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 32, issue 4, 2009

PRIVATE BENEFITS: OWNERSHIP VERSUS CONTROL pp. 365-393

Joon Ho Hwang and Bill Hu

DO MULTIPLE LARGE SHAREHOLDERS PLAY A CORPORATE GOVERNANCE ROLE? EVIDENCE FROM EAST ASIA pp. 395-422

Najah Attig, Sadok El Ghoul and Omrane Guedhami

CONVERTIBLE DEBT AND RISK‐SHIFTING INCENTIVES pp. 423-447

Assaf Eisdorfer

BACKDATING AND DIRECTOR INCENTIVES: MONEY OR REPUTATION? pp. 449-477

Kristina Minnick and Mengxin Zhao

KEIRETSU AFFILIATION AND STOCK‐MARKET‐DRIVEN ACQUISITIONS pp. 479-503

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

Wing Chan, Ranjini Jha and Madhu Kalimipalli

TRADER EXPLOITATION OF ORDER FLOW INFORMATION DURING THE LTCM CRISIS pp. 261-284

Fang Cai

TIME VARIABILITY IN MARKET RISK AVERSION pp. 285-307

Dave Berger and H. J. Turtle

SLIPPAGE AND THE CHOICE OF MARKET OR LIMIT ORDERS IN FUTURES TRADING pp. 309-335

Scott Brown, Timothy Koch and Eric Powers

INTERNALIZATION AND MARKET QUALITY: AN EMPIRICAL INVESTIGATION pp. 337-363

Norris L. Larrymore and Albert J. Murphy

Volume 32, issue 2, 2009

MUTUAL FUND DAILY CONDITIONAL PERFORMANCE pp. 95-122

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

Zacharias Sautner and Martin Weber

WHY MOST FIRMS CHOOSE LINEAR HEDGING STRATEGIES pp. 157-167

Dennis Frestad

DOES PRIVATIZATION FOSTER CHANGES IN THE QUALITY OF LEGAL INSTITUTIONS? pp. 169-197

Narjess Boubakri, Jean‐Claude Cosset and Houcem Smaoui

TAKEOVER EXPOSURE, AGENCY, AND THE CHOICE BETWEEN PRIVATE AND PUBLIC DEBT pp. 199-230

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

Benjamin Blau, Bonnie F. Van Ness and Robert A. Van Ness

INDUSTRY PROSPECTS AND ACQUIRER RETURNS IN DIVERSIFYING TAKEOVERS pp. 23-51

Husayn Shahrur and Anand Venkateswaran

INVESTORS ADJUST EXPECTATIONS AROUND SELL‐SIDE ANALYST REVISIONS IN IPO RECOMMENDATIONS pp. 53-70

Deepika Bagchee

HEDGE FUND SURVIVAL: NON‐NORMAL RETURNS, CAPITAL OUTFLOWS, AND LIQUIDITY pp. 71-93

Naohiko Baba and Hiromichi Goko

Volume 31, issue 4, 2008

ANALYST REPUTATION, DEALER AFFILIATION, AND MARKET MAKING pp. 301-332

Mingsheng Li and Xin Zhao

CLUSTERED SYNERGIES IN THE TAKEOVER MARKET pp. 333-356

Jeff Madura and Thanh Ngo

MONETARY POLICY INDICATORS AS PREDICTORS OF STOCK RETURNS pp. 357-379

David Becher, Gerald R. Jensen and Jeffrey M. Mercer

ADAPTIVE MESH MODELING AND BARRIER OPTION PRICING UNDER A JUMP‐DIFFUSION PROCESS pp. 381-408

Michael Albert, Jason Fink and Kristin E. Fink

Volume 31, issue 3, 2008

UNITARY BOARDS AND MUTUAL FUND GOVERNANCE pp. 193-224

Sophie Xiaofei Kong and Dragon Yongjun Tang

INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD pp. 225-246

Bart Frijns, Aaron Gilbert and Alireza Tourani‐Rad

INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E‐MINI INDEX FUTURES pp. 247-270

Alexander Kurov

ROBUSTNESS OF THE HEADQUARTERS‐CITY EFFECT ON STOCK RETURNS pp. 271-300

Christopher W. Anderson and Eli Beracha

Volume 31, issue 2, 2008

MANAGERIAL OWNERSHIP, TAKEOVER DEFENSES, AND DEBT FINANCING pp. 85-112

Şenay Ağca and Sattar A. Mansi

ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET pp. 113-140

Charles Cao, Oliver Hansch and Xiaoxin Wang

STOCK MARKET REACTION TO GOOD AND BAD INFLATION NEWS pp. 141-166

Johan Knif, James Kolari and Seppo Pynnönen

LEGAL ENVIRONMENT, INTERNALIZATION, AND U.S. ACQUIRER GAINS IN FOREIGN TAKEOVERS pp. 167-191

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

Robert Faff, Daniel Mulino and Daniel Chai

LIQUIDITY COMMONALITY BEYOND BEST PRICES pp. 25-40

Alexander Kempf and Daniel Mayston

THE INVESTMENT OPPORTUNITY SET AND ITS PROXY VARIABLES pp. 41-63

Tim Adam and Vidhan Goyal

GLAMOUR VERSUS VALUE: TRADING BEHAVIOR OF INSTITUTIONS AND INDIVIDUAL INVESTORS pp. 65-84

Vivek Sharma, Jungshik Hur and Heiwai Lee

Volume 30, issue 4, 2007

ON THE INFORMATIONAL EFFECT OF SHORT‐SALES CONSTRAINTS: EVIDENCE FROM THE TOKYO STOCK EXCHANGE pp. 455-471

Naoto Isaka

AGENCY CONFLICTS IN DELEGATED PORTFOLIO MANAGEMENT: EVIDENCE FROM NAMESAKE MUTUAL FUNDS pp. 473-494

Stephen P. Ferris and Xuemin (Sterling) Yan

EXTENSIONS OF THE STANDARDIZED CROSS‐SECTIONAL APPROACH TO SHORT‐HORIZON EVENT STUDIES pp. 495-513

Ronald Bremer and Zhaohui Zhang

MUTUAL FUND TRADES: ASYMMETRIC LIQUIDITY PREFERENCES AND FUND PERFORMANCE pp. 515-532

Alex Clarke, Grant Cullen and Dominic Gasbarro

FURTHER EVIDENCE ON INSIDER TRADING AND THE MERITS OF SECURITIES CLASS ACTIONS pp. 533-545

Zahid Iqbal, Shekar Shetty and Kun Wang

Volume 30, issue 3, 2007

EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK pp. 335-353

Charlie X. Cai, Robert Faff, David Hillier and Suleiman Mohamed

SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? pp. 355-377

Susan Thorp and George Milunovich

LIQUIDITY AND ASSET PRICING UNDER THE THREE‐MOMENT CAPM PARADIGM pp. 379-398

Duong Nguyen, Suchismita Mishra, Arun Prakash and Dilip K. Ghosh

MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS pp. 399-413

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

Pinghsun Huang, Harley E. Ryan and Roy A. Wiggins

SHORT‐MATURITY OPTIONS AND JUMP MEMORY pp. 437-454

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

Nobuyuki Isagawa

DO DEALERS INFER INFORMATION FROM ORDER FLOW? pp. 181-200

Bidisha Chakrabarty

FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE pp. 201-215

Charles Corrado and Cameron Truong

DOES VOLATILITY DECREASE AFTER REVERSE STOCK SPLITS? pp. 217-235

Jennifer Koski

THE SLOPE OF THE TERM STRUCTURE OF CREDIT SPREADS: AN EMPIRICAL INVESTIGATION pp. 237-257

Mascia Bedendo, Lara Cathcart and Lina El‐Jahel

CEO EQUITY PORTFOLIO INCENTIVES AND LAYOFF DECISIONS pp. 259-281

Jeffrey T. Brookman, Saeyoung Chang and Craig G. Rennie

MACROECONOMIC NEWS AND STOCK MARKET CALENDAR AND WEATHER ANOMALIES pp. 283-300

Jeffrey R. Gerlach

STOCK MARKET REACTION TO ANTICIPATED VERSUS SURPRISE RATING CHANGES pp. 301-320

Lynnette D. Purda

CONCENTRATED OPENING VOLUME: MARKET CLOSURE OR STRATEGIC TRADING? pp. 321-334

Ebenezer Asem

Volume 30, issue 1, 2007

ANALYST BEHAVIOR SURROUNDING TENDER OFFER ANNOUNCEMENTS pp. 1-19

Daniel J. Bradley, Angela Morgan and Jack G. Wolf

CAPITAL STRUCTURE, SHAREHOLDER RIGHTS, AND CORPORATE GOVERNANCE pp. 21-33

Pornsit Jiraporn and Kimberly C. Gleason

ABNORMAL PERFORMANCE IN SMALL PORTFOLIOS WITH EVENT‐INDUCED VOLATILITY: THE CASE OF STOCK SPLITS pp. 35-52

J. Samuel Baixauli

WHAT'S IN A NICKNAME? PRICE AND VOLUME EFFECTS OF A PURE TICKER SYMBOL CHANGE pp. 53-71

Palani‐Rajan Kadapakkam and Lalatendu Misra

RULE CHANGES AND UNCERTAINTY IN DISCRIMINATORY AND UNIFORM PRICE AUCTIONS pp. 73-90

Jaclyn Beierlein and Hideaki Kiyoshi Kato

THE IMPORTANCE OF LIQUIDITY AS A FACTOR IN ASSET PRICING pp. 91-109

Marvin A. Keene and David R. Peterson

APPLICABILITY OF THE FAMA‐FRENCH THREE‐FACTOR MODEL IN FORECASTING PORTFOLIO RETURNS pp. 111-127

Ou Hu

FOREIGN INVESTOR PARTICIPATION IN PRIVATIZATIONS: DOES THE INSTITUTIONAL ENVIRONMENT MATTER? pp. 129-146

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

Aigbe Akhigbe, Jeff Madura and Anna D. Martin