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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 ().

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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 Downloads
Naoto Isaka
AGENCY CONFLICTS IN DELEGATED PORTFOLIO MANAGEMENT: EVIDENCE FROM NAMESAKE MUTUAL FUNDS pp. 473-494 Downloads
Stephen P. Ferris and Xuemin (Sterling) Yan
EXTENSIONS OF THE STANDARDIZED CROSS‐SECTIONAL APPROACH TO SHORT‐HORIZON EVENT STUDIES pp. 495-513 Downloads
Ronald Bremer and Zhaohui Zhang
MUTUAL FUND TRADES: ASYMMETRIC LIQUIDITY PREFERENCES AND FUND PERFORMANCE pp. 515-532 Downloads
Alex Clarke, Grant Cullen and Dominic Gasbarro
FURTHER EVIDENCE ON INSIDER TRADING AND THE MERITS OF SECURITIES CLASS ACTIONS pp. 533-545 Downloads
Zahid Iqbal, Shekar Shetty and Kun Wang

Volume 30, issue 3, 2007

EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK pp. 335-353 Downloads
Charlie X. Cai, Robert Faff, David Hillier and Suleiman Mohamed
SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? pp. 355-377 Downloads
Susan Thorp and George Milunovich
LIQUIDITY AND ASSET PRICING UNDER THE THREE‐MOMENT CAPM PARADIGM pp. 379-398 Downloads
Duong Nguyen, Suchismita Mishra, Arun Prakash and Dilip K. Ghosh
MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS pp. 399-413 Downloads
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 Downloads
Pinghsun Huang, Harley E. Ryan and Roy A. Wiggins
SHORT‐MATURITY OPTIONS AND JUMP MEMORY pp. 437-454 Downloads
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 Downloads
Nobuyuki Isagawa
DO DEALERS INFER INFORMATION FROM ORDER FLOW? pp. 181-200 Downloads
Bidisha Chakrabarty
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE pp. 201-215 Downloads
Charles Corrado and Cameron Truong
DOES VOLATILITY DECREASE AFTER REVERSE STOCK SPLITS? pp. 217-235 Downloads
Jennifer Koski
THE SLOPE OF THE TERM STRUCTURE OF CREDIT SPREADS: AN EMPIRICAL INVESTIGATION pp. 237-257 Downloads
Mascia Bedendo, Lara Cathcart and Lina El‐Jahel
CEO EQUITY PORTFOLIO INCENTIVES AND LAYOFF DECISIONS pp. 259-281 Downloads
Jeffrey T. Brookman, Saeyoung Chang and Craig G. Rennie
MACROECONOMIC NEWS AND STOCK MARKET CALENDAR AND WEATHER ANOMALIES pp. 283-300 Downloads
Jeffrey R. Gerlach
STOCK MARKET REACTION TO ANTICIPATED VERSUS SURPRISE RATING CHANGES pp. 301-320 Downloads
Lynnette D. Purda
CONCENTRATED OPENING VOLUME: MARKET CLOSURE OR STRATEGIC TRADING? pp. 321-334 Downloads
Ebenezer Asem

Volume 30, issue 1, 2007

ANALYST BEHAVIOR SURROUNDING TENDER OFFER ANNOUNCEMENTS pp. 1-19 Downloads
Daniel J. Bradley, Angela Morgan and Jack G. Wolf
CAPITAL STRUCTURE, SHAREHOLDER RIGHTS, AND CORPORATE GOVERNANCE pp. 21-33 Downloads
Pornsit Jiraporn and Kimberly C. Gleason
ABNORMAL PERFORMANCE IN SMALL PORTFOLIOS WITH EVENT‐INDUCED VOLATILITY: THE CASE OF STOCK SPLITS pp. 35-52 Downloads
J. Samuel Baixauli
WHAT'S IN A NICKNAME? PRICE AND VOLUME EFFECTS OF A PURE TICKER SYMBOL CHANGE pp. 53-71 Downloads
Palani‐Rajan Kadapakkam and Lalatendu Misra
RULE CHANGES AND UNCERTAINTY IN DISCRIMINATORY AND UNIFORM PRICE AUCTIONS pp. 73-90 Downloads
Jaclyn Beierlein and Hideaki Kiyoshi Kato
THE IMPORTANCE OF LIQUIDITY AS A FACTOR IN ASSET PRICING pp. 91-109 Downloads
Marvin A. Keene and David R. Peterson
APPLICABILITY OF THE FAMA‐FRENCH THREE‐FACTOR MODEL IN FORECASTING PORTFOLIO RETURNS pp. 111-127 Downloads
Ou Hu
FOREIGN INVESTOR PARTICIPATION IN PRIVATIZATIONS: DOES THE INSTITUTIONAL ENVIRONMENT MATTER? pp. 129-146 Downloads
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 Downloads
Aigbe Akhigbe, Jeff Madura and Anna D. Martin

Volume 29, issue 4, 2006

MOMENTUM: DOES THE DATABASE MAKE A DIFFERENCE? pp. 441-462 Downloads
Bidisha Chakrabarty and Charles Trzcinka
INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE! pp. 463-479 Downloads
Ozgur S. Ince and R. Burt Porter
THE INFORMATIONAL ROLE OF BANK LOAN RATINGS pp. 481-501 Downloads
Ha‐Chin Yi and Donald J. Mullineaux
THE USE OF ACQUISITIONS AND JOINT VENTURES BY U.S. BANKS EXPANDING ABROAD pp. 503-522 Downloads
Kimberly C. Gleason, Ike Mathur and Roy A. Wiggins
THE INTERACTION OF MONETARY POLICY AND STOCK RETURNS pp. 523-535 Downloads
William Crowder
VALUATION OF EVENT‐CONTINGENT OPTIONS pp. 537-557 Downloads
António Câmara
SUBORDINATED BINOMIAL OPTION PRICING pp. 559-573 Downloads
Carolyn W. Chang, Jack S. K. Chang and Yisong Sam Tian
ARE TREASURY INFLATION PROTECTED SECURITIES REALLY TAX DISADVANTAGED? pp. 575-592 Downloads
Scott Hein and Jeffrey M. Mercer
SECONDARY MORTGAGE MARKET PURCHASE COMMITMENT YIELDS pp. 593-608 Downloads
Andrea J. Heuson, Adam Schwartz and V. Carlos Slawson
PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES pp. 609-622 Downloads
Jinliang Li and Jeffery A. Born

Volume 29, issue 3, 2006

MARKET TIMING IN REGRESSIONS AND REALITY pp. 293-304 Downloads
Kenneth L. Fisher and Meir Statman
EVIDENCE ON THE COMPENSATION OF PORTFOLIO MANAGERS pp. 305-324 Downloads
Heber Farnsworth and Jonathan Taylor
WINDOW DRESSING IN BOND MUTUAL FUNDS pp. 325-347 Downloads
Matthew R. Morey and Edward S. O'Neal
MUTUAL FUND PERFORMANCE PERSISTENCE AND COMPETITION: A CROSS‐SECTOR ANALYSIS pp. 349-366 Downloads
Aneel Keswani and David Stolin
A SPECIALIST'S QUOTED DEPTH AS A STRATEGIC CHOICE VARIABLE: AN APPLICATION TO SPREAD DECOMPOSITION MODELS pp. 367-382 Downloads
Cecilia Caglio and Kenneth A. Kavajecz
ARE PRICE LIMITS EFFECTIVE? EVIDENCE FROM THE ISTANBUL STOCK EXCHANGE pp. 383-403 Downloads
Recep Bildik and Güzhan Gülay
THE DYNAMICS OF BOND YIELD SPREADS AROUND RATING REVISION DATES pp. 405-420 Downloads
Roy Batchelor and Katiuscia Manzoni
CREDIT SPREADS AND THE ZERO‐COUPON TREASURY SPOT CURVE pp. 421-439 Downloads
Nicolas Papageorgiou and Frank S. Skinner

Volume 29, issue 2, 2006

COSTS OF FINANCIAL DISTRESS AND INTEREST COVERAGE RATIOS pp. 147-162 Downloads
Michael Dothan
RELATIONSHIPS AND UNDERWRITER SPREADS IN THE EUROBOND FLOATING RATE NOTE MARKET pp. 163-180 Downloads
Michael G. Kollo and Ian G. Sharpe
INDUSTRY EFFECTS OF ANALYST STOCK REVISIONS pp. 181-198 Downloads
Aigbe Akhigbe, Jeff Madura and Melinda Newman
DIRECT EVIDENCE ON THE MARKET‐DRIVEN ACQUISITION THEORY pp. 199-216 Downloads
James S. Ang and Yingmei Cheng
INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS pp. 217-234 Downloads
David Michayluk and Karyn L. Neuhauser
MUTUAL FUND MORTALITY, 12B‐1 FEES, AND THE NET EXPENSE RATIO pp. 235-252 Downloads
William P. Dukes, Philip C. English and Sean M. Davis
MARKET EXPECTATIONS AND THE VALUATION EFFECTS OF EQUITY ISSUANCE pp. 253-269 Downloads
Aigbe Akhigbe, Melinda Newman and Assem Safieddine
THE EFFECTS OF BANK CONSOLIDATION ON RISK CAPITAL ALLOCATION AND MARKET LIQUIDITY pp. 271-291 Downloads
Chris D'Souza and Alexandra Lai

Volume 29, issue 1, 2006

ARE COMMON STOCKS A HEDGE AGAINST INFLATION? pp. 1-19 Downloads
Kul Luintel and Krishna Paudyal
INTANGIBLE ASSETS, BOOK‐TO‐MARKET, AND COMMON STOCK RETURNS pp. 21-41 Downloads
James M. Nelson
TESTING THE NET BUYING PRESSURE HYPOTHESIS DURING THE ASIAN FINANCIAL CRISIS: EVIDENCE FROM HANG SENG INDEX OPTIONS pp. 43-62 Downloads
Kam C. Chan, Louis T. W. Cheng and Peter P. Lung
SECURITIES PRICE EFFECTS OF UNIONIZATION LEGISLATION pp. 63-78 Downloads
Vic Naiker and Farshid Navissi
IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY pp. 79-93 Downloads
Weiyu Guo and Mark Wohar
ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY pp. 95-112 Downloads
Charles Corrado and Thomas W. Miller
DIVERGENCE OF OPINION AND LONG‐TERM PERFORMANCE OF INITIAL PUBLIC OFFERINGS pp. 113-129 Downloads
Yan Gao, Connie X. Mao and Rui Zhong
DAY‐END EFFECT ON THE PARIS BOURSE pp. 131-146 Downloads
David Michayluk and Gary C. Sanger
Page updated 2025-06-05