Journal of Financial Research
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Issue Information
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FURTHER EVIDENCE ON DIVIDEND YIELDS AND THE EX‐DIVIDEND DAY STOCK PRICE EFFECT
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FROM THE EDITOR
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ON THE LINKAGE BETWEEN CORPORATE SAVING AND EARNINGS GROWTH
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Informed trading by hedge funds
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Comoment risk in corporate bond yields and returns
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Order Imbalance on Ex‐Dividend Days
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NON‐REPRESENTATIVE TRADING FREQUENCIES AND THE DETECTION OF ABNORMAL PERFORMANCE
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CEO–board connections and the cost of equity capital: International evidence
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AUTHOR INDEX OF VOLUME XXX, 2007
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MARKET TIMING IN REGRESSIONS AND REALITY
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THE ROLE OF INFORMATION AND THE TIME BETWEEN TRADES: AN EMPIRICAL INVESTIGATION
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Impacts of firm life cycle on bond ratings and yields
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Issue Information
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Executive compensation, internal control quality, and corporate social responsibility in China
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THE EFFECT OF MARKET PROXY REBALANCING POLICIES ON DETECTING ABNORMAL PERFORMANCE
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The alphabet and idiosyncratic volatility
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Cultural, trust, and transparency effects on the use of anchoring in mergers and acquisitions
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NONNESTED PROCEDURES IN ECONOMETRIC TESTS OF ASSET PRICING THEORIES
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THE DIFFERENTIAL EFFECTS OF DEREGULATION ON SAVINGS AND LOAN ASSOCIATIONS AND BANKS
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STAR‐ANALYSTS' FORECAST ACCURACY AND THE ROLE OF CORPORATE GOVERNANCE
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KNOW YOUR CLIENT! INVESTOR PROFILE AND TAILOR‐MADE ASSET ALLOCATION RECOMMENDATIONS
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MEASURING RISK AVERSION: ALLOCATION, LEVERAGE, AND ACCUMULATION
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THE RELATIVE IMPORTANCE OF JOURNALS USED IN FINANCE RESEARCH
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THE PRICING EFFICIENCY OF LEVERAGED EXCHANGE‐TRADED FUNDS: EVIDENCE FROM THE U.S. MARKETS
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The Nasdaq‐Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms
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EDITORIAL POLICY
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CORPORATE CONTROL IN COMMERCIAL BANKS
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THE RISK STRUCTURE OF INTEREST RATES AND INTERDEPENDENT BORROWING COSTS: THE IMPACT OF MAJOR DEFAULTS
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Tweets versus broadsheets: Sentiment impact on stock markets around the world
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THE SENSITIVITY OF THE PRIME RATE TO MONEY MARKET CONDITIONS
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FINANCIAL TRANSACTIONS WITHIN BANK HOLDING COMPANIES
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Climate transition risk and bank lending
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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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CORPORATE HEDGING AND SHAREHOLDER VALUE
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A CERTAINTY EQUIVALENT APPROACH TO MUNICIPAL BOND DEFAULT RISK ESTIMATION
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EXECUTIVE PAY AND THE DISCLOSURE ENVIRONMENT: CANADIAN EVIDENCE
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LONG‐RUN RELATIONS IN EXCHANGE MARKETS: A TEST OF COVERED INTEREST PARITY
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Do Female Mutual Fund Managers Manage Differently?
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AN ANALYSIS OF THE DECISION TO OPT OUT OF PENNSYLVANIA SENATE BILL 1310
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AN EMPIRICAL ANALYSIS OF INSURED PORTFOLIO STRATEGIES USING LISTED OPTIONS
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DIVERSIFICATION STRATEGIES: DO LIMITED DATA CONSTRAIN INVESTORS?
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ADAPTIVE MESH MODELING AND BARRIER OPTION PRICING UNDER A JUMP‐DIFFUSION PROCESS
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AUTHOR INDEX OF VOLUME XVIII, 1995
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Homemade international diversification under economic policy uncertainty
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STRATEGIC CREDIT LINE USAGE AND PERFORMANCE
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Reference point formation: Does the market whisper in the background?
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LIQUIDITY AND TICK SIZE: DOES DECIMALIZATION MATTER?
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AUTHOR INDEX OF VOLUME XXXIV, 2011
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STOCKHOLDER RETURNS AMONG HOMOGENEOUS GROUPS OF MERGERS
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THE EFFECT OF THE TRADING SYSTEM ON IPO UNDERPRICING: EVIDENCE FROM THE 1997 ORDER‐HANDLING RULES
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DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES
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ON THE NATURE OF RISK: A COMMENT
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AUTHOR INDEX OF VOLUME XXXVIII, 2015
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MANAGERIAL OWNERSHIP, TAKEOVER DEFENSES, AND DEBT FINANCING
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ON THE INFORMATIONAL EFFECT OF SHORT‐SALES CONSTRAINTS: EVIDENCE FROM THE TOKYO STOCK EXCHANGE
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WHY IRA AND KEOGH PLANS SHOULD AVOID GROWTH STOCKS
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Syndicated Loan Announcements and Borrower Value
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It is with Regret that We Note the Passing of Our Colleague and Friend, Bill Dukes, One of the Founding Editors of the Journal of Financial Research
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MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS
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EDITORIAL POLICY
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Issue Information
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INDUSTRY EFFECTS OF ANALYST STOCK REVISIONS
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A NEW APPROACH TO CONTROLLING FOR THIN TRADING
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THE EFFECTS OF DEFAULT RISK ON THE MARKET MODEL
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FROM THE EDITOR
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VALUATION OF THE PREFERRED STOCK SINKING FUND FEATURE: A TIME‐SERIES APPROACH
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EDITORIAL POLICY
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QUALITY DISPERSION AND THE FEASIBILITY OF DIVIDENDS AS SIGNALS
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Regulation And The Rise In Asset‐Based Mutual Fund Management Fees
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EDITORIAL POLICY
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The Effect of Time‐Series and Cross‐Sectional Heterogeneity on Panel Unit Root Test Power
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SOME EVIDENCE ON THE EFFICACY OF SECURITY CREDIT REGULATION IN THE OTC EQUITY MARKET
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MARKET INTERPRETATION OF ISO 9000 REGISTRATION
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SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES
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CAPITAL BUDGETING DECISIONS WHEN CASH FLOWS AND PROJECT LIVES ARE STOCHASTIC AND DEPENDENT
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LEVERAGE, RISK‐SHIFTING INCENTIVE, AND STOCK‐BASED COMPENSATION
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CONVERTIBLE BONDS IN PERFECT AND IMPERFECT MARKETS
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WHY MOST FIRMS CHOOSE LINEAR HEDGING STRATEGIES
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Corporate social responsibility and bank liquidity creation
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GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS
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Periodicity of trading activity in foreign exchange markets
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FINANCE ASSOCIATION MEETINGS
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Are the Best Small Companies the Best Investments?
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VALUATION OF EVENT‐CONTINGENT OPTIONS
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TAXES AND THE REFUNDING OF DISCOUNT BONDS
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DIFFERENTIAL DETERMINANTS OF RISK PREMIUMS IN THE PUBLIC AND PRIVATE CORPORATE BOND MARKETS
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TAX‐LOSS SELLING, INSTITUTIONAL INVESTORS, AND THE JANUARY EFFECT: A NOTE
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The Effects of Unanticipated Macroeconomic News on Debt Markets
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PORTFOLIO PERFORMANCE IN RELATION TO QUALITY, EARNINGS, DIVIDENDS, FIRM SIZE, LEVERAGE, AND RETURN ON EQUITY
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AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY
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THE DIFFERENTIAL EFFECTS OF SINKING FUNDS ON BOND RISK PREMIA
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THE EFFECT OF PAYMENT DELAYS ON STOCK PRICES
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THE EFFECTS OF INSIDER TRADING RESTRICTIONS: EVIDENCE FROM HISTORICAL DIVIDEND INITIATIONS AND OMISSIONS
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PRESS COVERAGE AND STOCK PRICE DEVIATION FROM FUNDAMENTAL VALUE
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CREDIT RATINGS AND THE COST OF ISSUING SEASONED EQUITY
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VALUATION EFFECT OF ISSUING NONSUBORDINATED VERSUS SUBORDINATED DEBT
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SIMULATION OF PORTFOLIO RETURNS: VARYING NUMBERS OF SECURITIES AND HOLDING PERIODS
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FINANCE ASSOCIATION MEETINGS
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Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies
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AN EXAMINATION OF THE SMALL‐FIRM EFFECT ON THE BASIS OF SKEWNESS PREFERENCE
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A THEORY OF UNWINDING OF CROSS‐SHAREHOLDING UNDER MANAGERIAL ENTRENCHMENT
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The Firm Size Effect and the Economic Cycle
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A COMPARISON OF LISTED OPTION PREMIUMS AND BLACK AND SCHOLES MODEL PRICES: 1973–1979
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FRICTIONS AND THE CONTRIBUTION OF INVENTORY TO SHAREHOLDER WEALTH
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UNDERWRITER REPUTATION AND AFTERMARKET PERFORMANCE OF CLOSED‐END FUNDS
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ANOMALOUS BIDDING IN SHORT‐TERM TREASURY BILL AUCTIONS*
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IMPORTANCE OF THE FUND MANAGEMENT COMPANY IN THE PERFORMANCE OF SOCIALLY RESPONSIBLE MUTUAL FUNDS
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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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The causal effect of corporate governance on employee satisfaction
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THE STRATEGIC DETERMINANTS OF WORKING CAPITAL: A PRODUCT‐LINE PERSPECTIVE
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DOES REPUTATION CONTRIBUTE TO INSTITUTIONAL HERDING?
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ABNORMAL RETURNS AND ANALYSTS' EARNINGS FORECAST REVISIONS ASSOCIATED WITH THE PUBLICATION OF “STOCK HIGHLIGHTS” BY VALUE LINE INVESTMENT SURVEY
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Investment horizon for private‐value assets: Evidence from the art market
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From the Editors
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ON COMPUTING BOND RETURNS: THE EVALUATION OF LOW‐GRADE DEBT
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THE CROSS‐AUTOCORRELATION OF SIZE‐BASED PORTFOLIO RETURNS IS NOT AN ARTIFACT OF PORTFOLIO AUTOCORRELATION
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Intra‐Industry Reactions to Stock Split Announcements
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The Journal of Financial Research Job Title: Editor or Co‐Editor
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IDIOSYNCRATIC RISK PREMIA AND MOMENTUM
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INTEREST RATE RISK HEDGING FOR DUE‐ON‐SALE MORTGAGES WITH EARLY TERMINATION
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A NO‐ARBITRAGE MARTINGALE ANALYSIS FOR JUMP‐DIFFUSION VALUATION
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INSTITUTIONAL TRADING AND SECURITY PRICES: THE CASE OF CHANGES IN THE COMPOSITION OF THE S&P 500 INDEX
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What Drives Stock Price Behavior Following Extreme One‐Day Returns
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ISLAMIC BANKING, COSTLY RELIGIOSITY, AND COMPETITION
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EDITORIAL POLICY
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Religious differences and households' investment decisions
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Issue Information
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Lending and risk controls for BHCs after the Dodd–Frank act
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IDENTIFYING REGIME CHANGES IN MARKET VOLATILITY
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INTERNATIONAL EVIDENCE ON WEEKEND ANOMALIES
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MODELS OF STOCK MARKET PREDICTABILITY
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The U.S. syndicated loan market: Matching data
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SHORT SELLING AND MISPRICINGS WHEN FUNDAMENTALS ARE KNOWN: EVIDENCE FROM NYSE‐TRADED CLOSED‐END FUNDS
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Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications
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THE DEALERS' PRICE/SIZE QUOTE AND MARKET LIQUIDITY
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LOST IN TRANSLATION: WHICH STOCK PRICES BEAR THE BURDEN TO ADJUST TO EXCHANGE RATES?
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EDITORIAL POLICY
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Issue Information
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ABNORMAL PERFORMANCE IN SMALL PORTFOLIOS WITH EVENT‐INDUCED VOLATILITY: THE CASE OF STOCK SPLITS
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EDITORIAL POLICY
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THE MARKET PRICING OF NET OPERATING LOSS CARRYFORWARDS: IMPLICATIONS OF THE TAX MOTIVATIONS OF MERGERS
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CEO compensation complexity: Optimal contracts or agency problems?
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CAPITAL STRUCTURE, SHAREHOLDER RIGHTS, AND CORPORATE GOVERNANCE
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CEO overconfidence and debt covenant violations
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THE UNDERPRICING OF “SECOND” INITIAL PUBLIC OFFERINGS
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Venture capital and private equity investors, governance, and success of IPOs: Evidence from India
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TARGET‐MANAGEMENT‐INVOLVED BUYOUTS: IMPACT ON TAKEOVER COMPETITION, LITIGATION RISK, AND SHAREHOLDER RETURNS
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Ambiguity and risk factors in bank stocks
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TRADE SIZE AND INFORMED TRADING: WHICH TRADES ARE “BIG”?
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INFLATION, INVESTMENT, AND DEBT
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IS THE BOOK‐TO‐MARKET RATIO A MEASURE OF RISK?
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THE FAMA‐FRENCH MODEL, LEVERAGE, AND THE MODIGLIANI‐MILLER PROPOSITIONS
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FINANCIAL STRUCTURE AND FINANCIAL STRATEGY
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PRODUCTION TECHNOLOGY, NONDEBT TAX SHIELDS, AND FINANCIAL LEVERAGE
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THE WEALTH EFFECTS OF ANNOUNCEMENTS OF R&D EXPENDITURE INCREASES
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TIME VARIABILITY IN MARKET RISK AVERSION
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De facto time‐varying indices‐based benchmarks for mutual fund returns
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U.S. POLITICAL CORRUPTION AND LOAN PRICING
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VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE
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A RE‐EXAMINATION OF THE EFFECT OF 12B–1 PLANS ON MUTUAL FUND EXPENSE RATIOS
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A SIMPLE FORMULA FOR DURATION
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FROM THE EDITOR
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THE USE OF ACQUISITIONS AND JOINT VENTURES BY U.S. BANKS EXPANDING ABROAD
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MARKOWITZ ALLOCATION–FIXED INCOME SECURITIES
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Debt enforcement, financial leverage, and product failures: Evidence from China and the United States
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MODERN OPTION PRICING MODELS: A DICHOTOMOUS CLASSIFICATION
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FROM THE EDITORS
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EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK
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IMPLICATIONS OF MILLER'S ARGUMENT FOR CAPITAL BUDGETING
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INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS
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ON THE SHAREHOLDER WEALTH EFFECTS OF DEPOSIT INSURANCE PREMIUM REVISIONS ON LARGE, PUBLICLY TRADED COMMERCIAL BANKS
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OPEN MARKET STOCK REPURCHASE PROGRAMS AND LIQUIDITY
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EARLY UNWINDING STRATEGY IN INDEX OPTIONS‐FUTURES ARBITRAGE
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STOCK REPURCHASE AS A TAX‐SAVING DISTRIBUTION
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A MULTIPLE DISCRIMINANT ANALYSIS OF TECHNICAL INDICATORS ON THE NEW YORK STOCK EXCHANGE
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WARRANT PRICING USING OBSERVABLE VARIABLES
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VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS
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RELATIVE STOCK PRICES AND THE FIRM SIZE EFFECT
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MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES
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AN ANALYSIS OF THE PERFORMANCE CHARACTERISTICS OF CONVERTED SAVINGS AND LOAN ASSOCIATIONS
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AN ANALYSIS OF SHAREHOLDER REACTION TO DIVIDEND CUTS AND OMISSIONS
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SPLIT RATINGS, BOND YIELDS, AND UNDERWRITER SPREADS
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ANOTHER LOOK AT RESIDENTIAL MORTGAGE LENDING BY SAVINGS & LOANS
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ACTIVITY STRATEGIES, AGENCY PROBLEMS, AND BANK RISK
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CHANGES IN CAPITAL STRUCTURE: ASSET CHARACTERISTICS OR MANAGERIAL PREFERENCES
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INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E‐MINI INDEX FUTURES
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Issue Information
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TAX SCHEDULE CHANGES AND DISCOUNT BOND PRICES
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AUTHOR INDEX OF VOLUME XIV, 1991
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AUTHOR INDEX OF VOLUME XXIII, 2000
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STOCK RETURNS AND VOLATILITY ON CHINA'S STOCK MARKETS
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TRADE SIZE CLUSTERING IN THE E‐MINI INDEX FUTURES MARKETS
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THE SIZE EFFECT IS PRIMARILY A PRICE EFFECT
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INTERNATIONAL STOCK MARKET COMOVEMENT AND NEWS
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Optimal Control of Credit Risk
