Journal: Journal of Financial Research

Found 333 papers in total
Underpricing of IPOs that follow private placement
Underpricing of IPOs that follow private placement
2011,
In this study we examine the underpricing of initial public offerings (IPOs) by firms...
Market power, bank megamergers, and the welfare of bank borrowers
Market power, bank megamergers, and the welfare of bank borrowers
2011,
We assess the effects on the welfare of corporate borrowers of the recent wave of bank...
Are watch procedures a critical informational event in the credit ratings process? An empirical investigation
Are watch procedures a critical informational event in the credit ratings process? An empirical investigation
2011,
The Boot, Milbourn, and Schmeits (2006) model (Boot model) predicts certain credit...
The effect of cross-listing on trading volume: reducing segmentation versus signaling investor protection
The effect of cross-listing on trading volume: reducing segmentation versus signaling investor protection
2011,
We examine the relation between cross-listing on the U.S. and UK regulated and...
Short selling and price discovery: evidence from American depositary receipts
Short selling and price discovery: evidence from American depositary receipts
2011,
The underlying shares of some American Depositary Receipts (ADRs) can be short sold in...
the choice of trading venue and relative price impact of institutional trading: ADRs versus the underlying securities in their local markets
the choice of trading venue and relative price impact of institutional trading: ADRs versus the underlying securities in their local markets
2011,
We address two important themes associated with institutions’ trading in foreign...
OLIVE: A simple method for estimating betas when factors are measured with error
OLIVE: A simple method for estimating betas when factors are measured with error
2011,
We propose a simple and intuitive method for estimating betas when factors are...
Differences of opinion, overconfidence, and the high-volume premium
Differences of opinion, overconfidence, and the high-volume premium
2011,
We argue that both differences of opinion and overconfidence lead to...
Institutional trading and opening price behavior: evidence from a fast-emerging market
Institutional trading and opening price behavior: evidence from a fast-emerging market
2011,
Using daily and intraday data, we investigate the cross‐sectional relation...
Information asymmetry, dividend status, and SEO announcement-day returns
Information asymmetry, dividend status, and SEO announcement-day returns
2011,
We analyze the relation between the dividend‐paying status of a firm and the...
The effect of the trading system on IPO underpricing: evidence from the 1997 order-handling rules
The effect of the trading system on IPO underpricing: evidence from the 1997 order-handling rules
2011,
We use a natural experiment resulting from the 1997 Securities and Exchange Commission...
The fundamental determinants of trading volume reaction to financial information: evidence and implications for empirical capital market research
The fundamental determinants of trading volume reaction to financial information: evidence and implications for empirical capital market research
2011,
Prior empirical research indicates that trading volume reaction to new information...
Portfolio optimization under tracking error and weights constraints
Portfolio optimization under tracking error and weights constraints
2011,
The performance of active portfolio managers who must comply with a weights constraint...
How well do market timing, catering, and classical theories explain corporate decisions?
How well do market timing, catering, and classical theories explain corporate decisions?
2011,
An important debate in corporate finance is whether chief executive officers (CEOs)...
Founding family ownership and cash holdings
Founding family ownership and cash holdings
2011,
I investigate the relation between founding family ownership and firm cash holdings. I...
Bank privatization and convergence of performance: international evidence
Bank privatization and convergence of performance: international evidence
2011,
We trace the extent of performance deviation of privatized banks from established...
The time-varying equity premium and the S&P 500 in the twentieth century
The time-varying equity premium and the S&P 500 in the twentieth century
2011,
I present a new hindcast stock market index for the United States over the twentieth...
CEO Directors, executive incentives, and corporate strategic initiatives
CEO Directors, executive incentives, and corporate strategic initiatives
2011,
I study how directors who are chief executive officers (CEOs) of other firms affect...
Does it pay to disclose managerial earnings information early?
Does it pay to disclose managerial earnings information early?
2011,
Does it pay to voluntarily disclose the manager's private information about the firm's...
International bank flows to emerging markets: influence of sovereign credit ratings and their regional spillover effects
International bank flows to emerging markets: influence of sovereign credit ratings and their regional spillover effects
2011,
We examine whether changes in sovereign credit assessments help determine...
Applicability of the Fama–French three-factor model in forecasting portfolio returns
Applicability of the Fama–French three-factor model in forecasting portfolio returns
2007,
For the model-based estimation of the equity cost of capital, evidence shows that the...
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