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. Bibliographic data for series maintained by Wiley Content Delivery (). Access Statistics for this journal.
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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
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