Review of Financial Economics

1991 - 2025

From John Wiley & Sons
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Volume 5, issue 2, 1996

Abnormal profits and relative strength in mutual fund returns pp. 101-116

David A. Volkman and Mark Wohar

Catastrophic events, contagion, and stock market efficiency: the case of the space shuttle challenger pp. 117-129

Laurence E. Blose, Robin Bornkamp, Marci Brier, Kendis Brown and Jerry Frederick

Determinants of time‐series properties of earnings and cash flows pp. 131-145

Badr Ismail and Kwan Choi

Behavior of earnings, stock returns, accruals, and analysts' forecasts following negative annual earnings pp. 147-162

Michael Ettredge, Richard Toolson, Steve Hall and Chongkil Na

The policy content of the yield curve slope pp. 163-179

Edward N. Gamber

Mergers and macro‐economic factors pp. 181-190

Joseph Yagil

Wealth effects of reserve requirement reductions in the 1990s on depository institutions pp. 191-204

Kenneth S. Bartunek and Jeff Madura

Volume 5, issue 1, 1996

A re‐examination of international seasonalities pp. 1-17

Alan Alford and Daryl M. Guffey

Portfolio rebalancing, institutional ownership, and the small firm‐January effect pp. 19-29

David C. Porter, Gary E. Powell and Daniel G. Weaver

An examination of the day‐of‐the‐week effect in junk bond returns over business cycles pp. 31-46

Theodor Kohers and Jayen B. Patel

Trading volume and firm size: A test of the information spillover hypothesis pp. 47-58

Robert A. Weigand

Market response to analyst recommendations in the “dartboard” column: the information and price‐pressure effects pp. 59-74

Robert L. Albert and Timothy R. Smaby

The prediction of default for high yield bond issues pp. 75-89

Stephen P. Huffman and David J. Ward

Dividend reinvestment plans as efficient methods of raising equity financing pp. 91-100

Foster Roden and Tom Stripling

Volume 4, issue 2, 1995

The impact of equity option expirations on the prices of non‐expiring options pp. 109-123

John B. Broughton, Don M. Chance and David Smith

The impact of gold price on the value of gold mining stock pp. 125-139

Laurence E. Blose and Joseph C.P. Shieh

Inter‐industry differences and the impact of operating and financial leverages on equity risk pp. 141-155

Ali F. Darrat and Tarun K. Mukherjee

Federal‐funds‐rate volatility and the reserve‐maintenance period pp. 157-170

David Eagle

An empirical examination of the dispersion and accuracy of analyst forecasts surrounding option listing pp. 171-185

Li‐Chin Jennifer Ho, John M. Hassell and Steve Swidler

Intra‐industry effects of bank layoff announcements pp. 187-195

Jeff Madura, Aigbe Akhigbe and Kenneth S. Bartunek

Financial variables contributing to savings and loan failures from 1980–1989 pp. 197-210

Patricia Harrison and Wade R. Ragas

Volume 4, issue 1, 1994

The role of internal financial sources in firm financing and investment decisions pp. 1-24

Stephen C. Vogt

Contagion effects of the bank of new England's failure pp. 25-37

Jeff Madura and Kenneth Bartunek

Dividend behavior surrounding LIFO adoption pp. 39-53

Michael Ettredge and Jeong Youn Kim

Accounting data and the prediction of risk in the extremes pp. 55-68

Badr E. Ismail, Moon K. Kim and Florence R. Kirk

The adjustment of stock prices to Wall Street journal corrections pp. 69-77

John A. Helmuth, Ashok J. Robin and John S. Zdanowicz

Professional portfolio managers and the January effect: theory and evidence pp. 79-91

George Athanassakos and Jacques A. Schnabel

Rational price limits in futures markets: tests of a simple optimizing model pp. 93-108

Lucy Ackert and William C. Hunter

Volume 3, issue 2, 1994

DETERMINANTS OF EARNINGS‐PRICE RATIOS: A REEXAMINATION pp. 105-120

Jang Youn Cho

THE IMPACT FOR STOCKHOLDERS WHEN REGULATED FIRMS REVISE DIVIDEND POLICY pp. 121-129

Roger M. Shelor and Dennis T. Officer

MONEY SUPPLY ANNOUNCEMENTS AND INTEREST SENSITIVE STOCKS pp. 130-140

Jay Prag

SUSTAINABLE GROWTH AND CHOICE OF FINANCING: A TEST OF THE PECKING ORDER HYPOTHESIS pp. 141-154

Daniel P. Klein and Brian Belt

Volume 3, issue 1, 1993

UNIT ROOT TESTING: A CRITIQUE FROM CHAOS THEORY pp. 1-18

Steven Cunningham

TESTING ALTERNATIVE VIEWS OF GOVERNMENT BUDGETING pp. 19-40

Michael A. Conte and Ali F. Darrat

AN INVESTIGATION OF THE EFFECT OF QUALIFIED AUDIT OPINIONS ON THE TRADING VOLUME AND BID‐ASK SPREAD OF OVER‐THE‐COUNTER FIRMS pp. 41-50

Elsie C. Ameen and Daryl M. Guffey

PORTFOLIO PERFORMANCE AND THE INTERACTION BETWEEN SYSTEMATIC RISK, FIRM SIZE AND PRICE‐EARNINGS RATIO: THE CANADIAN EVIDENCE pp. 51-69

Said Elfakhani

THE EFFECTS OF STOCK SPLITS ON THE OWNERSHIP MIX OF A FIRM pp. 70-88

Gary E. Powell and H. Kent Baker

DOES THE OCTOBER 1987 CRASH STRENGTHEN THE CO‐MOVEMENTS AMONG NATIONAL STOCK MARKETS? pp. 89-102

Sang Bin Lee and Kwang Jung Kim

Volume 2, issue 2, 1993

AN ALTERNATIVE TO HEDGING FOR THE CORPORATION: MANAGING A PORTFOLIO OF RISKS pp. 1-18

D. Sykes Wilford

RETURN INTERVAL, FIRM SIZE AND SYSTEMATIC RISK ON THE DUTCH STOCK MARKET pp. 19-28

Albert Corhay and Alireza Tourani-Rad

VALUATION EFFECTS OF OPEN MARKET STOCK REPURCHASES FOR FINANCIALLY WEAK FIRMS pp. 29-42

George P. Tsetsekos

A STATISTICAL MODEL OF CHANGES IN ASSET PRICES EMPLOYING INTRADAY DATA: A RECURSIVE APPROACH pp. 43-58

Roy A. Fletcher

THE RELATIONSHIP BETWEEN MARKET AND ACCOUNTING BETAS FOR COMMERCIAL BANKS pp. 59-72

Gordon V. Karels and William H. Sackley

A SIMPLE MODEL OF BID‐ASK SPREAD AND SEARCH pp. 73-84

Abdullah Yavaş

MULTIPLE INTERNAL RATES OF RETURN: A REVISITATION pp. 85-97

James R. Sisson and James F. Nielsen

Volume 2, issue 1, 1992

THE INFLATIONARY IMPACT OF OIL PRICE SHOCKS: A VECTOR AUTOREGRESSIVE STUDY pp. 1-16

Keivan Deravi and Charles E. Hegji

WEALTH EFFECTS FROM ACQUIRING FAILED THRIFTS SINCE FIRREA pp. 17-30

Jeff Madura and Ann Marie Whyte

AN EMPIRICAL ANALYSIS OF BANK STANDBY LETTERS OF CREDIT RISK pp. 31-44

M. Kabir Hassan

THE HOLIDAY EFFECT IN STOCK RETURNS: EVIDENCE FROM THE OTC MARKET pp. 45-54

Kartono Liano, Patrick H. Marchand and Gow‐Cheng Huang

MERGER ACTIVITY AND MANAGERIAL COMPENSATION pp. 55-67

John L. Teall

IS THE TOKYO SPOT FOREIGN EXCHANGE MARKET CONSISTENT WITH THE EFFICIENT MARKET HYPOTHESIS? pp. 68-74

John P. Lajaunie and Atsuyuki Naka

THE IMPACT OF SALE‐LEASEBACKS TRANSACTIONS ON BONDHOLDER AND SHAREHOLDER WEALTH pp. 75-80

Ronald C. Rutherford

OVER‐THE‐COUNTER FIRMS, ASYMMETRIC INFORMATION, AND FINANCING PREFERENCES pp. 81-92

Linda C. Hittle, Kamal Haddad and Lawrence J. Gitman

FORWARD RISK PREMIA AND THE MATURITY OF CONTRACTS: A NOTE pp. 93-97

Ali M. Fatemi and Amir Tavakkol