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 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

Volume 29, issue 4, 2006

MOMENTUM: DOES THE DATABASE MAKE A DIFFERENCE? pp. 441-462

Bidisha Chakrabarty and Charles Trzcinka

INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE! pp. 463-479

Ozgur S. Ince and R. Burt Porter

THE INFORMATIONAL ROLE OF BANK LOAN RATINGS pp. 481-501

Ha‐Chin Yi and Donald J. Mullineaux

THE USE OF ACQUISITIONS AND JOINT VENTURES BY U.S. BANKS EXPANDING ABROAD pp. 503-522

Kimberly C. Gleason, Ike Mathur and Roy A. Wiggins

THE INTERACTION OF MONETARY POLICY AND STOCK RETURNS pp. 523-535

William Crowder

VALUATION OF EVENT‐CONTINGENT OPTIONS pp. 537-557

António Câmara

SUBORDINATED BINOMIAL OPTION PRICING pp. 559-573

Carolyn W. Chang, Jack S. K. Chang and Yisong Sam Tian

ARE TREASURY INFLATION PROTECTED SECURITIES REALLY TAX DISADVANTAGED? pp. 575-592

Scott Hein and Jeffrey M. Mercer

SECONDARY MORTGAGE MARKET PURCHASE COMMITMENT YIELDS pp. 593-608

Andrea J. Heuson, Adam Schwartz and V. Carlos Slawson

PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES pp. 609-622

Jinliang Li and Jeffery A. Born

Volume 29, issue 3, 2006

MARKET TIMING IN REGRESSIONS AND REALITY pp. 293-304

Kenneth L. Fisher and Meir Statman

EVIDENCE ON THE COMPENSATION OF PORTFOLIO MANAGERS pp. 305-324

Heber Farnsworth and Jonathan Taylor

WINDOW DRESSING IN BOND MUTUAL FUNDS pp. 325-347

Matthew R. Morey and Edward S. O'Neal

MUTUAL FUND PERFORMANCE PERSISTENCE AND COMPETITION: A CROSS‐SECTOR ANALYSIS pp. 349-366

Aneel Keswani and David Stolin

A SPECIALIST'S QUOTED DEPTH AS A STRATEGIC CHOICE VARIABLE: AN APPLICATION TO SPREAD DECOMPOSITION MODELS pp. 367-382

Cecilia Caglio and Kenneth A. Kavajecz

ARE PRICE LIMITS EFFECTIVE? EVIDENCE FROM THE ISTANBUL STOCK EXCHANGE pp. 383-403

Recep Bildik and Güzhan Gülay

THE DYNAMICS OF BOND YIELD SPREADS AROUND RATING REVISION DATES pp. 405-420

Roy Batchelor and Katiuscia Manzoni

CREDIT SPREADS AND THE ZERO‐COUPON TREASURY SPOT CURVE pp. 421-439

Nicolas Papageorgiou and Frank S. Skinner

Volume 29, issue 2, 2006

COSTS OF FINANCIAL DISTRESS AND INTEREST COVERAGE RATIOS pp. 147-162

Michael Dothan

RELATIONSHIPS AND UNDERWRITER SPREADS IN THE EUROBOND FLOATING RATE NOTE MARKET pp. 163-180

Michael G. Kollo and Ian G. Sharpe

INDUSTRY EFFECTS OF ANALYST STOCK REVISIONS pp. 181-198

Aigbe Akhigbe, Jeff Madura and Melinda Newman

DIRECT EVIDENCE ON THE MARKET‐DRIVEN ACQUISITION THEORY pp. 199-216

James S. Ang and Yingmei Cheng

INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS pp. 217-234

David Michayluk and Karyn L. Neuhauser

MUTUAL FUND MORTALITY, 12B‐1 FEES, AND THE NET EXPENSE RATIO pp. 235-252

William P. Dukes, Philip C. English and Sean M. Davis

MARKET EXPECTATIONS AND THE VALUATION EFFECTS OF EQUITY ISSUANCE pp. 253-269

Aigbe Akhigbe, Melinda Newman and Assem Safieddine

THE EFFECTS OF BANK CONSOLIDATION ON RISK CAPITAL ALLOCATION AND MARKET LIQUIDITY pp. 271-291

Chris D'Souza and Alexandra Lai

Volume 29, issue 1, 2006

ARE COMMON STOCKS A HEDGE AGAINST INFLATION? pp. 1-19

Kul Luintel and Krishna Paudyal

INTANGIBLE ASSETS, BOOK‐TO‐MARKET, AND COMMON STOCK RETURNS pp. 21-41

James M. Nelson

TESTING THE NET BUYING PRESSURE HYPOTHESIS DURING THE ASIAN FINANCIAL CRISIS: EVIDENCE FROM HANG SENG INDEX OPTIONS pp. 43-62

Kam C. Chan, Louis T. W. Cheng and Peter P. Lung

SECURITIES PRICE EFFECTS OF UNIONIZATION LEGISLATION pp. 63-78

Vic Naiker and Farshid Navissi

IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY pp. 79-93

Weiyu Guo and Mark Wohar

ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY pp. 95-112

Charles Corrado and Thomas W. Miller

DIVERGENCE OF OPINION AND LONG‐TERM PERFORMANCE OF INITIAL PUBLIC OFFERINGS pp. 113-129

Yan Gao, Connie X. Mao and Rui Zhong

DAY‐END EFFECT ON THE PARIS BOURSE pp. 131-146

David Michayluk and Gary C. Sanger