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.
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

Volume 2, issue 2, 1979

FROM THE EDITORS pp. i-i

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

EVIDENCE THAT THE COMMON STOCK MARKET ADJUSTS FULLY FOR EXPECTED INFLATION pp. 97-109

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

RE-EXAMINING THE MARKET MODEL GIVEN EVIDENCE OF HETEROSKEDASTICITY pp. 111-118

Son-Nan Chen

PRICE BEHAVIOR IN A REGIONAL OVER-THE-COUNTER SECURITIES MARKET pp. 119-131

Andrew J. Senchack and William L. Beedles

AN ANALYSIS OF THE FLOTATION COST OF UTILITY BONDS, 1971–76 pp. 133-142

M. Chapman Findlay, Keith B. Johnson and T. Gregory Morton

DIFFERENTIAL DETERMINANTS OF RISK PREMIUMS IN THE PUBLIC AND PRIVATE CORPORATE BOND MARKETS pp. 143-152

Patrick A. Hays, Michael D. Joehnk and Ronald W. Melicher

A REEVALUATION OF THE ARDITTI AND LEVY CAPITAL BUDGETING PROCEDURE pp. 153-159

Barry R. Marks

AN ASSESSMENT OF MARKETABLE SECURITIES MANAGEMENT PRACTICES pp. 161-169

Lawrence J. Gitman and Mark D. Goodwin

EARNINGS ANNOUNCEMENTS AND AUTO-CORRELATION: AN EMPIRICAL TEST pp. 171-183

Stewart L. Brown

Volume 2, issue 1, 1979

FROM THE EDITORS pp. i-i

David F. Scott and J. William Petty

CONSTITUENCIES, ATTRIBUTES, AND GOALS IN FINANCIAL RESEARCH pp. 1-12

Keith V. Smith

MEAN-VARIANCE, MEAN-SEMIVARIANCE, AND DCF ESTIMATES OF A PUBLIC UTILITY'S COST OF EQUITY pp. 13-26

Roger P. Bey

ASPECTS OF CORPORATE BOND PORTFOLIO DIVERSIFICATION pp. 27-36

Richard W. McEnally and Calvin M. Boardman

RETURN AND RISK FROM LISTED OPTION INVESTMENTS pp. 37-49

Gary L. Trennepohl and William P. Dukes

EARNINGS REPORTS AND MARKET EFFICIENCIES: AN ANALYSIS OF THE CONTRARY EVIDENCE pp. 51-63

O. M. Joy and C. P. Jones

A NOTE ON THE DECEPTIVE NATURE OF BAYESIAN FORECASTED BETAS pp. 65-69

Dana J. Johnson, Richard E. Bennett and Richard J. Curcio

RETURN, DISPERSION, AND SKEWNESS: SYNTHESIS AND INVESTMENT STRATEGY pp. 71-80

William L. Beedles

ON THE NATURE OF RISK: A COMMENT pp. 81-85

Philip L. Cooley

Volume 1, issue 1, 1978

SYSTEMATIC RETURN RISK AND THE CALL RISK OF CORPORATE DEBT INSTRUMENTS pp. 1-13

Michael G. Ferri

ON THE USE OF CERTAINTY EQUIVALENT FACTORS AS RISK PROXIES pp. 15-21

William L. Beedles

CAPITAL BUDGETING AND SEARCH: AN OVERVIEW pp. 23-33

Keith M. Howe

SPREADING STRATEGIES IN CBOE OPTIONS: EVIDENCE ON MARKET PERFORMANCE pp. 35-44

Michael J. Gombola, Rodney L. Roenfeldt and Philip L. Cooley

RESEARCH OUTPUT AND CAPITAL MARKET EFFICIENCY UNDER ALTERNATIVE COMMISSION RATE STRUCTURES pp. 45-60

Nancy Jacob and Rich Pettit

DOES BRANCHING MATTER? pp. 61-69

Donald R. Fraser

FACTORS RELATED TO THE CONVERSION RECORD OF CONVERTIBLE SECURITIES: THE CANADIAN EXPERIENCE 1946–1975 pp. 71-83

Ronald G. Storey and Cecil R. Dipchand

FROM THE EDITORS pp. 90-90

David F. Scott and J. William Petty