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Journal of Financial Research

1978 - 2019

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 22, issue 4, 1999

LETTER FROM THE EDITORS pp. ii-ii Downloads
Robert Hansen and Arthur J. Keown
RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS pp. 371-383 Downloads
Terrance Grieb and Mario G. Reyes
AN EMPIRICAL EXAMINATION OF FINANCIAL LIBERALIZATION AND THE EFFICIENCY OF EMERGING MARKET STOCK PRICES pp. 385-411 Downloads
Hiroyuki Kawakatsu and Matthew R. Morey
INFORMATION ASYMMETRY, MANAGEMENT CONTROL, AND METHOD OF PAYMENT IN ACQUISITIONS pp. 413-427 Downloads
Ken C. Yook, Partha Gangopadhyay and George M. McCabe
THE EFFECT OF INSTITUTIONAL INTEREST ON THE INFORMATION CONTENT OF DIVIDEND-CHANGE ANNOUNCEMENTS pp. 429-448 Downloads
Sadhana Alangar, Chenchuramaiah T. Bathala and Ramesh Rao
MARKET VOLATILITY AND PERVERSE TIMING PERFORMANCE OF MUTUAL FUND MANAGERS pp. 449-470 Downloads
David A. Volkman
LINEAR CONDITIONAL EXPECTATION, RETURN DISTRIBUTIONS, AND CAPITAL ASSET PRICING THEORIES pp. 471-487 Downloads
K. C. John Wei, Cheng F. Lee and Alice C. Lee
RECENT GROWTH IN NASDAQ TRADING VOLUME AND ITS RELATION TO MARKET VOLATILITY pp. 489-501 Downloads
Steven Freund and Gwendolyn P. Webb
FURTHER EVIDENCE ON DIVIDEND YIELDS AND THE EX-DIVIDEND DAY STOCK PRICE EFFECT pp. 503-514 Downloads
Ravinder K. Bhardwaj and LeRoy D. Brooks

Volume 22, issue 3, 1999

EVIDENCE OF MANAGERIAL TIMING: THE CASE OF EXCHANGE LISTINGS pp. 247-263 Downloads
Gwendolyn P. Webb
RISK PREFERENCES AND INFORMATION FLOWS IN RACETRACK BETTING MARKETS pp. 265-285 Downloads
Kenneth L. Rhoda, Gerard T. Olson and Jack M. Rappaport
LIQUIDITY AND TICK SIZE: DOES DECIMALIZATION MATTER? pp. 287-299 Downloads
Greg MacKinnon and Howard Nemiroff
ASSET-ALLOCATION DECISIONS WHEN RISK IS CHANGING pp. 301-315 Downloads
Elizabeth Sheedy, Robert Trevor and Justin Wood
ARE THE STRUCTURAL CHANGES IN MUTUAL FUNDS INVESTING DRIVING THE U.S. STOCK MARKET TO ITS CURRENT LEVELS? pp. 317-329 Downloads
Michael Mosebach and Mohammad Najand
ECONOMIES OF SCALE IN MUTUAL FUND ADMINISTRATION pp. 331-339 Downloads
David A. Latzko
BORROWING RELATIONSHIPS, MONITORING, AND THE INFLUENCE ON LOAN RATES pp. 341-352 Downloads
Manoj Athavale and Robert O. Edmister
ILLIQUIDITY RISK, PROJECT CHARACTERISTICS, AND THE OPTIMAL MATURITY OF CORPORATE DEBT pp. 353-370 Downloads
Sudipto Sarkar

Volume 22, issue 2, 1999

EXCHANGE LISTINGS AND DELISTINGS: THE ROLE OF INSIDER INFORMATION AND INSIDER TRADING pp. 131-146 Downloads
Asjeet S. Lamba and Walayet A. Khan
MARKET INTERPRETATION OF ISO 9000 REGISTRATION pp. 147-160 Downloads
Diane Scott Docking and Richard J. Dowen
HOW FIRM CHARACTERISTICS AFFECT CAPITAL STRUCTURE: AN INTERNATIONAL COMPARISON pp. 161-187 Downloads
John K. Wald
INTEREST RATE PARITY AND THE BEHAVIOR OF THE BID-ASK SPREAD pp. 189-206 Downloads
Henock Louis, Lloyd P. Blenman and Janet S. Thatcher
SHAREHOLDER-MANAGEMENT CONFLICT AND EVENT RISK COVENANTS pp. 207-225 Downloads
Greg Roth and Cynthia G. McDonald
BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT pp. 227-246 Downloads
Paul Brockman and Dennis Y. Chung

Volume 22, issue 1, 1999

THE CROSS‐AUTOCORRELATION OF SIZE‐BASED PORTFOLIO RETURNS IS NOT AN ARTIFACT OF PORTFOLIO AUTOCORRELATION pp. 1-13 Downloads
Terry Richardson and David R. Peterson
UNDERWRITING SPREADS AND REPUTATIONAL CAPITAL: AN ANALYSIS OF NEW CORPORATE SECURITIES pp. 15-28 Downloads
Kenneth A. Carow
INFORMATION TRANSMISSION IN THE SHANGHAI EQUITY MARKET pp. 29-45 Downloads
D. Michael Long, Janet D. Payne and Chenyang Feng
LIQUIDITY AND MATURITY EFFECTS AROUND NEWS RELEASES pp. 47-67 Downloads
Rohan Christie‐David and Mukesh Chaudhry
ON THE WEALTH EFFECTS OF THE SUPERVISORY GOODWILL CONTROVERSY pp. 69-81 Downloads
Leonard Bierman, Donald R. Fraser and Asghar Zardkoohi
INTERNATIONAL INVESTORS' EXPOSURE TO RISK IN EMERGING MARKETS pp. 83-106 Downloads
Babak Eftekhari and Stephen E. Satchell
A STATE‐SPACE APPROACH TO ESTIMATE AND TEST MULTIFACTOR COX‐INGERSOLL‐ROSS MODELS OF THE TERM STRUCTURE pp. 107-130 Downloads
Alois L. J. Geyer and Stefan Pichler

Volume 21, issue 4, 1998

THE LONG-RUN PERFORMANCE OF CONVERTIBLE DEBT ISSUERS pp. 373-388 Downloads
Robyn McLaughlin, Assem Safieddine and Gopala K. Vasudevan
THE INTRA-INDUSTRY EFFECTS OF OPEN MARKET SHARE REPURCHASES: CONTAGION OR COMPETITIVE? pp. 389-406 Downloads
Gayle R. Erwin and James M. Miller
JUNK BOND BEHAVIOR WITH DAILY RETURNS AND BUSINESS CYCLES pp. 407-418 Downloads
Jayen B. Patel, Dorla A. Evans and John E. Burnett
THE SURVIVAL ZONE FOR A BOND WITH BOTH CALL AND PUT OPTIONS EMBEDDED pp. 419-430 Downloads
Spiros H. Martzoukos and Theodore M. Barnhill
TIME VARIATIONS IN RISK PREMIA, VOLATILITY, AND REWARD-TO-VOLATILITY pp. 431-446 Downloads
Yuming Li
EARLY UNWINDING STRATEGY IN INDEX OPTIONS-FUTURES ARBITRAGE pp. 447-467 Downloads
Louis T. W. Cheng, Joseph K. W. Fung and Castor Pang
CO-MOVEMENTS OF THE PRIME RATE, CD RATE, AND THE S&P FINANCIAL STOCK INDEX pp. 469-482 Downloads
Bradley Ewing, James Payne and Shawn M. Forbes

Volume 21, issue 3, 1998

THE EFFECT OF THE SEC'S ORDER-HANDLING RULES ON NASDAQ pp. 247-254 Downloads
Thomas McInish, Bonnie F. Van Ness and Robert A. Van Ness
A COMPARISON OF INDEXING AND BETA AMONG PENSION AND NONPENSION ASSETS pp. 255-275 Downloads
Stephen M. Horan
SMALL FIRM AND VALUE EFFECTS IN THE CANADIAN STOCK MARKET pp. 277-291 Downloads
Said Elfakhani, Larry J. Lockwood and Tarek S. Zaher
RATIONAL TIMING OF CALLS OF CONVERTIBLE PREFERRED STOCKS pp. 293-313 Downloads
Anthony K. Byrd, Steven V. Mann, William T. Moore and Pradipkumar Ramanlal
THE EFFECT OF ANALYSTS' FORECASTS ON EARNINGS MANAGEMENT IN FINANCIAL INSTITUTIONS pp. 315-331 Downloads
Sean W. G. Robb
CROSS-AUTOCORRELATION BETWEEN A SHARES AND B SHARES IN THE CHINESE STOCK MARKET pp. 333-353 Downloads
Andy C. W. Chui and Chuck C. Y. Kwok
THE DYNAMICS OF QUOTED LIQUIDITY AROUND LARGE TRADES ON THE NYSE pp. 355-371 Downloads
Jonathan S. Moulton

Volume 21, issue 2, 1998

THE EFFECT OF SELF-TENDER OFFERS ON EARNINGS EXPECTATIONS pp. 123-138 Downloads
Ronald W. Best, Roger J. Best and Charles W. Hodges
INTERNATIONAL TRANSFER OF PRICING INFORMATION BETWEEN DUALLY LISTED STOCKS pp. 139-157 Downloads
Shmuel Hauser, Yael Tanchuma and Uzi Yaari
CHANGES IN TRADING ACTIVITY FOLLOWING STOCK SPLITS AND THEIR EFFECT ON VOLATILITY AND THE ADVERSE-INFORMATION COMPONENT OF THE BID-ASK SPREAD pp. 159-183 Downloads
Anand S. Desai, M. Nimalendran and S. Venkataraman
SPLIT RATINGS, BOND YIELDS, AND UNDERWRITER SPREADS pp. 185-204 Downloads
Jeff Jewell and Miles Livingston
THE COST OF MUTUAL FUND DISTRIBUTION FEES pp. 205-218 Downloads
Miles Livingston and Edward S. O'Neal
THE MARKET REACTION TO STRAIGHT DEBT ISSUES: THE EFFECTS OF FREE CASH FLOW pp. 219-228 Downloads
Shawn D. Howton, Shelly W. Howton and Steven B. Perfect
ON STOCK RETURN SEASONALITY AND CONDITIONAL HETEROSKEDASTICITY pp. 229-246 Downloads
Kenneth Beller and John R. Nofsinger

Volume 21, issue 1, 1998

RISK‐TAKING BEHAVIOR AND MANAGEMENT OWNERSHIP IN DEPOSITORY INSTITUTIONS pp. 1-16 Downloads
Carl R. Chen, Thomas L. Steiner and Ann Marie Whyte
THE SECURITY PRICE EFFECTS OF PUBLIC DEBT DEFAULTS pp. 17-35 Downloads
Brian L. Betker
A TEST OF THE TWO‐TIER CORPORATE GOVERNANCE STRUCTURE: THE CASE OF JAPANESE KEIRETSU pp. 37-51 Downloads
Kenneth Kim and Piman Limpaphayom
WINNERS AND LOSERS ON NYSE: A RE‐EXAMINATION USING DAILY CLOSING BID‐ASK SPREADS pp. 53-64 Downloads
Aigbe Akhigbe, Thomas Gosnell and T. Harikumar
SERIAL ISSUE EVIDENCE FOR THE RELATION BETWEEN THE RISK STRUCTURE AND MATURITY: A DECOMPOSITION METHODOLOGY pp. 65-84 Downloads
R. M. Robinson and M. A. Robinson
THE CAUSES OF VOLATILITY IN A SMALL, INTERNATIONALLY INTEGRATED STOCK MARKET: IRELAND, JULY 1975–JUNE 1994 pp. 85-104 Downloads
Colm Kearney
CHANGES IN THE STOCK PRICE REACTION OF SMALL FIRMS TO COMMON INFORMATION pp. 105-121 Downloads
Neil L. Fargher and Robert A. Weigand
Page updated 2020-02-23