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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 28, issue 4, 2005

IS THE BOOK‐TO‐MARKET RATIO A MEASURE OF RISK? pp. 487-502 Downloads
Robert F. Peterkort and James F. Nielsen
UNDERSTANDING SIZE AND THE BOOK‐TO‐MARKET RATIO: AN EMPIRICAL EXPLORATION OF BERK'S CRITIQUE pp. 503-518 Downloads
Xinting Fan and Ming Liu
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF pp. 519-538 Downloads
R. Glen Donaldson and Mark Kamstra
DURATION, DEFAULT RISK, AND THE TERM STRUCTURE OF INTEREST RATES pp. 539-554 Downloads
Yan Alice Xie, Sheen Liu and Chunchi Wu
DO FOREIGN INVESTORS PRICE FOREIGN EXCHANGE RISK DIFFERENTLY? pp. 555-573 Downloads
Taek Ho Kwon, Sung C. Bae and Jay M. Chung
EVIDENCE ON THE MARKET FOR PROFESSIONAL DIRECTORS pp. 575-589 Downloads
Phyllis Y. Keys and Joanne Li
INVESTOR OVEROPTIMISM AND PRIVATE EQUITY PLACEMENTS pp. 591-608 Downloads
Dalia Marciukaityte, Samuel H. Szewczyk and Raj Varma
MATCHING FINANCIAL AND REAL INVESTMENT OPTIONS: EVIDENCE FROM WARRANT CALLS pp. 609-620 Downloads
Luis Garcia‐Feijóo and John S. Howe

Volume 28, issue 3, 2005

EXACT FORMULAS FOR PRICING BONDS AND OPTIONS WHEN INTEREST RATE DIFFUSIONS CONTAIN JUMPS pp. 319-341 Downloads
John D. Finnerty
EXPONENTIAL DURATION: A MORE ACCURATE ESTIMATION OF INTEREST RATE RISK pp. 343-361 Downloads
Miles Livingston and Lei Zhou
ESTIMATING THE VALUE OF DELIVERY OPTIONS IN FUTURES CONTRACTS pp. 363-383 Downloads
Jana Hranaiova, Robert Jarrow and William G. Tomek
AGENT BANK BEHAVIOR IN BANK LOAN SYNDICATIONS pp. 385-402 Downloads
Jonathan D. Jones, William W. Lang and Peter Nigro
MARKET STRUCTURE, CHANGING INCENTIVES, AND UNDERWRITER CERTIFICATION pp. 403-419 Downloads
Steven D. Dolvin
CAN STOCK MARKET LIBERALIZATION IN EMERGING ECONOMIES MITIGATE LEGAL SYSTEMS DEFICIENCIES? pp. 421-437 Downloads
Wi Saeng Kim, Esmeralda Lyn and Edward J. Zychowicz
TRADING COSTS OF NON‐U.S. STOCKS ON THE NEW YORK STOCK EXCHANGE: THE EFFECT OF INSTITUTIONAL OWNERSHIP, ANALYST FOLLOWING, AND MARKET REGULATION pp. 439-459 Downloads
Christine X. Jiang and Jang‐Chul Kim
THE IMPACT OF MARKET MAKER CONCENTRATION ON ADVERSE‐SELECTION COSTS FOR NASDAQ STOCKS pp. 461-485 Downloads
Bonnie F. Van Ness, Robert A. Van Ness and Richard S. Warr

Volume 28, issue 2, 2005

ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS* pp. 165-176 Downloads
Michael Fleming, Kenneth D. Garbade and Frank Keane
LIQUIDITY AND QUOTE CLUSTERING IN A MARKET WITH MULTIPLE TICK SIZES pp. 177-195 Downloads
Kee H. Chung, Kenneth Kim and Pattanaporn Kitsabunnarat
DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION pp. 197-213 Downloads
John Elder, Pankaj Jain and Jang‐Chul Kim
UNDERPRICING AND LONG‐RUN PERFORMANCE OF SHARE ISSUE PRIVATIZATIONS IN THE EGYPTIAN STOCK MARKET pp. 215-234 Downloads
Mohammed Omran
MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS pp. 235-259 Downloads
Robert Connolly and Chris Stivers
WHAT DRIVES TIME VARIATION IN EMERGING MARKET SEGMENTATION? pp. 261-280 Downloads
Delroy M. Hunter
WHO ARE THE NOISE TRADERS? pp. 281-298 Downloads
J. Christopher Hughen and Cynthia G. McDonald
EVIDENCE ON DELTA HEDGING AND IMPLIED VOLATILITIES FOR THE BLACK‐SCHOLES, GAMMA, AND WEIBULL OPTION PRICING MODELS pp. 299-317 Downloads
Robert Savickas

Volume 28, issue 1, 2005

INTERSTATE BANKING DEREGULATION AND THE CHANGING NATURE OF BANK MERGERS pp. 1-20 Downloads
David Becher and Terry L. Campbell
SENSITIVITY OF INVESTOR REACTION TO MARKET DIRECTION AND VOLATILITY: DIVIDEND CHANGE ANNOUNCEMENTS pp. 21-40 Downloads
Diane Scott Docking and Paul D. Koch
SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION pp. 41-57 Downloads
Zakri Y. Bello
THE MEAN‐GINI EFFICIENT PORTFOLIO FRONTIER pp. 59-75 Downloads
Haim Shalit and Shlomo Yitzhaki
THE EFFECTS OF DECIMALIZATION ON RETURN VOLATILITY COMPONENTS, SERIAL CORRELATION, AND TRADING COSTS pp. 77-96 Downloads
Yan He and Chunchi Wu
END‐OF‐DAY PRICING IN THE U.S. TREASURY MARKET: A COMPARISON OF GovPX AND THE FEDERAL RESERVE BANK OF NEW YORK pp. 97-113 Downloads
Susan D. Jordan and David R. Kuipers
MARKET STRUCTURE AND TRADING VOLUME pp. 115-131 Downloads
Anne‐Marie Anderson and Edward A. Dyl
TRADE SIZE AND INFORMED TRADING: WHICH TRADES ARE “BIG”? pp. 133-163 Downloads
Frank Heflin and Kenneth W. Shaw

Volume 27, issue 4, 2004

MODELS OF STOCK MARKET PREDICTABILITY pp. 449-459 Downloads
Burton G. Malkiel
CAN INEFFICIENT TRADERS CREATE VALUE? pp. 461-479 Downloads
C. N. V. Krishnan
FINANCIAL CONTRACTING BETWEEN MANAGERS AND VENTURE CAPITALISTS: THE ROLE OF VALUE‐ADDED SERVICES, REPUTATION SEEKING, AND BARGAINING POWER pp. 481-495 Downloads
Richard Fairchild
PRICE AND QUANTITY QUOTES ON NASDAQ: A STUDY OF DEALER QUOTATION BEHAVIOR pp. 497-519 Downloads
Kee H. Chung and Xin Zhao
THE PRICING OF EQUITY CARVE‐OUTS DURING THE 1990s pp. 521-537 Downloads
Karen M. Hogan and Gerard T. Olson
UNDERWRITER REPUTATION AND AFTERMARKET PERFORMANCE OF CLOSED‐END FUNDS pp. 539-557 Downloads
Lena Chua Booth
THE WEALTH EFFECTS OF TRACKING STOCK RESTRUCTURINGS pp. 559-583 Downloads
Matthew T. Billett and Anand M. Vijh
ANALYZING STOCK MARKET VOLATILITY USING EXTREME‐DAY MEASURES pp. 585-601 Downloads
Charles P. Jones, Mark D. Walker and Jack W. Wilson
BOOK REVIEW pp. 603-604 Downloads
Ray R. Sturm

Volume 27, issue 3, 2004

TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION pp. 309-328 Downloads
Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness
WARRANT PRICING USING OBSERVABLE VARIABLES pp. 329-339 Downloads
Andrey D. Ukhov
THE FAMA‐FRENCH MODEL, LEVERAGE, AND THE MODIGLIANI‐MILLER PROPOSITIONS pp. 341-349 Downloads
Martin Lally
ALL THINGS CONSIDERED, TAXES DRIVE THE JANUARY EFFECT pp. 351-372 Downloads
Honghui Chen and Vijay Singal
MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD pp. 373-391 Downloads
Wei (Wendy) Liu, Bruce G. Resnick and Gary Shoesmith
ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS pp. 393-413 Downloads
Warren G. Dean and Robert Faff
WHEN‐ISSUED SHARES, SMALL TRADES, AND THE VARIANCE OF RETURNS AROUND STOCK SPLITS pp. 415-433 Downloads
James Angel, Raymond M. Brooks and Prem G. Mathew
THE GRAMM‐LEACH‐BLILEY ACT OF 1999: RISK IMPLICATIONS FOR THE FINANCIAL SERVICES INDUSTRY pp. 435-446 Downloads
Aigbe Akhigbe and Ann Marie Whyte
BOOK REVIEW pp. 447-448 Downloads
Yaman Ömer Erzurumlu

Volume 27, issue 2, 2004

Do Demand Curves for Small Stocks Slope Down? pp. 161-178 Downloads
Ernest N. Biktimirov, Arnold Cowan and Bradford Jordan
Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention pp. 179-197 Downloads
Kalok Chan, Yue‐Cheong Chan and Wai‐Ming Fong
Board Composition And Corporate Use Of Interest Rate Derivatives pp. 199-216 Downloads
Kenneth A. Borokhovich, Kelly R. Brunarski, Claire E. Crutchley and Betty Simkins
Unit Ipos: The Who, When, And Why Of Warrant Amendment pp. 217-233 Downloads
Jacqueline L. Garner and Beverly B. Marshall
Does Information Asymmetry Explain The Diversification Discount? pp. 235-249 Downloads
Ronald W. Best, Charles W. Hodges and Bing‐Xuan Lin
Convexity: A Comparison And Reconciliation Of Its Different Forms pp. 251-272 Downloads
Louis D'Antonio and Thomas J. Cook
Anomalies: Is it the Economy? pp. 273-287 Downloads
TeWhan Hahn, Michele O'Neill and Mario G. Reyes
Performance Evaluation Of U.K. Unit Trusts Within The Stochastic Discount Factor Framework pp. 289-306 Downloads
Jonathan Fletcher and David N. Forbes
Book Review pp. 307-308 Downloads
J. Edward Graham

Volume 27, issue 1, 2004

Relational Investing And Firm Performance pp. 1-30 Downloads
Sanjai Bhagat, Bernard Black and Margaret Blair
Equity‐Based Compensation for Employees: Firm Performance and Determinants pp. 31-54 Downloads
Melissa B. Frye
Competition For Board Seats Following Stock‐For‐Stock Mergers pp. 55-73 Downloads
Wallace N. Davidson, Sameh Sakr and Yixi Ning
Decimals And Liquidity: A Study Of The Nyse pp. 75-94 Downloads
Sugato Chakravarty, Robert A. Wood and Robert A. Van Ness
Contagion in financial markets after September 11: myth or reality? pp. 95-114 Downloads
Mark Hon, Jack Strauss and Soo‐Keong Yong
The Evolution Of Bank Resolution Policies In Japan: Evidence From Market Equity Values pp. 115-132 Downloads
Mark Spiegel and Nobuyoshi Yamori
Syndicated Loan Announcements and Borrower Value pp. 133-141 Downloads
Dominic Gasbarro, Kim‐Song Le, Robert G. Schwebach and J. Kenton Zumwalt
Optionality and Daily Dynamics of Convenience Yield Behavior: An Empirical Analysis pp. 143-158 Downloads
Ahmet E. Kocagil
Book Review pp. 159-159 Downloads
William T. Moore
Page updated 2020-02-23