Journal of Financial Research

Cover image for Vol. 27 Issue 3

September 2004

Volume 27, Issue 3

Pages 309–448

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION (pages 309–328)

      Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness

      Version of Record online: 21 JUL 2004 | DOI: 10.1111/j.1475-6803.2004.00096.x

    2. WARRANT PRICING USING OBSERVABLE VARIABLES (pages 329–339)

      Andrey D. Ukhov

      Version of Record online: 21 JUL 2004 | DOI: 10.1111/j.1475-6803.2004.00100.x

    3. ALL THINGS CONSIDERED, TAXES DRIVE THE JANUARY EFFECT (pages 351–372)

      Honghui Chen and Vijay Singal

      Version of Record online: 21 JUL 2004 | DOI: 10.1111/j.1475-6803.2004.00095.x

    4. MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD (pages 373–391)

      Wei (Wendy) Liu, Bruce G. Resnick and Gary L. Shoesmith

      Version of Record online: 21 JUL 2004 | DOI: 10.1111/j.1475-6803.2004.00099.x

    5. ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS (pages 393–413)

      Warren G. Dean and Robert W. Faff

      Version of Record online: 21 JUL 2004 | DOI: 10.1111/j.1475-6803.2004.00097.x

    6. WHEN-ISSUED SHARES, SMALL TRADES, AND THE VARIANCE OF RETURNS AROUND STOCK SPLITS (pages 415–433)

      James J. Angel, Raymond M. Brooks and Prem G. Mathew

      Version of Record online: 21 JUL 2004 | DOI: 10.1111/j.1475-6803.2004.00094.x

    7. BOOK REVIEW (pages 447–448)

      Yaman Ömer Erzurumlu

      Version of Record online: 21 JUL 2004 | DOI: 10.1111/j.1475-6803.2004.00101.x

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