EconPapers    
Economics at your fingertips  
 

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.

Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 20, issue 4, 1997

TIME-VARYING FACTORS AND CROSS-AUTOCORRELATIONS IN SHORT-HORIZON STOCK RETURNS pp. 435-458 Downloads
Allaudeen Hameed
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES pp. 459-482 Downloads
Philip Hans Franses, Reinoud Leperen, Paul Kofman, Martin Martens and Albert Menkveld
EARNINGS ANNOUNCEMENTS, QUALITY AND QUANTITY OF INFORMATION, AND STOCK PRICE CHANGES pp. 483-502 Downloads
Carl R. Chen, James Wuh Lin and David A. Sauer
TIME-VARYING TERM PREMIA AND THE BEHAVIOR OF FORWARD INTEREST RATE PREDICTION ERRORS pp. 503-507 Downloads
Sridhar Iyer
CORPORATE CONTROL IN COMMERCIAL BANKS pp. 509-527 Downloads
Stephen Prowse
THE DIFFERENTIAL INFORMATION CONVEYED BY SHARE REPURCHASE TENDER OFFERS AND DIVIDEND INCREASES pp. 529-543 Downloads
Dosoung Choi and Sheng-Syan Chen
INTRA-INDUSTRY EFFECTS OF BOND RATING ADJUSTMENTS pp. 545-561 Downloads
Aigbe Akhigbe, Jeff Madura and Ann Marie Whyte

Volume 20, issue 3, 1997

MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE pp. 291-304 Downloads
Allen B. Atkins and Edward A. Dyl
CO-MOVEMENTS IN INTERNATIONAL EQUITY MARKETS pp. 305-322 Downloads
Salim M. Darbar and Partha Deb
OPTIMAL BIDDING FOR TENDER OFFERS pp. 323-342 Downloads
Naveen Khanna
AN INVESTIGATION OF PREFERRED STOCK FINANCING BY BANK AND NONBANK FINANCIAL INSTITUTIONS pp. 343-353 Downloads
L. Paige Fields and Shelly E. Webb
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES pp. 355-372 Downloads
John T. Barkoulas and Christopher Baum
FIRM CHARACTERISTICS AND THE PRESENCE OF EVENT RISK COVENANTS IN BOND INDENTURES pp. 373-388 Downloads
Sung C. Bae, Daniel P. Klein and Raj Padmaraj
CHANGES IN MARKET PERCEPTION OF RISKINESS: THE CASE OF TOO-BIG-TO-FAIL pp. 389-406 Downloads
Harold A. Black, M. Cary Collins, Breck L. Robinson and Robert L. Schweitzer
MARKET REACTION TO DIVIDEND-DECREASE ANNOUNCEMENTS: PUBLIC UTILITIES VS. UNREGULATED INDUSTRIAL FIRMS pp. 407-422 Downloads
Michael Impson
INVESTMENT OPPORTUNITIES AND MULTINATIONALITY: EVIDENCE FROM CAPITAL STRUCTURE CHANGES pp. 423-434 Downloads
Manzur Rahman

Volume 20, issue 2, 1997

COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS pp. 145-158 Downloads
William Goetzmann and Nadav Peles
THE EFFECT OF FDICIA REGULATION ON BANK HOLDING COMPANIES pp. 159-174 Downloads
Kenneth A. Carow and Glen A. Larsen
AN EMPIRICAL ANALYSIS OF MUTUAL FUND EXPENSES pp. 175-190 Downloads
D. K. Malhotra and Robert W. McLeod
THE ECONOMIC EXPOSURE OF U.S. MULTINATIONAL FIRMS pp. 191-210 Downloads
Edward H. Chow, Wayne Y. Lee and Michael E. Solt
PRICE PRESSURE AND THE ROLE OF INSTITUTIONAL INVESTORS IN CLOSED-END FUNDS pp. 211-229 Downloads
Richard W. Sias
THE CORPORATE SELL-OFF DECISION OF DIVERSIFIED FIRMS pp. 231-241 Downloads
Thomas Lorenz Steiner
EMERGING EQUITY MARKETS: ARE THEY FOR REAL? pp. 243-262 Downloads
Kent Hargis and William Maloney
PRIOR UNCERTAINTY, ANALYST BIAS, AND SUBSEQUENT ABNORMAL RETURNS pp. 263-273 Downloads
Lucy Ackert and George Athanassakos
BANKING RELATIONSHIPS AND THE EFFECT OF MONITORING ON LOAN PRICING pp. 275-289 Downloads
David W. Blackwell and Drew B. Winters

Volume 20, issue 1, 1997

THE RELATION BETWEEN OPTION MISPRICING AND VOLUME IN THE BLACK‐SCHOLES OPTION MODEL pp. 1-12 Downloads
D. Michael Long and Dennis T. Officer
A SIMULTANEOUS TEST OF COMPETING THEORIES REGARDING THE JANUARY EFFECT pp. 13-32 Downloads
James A. Ligon
JANUARY RETURN SEASONALITY IN REAL ESTATE INVESTMENT TRUSTS: INFORMATION VS. TAX‐LOSS SELLING EFFECTS pp. 33-51 Downloads
H. Swint Friday and David R. Peterson
INTERTEMPORAL ASSET PRICING WITHOUT CONSUMPTION DATA: EMPIRICAL TESTS pp. 53-69 Downloads
Yuming Li
A VARIANCE DECOMPOSITION ANALYSIS OF THE INFORMATION IN THE TERM STRUCTURE pp. 71-91 Downloads
Louis H. Ederington and Jeremy C. Goh
THE SURVIVAL OF INITIAL PUBLIC OFFERINGS IN THE AFTERMARKET pp. 93-110 Downloads
Douglas A. Hensler, Ronald C. Rutherford and Thomas M. Springer
THE VALUE OF A REGULATORY SEAL OF APPROVAL pp. 111-128 Downloads
Atul Gupta
AN INVESTIGATION OF ALTERNATIVE ESTIMATORS OF EXPECTED RETURNS IN MEAN‐VARIANCE ANALYSIS pp. 129-143 Downloads
Jonathan Fletcher

Volume 19, issue 4, 1996

PERFORMANCE OF STOLL's SPREAD COMPONENT ESTIMATOR: EVIDENCE FROM SIMULATIONS, TIME-SERIES, AND CROSS-SECTIONAL DATA pp. 459-476 Downloads
Raymond Brooks and Jean Masson
HEDGING WITH INTERNATIONAL STOCK INDEX FUTURES: AN INTERTEMPORAL ERROR CORRECTION MODEL pp. 477-491 Downloads
Asim Ghosh and Ronnie Clayton
AN EMPIRICAL STUDY OF A NEW CLASS OF NO-ARBITRAGE-BASED DISCRETE MODELS OF THE TERM STRUCTURE pp. 493-513 Downloads
Ah Boon Sim and David C. Thurston
THE CROSS-SECTIONAL EFFECTS OF OPTION LISTING ON FIRM STOCK RETURN VARIANCES pp. 515-539 Downloads
Bruce D. Niendorf and David R. Peterson
POST-ANNOUNCEMENT DRIFTS ASSOCIATED WITH DIVIDEND CHANGES pp. 541-559 Downloads
Gil S. Bae
WEALTH EFFECTS OF ENFORCEMENT ACTIONS AGAINST FINANCIALLY DISTRESSED BANKS pp. 561-577 Downloads
Peter A. Brous and Keith Leggett
TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE pp. 579-584 Downloads
Sie Ting Lau, Michael S. McCorry, Thomas McInish and Robert A. Van Ness
BIVARIATE BINOMIAL OPTIONS PRICING WITH GENERALIZED INTEREST RATE PROCESSES pp. 585-602 Downloads
Jimmy E. Hilliard, Adam L. Schwartz and Alan L. Tucker

Volume 19, issue 3, 1996

OPTIMAL FUTURES HEDGE WITH MARKING-TO-MARKET AND STOCHASTIC INTEREST RATES pp. 309-326 Downloads
Carolyn W. Chang, Jack S. K. Chang and Hsing Fang
EVIDENCE ON THE EFFECT OF TAXES ON FIRMS' DECISIONS TO RETIRE DEBT EARLY pp. 327-337 Downloads
Gil B. Manzon, Thomas L. Porter and Mark E. Potter
MARKET REACTION TO NATIONAL DISCRETION IN IMPLEMENTING THE BASLE ACCORD pp. 339-357 Downloads
John Wagster, James Kolari and Kerry Cooper
THE RELATION BETWEEN THE FEDERAL FUNDS CASH AND FUTURES MARKETS pp. 359-376 Downloads
Mark D. Griffiths and Drew B. Winters
THE DETERMINANTS AND DYNAMICS OF BID-ASK SPREADS ON THE LONDON STOCK EXCHANGE pp. 377-394 Downloads
Kojo Menyah and Krishna Paudyal
MACROECONOMIC VARIABLES AND SEASONAL MEAN REVERSION IN STOCK RETURNS pp. 395-416 Downloads
Partha Gangopadhyay
LEVERAGE, RISK-SHIFTING INCENTIVE, AND STOCK-BASED COMPENSATION pp. 417-428 Downloads
T. Harikumar
THE NEGATIVE RELATION BETWEEN DAILY INDEX RETURN SERIAL CORRELATIONS AND CONDITIONAL VARIANCES: DOES IT HAVE MATHEMATICAL OR ECONOMIC ORIGINS? pp. 429-442 Downloads
David R. Peterson
EXCESS RETURNS AND RISK AT THE LONG END OF THE TREASURY MARKET: AN EGARCH-M APPROACH pp. 443-457 Downloads
Allan D. Brunner and David P. Simon

Volume 19, issue 2, 1996

TAKEOVER RIGHTS AND THE VALUE OF RESTRICTED SHARES pp. 157-173 Downloads
Elizabeth Maynes
SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES pp. 175-192 Downloads
Charles Corrado and Tie Su
ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES pp. 193-207 Downloads
Richard A. Ajayi and Mbodja Mougouė
BANK REGULATIONS, CAPITAL STRUCTURE, AND RISK pp. 209-228 Downloads
Sumon C. Mazumdar
THE EFFECT OF THE FEDERAL DEPOSIT INSURANCE CORPORATION IMPROVEMENT ACT OF 1991 ON BANK STOCKS pp. 229-242 Downloads
Youguo Liang, Sunil Mohanty and Frank Song
THE DEALERS' PRICE/SIZE QUOTE AND MARKET LIQUIDITY pp. 243-271 Downloads
Steven V. Mann and Pradipkumar Ramanlal
MUTUAL FUND BROKERAGE COMMISSIONS pp. 273-292 Downloads
Miles Livingston and Edward S. O'Neal
THE EFFECTS OF SPIN-OFFS ON CORPORATE INVESTMENT AND PERFORMANCE pp. 293-307 Downloads
Shane A. Johnson, Daniel P. Klein and Verne L. Thibodeaux

Volume 19, issue 1, 1996

AN ANALYSIS OF THE DECISION TO OPT OUT OF PENNSYLVANIA SENATE BILL 1310 pp. 1-19 Downloads
Vahan Janjigian and Emery A. Trahan
DETECTING ABNORMAL RETURNS USING THE MARKET MODEL WITH PRE‐TESTED DATA pp. 21-40 Downloads
A. Steven Graham, Wendy L. Pirie and William A. Powell
WHO GAINS FROM CORPORATE ASSET SALES? pp. 41-58 Downloads
Sudip Datta and Mai E. Iskandar‐Datta
THE COSTS OF RAISING CAPITAL pp. 59-74 Downloads
Inmoo Lee, Scott Lochhead, Jay Ritter and Quanshui Zhao
TRADING PATTERNS OF SMALL AND LARGE TRADERS AROUND STOCK SPLIT EX‐DATES pp. 75-90 Downloads
Lawrence Kryzanowski and Hao Zhang
SEASONED EQUITY OFFERINGS FOR NEW INVESTMENT AND THE INFORMATION CONTENT OF INSIDER TRADES pp. 91-103 Downloads
Dana J. Johnson, Jan M. Serrano and G. Rodney Thompson
AN EMPIRICAL INVESTIGATION OF STOCK DIVIDENDS‐IN‐KIND pp. 105-119 Downloads
L. Paige Fields and Michael S. Wilkins
BUSINESS CYCLES AND STOCK MARKET RETURNS: EVIDENCE USING INDUSTRY‐BASED PORTFOLIOS pp. 121-134 Downloads
Venkat R. Eleswarapu and Ashish Tiwari
ADVERSE CONTRACT INCENTIVES AND INVESTMENT BANKER REPUTATION: TARGET FIRM TENDER OFFER FEES pp. 135-156 Downloads
Robyn M. McLaughlin
Page updated 2020-02-19