Journal of Financial Research
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RESEARCH OUTPUT AND CAPITAL MARKET EFFICIENCY UNDER ALTERNATIVE COMMISSION RATE STRUCTURES
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THE SENSITIVITY OF THE PRIME RATE TO MONEY MARKET CONDITIONS
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SECURITY PRICE REACTIONS AROUND PRODUCT RECALL ANNOUNCEMENTS
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IS THE DISTRIBUTION OF BETAS STATIONARY?
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THE INFLUENCE OF OFFERING YIELD ON UNDERWRITING SPREAD
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THE DIFFERENTIAL EFFECTS OF DEREGULATION ON SAVINGS AND LOAN ASSOCIATIONS AND BANKS
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The Nasdaq‐Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms
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TAXES AND THE REFUNDING OF DISCOUNT BONDS
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THE DISPERSION OF BIDS ON INDIVIDUAL NEW MUNICIPAL ISSUES
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INDUSTRY PROSPECTS AND ACQUIRER RETURNS IN DIVERSIFYING TAKEOVERS
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PRICING CURRENCY OPTIONS UNDER STOCHASTIC INTEREST RATES AND JUMP‐DIFFUSION PROCESSES
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ACCRUALS AND MOMENTUM
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AN ANALYSIS OF THE DECISION TO OPT OUT OF PENNSYLVANIA SENATE BILL 1310
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DIVERSIFICATION STRATEGIES: DO LIMITED DATA CONSTRAIN INVESTORS?
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AUTHOR INDEX OF VOLUME XXXIV, 2011
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THE EFFECT OF THE TRADING SYSTEM ON IPO UNDERPRICING: EVIDENCE FROM THE 1997 ORDER‐HANDLING RULES
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MARKETING STRATEGY AFTER MEETING WALL STREET: THE ROLE OF INFORMATION ASYMMETRY
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Unit Ipos: The Who, When, And Why Of Warrant Amendment
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THE COSTS OF EQUITY ISSUES SINCE RULE 415: A CLOSER LOOK
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BOUNDARY CONDITION TESTS OF BID AND ASK PRICES OF INDEX CALL OPTIONS
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AN ANALYSIS OF THE UNDERWRITER SELECTION PROCESS FOR INITIAL PUBLIC OFFERINGS
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INTRINSIC UNCERTAINTY AND COMMON‐KNOWLEDGE PRIORS IN FINANCIAL ECONOMICS
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A RE‐EXAMINATION OF THE RELATIONSHIP BETWEEN CLOSED‐END FUND DISCOUNTS AND EXPENSES
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DO WELL‐CONNECTED BOARDS INVEST OPTIMALLY IN R&D ACTIVITIES?
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CREDIT SPREADS AND THE ZERO‐COUPON TREASURY SPOT CURVE
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DUAL BETAS FROM BULL AND BEAR MARKETS: REVERSAL OF THE SIZE EFFECT
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Syndicated Loan Announcements and Borrower Value
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EDITORIAL POLICY
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LINEAR CONDITIONAL EXPECTATION, RETURN DISTRIBUTIONS, AND CAPITAL ASSET PRICING THEORIES
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CHANGING VOLATILITY AND THE PRICING OF OPTIONS ON STOCK INDEX FUTURES
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A MICROSTRUCTURE ANALYSIS OF THE LIQUIDITY IMPACT OF OPEN MARKET REPURCHASES
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BANK REGULATIONS, CAPITAL STRUCTURE, AND RISK
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DAYLIGHT AND INVESTOR SENTIMENT: A SECOND LOOK AT TWO STOCK MARKET BEHAVIORAL ANOMALIES
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EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK
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VARIANCE, RETURN, AND HIGH‐LOW PRICE SPREADS
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A TEST OF THE EASTERBROOK HYPOTHESIS REGARDING DIVIDEND PAYMENTS AND AGENCY COSTS
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LEGAL ENVIRONMENT, INTERNALIZATION, AND U.S. ACQUIRER GAINS IN FOREIGN TAKEOVERS
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THE ELIMINATION OF DIRECTOR LIABILITY AND STOCKHOLDER RETURNS: AN EMPIRICAL INVESTIGATION
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ON STOCK RETURN SEASONALITY AND CONDITIONAL HETEROSKEDASTICITY
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TIME‐VARYING TERM PREMIA AND THE BEHAVIOR OF FORWARD INTEREST RATE PREDICTION ERRORS
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ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS*
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WHAT HAPPENED TO THE WILLINGNESS OF COMPANIES TO INVEST AFTER THE FINANCIAL CRISIS? EVIDENCE FROM LATIN AMERICAN COUNTRIES
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BOOK REVIEW
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TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE
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THE COST OF CAPITAL, MACAULAY'S DURATION, AND TOBIN'S q
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EDITORIAL POLICY
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INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!
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ON USING THE BLACK‐SCHOLES MODEL TO VALUE WARRANTS
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THE EFFECT OF TRADED OPTION INTRODUCTION ON SHAREHOLDER WEALTH
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SHORT‐MATURITY OPTIONS AND JUMP MEMORY
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THE IMPACT OF MARKET MAKER CONCENTRATION ON ADVERSE‐SELECTION COSTS FOR NASDAQ STOCKS
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Issue Information
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RISK AND HEDGING BEHAVIOR: THE ROLE AND DETERMINANTS OF LATENT HETEROGENEITY
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CAN NONLOCAL TRADERS CAPTURE THE LOCAL INFORMATION ADVANTAGE AND PROFIT?
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AUTHOR INDEX OF VOLUME IX, 1986
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MUTUAL FUNDS SELECTION BASED ON FUNDS CHARACTERISTICS
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EDITORIAL POLICY
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IDIOSYNCRATIC RISK PREMIA AND MOMENTUM
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EDITORIAL POLICY
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DIRECT EVIDENCE ON THE MARKET‐DRIVEN ACQUISITION THEORY
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THE COST OF INCLUDING A CALL PROVISION IN MUNICIPAL DEBT CONTRACTS
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THE DAYLIGHT SAVING TIME ANOMALY IN STOCK RETURNS: FACT OR FICTION?
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The Journal of Financial Research Job Title: Editor or Co‐Editor
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ON THE LINKAGE BETWEEN CORPORATE SAVING AND EARNINGS GROWTH
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VALUATION OF THE PREFERRED STOCK SINKING FUND FEATURE: A TIME‐SERIES APPROACH
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FROM THE EDITORS
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EDITORIAL POLICY
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OPTIMAL TERMS OF THE CALL PROVISION ON A CORPORATE BOND
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AN EVALUATION OF THE PERFORMANCE OF PORTFOLIOS SELECTED FROM VALUE LINE RANK ONE STOCKS: 1976–1982
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EDITORIAL POLICY
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MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD
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THE INFORMATION CONTENT OF ORDERS ON THE SAUDI STOCK MARKET
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THE EFFECT OF THE SEC'S ORDER‐HANDLING RULES ON NASDAQ
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THE ECONOMIC SIGNIFICANCE OF CONDITIONING INFORMATION ON PORTFOLIO EFFICIENCY IN THE PRESENCE OF COSTLY SHORT‐SELLING
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Issue Information – Frontmatter
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ASSET‐ALLOCATION DECISIONS WHEN RISK IS CHANGING
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ECONOMIES OF SCOPE, SYNERGY, AND THE CAPM
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Momentum Strategies: Evidence from Pacific Basin Stock Markets
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De facto time‐varying indices‐based benchmarks for mutual fund returns
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INTRADAY VARIATIONS IN TRADING ACTIVITY, PRICE VARIABILITY, AND THE BID‐ASK SPREAD
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THE PRICING OF EQUITY CARVE‐OUTS DURING THE 1990s
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INTRADAY CHANGES IN TARGET FIRMS' SHARE PRICE AND BID‐ASK QUOTES AROUND TAKEOVER ANNOUNCEMENTS
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Does environmental investment pay off?—portfolio analyses of the E in ESG during political conflicts and public health crises
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TARGET‐MANAGEMENT‐INVOLVED BUYOUTS: IMPACT ON TAKEOVER COMPETITION, LITIGATION RISK, AND SHAREHOLDER RETURNS
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LABOR LAWS AND FIRM PERFORMANCE
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BLACK‐CONTROLLED CREDIT UNIONS: A COMPARATIVE ANALYSIS
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Ambiguity and risk factors in bank stocks
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DOES BRANCHING MATTER?
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ESTIMATION AND SELECTION BIAS IN MEAN‐VARIANCE PORTFOLIO SELECTION
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ON ESTIMATING STOCK MARKET VOLATILITY: AN EXPLORATORY APPROACH
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TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION
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TIME PREFERENCE AND INTEREST RATES IN AN UNCERTAIN MULTIPERIOD WORLD
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DESIGNING A PROPER HEDGE: THEORY VERSUS PRACTICE
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CAUSALITY TESTS OF THE REAL STOCK RETURN‐REAL ACTIVITY HYPOTHESIS
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USING DIVIDEND POLICY AND MANAGERIAL OWNERSHIP TO REDUCE AGENCY COSTS
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Optimal Control of Credit Risk
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A MULTIPLE DISCRIMINANT ANALYSIS OF TECHNICAL INDICATORS ON THE NEW YORK STOCK EXCHANGE
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AN ANALYSIS OF THE JANUARY EFFECT IN STOCKS AND INTEREST RATES UNDER VARYING MONETARY REGIMES
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FINANCIAL STRUCTURE AND FINANCIAL STRATEGY
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SEASONED EQUITY ISSUERS’ R&D INVESTMENTS: SIGNALING OR OVEROPTIMISM
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DO INSIDERS CLUSTER TRADES WITH COLLEAGUES? EVIDENCE FROM DAILY INSIDER TRADING
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THE MARKET REACTION TO STRAIGHT DEBT ISSUES: THE EFFECTS OF FREE CASH FLOW
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CAPITAL STRUCTURE, SHAREHOLDER RIGHTS, AND CORPORATE GOVERNANCE
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ANATOMY OF SATELLITE TRADING IN THE NATIONAL MARKET SYSTEM FOR NYSE‐LISTED STOCKS
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The Determinants of Conditional Autocorrelation in Stock Returns
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THE DEALER AND MARKET CONCEPTS OF BID‐ASK SPREAD: A COMPARISON FOR NASDAQ STOCKS
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NON‐REPRESENTATIVE TRADING FREQUENCIES AND THE DETECTION OF ABNORMAL PERFORMANCE
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ON THE NATURE OF RISK: A COMMENT
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CHANGES IN TRADING ACTIVITY FOLLOWING STOCK SPLITS AND THEIR EFFECT ON VOLATILITY AND THE ADVERSE‐INFORMATION COMPONENT OF THE BID‐ASK SPREAD
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PRICE AND QUANTITY QUOTES ON NASDAQ: A STUDY OF DEALER QUOTATION BEHAVIOR
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MATURITY AND REFUNDING EFFECTS ON TREASURY‐BOND FUTURES PRICE VARIANCE
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CASH FLOWS, CURRENCY RISK, AND THE COST OF CAPITAL
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TIME‐TO‐BUILD EFFECTS AND THE TERM STRUCTURE
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EDITORIAL POLICY
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Differences in Performance of Independent and Finance‐Affiliated Venture Capital Firms
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EMPLOYEE‐FRIENDLY ACQUIRERS AND ACQUISITION PERFORMANCE
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AUTHOR INDEX OF VOLUME XXXVIII, 2015
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Ceo Compensation And The Transformation Of Banking
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STAR‐ANALYSTS' FORECAST ACCURACY AND THE ROLE OF CORPORATE GOVERNANCE
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DIVERSIFICATION AND SKEWNESS IN OPTION PORTFOLIOS
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Will Any q Do?
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STOCK PRICE REACTIONS TO DIVIDEND AND EARNINGS ANNOUNCEMENTS: CONTEMPORANEOUS VERSUS NONCONTEMPORANEOUS ANNOUNCEMENTS
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GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS
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AUTHOR INDEX OF VOLUME XXIII, 2000
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THE SHRINKING SPACE FOR ANOMALIES
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RISK‐SHIFTING BEHAVIOR AT COMMERCIAL BANKS WITH DIFFERENT DEPOSIT INSURANCE ASSESSMENTS: FURTHER EVIDENCE FROM U.S. MARKETS
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THE VALUATION EFFECTS OF OUT‐OF‐THE‐MONEY CALLS OF CONVERTIBLE SECURITIES
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UNITARY BOARDS AND MUTUAL FUND GOVERNANCE
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CDS contract initiations: REIT board monitoring and corporate decision outcomes
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INVESTOR EXPECTATIONS OF VOLATILITY INCREASES AROUND LARGE STOCK SPLITS AS IMPLIED IN CALL OPTION PREMIA
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RE‐EXAMINING THE MARKET MODEL GIVEN EVIDENCE OF HETEROSKEDASTICITY
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JUNK BOND BEHAVIOR WITH DAILY RETURNS AND BUSINESS CYCLES
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AUTHOR INDEX OF VOLUME XXXII, 2009
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CONVERTIBLE DEBT AND INVESTMENT INCENTIVES
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INTERNATIONAL EVIDENCE ON WEEKEND ANOMALIES
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COMPENSATION CONTRACTS OF CHIEF EXECUTIVE OFFICERS: DETERMINANTS OF PAY‐PERFORMANCE SENSITIVITY
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AGENCY CONFLICTS IN DELEGATED PORTFOLIO MANAGEMENT: EVIDENCE FROM NAMESAKE MUTUAL FUNDS
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THE ANALYTICS OF RELATIVE HOLDING‐PERIOD RISKS FOR BONDS
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FROM THE EDITOR
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NEW ESTIMATES OF THE TERM STRUCTURE OF INTEREST RATES: 1920–1939
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AN INVESTIGATION INTO THE CAUSALITY AMONG FIRMS' DIVIDEND, INVESTMENT, AND FINANCING DECISIONS
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A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility
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RISK‐TAKING BEHAVIOR AND MANAGEMENT OWNERSHIP IN DEPOSITORY INSTITUTIONS
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COMPOUND DISTRIBUTION MODELS OF STOCK RETURNS: AN EMPIRICAL COMPARISON
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Explaining Monday Returns
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CHANGES IN CAPITAL STRUCTURE, NEW EQUITY ISSUES, AND SCALE EFFECTS
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INVESTOR REACTION TO MUTUAL FUND PERFORMANCE: EVIDENCE FROM UK DISTRIBUTION CHANNELS
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U.S. POLITICAL CORRUPTION AND LOAN PRICING
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STOCK PRICES AND INFLATION
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MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES
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Bailouts and the modeling of bank distress
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DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES?
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ACTIVITY STRATEGIES, AGENCY PROBLEMS, AND BANK RISK
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OTC MARKET SWITCHING AND STOCK RETURNS: SOME EMPIRICAL EVIDENCE
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THE IMPACT OF POLITICAL CONNECTIONS ON FIRMS’ OPERATING PERFORMANCE AND FINANCING DECISIONS
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REGULATORY INFLUENCES ON PORTFOLIO PERFORMANCE: SHORT SELLING AND REGULATION T
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TRADING‐VOLUME SHOCKS AND STOCK RETURNS: AN EMPIRICAL ANALYSIS
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INTEREST RATE RISK HEDGING FOR DUE‐ON‐SALE MORTGAGES WITH EARLY TERMINATION
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EDITORIAL POLICY
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FROM THE EDITOR
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A SEQUENTIAL SIGNALING MODEL OF CONVERTIBLE DEBT ISSUE AND CALL POLICIES
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ON THE ROBUSTNESS OF RANGE‐BASED VOLATILITY ESTIMATORS
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OPTION PRICING AND THE ARBITRAGE PRICING THEORY
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SEARCH THEORY AND THE PROHIBITION AGAINST COMMERCIAL BANK UNDERWRITING OF MUNICIPAL REVENUE BONDS
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PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES
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AUTHOR INDEX OF VOLUME XI, 1988
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Editorial Policy
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SOME EVIDENCE ON THE EFFICACY OF SECURITY CREDIT REGULATION IN THE OTC EQUITY MARKET
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THE CONTRIBUTION OF INFLATION UNCERTAINTY TO THE VARIABLE IMPACTS OF MONEY ON STOCK PRICES
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Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?
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Investment horizon for private‐value assets: Evidence from the art market
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THE INFLUENCE OF ORGANIZED OPTIONS TRADING ON STOCK PRICE BEHAVIOR FOLLOWING LARGE ONE‐DAY STOCK PRICE DECLINES
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SHORT SELLING: THE MUTUAL FUND ALTERNATIVE
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Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures
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CAPITAL PROJECT ANALYSIS AND THE DEBT TRANSACTION PLAN
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Performance Evaluation Of U.K. Unit Trusts Within The Stochastic Discount Factor Framework
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QUALITY DISPERSION AND THE FEASIBILITY OF DIVIDENDS AS SIGNALS
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EDITORIAL POLICY
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THE ANNOUNCEMENT EFFECTS OF PREFERRED STOCK RE‐RATINGS
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INTRAWEEK SEASONALITY IN THE FEDERAL FUNDS MARKET
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AUTHOR INDEX OF VOLUME XLI, 2018
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STOCK REPURCHASE AS A TAX‐SAVING DISTRIBUTION
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THE REACTIVE BETA MODEL
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THE NONPARALLEL WEEKEND EFFECT IN THE STOCK AND BOND MARKETS
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THE COUPON EFFECT ON TERM PREMIUMS
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THE VALUE OF EXPERIENTIAL LEARNING BY ORGANIZATIONS: EVIDENCE FROM INTERNATIONAL JOINT VENTURES
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EDITORIAL POLICY
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DURATION, DEFAULT RISK, AND THE TERM STRUCTURE OF INTEREST RATES
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Cash Flow Immediacy and the Value of Investment Timing
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A NO‐ARBITRAGE MARTINGALE ANALYSIS FOR JUMP‐DIFFUSION VALUATION
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THE TWO‐STATE INTEREST RATE MODEL FOR PRICING BONDS: AN EMPIRICAL ANALYSIS
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PORTFOLIO CHOICES, CONSUMPTION, AND PRICES IN A MARKET WITH DURABLE ASSETS
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THE EFFECT OF RATE CASES ON PUBLIC UTILITY STOCK RETURNS
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EVIDENCE OF A RELATION BETWEEN STOCK PRICE REACTIONS AROUND CASH DIVIDEND CHANGES AND YIELDS
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HEADS I WIN, TAILS YOU LOSE: INSTITUTIONAL MONITORING OF EXECUTIVE PAY RIGIDITY
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POST‐ANNOUNCEMENT DRIFTS ASSOCIATED WITH DIVIDEND CHANGES
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ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION
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DIVISION MANAGEMENT BUYOUTS OF UNRELATED DIVISIONS WITHOUT A SALES PRICE REPORTED
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APPLICABILITY OF THE FAMA‐FRENCH THREE‐FACTOR MODEL IN FORECASTING PORTFOLIO RETURNS
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SHORT TERM IMPACT OF OPTION TRADING ON UNDERLYING SECURITIES
