Journal: Journal of Financial Research

Found 333 papers in total
An empirical test of the commodity option pricing model using ginnie mae call options
An empirical test of the commodity option pricing model using ginnie mae call options
1986,
This paper tests the ability of Black's commodity option pricing model to provide...
Stock repurchases and securityholder returns: a case study of Teledyne
Stock repurchases and securityholder returns: a case study of Teledyne
1986,
This study examines securityholder returns around nine major repurchase announcements...
Comparative efficiency of market indices: an empirical study
Comparative efficiency of market indices: an empirical study
1986,
This study ranks eight widely used market indices using two mean‐variance...
The relation between returns, ownership structure, and market value
The relation between returns, ownership structure, and market value
1986,
Numerous empirical studies have documented the small firm effect of higher...
Security price reactions around product recall announcements
Security price reactions around product recall announcements
1986,
This study presents an empirical, event‐time analysis of the financial impact...
Issuer sophistication and underpricing in the negotiated municipal bond market
Issuer sophistication and underpricing in the negotiated municipal bond market
1986,
Research on municipal bond offerings has established the determinants of effective...
Penn square, problem loans, and insolvency risk
Penn square, problem loans, and insolvency risk
1986,
This paper investigates the influence of the failure of Penn Square Bank of Oklahoma...
Empirical analysis on the predictors of future spot rates
Empirical analysis on the predictors of future spot rates
1986,
This paper examines the issue of the prediction of future spot rates by applying the...
An empirical test of an ex-ante model of the determination of stock return volatility
An empirical test of an ex-ante model of the determination of stock return volatility
1986,
The assumption that changing expected cash flows and discount factors affect a...
Valuation of primary issue convertible bonds
Valuation of primary issue convertible bonds
1986,
Little empirical evidence is available on the nature of the trade‐offs between...
Inflation measurement, inflation risk, and the pricing of treasury bills
Inflation measurement, inflation risk, and the pricing of treasury bills
1986,
One explanation for the high real interest rates on Treasury bills during the period...
Portfolio choices, consumption, and prices in a market with durable assets
Portfolio choices, consumption, and prices in a market with durable assets
1986,
Recent research in investments has focused almost exclusively on financial assets such...
Announcement effects of withdrawn security offerings: evidence on the wealth redistribution hypothesis
Announcement effects of withdrawn security offerings: evidence on the wealth redistribution hypothesis
1986,
This paper employs the comparison period returns approach to examine issuance and...
A PROGRAMMING MODEL FOR BANK HEDGING DECISIONS
A PROGRAMMING MODEL FOR BANK HEDGING DECISIONS
1986,
This study constructs, solves, and interprets a normative model that focuses on the...
The impact of real estate lending on thrifts' franchise values during the 2007‐2009 crisis: a comparison with commercial banks
The impact of real estate lending on thrifts' franchise values during the 2007‐2009 crisis: a comparison with commercial banks
2016,
The real estate bubble and 2007–2009 financial crisis revived the debate about...
The disciplinary role of failed takeover attempts
The disciplinary role of failed takeover attempts
2016,
I find that the CEO turnover in target firms following failed takeover attempts is...
Clawback provisions in real estate investment trusts
Clawback provisions in real estate investment trusts
2016,
Using a sample of 195 unique real estate investment trusts (REITs), we examine factors...
Investment fees, net returns, and conflict of interest in 401(K) plans
Investment fees, net returns, and conflict of interest in 401(K) plans
2016,
Using a proprietary database of predominantly small to mid‐size 401(k) plans...
How many small firms are enough?
How many small firms are enough?
1984,
Individual investors are undiversified, holding on average less than four securities...
The sensitivity of the prime rate to money market conditions
The sensitivity of the prime rate to money market conditions
1984,
Commercial banking's institutional setting can make one bank's profits dependent upon...
Exchange listing and stock liquidity
Exchange listing and stock liquidity
1984,
Two measures are used to estimate the liquidity of stocks that switch their places of...
Synergy, diversification, and incentive effects of corporate merger on bondholder wealth: some evidence
Synergy, diversification, and incentive effects of corporate merger on bondholder wealth: some evidence
1984,
The theory relating to the effects of a merger on the wealth of bondholders implies...
The response of forward exchange rates to interest rate forecasting errors
The response of forward exchange rates to interest rate forecasting errors
1984,
This paper examines the effects of interest rate news on changes in forward foreign...
The influence of offering yield on underwriting spread
The influence of offering yield on underwriting spread
1984,
This paper presents a model that explains variation in underwriting spreads among...
Papers per page: