EconPapers    
Economics at your fingertips  
 

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.

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

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 30, issue 4, 2007

ON THE INFORMATIONAL EFFECT OF SHORT‐SALES CONSTRAINTS: EVIDENCE FROM THE TOKYO STOCK EXCHANGE pp. 455-471 Downloads
Naoto Isaka
AGENCY CONFLICTS IN DELEGATED PORTFOLIO MANAGEMENT: EVIDENCE FROM NAMESAKE MUTUAL FUNDS pp. 473-494 Downloads
Stephen P. Ferris and Xuemin (Sterling) Yan
EXTENSIONS OF THE STANDARDIZED CROSS‐SECTIONAL APPROACH TO SHORT‐HORIZON EVENT STUDIES pp. 495-513 Downloads
Ronald Bremer and Zhaohui Zhang
MUTUAL FUND TRADES: ASYMMETRIC LIQUIDITY PREFERENCES AND FUND PERFORMANCE pp. 515-532 Downloads
Alex Clarke, Grant Cullen and Dominic Gasbarro
FURTHER EVIDENCE ON INSIDER TRADING AND THE MERITS OF SECURITIES CLASS ACTIONS pp. 533-545 Downloads
Zahid Iqbal, Shekar Shetty and Kun Wang

Volume 30, issue 3, 2007

EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK pp. 335-353 Downloads
Charlie X. Cai, Robert Faff, David Hillier and Suleiman Mohamed
SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? pp. 355-377 Downloads
Susan Thorp and George Milunovich
LIQUIDITY AND ASSET PRICING UNDER THE THREE‐MOMENT CAPM PARADIGM pp. 379-398 Downloads
Duong Nguyen, Suchismita Mishra, Arun Prakash and Dilip K. Ghosh
MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS pp. 399-413 Downloads
Lee Adkins, David Carter and W. Gary Simpson
THE INFLUENCE OF FIRM‐ AND CEO‐SPECIFIC CHARACTERISTICS ON THE USE OF NONLINEAR DERIVATIVE INSTRUMENTS pp. 415-436 Downloads
Pinghsun Huang, Harley E. Ryan and Roy A. Wiggins
SHORT‐MATURITY OPTIONS AND JUMP MEMORY pp. 437-454 Downloads
Tom Arnold, Jimmy E. Hilliard and Adam Schwartz

Volume 30, issue 2, 2007

A THEORY OF UNWINDING OF CROSS‐SHAREHOLDING UNDER MANAGERIAL ENTRENCHMENT pp. 163-179 Downloads
Nobuyuki Isagawa
DO DEALERS INFER INFORMATION FROM ORDER FLOW? pp. 181-200 Downloads
Bidisha Chakrabarty
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE pp. 201-215 Downloads
Charles Corrado and Cameron Truong
DOES VOLATILITY DECREASE AFTER REVERSE STOCK SPLITS? pp. 217-235 Downloads
Jennifer Koski
THE SLOPE OF THE TERM STRUCTURE OF CREDIT SPREADS: AN EMPIRICAL INVESTIGATION pp. 237-257 Downloads
Mascia Bedendo, Lara Cathcart and Lina El‐Jahel
CEO EQUITY PORTFOLIO INCENTIVES AND LAYOFF DECISIONS pp. 259-281 Downloads
Jeffrey T. Brookman, Saeyoung Chang and Craig G. Rennie
MACROECONOMIC NEWS AND STOCK MARKET CALENDAR AND WEATHER ANOMALIES pp. 283-300 Downloads
Jeffrey R. Gerlach
STOCK MARKET REACTION TO ANTICIPATED VERSUS SURPRISE RATING CHANGES pp. 301-320 Downloads
Lynnette D. Purda
CONCENTRATED OPENING VOLUME: MARKET CLOSURE OR STRATEGIC TRADING? pp. 321-334 Downloads
Ebenezer Asem

Volume 30, issue 1, 2007

ANALYST BEHAVIOR SURROUNDING TENDER OFFER ANNOUNCEMENTS pp. 1-19 Downloads
Daniel J. Bradley, Angela Morgan and Jack G. Wolf
CAPITAL STRUCTURE, SHAREHOLDER RIGHTS, AND CORPORATE GOVERNANCE pp. 21-33 Downloads
Pornsit Jiraporn and Kimberly C. Gleason
ABNORMAL PERFORMANCE IN SMALL PORTFOLIOS WITH EVENT‐INDUCED VOLATILITY: THE CASE OF STOCK SPLITS pp. 35-52 Downloads
J. Samuel Baixauli
WHAT'S IN A NICKNAME? PRICE AND VOLUME EFFECTS OF A PURE TICKER SYMBOL CHANGE pp. 53-71 Downloads
Palani‐Rajan Kadapakkam and Lalatendu Misra
RULE CHANGES AND UNCERTAINTY IN DISCRIMINATORY AND UNIFORM PRICE AUCTIONS pp. 73-90 Downloads
Jaclyn Beierlein and Hideaki Kiyoshi Kato
THE IMPORTANCE OF LIQUIDITY AS A FACTOR IN ASSET PRICING pp. 91-109 Downloads
Marvin A. Keene and David R. Peterson
APPLICABILITY OF THE FAMA‐FRENCH THREE‐FACTOR MODEL IN FORECASTING PORTFOLIO RETURNS pp. 111-127 Downloads
Ou Hu
FOREIGN INVESTOR PARTICIPATION IN PRIVATIZATIONS: DOES THE INSTITUTIONAL ENVIRONMENT MATTER? pp. 129-146 Downloads
Narjess Boubakri, Jean‐Claude Cosset, Omrane Guedhami and Mohammed Omran
EFFECT OF FED POLICY ACTIONS ON THE DEFAULT LIKELIHOOD OF COMMERCIAL BANKS pp. 147-162 Downloads
Aigbe Akhigbe, Jeff Madura and Anna D. Martin

Volume 29, issue 4, 2006

MOMENTUM: DOES THE DATABASE MAKE A DIFFERENCE? pp. 441-462 Downloads
Bidisha Chakrabarty and Charles Trzcinka
INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE! pp. 463-479 Downloads
Ozgur S. Ince and R. Burt Porter
THE INFORMATIONAL ROLE OF BANK LOAN RATINGS pp. 481-501 Downloads
Ha‐Chin Yi and Donald J. Mullineaux
THE USE OF ACQUISITIONS AND JOINT VENTURES BY U.S. BANKS EXPANDING ABROAD pp. 503-522 Downloads
Kimberly C. Gleason, Ike Mathur and Roy A. Wiggins
THE INTERACTION OF MONETARY POLICY AND STOCK RETURNS pp. 523-535 Downloads
William Crowder
VALUATION OF EVENT‐CONTINGENT OPTIONS pp. 537-557 Downloads
António Câmara
SUBORDINATED BINOMIAL OPTION PRICING pp. 559-573 Downloads
Carolyn W. Chang, Jack S. K. Chang and Yisong Sam Tian
ARE TREASURY INFLATION PROTECTED SECURITIES REALLY TAX DISADVANTAGED? pp. 575-592 Downloads
Scott Hein and Jeffrey M. Mercer
SECONDARY MORTGAGE MARKET PURCHASE COMMITMENT YIELDS pp. 593-608 Downloads
Andrea J. Heuson, Adam Schwartz and V. Carlos Slawson
PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES pp. 609-622 Downloads
Jinliang Li and Jeffery A. Born

Volume 29, issue 3, 2006

MARKET TIMING IN REGRESSIONS AND REALITY pp. 293-304 Downloads
Kenneth L. Fisher and Meir Statman
EVIDENCE ON THE COMPENSATION OF PORTFOLIO MANAGERS pp. 305-324 Downloads
Heber Farnsworth and Jonathan Taylor
WINDOW DRESSING IN BOND MUTUAL FUNDS pp. 325-347 Downloads
Matthew R. Morey and Edward S. O'Neal
MUTUAL FUND PERFORMANCE PERSISTENCE AND COMPETITION: A CROSS‐SECTOR ANALYSIS pp. 349-366 Downloads
Aneel Keswani and David Stolin
A SPECIALIST'S QUOTED DEPTH AS A STRATEGIC CHOICE VARIABLE: AN APPLICATION TO SPREAD DECOMPOSITION MODELS pp. 367-382 Downloads
Cecilia Caglio and Kenneth A. Kavajecz
ARE PRICE LIMITS EFFECTIVE? EVIDENCE FROM THE ISTANBUL STOCK EXCHANGE pp. 383-403 Downloads
Recep Bildik and Güzhan Gülay
THE DYNAMICS OF BOND YIELD SPREADS AROUND RATING REVISION DATES pp. 405-420 Downloads
Roy Batchelor and Katiuscia Manzoni
CREDIT SPREADS AND THE ZERO‐COUPON TREASURY SPOT CURVE pp. 421-439 Downloads
Nicolas Papageorgiou and Frank S. Skinner

Volume 29, issue 2, 2006

COSTS OF FINANCIAL DISTRESS AND INTEREST COVERAGE RATIOS pp. 147-162 Downloads
Michael Dothan
RELATIONSHIPS AND UNDERWRITER SPREADS IN THE EUROBOND FLOATING RATE NOTE MARKET pp. 163-180 Downloads
Michael G. Kollo and Ian G. Sharpe
INDUSTRY EFFECTS OF ANALYST STOCK REVISIONS pp. 181-198 Downloads
Aigbe Akhigbe, Jeff Madura and Melinda Newman
DIRECT EVIDENCE ON THE MARKET‐DRIVEN ACQUISITION THEORY pp. 199-216 Downloads
James S. Ang and Yingmei Cheng
INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS pp. 217-234 Downloads
David Michayluk and Karyn L. Neuhauser
MUTUAL FUND MORTALITY, 12B‐1 FEES, AND THE NET EXPENSE RATIO pp. 235-252 Downloads
William P. Dukes, Philip C. English and Sean M. Davis
MARKET EXPECTATIONS AND THE VALUATION EFFECTS OF EQUITY ISSUANCE pp. 253-269 Downloads
Aigbe Akhigbe, Melinda Newman and Assem Safieddine
THE EFFECTS OF BANK CONSOLIDATION ON RISK CAPITAL ALLOCATION AND MARKET LIQUIDITY pp. 271-291 Downloads
Chris D'Souza and Alexandra Lai

Volume 29, issue 1, 2006

ARE COMMON STOCKS A HEDGE AGAINST INFLATION? pp. 1-19 Downloads
Kul Luintel and Krishna Paudyal
INTANGIBLE ASSETS, BOOK‐TO‐MARKET, AND COMMON STOCK RETURNS pp. 21-41 Downloads
James M. Nelson
TESTING THE NET BUYING PRESSURE HYPOTHESIS DURING THE ASIAN FINANCIAL CRISIS: EVIDENCE FROM HANG SENG INDEX OPTIONS pp. 43-62 Downloads
Kam C. Chan, Louis T. W. Cheng and Peter P. Lung
SECURITIES PRICE EFFECTS OF UNIONIZATION LEGISLATION pp. 63-78 Downloads
Vic Naiker and Farshid Navissi
IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY pp. 79-93 Downloads
Weiyu Guo and Mark Wohar
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY pp. 95-112 Downloads
Charles Corrado and Thomas W. Miller
DIVERGENCE OF OPINION AND LONG‐TERM PERFORMANCE OF INITIAL PUBLIC OFFERINGS pp. 113-129 Downloads
Yan Gao, Connie X. Mao and Rui Zhong
DAY‐END EFFECT ON THE PARIS BOURSE pp. 131-146 Downloads
David Michayluk and Gary C. Sanger
Page updated 2020-02-19