Journal of Financial Research

Cover image for Journal of Financial Research

September 2002

Volume 25, Issue 3

Pages 305–446

  1. Original Articles

    1. Top of page
    2. Original Articles
    3. Book Review
    1. The Effect of Time-Series and Cross-Sectional Heterogeneity on Panel Unit Root Test Power (pages 321–335)

      John M. Geppert, Timothy E. Jares and Angeline M. Lavin

      Version of Record online: 29 AUG 2002 | DOI: 10.1111/1475-6803.00021

    2. Stock Returns and Operating Performance of Securities Issuers (pages 337–352)

      Gil S. Bae, Jinho Jeong, Huey-Lian Sun and Alex P. Tang

      Version of Record online: 29 AUG 2002 | DOI: 10.1111/1475-6803.00022

    3. Momentum Strategies: Evidence from Pacific Basin Stock Markets (pages 383–397)

      Allaudeen Hameed and Yuanto Kusnadi

      Version of Record online: 29 AUG 2002 | DOI: 10.1111/1475-6803.00025

    4. Competitive and Information Effects of Cross-Border Stock Listings (pages 399–413)

      Bruce M. Bradford, Anna D. Martin and Ann Marie Whyte

      Version of Record online: 29 AUG 2002 | DOI: 10.1111/1475-6803.00026

    5. Are All Security Analysts Equal? (pages 415–430)

      Carl R. Chen, Kam C. Chan and Thomas L. Steiner

      Version of Record online: 29 AUG 2002 | DOI: 10.1111/1475-6803.00027

  2. Book Review

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Analysis of Financial Time Series (pages 445–446)

      Rohan Christie-David

      Version of Record online: 29 AUG 2002 | DOI: 10.1111/1475-6803.00029

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