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 38, issue 3, 2015

BROKERAGE COMMISSIONS AND MUTUAL FUND PERFORMANCE pp. 283-303

Miles Livingston and Lei Zhou

ON THE DIMINISHING RETURN TO TRADE CREDIT pp. 305-317

Matthew D. Hill, G.W. Kelly and Vinod Venkiteshwaran

INDUSTRY MOMENTUM IN AN EARLIER TIME: EVIDENCE FROM THE COWLES DATA pp. 319-347

Andrew C. Szakmary and Xiwen Zhou

DO MOTIVATED INSTITUTIONAL INVESTORS MONITOR FIRM PAYOUT AND PERFORMANCE? pp. 349-377

Gregory L. Nagel, M. Arif Qayyum and Kenneth D. Roskelley

TARGET FINANCIAL INDEPENDENCE AND TAKEOVER PRICING pp. 379-413

Jan Jindra and Thomas Moeller

Volume 38, issue 2, 2015

SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS pp. 145-168

Benjamin Blau, J. Michael Pinegar and Ryan Whitby

CORPORATE GOVERNANCE AND CAPITAL STRUCTURE DYNAMICS: AN EMPIRICAL STUDY pp. 169-192

Li-Kai (Connie) Liao, Tarun Mukherjee and Wei Wang

A NEW PERSPECTIVE ON DIRECTOR BUSYNESS pp. 193-218

Chang Liu and Donna L. Paul

EFFECT OF BANK MONITORING ON EARNINGS MANAGEMENT OF THE BORROWING FIRM: AN EMPIRICAL INVESTIGATION pp. 219-254

Anand Jha, Siddharth Shankar and Arun Prakash

CONVERTIBLE SECURITIES AND HETEROGENEITY OF INVESTOR BELIEFS pp. 255-282

Jie Jiao and An Yan

Volume 38, issue 1, 2015

CANCELING LIQUIDITY pp. 3-33

Bonnie F. Van Ness, Robert A. Van Ness and Ethan D. Watson

FUNDING STATUS OF DEFINED BENEFIT PENSION PLANS AND IDIOSYNCRATIC RETURN VOLATILITY pp. 35-57

Yangyang Chen

STOCK LIQUIDITY AND CORPORATE BOND YIELD SPREADS: THEORY AND EVIDENCE pp. 59-91

Henry Huang, Hung-Yi Huang and Jeffrey J. Oxman

STAR-ANALYSTS' FORECAST ACCURACY AND THE ROLE OF CORPORATE GOVERNANCE pp. 93-120

Alexander Kerl and Martin Ohlert

REDUCTION IN INFORMATION ASYMMETRY AND CREDIT ACCESS FOR SMALL AND MEDIUM-SIZED ENTERPRISES pp. 121-143

Andrea Moro, Matthias Fink and Daniela Maresch

Volume 37, issue 4, 2014

INTERMEDIATION IN THE MARKET FOR EQUITY RESEARCH pp. 405-434

Stanimir Markov and Eng-Joo Tan

THE CHOICE BETWEEN CALLABLE AND NONCALLABLE BONDS pp. 435-460

Laurence Booth, Dimitrios Gounopoulos and Frank Skinner

AFFILIATED AGENTS, BOARDS OF DIRECTORS, AND MUTUAL FUND SECURITIES LENDING RETURNS pp. 461-494

John C. Adams, Sattar A. Mansi and Takeshi Nishikawa

BOARD DIVERSITY AND CEO SELECTION pp. 495-518

Atul Gupta and Kartik Raman

INTERNATIONAL STOCK MARKET COMOVEMENT AND NEWS pp. 519-542

Markus Höchstötter, Stephan Meyer, Ryan Riordan and Andreas Storkenmaier

WHAT DOES β SMB > 0 REALLY MEAN? pp. 543-552

Hsiu-lang Chen and Gilbert Bassett

Volume 37, issue 3, 2014

DOES EQUITY-BASED COMPENSATION MAKE CEOS MORE ACQUISITIVE? pp. 267-294

Thomas J. Boulton, Marcus V. Braga-Alves and Frederik Schlingemann

DOES REPUTATION CONTRIBUTE TO INSTITUTIONAL HERDING? pp. 295-322

Marius Popescu and Zhaojin Xu

TARGET-MANAGEMENT-INVOLVED BUYOUTS: IMPACT ON TAKEOVER COMPETITION, LITIGATION RISK, AND SHAREHOLDER RETURNS pp. 323-356

Sridhar Gogineni and John Puthenpurackal

CULTURAL DISTANCE AND BOND PRICING: EVIDENCE IN THE YANKEE AND RULE 144A BOND MARKETS pp. 357-384

Hui Zhu and Kelly Cai

FRICTIONS AND THE CONTRIBUTION OF INVENTORY TO SHAREHOLDER WEALTH pp. 385-404

Charles F. Beauchamp, William G. Hardin, Matthew D. Hill and Chris M. Lawrey

Volume 37, issue 2, 2014

CASH FLOWS, CURRENCY RISK, AND THE COST OF CAPITAL pp. 139-158

Ding Du and Ou Hu

INVESTMENT BANKS IN DUAL ROLES: ACQUIRER M&A ADVISORS AS UNDERWRITERS pp. 159-189

Mine Ertugrul and Karthik Krishnan

CONVEXITY, MAGNIFICATION, AND TRANSLATION: THE EFFECT OF MANAGERIAL OPTION-BASED COMPENSATION ON CORPORATE CASH HOLDINGS pp. 191-210

Yacine Belghitar and Ephraim Clark

THE U.S. TREASURY'S CAPITAL PURCHASE PROGRAM: TREASURY'S SELECTIVITY AND MARKET RETURNS ACROSS WEAK AND HEALTHY BANKS pp. 211-241

Kenneth A. Carow and Valentina Salotti

STRATEGIC CREDIT LINE USAGE AND PERFORMANCE pp. 243-265

Atay Kizilaslan and Ani Manakyan Mathers

Volume 37, issue 1, 2014

LETTER FROM THE EXECUTIVE EDITORS pp. 1-2

Scott Hein, Jeff Mercer and Drew Winters

THE MONETARY ENVIRONMENT AND LONG-RUN REVERSALS IN STOCK RETURNS pp. 3-26

Luis Garcia-Feijoo and Gerald R. Jensen

THE PRICE-TAKER EFFECT ON THE VALUATION OF EXECUTIVE STOCK OPTIONS pp. 27-54

Tung-Hsiao Yang and Don Chance

SPECULATIVE TRADING IN REITS pp. 55-74

Benjamin Blau and Ryan Whitby

LEARNING BANKS' EXPOSURE TO SYSTEMATIC RISK: EVIDENCE FROM THE FINANCIAL CRISIS OF 2008 pp. 75-98

Ariel Viale and Jeff Madura

THE MARKET RESPONSE TO INSIDER SALES OF RESTRICTED STOCK VERSUS UNRESTRICTED STOCK pp. 99-118

Laurel Franzen, Xu Li, Oktay Urcan and Mark E. Vargus

CASH HOARDS AND CHANGES IN INVESTORS' OUTLOOK pp. 119-137

Ebenezer Asem and Shamsul Alam

Volume 36, issue 4, 2013

DEBT IPO WAVES, INVESTOR SENTIMENT, MARKET CONDITIONS, AND ISSUE QUALITY pp. 435-452

Kelly Nianyun Cai, Xiaoquan Jiang and Hei Wai Lee

PERFORMANCE AND NEW MONEY CASH FLOWS IN REAL ESTATE MUTUAL FUNDS pp. 453-470

Abhay Kaushik and Anita K. Pennathur

PREDICTING EXTREME RETURNS AND PORTFOLIO MANAGEMENT IMPLICATIONS pp. 471-492

Andy Fodor, Kevin Krieger, Nathan Mauck and Greg Stevenson

RECONSIDERING PRICE LIMIT EFFECTIVENESS pp. 493-518

Kenneth Kim, Haixiao Liu and J. Jimmy Yang

CHANGES IN CAPITAL STRUCTURE: ASSET CHARACTERISTICS OR MANAGERIAL PREFERENCES pp. 519-542

Michael Gombola and Dalia Marciukaityte

UNDERWRITERS AND THE BROKEN CHINESE WALL: INSTITUTIONAL HOLDINGS AND POST-IPO SECURITIES LITIGATION pp. 543-578

Sergey S. Barabanov, Onem Ozocak, Kuntara Pukthuanthong and Thomas J. Walker

Volume 36, issue 3, 2013

THE SHRINKING SPACE FOR ANOMALIES pp. 299-324

George J. Jiang and Andrew Jianzhong Zhang

IMPACT OF THE GALLEON CASE ON INFORMED TRADING BEFORE MERGER ANNOUNCEMENTS pp. 325-346

Inga Chira and Jeff Madura

EMPLOYEE-FRIENDLY ACQUIRERS AND ACQUISITION PERFORMANCE pp. 347-370

Mine Ertugrul

IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA pp. 371-388

Lee Smales

IDIOSYNCRATIC RISK PREMIA AND MOMENTUM pp. 389-412

Doina C. Chichernea and Steve L. Slezak

TOWER BUILDING AND STOCK MARKET RETURNS pp. 413-434

Gunter Löffler

Volume 36, issue 2, 2013

THE INFORMATION CONTENT OF MANAGEMENT EARNINGS FORECASTS: AN ANALYSIS OF HARD VERSUS SOFT INFORMATION pp. 147-174

Paul Brockman and Jim Cicon

PRESS COVERAGE AND STOCK PRICE DEVIATION FROM FUNDAMENTAL VALUE pp. 175-214

Chia-Wei Chen, Christos Pantzalis and Jung Chul Park

DIVERSIFICATION STRATEGIES: DO LIMITED DATA CONSTRAIN INVESTORS? pp. 215-232

Irina Murtazashvili and Nadia Vozlyublennaia

THE YEAR-END EFFECT IN MONEY MARKET YIELDS: BEYOND ONE MONTH AND BEYOND THE CRISIS pp. 233-252

Vladimir Kotomin

THE PRICING EFFICIENCY OF LEVERAGED EXCHANGE-TRADED FUNDS: EVIDENCE FROM THE U.S. MARKETS pp. 253-278

Narat Charupat and Peter Miu

REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES pp. 279-298

Biao Guo and David Newton

Volume 36, issue 1, 2013

SECURITIES LENDING AROUND PROXIES: IS THE INCREASE IN LENDING DUE TO PROXY ABUSE OR A RESULT OF DIVIDENDS? pp. 1-17

Shane M. Moser, Bonnie F. Van Ness and Robert A. Van Ness

LITIGATION RISK AND MARKET REACTION TO RESTATEMENTS pp. 19-42

Katsiaryna Salavei Bardos, Joseph Golec and John P. Harding

DIVIDEND POLICY: BALANCING SHAREHOLDERS' AND CREDITORS' INTERESTS pp. 43-66

Liang Shao, Chuck C.Y. Kwok and Omrane Guedhami

THREE-WAY TAKEOVERS pp. 67-90

Fangming Xu and Huainan Zhao

MARKET MICRSOTRUCTURE CHANGES AROUND ACCELERATED SHARE REPURCHASE ANNOUNCEMENTS pp. 91-114

Manoj Kulchania

CONSUMPTION, MONEY, INTRATEMPORAL SUBSTITUTION, AND CROSS-SECTIONAL ASSET RETURNS pp. 115-146

Li Gu and Dayong Huang