Journal: Journal of Financial Research

Found 333 papers in total
The impact of targeted share repurchases on the wealth of non-participating shareholders
The impact of targeted share repurchases on the wealth of non-participating shareholders
1988,
This paper examines empirically whether management is acting in the best interests of...
Some evidence on the efficacy of security credit regulation in the otc equity market
Some evidence on the efficacy of security credit regulation in the otc equity market
1988,
Security credit regulations are administered by the Federal Reserve Board of Governors...
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications
1988,
In this paper, stock prices for savings institutions that have converted to the stock...
Common stock returns, expected inflation, and the rational expectations hypothesis
Common stock returns, expected inflation, and the rational expectations hypothesis
1988,
This paper provides empirical evidence that expected inflation has a...
Evidence of a relation between stock price reactions around cash dividend changes and yields
Evidence of a relation between stock price reactions around cash dividend changes and yields
1988,
Here, the relation between stock price reactions to announced dividend changes and the...
Optimal portfolios: Markowitz full covariance versus simple selection rules
Optimal portfolios: Markowitz full covariance versus simple selection rules
1988,
Two major problems faced by portfolio managers are estimating the risk and return...
Costly short sales and the correlation of returns with volume
Costly short sales and the correlation of returns with volume
1988,
Previous researchers have documented an empirical correlation between returns and...
An evaluation of the performance of portfolios selected from value line rank one stocks: 1976‐1982
An evaluation of the performance of portfolios selected from value line rank one stocks: 1976‐1982
1988,
In this study, the performance of portfolios selected from among Value Line rank one...
The value line stock rankings and the option model implied standard deviations
The value line stock rankings and the option model implied standard deviations
1988,
Here, the relationship between Value Line rankings and option implied standard...
Tests of the Black-Scholes and constant elasticity of variance currency call option valuation models
Tests of the Black-Scholes and constant elasticity of variance currency call option valuation models
1988,
An adaptation of the Cox‐Ross/Emanuel‐MacBeth call option valuation...
Economies of scope, synergy, and the CAPM
Economies of scope, synergy, and the CAPM
1988,
The purpose of this paper is to integrate the multiproduct theory of the firm into...
Yield volatility of discount coupon bonds
Yield volatility of discount coupon bonds
1988,
In this research, the yield volatility of coupon‐taxable discount bonds is...
Testing the predictive power of ex-post efficient portfolios
Testing the predictive power of ex-post efficient portfolios
1988,
Tested here is the hypothesis that portfolios selected from among ex‐post...
Some empirical evidence on the use of financial leases
Some empirical evidence on the use of financial leases
1988,
In this paper, the impact of certain firm‐specific factors on the level of...
An analysis of shareholder reaction to dividend cuts and omissions
An analysis of shareholder reaction to dividend cuts and omissions
1988,
In this paper the proposition is tested that stock market reaction to a dividend...
Management earnings forecasts: their usefulness as a source of firm-specific information to security analysts
Management earnings forecasts: their usefulness as a source of firm-specific information to security analysts
1988,
Although managers frequently release earnings forecasts, little is known about how...
The shareholder wealth effects of corporate greenmail
The shareholder wealth effects of corporate greenmail
1988,
In this study, the abnormal return dynamics of firms undertaking premium targeted...
Firm size and dividend announcements
Firm size and dividend announcements
1988,
This study documents an association between firm size and abnormal returns from the...
The seasonality in convertible bond markets: a stock effect or bond effect?
The seasonality in convertible bond markets: a stock effect or bond effect?
1988,
There is a strong January effect in convertible bond returns that has been partially...
The market response to insider sales of restricted stock versus unrestricted stock
The market response to insider sales of restricted stock versus unrestricted stock
2014,
Insiders holding both restricted and unrestricted stock must decide which type of...
The price-taker effect on the valuation of executive stock options
The price-taker effect on the valuation of executive stock options
2014,
Because of vesting requirements and the absence of liquidity, executive stock options...
The monetary environment and long-run reversals in stock returns
The monetary environment and long-run reversals in stock returns
2014,
Previous research attributes long‐run reversals to investor overreaction or...
Learning banks' exposure to systematic risk: evidence from the financial crisis of 2008
Learning banks' exposure to systematic risk: evidence from the financial crisis of 2008
2014,
Using a two‐state Markov regime‐switching intertemporal capital asset...
Cash hoards and changes in investors' outlook
Cash hoards and changes in investors' outlook
2014,
Declining markets reflect declines in investors' outlook for firm prospects,...
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