Journal of Financial Research

Order information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=0270-2592
Editor: Jayant Kale
Editor: Gerald Gay
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:bla:jfnres

More pages of listings: 0|1|2|3

1990, Volume 13, Issue 3

• 243-48 Transaction Costs and Day-of-the-Week Effects in the OTC/NASDAQ Equity Market
  by Fortin, Rich
• 249-63 Regularities in Tokyo Stock Exchange Security Returns: P/E, Size, and Seasonal Influences
  by Aggarwal, Raj & Rao, Ramesh P & Hiraki, Takato

• 81-92 On Using the Black-Scholes Model to Value Warrants
  by Leonard, David C & Solt, Michael E
• 93-103 Tax-Timing Options and the Pricing of Government Bonds
  by Heuson, Andrea J & Lasser, Dennis J
• 105-16 Stochastic Dominance and Truncated Sample Data
  by Ben-Horim, Moshe
• 117-31 A Transaction Data Study of Day-of-the-Week and Intraday Patterns in Option Returns
  by Peterson, David R
• 133-45 The Effect of Payment Delays on Stock Prices
  by DeGennaro, Ramon P
• 147-54 Interest Rate Sensitivity of Bank Stock Returns: Specification Effects and Structural Changes
  by Akella, Srinivas R & Chen, Su-Jane
• 155-65 Risky Debt Maturity Choice in a Sequential Game Equilibrium
  by Kale, Jayant R & Noe, Thomas H
• 167-72 Divestiture to Unit Managers and Shareholder Wealth
  by Trifts, Jack W & et al

• 1-6 Volume and R2: A First Look
  by Cornell, Bradford
• 7-14 Pricing CRB Futures Contracts
  by Ehrhardt, Michael C & Tucker, Alan L
• 15-21 Bootstrapping the Number of Factors in the Arbitrage Pricing Theory
  by Chatterjee, Sangit & Pari, Robert A
• 23-38 Single-Factor Duration Models: Canadian Tests
  by Bierwag, G O & Roberts, Gordon S
• 39-51 The Stock Return Performance of Corporations that Are Partially Owned by Other Corporations
  by Rosenstein, Stuart & Rush, David F
• 53-60 The Elimination of Director Liability and Stockholder Returns: An Empirical Investigation
  by Janjigian, Vahan & Bolster, Paul J
• 61-69 The Impact of Financing Sources on Multinational Projects
  by Madura, Jeff & Fosberg, Richard H
• 71-79 Interest Rate Changes and Common Stock Returns of Financial Institutions: Revisited
  by Bae, Sung C

• 269-83 Intrinsic Uncertainty and Common-Knowledge Priors in Financial Economics
  by Guth, Michael A S
• 285-91 Direct Tests of the Divergence of Opinion Hypothesis in the Market for Racetrack Betting
  by Lusht, Kenneth M & Saunders, Edward M
• 293-99 The Effect of Market Proxy Rebalancing Policies on Detecting Abnormal Performance
  by Zivney, Terry L & Thompson, Donald J, II
• 301-18 Restricted Voting Shares, Ownership Structure, and the Market Value of Dual-Class Firms
  by Ang, James S & Megginson, William L
• 319-28 Earnings Forecast Revisions Associated with Stock Split Announcements
  by Klein, Linda S & Peterson, David R
• 329-39 The Relationship between the Variability of Inflation and Stock Returns: An Empirical Investigation
  by Buono, Mark J
• 341-54 The Analysis of the January Effect in Stocks and Interest Rates under Varying Monetary Regimes
  by Jones, Charles P & Wilson, Jack W

• 183-92 The Underpricing of "Second" Initial Public Offerings
  by Muscarella, Chris J & Vetsuypens, Michael R
• 193-202 Regulatory and Procedural Effects on the Underpricing of Initial Public Offerings
  by Affleck-Graves, John & Miller, Robert E
• 203-16 The Cost of Including a Call Provision in Municipal Debt Contracts
  by Spivey, Michael F
• 217-33 Determinants of Valuation Effects for Security Offerings of Commercial Bank Holding Companies
  by Wansley, James W & Dhillon, Upinder S
• 235-44 An Examination of the Yield Spread between Insured and Uninsured Debt
  by Hsueh, L Paul & Chandy, P R
• 245-52 A Note on the Behavior of Security Returns: A Test of Stock Market Overreaction and Efficiency
  by Davidson, Wallace N, III & Dutia, Dipa
• 253-60 Skewness and Kurtosis in Japanese Equity Returns: Empirical Evidence
  by Aggarwal, Raj & Rao, Ramesh P & Hiraki, Takato
• 261-68 The Risk Implications of Forecast Errors of Bank Earnings, 1976-1986
  by Fraser, Donald R & Kannan, Srinivasan

• 93-102 Risk and Return on Newly Listed Stocks: The Post-Listing Experience
  by Bhandari, Arvind & et al
• 103-12 Impacts of Relative Size and Industrial Relatedness on Returns to Shareholders of Acquiring Firms
  by Scanlon, Kevin P & Trifts, Jack W & Pettway, Richard H
• 113-28 Moral Hazard and Capital Budgeting
  by Chaney, Paul K
• 129-42 Optimum Corporate Leverage with Risky Debt: A Demand Approach
  by Choi, Jongmoo Jay & Fabozzi, Frank J & Yaari, Uzi
• 143-56 The Cost of Capital, McCaulay's Duration, and Tobin's q
  by Ben-Horim, Moshe & Callen, Jeffrey L
• 157-72 Basis Volatility: Implications for Hedging
  by Castelino, Mark G
• 173-81 Estimation and Selection Bias in Mean-Variance Portfolio Selection
  by Frankfurter, George M & Lamoureux, Christopher G

• 1-13 The Effect of a Sinking Fund on the Reoffering Yields of New Public Utility Bonds
  by Kidwell, David S & Marr, M Wayne & Ogden, Joseph P
• 15-21 The Coupon Effect on Term Premiums
  by Brooks, Robert & Levy, Haim & Livingston, Miles
• 23-32 A Bias-Correcting Procedure for Beta Estimation in the Presence of Thin Trading
  by Fowler, David J & Rorke, C Harvey & Jog, Vijay M
• 33-50 The Risk Behavior of Equity of Firms Approaching Bankruptcy
  by Johnson, Dana J
• 51-55 On Stochastic Dominance Analysis of Day-of-the-Week Return Patterns
  by Wingender, John & Groff, James E
• 57-67 Holiday Closings and Security Returns
  by Pettengill, Glenn N
• 69-81 The Informational Content of Forward Rates: Further Evidence
  by Walz, Daniel T & Spencer, Roger W
• 83-91 Financing and House Prices
  by Sa-Aadu, J & Sirmans, C F & Benjamin, John D

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