Journal: Journal of Financial Research

Found 333 papers in total
Pricing CRB futures contracts
Pricing CRB futures contracts
1990,
This study provides a valuation model to price Commodity Research Bureau Index futures...
The elimination of director liability and stockholder returns: an empirical investigation
The elimination of director liability and stockholder returns: an empirical investigation
1990,
In this paper, the performance of the common stock of Delaware and non‐Delaware...
Volume and R2: a first look
Volume and R2: a first look
1990,
Roll (1988) reports that when days on which public announcements occur are excluded...
The stock return performance of corporations that are partially owned by other corporations
The stock return performance of corporations that are partially owned by other corporations
1990,
A corporation may acquire minority ownership in another corporation and then attempt...
Single-factor duration models: canadian tests
Single-factor duration models: canadian tests
1990,
Single‐factor duration models of bond returns are derived from an underlying...
Interest rate changes and common stock returns of financial institutions: revisited
Interest rate changes and common stock returns of financial institutions: revisited
1990,
In this paper the interest rate sensitivity of common stock returns of financial firms...
Interest rate sensitivity of bank stock returns: specification effects and structural changes
Interest rate sensitivity of bank stock returns: specification effects and structural changes
1990,
In this paper the interest rate sensitivity of bank stock returns under alternative...
The effect of payment delays on stock prices
The effect of payment delays on stock prices
1990,
In this paper stock returns are modeled as a function of payment delays. Three...
A TRANSACTION DATA STUDY OF DAY-OF-THE-WEEK AND INTRADAY PATTERNS IN OPTION RETURNS
A TRANSACTION DATA STUDY OF DAY-OF-THE-WEEK AND INTRADAY PATTERNS IN OPTION RETURNS
1990,
In this study common stock, call, and put option returns from 1983 to 1985 are...
Divestiture to unit managers and shareholder wealth
Divestiture to unit managers and shareholder wealth
1990,
The impact on shareholder wealth from selling units to management is examined. The...
On using the black-scholes model to value warrants
On using the black-scholes model to value warrants
1990,
In this paper ad hoc procedures that employ the Black‐Scholes model in the...
Stochastic dominance and truncated sample data
Stochastic dominance and truncated sample data
1990,
The purpose of this paper is to examine whether the chance of making erroneous...
Risky debt maturity choice in a sequential game equilibrium
Risky debt maturity choice in a sequential game equilibrium
1990,
In this paper the choice of risky debt maturity structure is analyzed in a sequential...
Tax-timing options and the pricing of government bonds
Tax-timing options and the pricing of government bonds
1990,
Internal Revenue Code provisions affect trading strategies for long‐term,...
Regional variation of mortgage yields and simultaneity bias
Regional variation of mortgage yields and simultaneity bias
1990,
This paper has important methodological implications for the literature on regional...
Regularities in tokyo stock exchange security returns: P/E, size, and seasonal influences
Regularities in tokyo stock exchange security returns: P/E, size, and seasonal influences
1990,
Regularities in risk‐adjusted returns for securities listed on the Tokyo Stock...
Stock returns and option prices: an exploratory study
Stock returns and option prices: an exploratory study
1990,
This study is an investigation of estimates of expected stock returns implicit in...
An empirical examination of the existence of a signaling value function for dividends
An empirical examination of the existence of a signaling value function for dividends
1990,
The purpose of this study is to address the reliability of dividend signals. To...
Transaction costs and day-of-the-week effects in the OTC/NASDAQ equity market
Transaction costs and day-of-the-week effects in the OTC/NASDAQ equity market
1990,
A potential explanation is examined here for the observed...
Using the CAPM as a general framework for asset pricing analysis
Using the CAPM as a general framework for asset pricing analysis
1990,
In this paper a model of asset pricing is derived that relaxes the restrictive...
State antitakeover legislation and shareholder wealth
State antitakeover legislation and shareholder wealth
1990,
The market reaction to state antitakeover legislation is examined case by case and in...
Units of debt with warrants: evidence of the ‘penalty-free’ issuance of an equity-like security
Units of debt with warrants: evidence of the ‘penalty-free’ issuance of an equity-like security
1990,
While units of debt with warrants are not structured as perfect substitutes for...
Call option valuation for discrete normal mixtures
Call option valuation for discrete normal mixtures
1990,
In this study a mixture call option pricing model is derived to examine the impact of...
The 1982 depository institutions act and security returns in the savings and loan industry
The 1982 depository institutions act and security returns in the savings and loan industry
1990,
This paper provides empirical evidence on the market response to the 1982...
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