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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 26, issue 4, 2003

The Information Content Of Calls Of Debt: Evidence From Long‐Run Stock Returns pp. 421-447 Downloads
John Affleck‐Graves and Robert E. Miller
The Market's Differential Reactions to Forward‐Looking and Backward‐Looking Dividend Changes pp. 449-468 Downloads
Bong‐Soo Lee and Nairong Allen Yan
The Operating Performance of Firms that Switch Their Stock Listings pp. 469-486 Downloads
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 Downloads
Gayle L. DeLong
The Effect Of International Acquisitions on Firm Leverage pp. 501-515 Downloads
Imed Chkir and Jean‐Claude Cosset
A Comparison of Underwriting Costs of Initial Public Offerings by Investment and Commercial Banks pp. 517-534 Downloads
Paige Fields, Donald Fraser and Rahul Bhargava
Will Any q Do? pp. 535-551 Downloads
Peter J. DaDalt, Jeffrey R. Donaldson and Jacqueline L. Garner
Cash Flow Immediacy and the Value of Investment Timing pp. 553-570 Downloads
Glenn Boyle and Graeme Guthrie

Volume 26, issue 3, 2003

Equity Market Liberalization in Emerging Markets pp. 275-299 Downloads
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 Downloads
Yiuman Tse and Grigori Erenburg
The Effects of Unanticipated Macroeconomic News on Debt Markets pp. 319-339 Downloads
Rohan Christie‐David, Mukesh Chaudhry and James T. Lindley
Ceo Compensation And The Transformation Of Banking pp. 341-354 Downloads
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 Downloads
Patrick Dennis and Deon Strickland
Do Emerging Market Firms Follow Different Dividend Policies From U.S. Firms? pp. 371-387 Downloads
Varouj Aivazian, Laurence Booth and Sean Cleary
Nonlinear Drift And Stochastic Volatility: An Empirical Investigation Of Short‐Term Interest Rate Models pp. 389-404 Downloads
Licheng Sun
Membership On Editorial Boards And Finance Department Rankings pp. 405-420 Downloads
Kam C. Chan and Robert C. W. Fok

Volume 26, issue 2, 2003

Option Pricing Bounds: Synthesis And Extension pp. 149-164 Downloads
Ricardo J. Rodriguez
Event‐Induced Volatility and Tests for Abnormal Performance pp. 165-178 Downloads
Robert Savickas
Systematic Risk and Revenue Volatility pp. 179-189 Downloads
Harry F. Griffin and Michael T. Dugan
Intraday Variation in the Bid‐Ask Spread: Evidence after the Market Reform pp. 191-206 Downloads
Kee H. Chung and Xin Zhao
The Post‐Reform Bid‐Ask Spread Disparity between Nasdaq and the NYSE pp. 207-224 Downloads
Yan He and Chunchi Wu
The Nasdaq‐Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms pp. 225-242 Downloads
Travis R. A. Sapp and Xuemin (Sterling) Yan
An Analysis of Closed‐end Fund Seasoned Equity Offerings pp. 243-257 Downloads
Eric James Higgins, Shawn Howton and Shelly Howton
The Determinants of Conditional Autocorrelation in Stock Returns pp. 259-274 Downloads
Michael D. McKenzie and Robert Faff

Volume 26, issue 1, 2003

Do Female Mutual Fund Managers Manage Differently? pp. 1-18 Downloads
Stanley M. Atkinson, Samantha Boyce Baird and Melissa B. Frye
Regulation And The Rise In Asset‐Based Mutual Fund Management Fees pp. 19-30 Downloads
Joseph Golec
Deciphering the Motives for Equity Carve‐Outs pp. 31-50 Downloads
Eric A. Powers
Dividend Omissions and Intraindustry Information Transfers pp. 51-64 Downloads
Gary L. Caton, Jeremy Goh and Ninon Kohers
Order Imbalance on Ex‐Dividend Days pp. 65-75 Downloads
Keith Jakob and Tongshu Ma
Price Discovery Between Informationally Linked Markets During Different Trading Phases pp. 77-95 Downloads
Allan Hodgson, Abul Masih and Rumi Masih
The Intraday Relation between NYSE and CBOE Prices pp. 97-112 Downloads
Brian C. Hatch
What Drives Stock Price Behavior Following Extreme One‐Day Returns pp. 113-127 Downloads
Stephen J. Larson and Jeff Madura
A Duration Model For Defaultable Bonds pp. 129-146 Downloads
Gady Jacoby
Book Review pp. 147-147 Downloads
Rohan Christie‐David

Volume 25, issue 4, 2002

On the Statistical Significance of Event Effects on Unsystematic Volatility pp. 447-462 Downloads
Jimmy E. Hilliard and Robert Savickas
The Hull and White Model of the Short Rate: An Alternative Analytical Representation pp. 463-476 Downloads
Dwight Grant and Gautam Vora
Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore pp. 477-484 Downloads
Sie Ting Lau and Thomas McInish
Estimating the Probability of Informed Trading pp. 485-505 Downloads
Ken Nyholm
Explaining Monday Returns pp. 507-520 Downloads
Paul Draper and Krishna Paudyal
Commonality in Liquidity: Evidence from an Order‐Driven Market Structure pp. 521-539 Downloads
Paul Brockman and Dennis Y. Chung
Diversification Benefits of iShares and Closed‐End Country Funds pp. 541-557 Downloads
Anita K. Pennathur, Natalya Delcoure and Dwight Anderson
The Effect of Credit Risk on Bank and Bank Holding Company Bond Yields: Evidence from the Post‐FDICIA Period pp. 559-575 Downloads
Julapa Jagtiani, George Kaufman and Catharine Lemieux
The Costs of Issuing Preferred Stock pp. 577-592 Downloads
Mukesh Bajaj, Sumon C. Mazumdar and Atulya Sarin
Optimal Control of Credit Risk pp. 593-594 Downloads
Steven V. Mann

Volume 25, issue 3, 2002

Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis pp. 305-320 Downloads
Keshab Shrestha, Sheng‐Syan Chen and Cheng Few Lee
The Effect of Time‐Series and Cross‐Sectional Heterogeneity on Panel Unit Root Test Power pp. 321-335 Downloads
John M. Geppert, Timothy E. Jares and Angeline M. Lavin
Stock Returns and Operating Performance of Securities Issuers pp. 337-352 Downloads
Gil S. Bae, Jinho Jeong, Huey‐Lian Sun and Alex P. Tang
Forecasting Emerging Market Exchange Rates from Foreign Equity Options pp. 353-366 Downloads
Ting‐Heng Chu and Steve Swidler
An Investigation of the Effect of the 1990 Reserve Requirement Change on Financial Asset Prices pp. 367-382 Downloads
Jonathan D. Stewart and Scott Hein
Momentum Strategies: Evidence from Pacific Basin Stock Markets pp. 383-397 Downloads
Allaudeen Hameed and Yuanto Kusnadi
Competitive and Information Effects of Cross‐Border Stock Listings pp. 399-413 Downloads
Bruce M. Bradford, Anna D. Martin and Ann Marie Whyte
Are All Security Analysts Equal? pp. 415-430 Downloads
Carl R. Chen, Kam C. Chan and Thomas L. Steiner
On the Role of Futures Trading in Spot Market Fluctuations: Perpetrator of Volatility or Victim of Regret? pp. 431-444 Downloads
Ali F. Darrat, Shafiqur Rahman and Maosen Zhong
Analysis of Financial Time Series pp. 445-446 Downloads
Rohan Christie‐David

Volume 25, issue 2, 2002

The Biggest Mistakes We Teach pp. 159-168 Downloads
Jay Ritter
Are the Best Small Companies the Best Investments? pp. 169-186 Downloads
W. Scott Bauman, C. Mitchell Conover and Don R. Cox
An Analysis of Nonunderwritten Rights Offers: The Case of Closed‐END Funds pp. 187-202 Downloads
James A. Miles and Mark A. Peterson
Government Bond Market Seasonality, Diversification, and Cointegration: International Evidence pp. 203-221 Downloads
Kenneth L. Smith
News Releases, Market Integration, and Market Leadership pp. 223-245 Downloads
Rohan Christie‐David, Mukesh Chaudhry and Walayet Khan
Consolidating Corporate Control: Divisional Versus Whole‐Company Leveraged Buyouts pp. 247-262 Downloads
Sung C. Bae and Hoje Jo
Merger Announcements and Trading pp. 263-278 Downloads
N. Asli Ascioglu, Thomas McInish and Robert A. Wood
Skewness and Kurtosis Implied by Option Prices: A Correction pp. 279-282 Downloads
Christine Brown and David M. Robinson
A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility pp. 283-299 Downloads
Martin Martens, Yuan‐Chen Chang and Stephen J. Taylor
The Random Character of Currency Prices pp. 301-302 Downloads
Bruce Resnick
Increasing Shareholder Value: Distribution Policy, A Corporate Challenge pp. 302-303 Downloads
H. Kent Baker

Volume 25, issue 1, 2002

Firm Transparency and the Costs of Going Public pp. 1-17 Downloads
James S. Ang and James C. Brau
Forms of Foreign Investment Liberalization and Risk in Emerging Stock Markets pp. 19-38 Downloads
Kent Hargis
Intra‐Industry Reactions to Stock Split Announcements pp. 39-57 Downloads
Oranee Tawatnuntachai and Ranjan D'Mello
Differences in Performance of Independent and Finance‐Affiliated Venture Capital Firms pp. 59-80 Downloads
Kangmao Wang, Clement K. Wang and Qing Lu
Gains to Mutual Fund Sponsors Offering Multiple Share Class Funds pp. 81-98 Downloads
Vance P. Lesseig, D. Michael Long and Thomas I. Smythe
Valuing the Option to Purchase an Asset at a Proportional Discount pp. 99-109 Downloads
Anthony Yanxiang Gu
The Firm Size Effect and the Economic Cycle pp. 111-124 Downloads
Moon K. Kim and David A. Burnie
Monetary Policy and the Cross‐Section of Expected Stock Returns pp. 125-139 Downloads
Gerald R. Jensen and Jeffrey M. Mercer
Asian Economic Integration and Stock Market Comovement pp. 141-157 Downloads
Robert Johnson and Luc Soenen
Page updated 2025-06-05