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Forthcoming Articles
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Preferenced Trading, Quote Competition, and Market Quality: Evidence from Decimalization on the NYSE
S. Ghon Rhee, Ning Tang, and Wei Huang
Volatility Risk Premium, Risk Aversion, and the Cross-Section of Stock Returns
Peter Nyberg and anders Wilhelmsson
On Model Testing in Financial Economics
Robert A. Jarrow
Political Risk and Purchases of Privatized State Owned Enterprises
Mina C. Glambosky, Kimberly C. Gleason, and Jeff Madura
Bond Market Access, Credit Quality, and Capital Structure: Canadian Evidence
Usha R. Mittoo and Zhou Zhang
Restructuring Using Operating Asset Exchanges: Issues and Evidence
Kaysia Campbell and James E. Owers
Syndication in Venture Capital Financing
Daniel N. Deli and Mukunthan Santhanakrishnan
Terrorism and Stock Market Sentiment
Jussi Nikkinen and Sami Vähämaa
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds, and Gold
Dirk G. Baur and Brian M. Lucey
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis
David Michayluk and Ruoyun Zhao
Debt Maturity, Credit Risk, and Information Asymmetry: The Case of Municipal Bonds
Kenneth Daniels, Demissew Diro Ejara, and Jayaraman Vijayakumar
Why is Convertible Debt Subordinated? An Investment-Based Agency Theory
Assaf Eisdorfer
Risk Changes around Calls of Convertible Bonds
Luis Garcìa-Feijóo, Scott Beyer and Robert R. Johnson
Yes, The Value Line Enigma is Still Alive: Evidence from Online Timeliness Rank Changes
Ying Zhang, Giao X. Nguyen and Steven V. Le
The Effect of Labor Market Demand on U.S. CEO Pay Since 1980
Gregory Nagel
What Are Capital Structure Determinants for Tax-Exempt Organizations?
Geoffrey Peter Smith
Does the Quality of Financial Advice Affect Prices?
Arthur Allen and Donna Dudney
Treasury Bond Volatility and Uncertainty about Monetary Policy
Ivo J.M. Arnold and Evert B. Vrugt
Exchange-Traded Fund Introcutions and Closed-End Fund Discounts and Volume
Scott W. Barnhart and Stuart Rosenstein
Partial Price Adjustments and Equity Carve-Outs
Thomas H. Thompson
Empirical Evidence of the Existence of Investable Premiums in Emerging Market Investable Stocks
Eric C. Girard
Arbitrage and the Evaluation of Linear Factor Models in U.K. Stock Returns
Jonathan Fletcher
The Efficacy of Regulation Fair Disclosure
Praveen Sinha and Christopher Gadarowski
Short-Horizon Return Predictability in International Equity Markets
Abul Shamsuddin and Jae H. Kim
Information Transfer Effects of Bond Rating Downgrades
Philippe Jorion and Gaiyan Zhang
John S. Howe and Shaorong Zhang
Asset Pricing and Welfare Analysis with Bounded Rational Investors
Lei Lu
Idiosyncratic Risk in Emerging Markets
Timotheos Angelidis
A Note on Affordability and the Optimal Share Price
William T. Chittenden, Janet D. Payne and J. Holland Toles
50+ Years of Diversification Announcements
Mehmet E. Akbulut and John G. Matsusaka
Investment Irreversibility, Cash Flow Risk, and Value-Growth Stock Return Effects
Larry Lockwood, Wikrom Prombutr and J. David Diltz
The Moving Average Ratio and Momentum
Seung-Chan Park
Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation
Alex Paseka and George Theocharides
Investors’ Use of Historical Forecast Bias to Adjust Current Expectations
Seung-Woog (Austin) Kwag and Ronald E. Shrieves
Does Inclusion in a Smaller S&P Index Create Value?
John R. Becker-Blease and Donna L. Paul
Signaling, Free Cash Flow and “Nonmonotonic” Dividends
Kathleen Fuller and Benjamin M. Blau
Dividends vs. Share Repurchases Evidence from Canada: 1985-2003
Maher Kooli and Jean-François L’Her
The Ex-dividend Day: Action On and Off the Danish Exchange
Umid Akhmedov and Keith Jakob
Changes in the Information Efficiency of Stock Prices: Additional Evidence
Richard A. DeFusco, Suchi Mishra and K. Raghunandan
CEO Pay-for-performance Heterogeneity Using Quantile Regression
Kevin F. Hallock, Regina Madalozzo and Clayton G. Reck
Earnings Management Surrounding New Debt Issues
Yixin Liu, Yixi Ning and Wallace N. Davidson III
Debt Issuance in the Face of Tax Loss Carryforwards
Anne-Marie Anderson and Nandu Nayar
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