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Journal of Financial Research

1978 - 2019

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 33, issue 4, 2010

CORPORATE HEDGING AND SHAREHOLDER VALUE pp. 317-371
Kevin Aretz and Söhnke Bartram
RISK AND HEDGING BEHAVIOR: THE ROLE AND DETERMINANTS OF LATENT HETEROGENEITY pp. 373-401
Joost Pennings and Philip Garcia
THE DAYLIGHT SAVING TIME ANOMALY IN STOCK RETURNS: FACT OR FICTION? pp. 403-427
Russell Gregory‐Allen, Ben Jacobsen and Wessel Marquering
DAYLIGHT AND INVESTOR SENTIMENT: A SECOND LOOK AT TWO STOCK MARKET BEHAVIORAL ANOMALIES pp. 429-462
Jeffrey R. Gerlach
SHORT SELLING AND MISPRICINGS WHEN FUNDAMENTALS ARE KNOWN: EVIDENCE FROM NYSE‐TRADED CLOSED‐END FUNDS pp. 463-486
Sean Flynn
DETERMINANTS OF CAPITAL STRUCTURE IN BUSINESS START‐UPS: THE ROLE OF NONFINANCIAL STAKEHOLDER RELATIONSHIP COSTS pp. 487-517
Tom Franck and Nancy Huyghebaert
SUSTAINABLE GROWTH AND STOCK RETURNS pp. 519-538
Larry Lockwood and Wikrom Prombutr

Volume 33, issue 3, 2010

DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES pp. 201-221 Downloads
Laurent Bodson, Alain Coën and Georges Hübner
REGULAR(IZED) HEDGE FUND CLONES pp. 223-247 Downloads
Daniel Giamouridis and Sandra Paterlini
MUTUAL FUNDS SELECTION BASED ON FUNDS CHARACTERISTICS pp. 249-265 Downloads
Diana P. Budiono and Martin Martens
DEBT FORGIVENESS AND STOCK PRICE REACTION OF LENDING BANKS: THEORY AND EVIDENCE FROM JAPAN pp. 267-287 Downloads
Nobuyuki Isagawa, Satoru Yamaguchi and Tadayasu Yamashita
STATE DEPENDENCY OF BANK STOCK REACTION TO FEDERAL FUNDS RATE TARGET CHANGES pp. 289-315 Downloads
Haiyan Yin, Jiawen Yang and William C. Handorf

Volume 33, issue 2, 2010

EXPECTED VOLATILITY, UNEXPECTED VOLATILITY, AND THE CROSS‐SECTION OF STOCK RETURNS pp. 103-123 Downloads
Choong Tze Chua, Jeremy Goh and Zhe Zhang
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS pp. 125-151 Downloads
Leonidas Rompolis and Elias Tzavalis
TRADING‐VOLUME SHOCKS AND STOCK RETURNS: AN EMPIRICAL ANALYSIS pp. 153-177 Downloads
Zhaodan Huang and James B. Heian
ON THE ROBUSTNESS OF RANGE‐BASED VOLATILITY ESTIMATORS pp. 179-199 Downloads
Ozgur (Ozzy) Akay, Mark D. Griffiths and Drew B. Winters

Volume 33, issue 1, 2010

THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS pp. 1-26 Downloads
Ilias Tsiakas
DYNAMIC ORDER SUBMISSION AND HERDING BEHAVIOR IN ELECTRONIC TRADING pp. 27-43 Downloads
Wing Lon Ng
SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY pp. 45-75 Downloads
David Abad and Roberto Pascual
OPTIMAL PORTFOLIO SELECTION WITH A SHORTFALL PROBABILITY CONSTRAINT: EVIDENCE FROM ALTERNATIVE DISTRIBUTION FUNCTIONS pp. 77-102 Downloads
Yalcin Akcay and Atakan Yalcin

Volume 32, issue 4, 2009

PRIVATE BENEFITS: OWNERSHIP VERSUS CONTROL pp. 365-393 Downloads
Joon Ho Hwang and Bill Hu
DO MULTIPLE LARGE SHAREHOLDERS PLAY A CORPORATE GOVERNANCE ROLE? EVIDENCE FROM EAST ASIA pp. 395-422 Downloads
Najah Attig, Sadok El Ghoul and Omrane Guedhami
CONVERTIBLE DEBT AND RISK‐SHIFTING INCENTIVES pp. 423-447 Downloads
Assaf Eisdorfer
BACKDATING AND DIRECTOR INCENTIVES: MONEY OR REPUTATION? pp. 449-477 Downloads
Kristina Minnick and Mengxin Zhao
KEIRETSU AFFILIATION AND STOCK‐MARKET‐DRIVEN ACQUISITIONS pp. 479-503 Downloads
Christine Brown and Carlson Fung

Volume 32, issue 3, 2009

THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY pp. 231-259 Downloads
Wing Chan, Ranjini Jha and Madhu Kalimipalli
TRADER EXPLOITATION OF ORDER FLOW INFORMATION DURING THE LTCM CRISIS pp. 261-284 Downloads
Fang Cai
TIME VARIABILITY IN MARKET RISK AVERSION pp. 285-307 Downloads
Dave Berger and H. J. Turtle
SLIPPAGE AND THE CHOICE OF MARKET OR LIMIT ORDERS IN FUTURES TRADING pp. 309-335 Downloads
Scott Brown, Timothy Koch and Eric Powers
INTERNALIZATION AND MARKET QUALITY: AN EMPIRICAL INVESTIGATION pp. 337-363 Downloads
Norris L. Larrymore and Albert J. Murphy

Volume 32, issue 2, 2009

MUTUAL FUND DAILY CONDITIONAL PERFORMANCE pp. 95-122 Downloads
Frank Coggins, Marie‐Claude Beaulieu and Michel Gendron
HOW DO MANAGERS BEHAVE IN STOCK OPTION PLANS? CLINICAL EVIDENCE FROM EXERCISE AND SURVEY DATA pp. 123-155 Downloads
Zacharias Sautner and Martin Weber
WHY MOST FIRMS CHOOSE LINEAR HEDGING STRATEGIES pp. 157-167 Downloads
Dennis Frestad
DOES PRIVATIZATION FOSTER CHANGES IN THE QUALITY OF LEGAL INSTITUTIONS? pp. 169-197 Downloads
Narjess Boubakri, Jean‐Claude Cosset and Houcem Smaoui
TAKEOVER EXPOSURE, AGENCY, AND THE CHOICE BETWEEN PRIVATE AND PUBLIC DEBT pp. 199-230 Downloads
Matteo P. Arena and John S. Howe

Volume 32, issue 1, 2009

INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME? pp. 1-21 Downloads
Benjamin Blau, Bonnie F. Van Ness and Robert A. Van Ness
INDUSTRY PROSPECTS AND ACQUIRER RETURNS IN DIVERSIFYING TAKEOVERS pp. 23-51 Downloads
Husayn Shahrur and Anand Venkateswaran
INVESTORS ADJUST EXPECTATIONS AROUND SELL‐SIDE ANALYST REVISIONS IN IPO RECOMMENDATIONS pp. 53-70 Downloads
Deepika Bagchee
HEDGE FUND SURVIVAL: NON‐NORMAL RETURNS, CAPITAL OUTFLOWS, AND LIQUIDITY pp. 71-93 Downloads
Naohiko Baba and Hiromichi Goko

Volume 31, issue 4, 2008

ANALYST REPUTATION, DEALER AFFILIATION, AND MARKET MAKING pp. 301-332 Downloads
Mingsheng Li and Xin Zhao
CLUSTERED SYNERGIES IN THE TAKEOVER MARKET pp. 333-356 Downloads
Jeff Madura and Thanh Ngo
MONETARY POLICY INDICATORS AS PREDICTORS OF STOCK RETURNS pp. 357-379 Downloads
David Becher, Gerald R. Jensen and Jeffrey M. Mercer
ADAPTIVE MESH MODELING AND BARRIER OPTION PRICING UNDER A JUMP‐DIFFUSION PROCESS pp. 381-408 Downloads
Michael Albert, Jason Fink and Kristin E. Fink

Volume 31, issue 3, 2008

UNITARY BOARDS AND MUTUAL FUND GOVERNANCE pp. 193-224 Downloads
Sophie Xiaofei Kong and Dragon Yongjun Tang
INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD pp. 225-246 Downloads
Bart Frijns, Aaron Gilbert and Alireza Tourani‐Rad
INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E‐MINI INDEX FUTURES pp. 247-270 Downloads
Alexander Kurov
ROBUSTNESS OF THE HEADQUARTERS‐CITY EFFECT ON STOCK RETURNS pp. 271-300 Downloads
Christopher W. Anderson and Eli Beracha

Volume 31, issue 2, 2008

MANAGERIAL OWNERSHIP, TAKEOVER DEFENSES, AND DEBT FINANCING pp. 85-112 Downloads
Şenay Ağca and Sattar A. Mansi
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET pp. 113-140 Downloads
Charles Cao, Oliver Hansch and Xiaoxin Wang
STOCK MARKET REACTION TO GOOD AND BAD INFLATION NEWS pp. 141-166 Downloads
Johan Knif, James Kolari and Seppo Pynnönen
LEGAL ENVIRONMENT, INTERNALIZATION, AND U.S. ACQUIRER GAINS IN FOREIGN TAKEOVERS pp. 167-191 Downloads
Christos Pantzalis, Jung Chul Park and Ninon K. Sutton

Volume 31, issue 1, 2008

ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION pp. 1-23 Downloads
Robert Faff, Daniel Mulino and Daniel Chai
LIQUIDITY COMMONALITY BEYOND BEST PRICES pp. 25-40 Downloads
Alexander Kempf and Daniel Mayston
THE INVESTMENT OPPORTUNITY SET AND ITS PROXY VARIABLES pp. 41-63 Downloads
Tim Adam and Vidhan Goyal
GLAMOUR VERSUS VALUE: TRADING BEHAVIOR OF INSTITUTIONS AND INDIVIDUAL INVESTORS pp. 65-84 Downloads
Vivek Sharma, Jungshik Hur and Heiwai Lee
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