Journal: Journal of Financial Research

Found 333 papers in total
An examination of merger synergism
1983,
The empirical research discussed in this paper measures the synergistic effects of...
Capital budgeting decisions when cash flows and project lives are stochastic and dependent
1983,
The purpose of this study is twofold: (1) to develop an operational economic state and...
Short selling: the mutual fund alternative
1983,
Short selling allows investors to shape prospective investment return opportunities...
International diversification of equities and fixed-income securities
1983,
Portfolio selection models have been applied principally to common stocks traded in...
The interaction between pricing and underwriting spread in the new issue convertible debt market
1983,
The objective of this research is to measure the interaction among pricing variables...
Diversification, double leverage, and the cost of capital
1983,
Public utility regulators choose between ‘double leverage’ and...
Short term impact of option trading on underlying securities
1983,
This paper examines the short‐term impact of option listing before and after...
The market model as an appropriate description of the stochastic process generating security returns
1983,
The objective of this research was to investigate whether the market model is an...
Evidence on the existence of common stock inflation hedges
1983,
Previous researchers have been unable to identify (on an ex ante basis) inflation...
Taxes and the refunding of discount bonds
1983,
This paper examines the effect of the Bankruptcy Tax Act of 1980 on the decision to...
A FINANCIAL MANAGEMENT THEORY OF THE NONPROFIT ORGANIZATION
1984,
Certain unique operational and financial characteristics of nonprofit organizations...
The effect of rate cases on public utility stock returns
1984,
Public utility rate cases are economic events because they affect the intrinsic value...
A MODEL OF HETEROGENEOUS EXPECTATIONS AS A DETERMINANT OF SHORT SALES
1984,
This study examines the role of heterogeneous expectations as a determinant of short...
Multivariate analysis of corporate bond ratings and industry classifications
1984,
Previous statistical models designed to predict bond ratings use a variety of...
Financial structure and financial strategy
1984,
Even if the value of the firm is unaffected by its capital structure, managers may...
Portfolio performance in relation to quality, earnings, dividends, firm size, leverage, and return on equity
1984,
This paper examines the risk‐return performance of portfolios formed from...
Diversification in the real estate portfolio
1984,
This study investigates primarily the relationship between portfolio size and the...
Intraweek seasonality in the federal funds market
1984,
This paper examines daily Federal funds interest rates for intraweek seasonality over...
Market timing and mutual fund portfolio composition
1984,
This study uses a methodology that is independent of beta estimates to provide...
An examination of market reaction to substantial shifts in dividend policy
1984,
This study provides further empirical evidence on the informational content of...
Who holds alternative market-yield accounts?
1984,
This paper examines household liquid asset allocation for the period just prior to the...
The value impacts of capital adequacy regulation and stochastic deposits
1984,
The relationship between a bank's soundness and the set of factors evaluated by...
An empirical test of the arbitrage pricing theory
1984,
This paper provides an ex‐post analysis of a multifactor...
Selective hedging of bank assets with treasury bill futures contracts
1984,
The recent volatility of interest rates, the associated profit pressures imposed on...
Papers per page: