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 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

Laurent Bodson, Alain Coën and Georges Hübner

REGULAR(IZED) HEDGE FUND CLONES pp. 223-247

Daniel Giamouridis and Sandra Paterlini

MUTUAL FUNDS SELECTION BASED ON FUNDS CHARACTERISTICS pp. 249-265

Diana P. Budiono and Martin Martens

DEBT FORGIVENESS AND STOCK PRICE REACTION OF LENDING BANKS: THEORY AND EVIDENCE FROM JAPAN pp. 267-287

Nobuyuki Isagawa, Satoru Yamaguchi and Tadayasu Yamashita

STATE DEPENDENCY OF BANK STOCK REACTION TO FEDERAL FUNDS RATE TARGET CHANGES pp. 289-315

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

Choong Tze Chua, Jeremy Goh and Zhe Zhang

RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS pp. 125-151

Leonidas Rompolis and Elias Tzavalis

TRADING‐VOLUME SHOCKS AND STOCK RETURNS: AN EMPIRICAL ANALYSIS pp. 153-177

Zhaodan Huang and James B. Heian

ON THE ROBUSTNESS OF RANGE‐BASED VOLATILITY ESTIMATORS pp. 179-199

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

Ilias Tsiakas

DYNAMIC ORDER SUBMISSION AND HERDING BEHAVIOR IN ELECTRONIC TRADING pp. 27-43

Wing Lon Ng

SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY pp. 45-75

David Abad and Roberto Pascual

OPTIMAL PORTFOLIO SELECTION WITH A SHORTFALL PROBABILITY CONSTRAINT: EVIDENCE FROM ALTERNATIVE DISTRIBUTION FUNCTIONS pp. 77-102

Yalcin Akcay and Atakan Yalcin

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