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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

Volume 25, issue 4, 2002

On the Statistical Significance of Event Effects on Unsystematic Volatility pp. 447-462

Jimmy E. Hilliard and Robert Savickas

The Hull and White Model of the Short Rate: An Alternative Analytical Representation pp. 463-476

Dwight Grant and Gautam Vora

Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore pp. 477-484

Sie Ting Lau and Thomas McInish

Estimating the Probability of Informed Trading pp. 485-505

Ken Nyholm

Explaining Monday Returns pp. 507-520

Paul Draper and Krishna Paudyal

Commonality in Liquidity: Evidence from an Order‐Driven Market Structure pp. 521-539

Paul Brockman and Dennis Y. Chung

Diversification Benefits of iShares and Closed‐End Country Funds pp. 541-557

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

Julapa Jagtiani, George Kaufman and Catharine Lemieux

The Costs of Issuing Preferred Stock pp. 577-592

Mukesh Bajaj, Sumon C. Mazumdar and Atulya Sarin

Optimal Control of Credit Risk pp. 593-594

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

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

John M. Geppert, Timothy E. Jares and Angeline M. Lavin

Stock Returns and Operating Performance of Securities Issuers pp. 337-352

Gil S. Bae, Jinho Jeong, Huey‐Lian Sun and Alex P. Tang

Forecasting Emerging Market Exchange Rates from Foreign Equity Options pp. 353-366

Ting‐Heng Chu and Steve Swidler

An Investigation of the Effect of the 1990 Reserve Requirement Change on Financial Asset Prices pp. 367-382

Jonathan D. Stewart and Scott Hein

Momentum Strategies: Evidence from Pacific Basin Stock Markets pp. 383-397

Allaudeen Hameed and Yuanto Kusnadi

Competitive and Information Effects of Cross‐Border Stock Listings pp. 399-413

Bruce M. Bradford, Anna D. Martin and Ann Marie Whyte

Are All Security Analysts Equal? pp. 415-430

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

Ali F. Darrat, Shafiqur Rahman and Maosen Zhong

Analysis of Financial Time Series pp. 445-446

Rohan Christie‐David

Volume 25, issue 2, 2002

The Biggest Mistakes We Teach pp. 159-168

Jay Ritter

Are the Best Small Companies the Best Investments? pp. 169-186

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

James A. Miles and Mark A. Peterson

Government Bond Market Seasonality, Diversification, and Cointegration: International Evidence pp. 203-221

Kenneth L. Smith

News Releases, Market Integration, and Market Leadership pp. 223-245

Rohan Christie‐David, Mukesh Chaudhry and Walayet Khan

Consolidating Corporate Control: Divisional Versus Whole‐Company Leveraged Buyouts pp. 247-262

Sung C. Bae and Hoje Jo

Merger Announcements and Trading pp. 263-278

N. Asli Ascioglu, Thomas McInish and Robert A. Wood

Skewness and Kurtosis Implied by Option Prices: A Correction pp. 279-282

Christine Brown and David M. Robinson

A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility pp. 283-299

Martin Martens, Yuan‐Chen Chang and Stephen J. Taylor

The Random Character of Currency Prices pp. 301-302

Bruce Resnick

Increasing Shareholder Value: Distribution Policy, A Corporate Challenge pp. 302-303

H. Kent Baker

Volume 25, issue 1, 2002

Firm Transparency and the Costs of Going Public pp. 1-17

James S. Ang and James C. Brau

Forms of Foreign Investment Liberalization and Risk in Emerging Stock Markets pp. 19-38

Kent Hargis

Intra‐Industry Reactions to Stock Split Announcements pp. 39-57

Oranee Tawatnuntachai and Ranjan D'Mello

Differences in Performance of Independent and Finance‐Affiliated Venture Capital Firms pp. 59-80

Kangmao Wang, Clement K. Wang and Qing Lu

Gains to Mutual Fund Sponsors Offering Multiple Share Class Funds pp. 81-98

Vance P. Lesseig, D. Michael Long and Thomas I. Smythe

Valuing the Option to Purchase an Asset at a Proportional Discount pp. 99-109

Anthony Yanxiang Gu

The Firm Size Effect and the Economic Cycle pp. 111-124

Moon K. Kim and David A. Burnie

Monetary Policy and the Cross‐Section of Expected Stock Returns pp. 125-139

Gerald R. Jensen and Jeffrey M. Mercer

Asian Economic Integration and Stock Market Comovement pp. 141-157

Robert Johnson and Luc Soenen