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.
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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

- 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
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