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 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

Volume 3, issue 3, 1980

FROM THE EDITORS pp. i-i

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

THE SOUTHERN FINANCE ASSOCIATION: THE FIRST TWENTY YEARS, 1960–1979 pp. 221-228

Richard F. Wacht

STATIONARITY OF COMMON STOCK RETURNS pp. 229-242

James P. Rozelle and Bruce D. Fielitz

EVIDENCE OF NONMARKET RISK PREMIUMS IN COMMON STOCK RETURNS pp. 243-260

Bruce K. Gouldey

A NOTE ON INFLATION, THE CAPITAL ASSET PRICING MODEL, AND BETA ESTIMATION WITH NOMINAL DATA pp. 261-267

J.A. Schnabel

BETA NONSTATIONARITY AND PURE EXTRA-MARKET COVARIANCE EFFECTS ON PORTFOLIO RISK pp. 269-282

Son-Non Chen and John D. Martin

THE IMPACT OF CORPORATE MERGERS ON ACQUIRING FIRMS pp. 283-295

Robert S. Harris

A RE-EXAMINATION OF SEEMINGLY UNRELATED REGRESSIONS METHODOLOGY APPLIED TO ESTIMATION OF FINANCIAL RELATIONSHIPS pp. 297-308

Pamela Parrish Peterson

EFFICIENT PORTFOLIOS VERSUS EFFICIENT MARKET pp. 309-319

James S. Ang, Jess H. Chua and Anand S. Desai

Volume 3, issue 2, 1980

FROM THE EDITORS pp. i-i

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

CAPITAL MARKET INFLUENCES ON TRADE CREDIT POLICIES pp. 105-113

Wilbur G. Lewellen, John J. McConnell and Jonathan A. Scott

INFLATION AND COMMON STOCK PRICES pp. 115-128

Suleman A. Moosa

THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY pp. 129-138

Thomas McInish

CALCULATING MEANS AND VARIANCES OF NPVS WHEN THE LIFE OF THE PROJECT IS UNCERTAIN pp. 139-152

Roger P. Bey

The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications pp. 153-167

Gabriel Hawawini

THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONS pp. 169-188

Anthony J. Vignola and Charles DaleEconomists

INFLATION AND THE GROWTH IN HOME MORTGAGE DEBT, 1964–78 pp. 189-202

Patric Hendershott and Chang-tseh Hsieh

OPTIMAL TERMS OF THE CALL PROVISION ON A CORPORATE BOND pp. 203-211

William Marshall and Jess B. Yawitz

Volume 3, issue 1, 1980

From the Editors pp. i-i

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

DURATION, PLANNING PERIOD, AND TESTS OF THE CAPITAL ASSET PRICING MODEL pp. 1-9

George G. Kaufman

THE EFFICIENCY OF THE EXCHANGE MARKET AND THE BIASNESS OF THE FORWARD RATE: A JOINT TEST pp. 11-21

Richard Bookstaber

RISK RETURN AND THE MULTI-DIMENSIONAL SECURITY PRICING MARKET pp. 23-30

Carl Schweser and Thomas Schneeweis

RIDGE REGRESSION AND THE MULTICOLLINEARITY PROBLEM IN FINANCIAL RESEARCH: A CASE STUDY pp. 33-47

R. Penny Marquette and Dana Johnson

A RE-EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS pp. 49-55

Don Chance and William R. Lane

AN EMPIRICAL ANALYSIS OF CANADIAN RAILROAD LEASES pp. 57-67

Cecil R. Dipchand, Arthur C. Gudikunst and Gordon S. Roberts

The Effect of Executive Stock Options on Corporate Financial Decisions pp. 69-83

John Stowe and Michael C. Walker

BAYESIAN BETAS AND DECEPTION: A COMMENT pp. 85-90

Christopher B. Barry