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 27, issue 4, 2004

MODELS OF STOCK MARKET PREDICTABILITY pp. 449-459

Burton G. Malkiel

CAN INEFFICIENT TRADERS CREATE VALUE? pp. 461-479

C. N. V. Krishnan

FINANCIAL CONTRACTING BETWEEN MANAGERS AND VENTURE CAPITALISTS: THE ROLE OF VALUE‐ADDED SERVICES, REPUTATION SEEKING, AND BARGAINING POWER pp. 481-495

Richard Fairchild

PRICE AND QUANTITY QUOTES ON NASDAQ: A STUDY OF DEALER QUOTATION BEHAVIOR pp. 497-519

Kee H. Chung and Xin Zhao

THE PRICING OF EQUITY CARVE‐OUTS DURING THE 1990s pp. 521-537

Karen M. Hogan and Gerard T. Olson

UNDERWRITER REPUTATION AND AFTERMARKET PERFORMANCE OF CLOSED‐END FUNDS pp. 539-557

Lena Chua Booth

THE WEALTH EFFECTS OF TRACKING STOCK RESTRUCTURINGS pp. 559-583

Matthew T. Billett and Anand M. Vijh

ANALYZING STOCK MARKET VOLATILITY USING EXTREME‐DAY MEASURES pp. 585-601

Charles P. Jones, Mark D. Walker and Jack W. Wilson

BOOK REVIEW pp. 603-604

Ray R. Sturm

Volume 27, issue 3, 2004

TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION pp. 309-328

Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness

WARRANT PRICING USING OBSERVABLE VARIABLES pp. 329-339

Andrey D. Ukhov

THE FAMA‐FRENCH MODEL, LEVERAGE, AND THE MODIGLIANI‐MILLER PROPOSITIONS pp. 341-349

Martin Lally

ALL THINGS CONSIDERED, TAXES DRIVE THE JANUARY EFFECT pp. 351-372

Honghui Chen and Vijay Singal

MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD pp. 373-391

Wei (Wendy) Liu, Bruce Resnick and Gary Shoesmith

ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS pp. 393-413

Warren G. Dean and Robert Faff

WHEN‐ISSUED SHARES, SMALL TRADES, AND THE VARIANCE OF RETURNS AROUND STOCK SPLITS pp. 415-433

James Angel, Raymond M. Brooks and Prem G. Mathew

THE GRAMM‐LEACH‐BLILEY ACT OF 1999: RISK IMPLICATIONS FOR THE FINANCIAL SERVICES INDUSTRY pp. 435-446

Aigbe Akhigbe and Ann Marie Whyte

BOOK REVIEW pp. 447-448

Yaman Ömer Erzurumlu

Volume 27, issue 2, 2004

Do Demand Curves for Small Stocks Slope Down? pp. 161-178

Ernest N. Biktimirov, Arnold Cowan and Bradford Jordan

Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention pp. 179-197

Kalok Chan, Yue‐Cheong Chan and Wai‐Ming Fong

Board Composition And Corporate Use Of Interest Rate Derivatives pp. 199-216

Kenneth A. Borokhovich, Kelly R. Brunarski, Claire E. Crutchley and Betty Simkins

Unit Ipos: The Who, When, And Why Of Warrant Amendment pp. 217-233

Jacqueline L. Garner and Beverly B. Marshall

Does Information Asymmetry Explain The Diversification Discount? pp. 235-249

Ronald W. Best, Charles W. Hodges and Bing‐Xuan Lin

Convexity: A Comparison And Reconciliation Of Its Different Forms pp. 251-272

Louis D'Antonio and Thomas J. Cook

Anomalies: Is it the Economy? pp. 273-287

TeWhan Hahn, Michele O'Neill and Mario G. Reyes

Performance Evaluation Of U.K. Unit Trusts Within The Stochastic Discount Factor Framework pp. 289-306

Jonathan Fletcher and David N. Forbes

Book Review pp. 307-308

J. Edward Graham

Volume 27, issue 1, 2004

Relational Investing And Firm Performance pp. 1-30

Sanjai Bhagat, Bernard Black and Margaret Blair

Equity‐Based Compensation for Employees: Firm Performance and Determinants pp. 31-54

Melissa B. Frye

Competition For Board Seats Following Stock‐For‐Stock Mergers pp. 55-73

Wallace N. Davidson, Sameh Sakr and Yixi Ning

Decimals And Liquidity: A Study Of The Nyse pp. 75-94

Sugato Chakravarty, Robert A. Wood and Robert A. Van Ness

Contagion in financial markets after September 11: myth or reality? pp. 95-114

Mark Hon, Jack Strauss and Soo‐Keong Yong

The Evolution Of Bank Resolution Policies In Japan: Evidence From Market Equity Values pp. 115-132

Mark Spiegel and Nobuyoshi Yamori

Syndicated Loan Announcements and Borrower Value pp. 133-141

Dominic Gasbarro, Kim‐Song Le, Robert G. Schwebach and J. Kenton Zumwalt

Optionality and Daily Dynamics of Convenience Yield Behavior: An Empirical Analysis pp. 143-158

Ahmet E. Kocagil

Book Review pp. 159-159

William T. Moore

Volume 26, issue 4, 2003

The Information Content Of Calls Of Debt: Evidence From Long‐Run Stock Returns pp. 421-447

John Affleck‐Graves and Robert E. Miller

The Market's Differential Reactions to Forward‐Looking and Backward‐Looking Dividend Changes pp. 449-468

Bong‐Soo Lee and Nairong Allen Yan

The Operating Performance of Firms that Switch Their Stock Listings pp. 469-486

George J. Papaioannou, Nickolaos G. Travlos and K. G. Viswanathan

The Announcement Effects of U.S. versus non‐U.S. Bank Mergers: Do They Differ? pp. 487-500

Gayle L. DeLong

The Effect Of International Acquisitions on Firm Leverage pp. 501-515

Imed Chkir and Jean‐Claude Cosset

A Comparison of Underwriting Costs of Initial Public Offerings by Investment and Commercial Banks pp. 517-534

Paige Fields, Donald Fraser and Rahul Bhargava

Will Any q Do? pp. 535-551

Peter J. DaDalt, Jeffrey R. Donaldson and Jacqueline L. Garner

Cash Flow Immediacy and the Value of Investment Timing pp. 553-570

Glenn Boyle and Graeme Guthrie

Volume 26, issue 3, 2003

Equity Market Liberalization in Emerging Markets pp. 275-299

Geert Bekaert, Campbell Harvey and Christian Lundblad

Competition For Order Flow, Market Quality, And Price Discovery In The Nasdaq 100 Index Tracking Stock pp. 301-318

Yiuman Tse and Grigori Erenburg

The Effects of Unanticipated Macroeconomic News on Debt Markets pp. 319-339

Rohan Christie‐David, Mukesh Chaudhry and James T. Lindley

Ceo Compensation And The Transformation Of Banking pp. 341-354

Maretno A. Harjoto and Donald J. Mullineaux

The Effect Of Stock Splits On Liquidity And Excess Returns: Evidence From Shareholder Ownership Composition pp. 355-370

Patrick Dennis and Deon Strickland

Do Emerging Market Firms Follow Different Dividend Policies From U.S. Firms? pp. 371-387

Varouj Aivazian, Laurence Booth and Sean Cleary

Nonlinear Drift And Stochastic Volatility: An Empirical Investigation Of Short‐Term Interest Rate Models pp. 389-404

Licheng Sun

Membership On Editorial Boards And Finance Department Rankings pp. 405-420

Kam C. Chan and Robert C. W. Fok

Volume 26, issue 2, 2003

Option Pricing Bounds: Synthesis And Extension pp. 149-164

Ricardo J. Rodriguez

Event‐Induced Volatility and Tests for Abnormal Performance pp. 165-178

Robert Savickas

Systematic Risk and Revenue Volatility pp. 179-189

Harry F. Griffin and Michael T. Dugan

Intraday Variation in the Bid‐Ask Spread: Evidence after the Market Reform pp. 191-206

Kee H. Chung and Xin Zhao

The Post‐Reform Bid‐Ask Spread Disparity between Nasdaq and the NYSE pp. 207-224

Yan He and Chunchi Wu

The Nasdaq‐Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms pp. 225-242

Travis R. A. Sapp and Xuemin (Sterling) Yan

An Analysis of Closed‐end Fund Seasoned Equity Offerings pp. 243-257

Eric James Higgins, Shawn Howton and Shelly Howton

The Determinants of Conditional Autocorrelation in Stock Returns pp. 259-274

Michael D. McKenzie and Robert Faff

Volume 26, issue 1, 2003

Do Female Mutual Fund Managers Manage Differently? pp. 1-18

Stanley M. Atkinson, Samantha Boyce Baird and Melissa B. Frye

Regulation And The Rise In Asset‐Based Mutual Fund Management Fees pp. 19-30

Joseph Golec

Deciphering the Motives for Equity Carve‐Outs pp. 31-50

Eric A. Powers

Dividend Omissions and Intraindustry Information Transfers pp. 51-64

Gary L. Caton, Jeremy Goh and Ninon Kohers

Order Imbalance on Ex‐Dividend Days pp. 65-75

Keith Jakob and Tongshu Ma

Price Discovery Between Informationally Linked Markets During Different Trading Phases pp. 77-95

Allan Hodgson, Abul Masih and Rumi Masih

The Intraday Relation between NYSE and CBOE Prices pp. 97-112

Brian C. Hatch

What Drives Stock Price Behavior Following Extreme One‐Day Returns pp. 113-127

Stephen J. Larson and Jeff Madura

A Duration Model For Defaultable Bonds pp. 129-146

Gady Jacoby

Book Review pp. 147-147

Rohan Christie‐David