Journal: Journal of Financial Research

Found 333 papers in total
Speculative trading in reits
Speculative trading in reits
2014,
The recent extremes in the real estate economic cycle have created an ideal setting to...
The U.S. treasury's capital purchase program: treasury's selectivity and market returns across weak and healthy banks
The U.S. treasury's capital purchase program: treasury's selectivity and market returns across weak and healthy banks
2014,
We evaluate firms that voluntarily participated in the Treasury's Capital Purchase...
Convexity, magnification, and translation: the effect of managerial option-based compensation on corporate cash holdings
Convexity, magnification, and translation: the effect of managerial option-based compensation on corporate cash holdings
2014,
Using the distinctions among the convexity, magnification, and translation effects, we...
Investment banks in dual roles: acquirer m&a advisors as underwriters
Investment banks in dual roles: acquirer m&a advisors as underwriters
2014,
We analyze the dual role of investment banks that provide advice to acquiring firms...
Cash flows, currency risk, and the cost of capital
Cash flows, currency risk, and the cost of capital
2014,
Currency fluctuations can affect firms' cash flows. There is evidence that cash flows...
Strategic credit line usage and performance
Strategic credit line usage and performance
2014,
The existing literature views credit line drawdowns as a quick, low‐cost way...
Target-management-involved buyouts: impact on takeover competition, litigation risk, and shareholder returns
Target-management-involved buyouts: impact on takeover competition, litigation risk, and shareholder returns
2014,
We examine the impact of target management involvement as bidders in a sample of...
Frictions and the contribution of inventory to shareholder wealth
Frictions and the contribution of inventory to shareholder wealth
2014,
Shareholder wealth effects associated with inventory are examined. Initial results...
Does reputation contribute to institutional herding?
Does reputation contribute to institutional herding?
2014,
We examine the reputational herding hypothesis and provide evidence that institutional...
Cultural distance and bond pricing: evidence in the yankee and rule 144a bond markets
Cultural distance and bond pricing: evidence in the yankee and rule 144a bond markets
2014,
In this article we examine the impact of cultural distance on the pricing of corporate...
Does equity-based compensation make CEOs more acquisitive?
Does equity-based compensation make CEOs more acquisitive?
2014,
Theory is conflicted on the impact of equity‐based compensation on managerial...
Affiliated agents, boards of directors, and mutual fund securities lending returns
Affiliated agents, boards of directors, and mutual fund securities lending returns
2014,
Using a manually collected U.S. index mutual fund sample, we find that funds with...
What does βSMB > 0 really mean?
What does βSMB > 0 really mean?
2014,
A positive SMB coefficient in a Fama–French regression is often interpreted as...
The choice between callable and noncallable bonds
The choice between callable and noncallable bonds
2014,
We examine the choice and the offer spreads between callable and noncallable bonds. We...
International stock market comovement and news
International stock market comovement and news
2014,
We explore how news comovement drives a portion of stock return comovement using the...
Intermediation in the market for equity research
Intermediation in the market for equity research
2014,
We study a unique setting in Singapore where an intermediary assigns firms willing to...
Board diversity and CEO selection
Board diversity and CEO selection
2014,
We find that the likelihood of a female CEO appointment increases with the proportion...
Institutional trading and security prices: the case of changes in the composition of the S&P 500 index
Institutional trading and security prices: the case of changes in the composition of the S&P 500 index
1986,
This paper examines the common stock valuation and liquidity effects of firms being...
Financial futures and immunization
Financial futures and immunization
1986,
This paper investigates the ability of any portfolio that contains both bonds and...
Convertible bond valuation: an empirical test
Convertible bond valuation: an empirical test
1986,
This research applies the options pricing model to the valuation of convertible bonds....
Human capital and life-cycle effects on risk aversion
Human capital and life-cycle effects on risk aversion
1986,
This paper provides additional evidence on life‐cycle patterns of relative risk...
The contribution of inflation uncertainty to the variable impacts of money on stock prices
The contribution of inflation uncertainty to the variable impacts of money on stock prices
1986,
This paper examines the effects of inflation uncertainty on the lag structure between...
Treasury bill futures as a hedging tool: a risk-return approach
Treasury bill futures as a hedging tool: a risk-return approach
1986,
The primary purpose of this study is to measure the hedging performance of Treasury...
Selectivity, market timing, and random beta behavior of mutual funds: a generalized model
Selectivity, market timing, and random beta behavior of mutual funds: a generalized model
1986,
This paper presents a generalized varying parameter model to investigate the...
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