jones

ESTIMATION OF TIME—VARYING SYSTEMATIC RISK AND INVESTMENT PERFORMANCE: CLOSED—END INVESTMENT COMPANIES pp. 109-120

David C. Leonard and Nicholas R. Noble

ON THE LINKAGE BETWEEN CORPORATE SAVING AND EARNINGS GROWTH pp. 121-128

Stephen G. Buell, Carl Beidleman and R. Charles Moyer

THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA pp. 129-135

Erwin M. Saniga, Thomas McInish and Bruce K. Gouldey

AN INTERACTIVE APPROACH FOR OPTIMIZING DEBT REPAYMENT SCHEDULES pp. 137-146

Joan S. Steinberg and Larry R. Arnold

HOSPITAL INVESTMENT AND MEDICARE REIMBURSEMENT pp. 147-160

John J. Dran and Brian E. Campbell

TIME PREFERENCE AND INTEREST RATES IN AN UNCERTAIN MULTIPERIOD WORLD pp. 161-168

Edward M. Miller

Volume 4, issue 1, 1981

FROM THE EDITORS pp. i-i

William P. Dukes, David F. Scott and J. William Petty

FURTHER EVIDENCE ON THE VALUE OF PROFESSIONAL INVESTMENT RESEARCH pp. 1-9

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

Gary Trennepohl

SUBSTITUTE HEDGED OPTION PORTFOLIOS: THEORY AND EVIDENCE pp. 21-31

Dan W. French and Glenn V. Henderson

MODERN OPTION PRICING MODELS: A DICHOTOMOUS CLASSIFICATION pp. 33-44

Ramesh K.S. Rao

RISK RETURN, AND MANAGERIAL OBJECTIVES: SOME EVIDENCE FROM THE SAVINGS AND LOAN INDUSTRY pp. 45-58

James A. Verbrugge and Steven J. Goldstein

ANOTHER LOOK AT RESIDENTIAL MORTGAGE LENDING BY SAVINGS & LOANS pp. 59-67

Leonard V. Zumpano and Patricia M. Rudolph

STOCK REPURCHASE AS A TAX-SAVING DISTRIBUTION pp. 69-79

Dan Palmon and Uzi Yaari

EVALUATING CREDIT POLICY ALTERNATIVES: A PRESENT VALUE FRAMEWORK pp. 81-89

William L. Sartoris and Ned C Hill