Journal: Journal of Financial Research

Found 333 papers in total
Risk-shifting behavior at commercial banks with different deposit insurance assessments: further evidence from U.S. markets
Risk-shifting behavior at commercial banks with different deposit insurance assessments: further evidence from U.S. markets
2017,
In this article, we investigate both the risk‐shifting behavior of banks and...
Does distance matter in mergers and acquisitions?
Does distance matter in mergers and acquisitions?
2017,
Using a sample of mergers and acquisitions from 1985 to 2014, we examine the impact of...
The value in fundamental accounting information
The value in fundamental accounting information
2017,
We examine the role of fundamental accounting information in shaping portfolio...
Investment bank expertise in cross-border mergers and acquisitions
Investment bank expertise in cross-border mergers and acquisitions
2017,
We study the influence of country expertise of investment banks in facilitating...
Does Bank Technology Affect Small Business Lending Decisions?
Does Bank Technology Affect Small Business Lending Decisions?
2017,
I examine the effect that technology has on soft‐information lending and...
Information Opacity and Fitch Bond Ratings
Information Opacity and Fitch Bond Ratings
2016,
We examine the marginal impact of Fitch ratings on the at‐issuance yields of...
Illiquidity in the Stock And Foreign Exchange Markets: An Investigation of Their Cross-Market Dynamics
Illiquidity in the Stock And Foreign Exchange Markets: An Investigation of Their Cross-Market Dynamics
2016,
In this article, I investigate the illiquidity channel linking stocks and currencies...
U.S. BANK LENDING ACTIVITY IN THE POSTCRISIS WORLD
U.S. BANK LENDING ACTIVITY IN THE POSTCRISIS WORLD
2016,
There are three main reasons banks may not be lending. First, banks could be rationing...
Currency Risk Premium and U.S. Macroeconomic Announcement
Currency Risk Premium and U.S. Macroeconomic Announcement
2016,
In this article, we test whether the currency risk premium in the U.S. equity market...
Lost in Translation: Which Stock Prices Bear the Burden to Adjust to Exchange Rates?
Lost in Translation: Which Stock Prices Bear the Burden to Adjust to Exchange Rates?
2016,
We examine the role of competing exchanges to restore price parity following currency...
Trade Size Clustering in the E-Mini Index Futures Markets
Trade Size Clustering in the E-Mini Index Futures Markets
2016,
We compare trade size clustering of morning, afternoon, and after‐hours trades...
The Effects of Regulatory Compliance for Small Banks Around Crisis-Based Regulation
The Effects of Regulatory Compliance for Small Banks Around Crisis-Based Regulation
2016,
In this article I investigate the regulatory burden for small U.S. banks around major...
Rankings and Trends in Finance Publishing: An Iterative Approach
Rankings and Trends in Finance Publishing: An Iterative Approach
2016,
Using a sample of 20 finance journals from 1985 to 2014, we develop a robust,...
Skewness and Coskewness In Bond Returns
Skewness and Coskewness In Bond Returns
2016,
Bond skewness and coskewness (i.e., bond return comovement with market volatility) are...
The Financial Impact of Lender-of-Last-Resort Borrowing fromthe Federal Reserve During The Financial Crisis
The Financial Impact of Lender-of-Last-Resort Borrowing fromthe Federal Reserve During The Financial Crisis
2016,
The U.S. Federal Reserve (Fed) was reluctant to release the names of firms that...
Designing a Proper Hedge: Theory Versus Practice
Designing a Proper Hedge: Theory Versus Practice
2016,
Determining the hedge ratio based on the slope coefficient of a regression on price...
The informational content of forward rates: further evidence
The informational content of forward rates: further evidence
1989,
Using single‐equation estimation techniques, researchers have generally found...
A BIAS-CORRECTING PROCEDURE FOR BETA ESTIMATION IN THE PRESENCE OF THIN TRADING
A BIAS-CORRECTING PROCEDURE FOR BETA ESTIMATION IN THE PRESENCE OF THIN TRADING
1989,
In this paper, an alternative technique is developed for obtaining consistent...
Holiday closings and security returns
Holiday closings and security returns
1989,
This paper documents unusual return patterns for securities around holiday closings....
The coupon effect on term premiums
The coupon effect on term premiums
1989,
Monthly holding period returns for U.S. Treasury bills and notes of identical maturity...
On stochastic dominance analysis of day-of-the-week return patterns
On stochastic dominance analysis of day-of-the-week return patterns
1989,
Studies show that significant differences exist among return distributions of days of...
The effect of a sinking fund on the reoffering yields of new public utility bonds
The effect of a sinking fund on the reoffering yields of new public utility bonds
1989,
In this study, empirical tests are conducted to determine the impact of a sinking fund...
Financing and house prices
Financing and house prices
1989,
Recent empirical evidence on the effect of below‐market financing on house...
The risk behavior of equity of firms approaching bankruptcy
The risk behavior of equity of firms approaching bankruptcy
1989,
The risk behavior of financially distressed companies is studied using the shifting...
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