The Journal of Financial Research

TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION
pp. 309-328(20)
Authors: Kee H. Chung; Bonnie F. Van Ness; Robert A. Van Ness

WARRANT PRICING USING OBSERVABLE VARIABLES
pp. 329-339(11)
Author: Andrey D. Ukhov

THE FAMA-FRENCH MODEL, LEVERAGE, AND THE MODIGLIANI-MILLER PROPOSITIONS
pp. 341-349(9)
Author: Martin Lally

ALL THINGS CONSIDERED, TAXES DRIVE THE JANUARY EFFECT
pp. 351-372(22)
Authors: Honghui Chen; Vijay Singal

MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD
pp. 373-391(19)
Authors: Wei (Wendy) Liu; Bruce G. Resnick; Gary L. Shoesmith

ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS
pp. 393-413(21)
Authors: Warren G. Dean; Robert W. Faff

WHEN-ISSUED SHARES, SMALL TRADES, AND THE VARIANCE OF RETURNS AROUND STOCK SPLITS
pp. 415-433(19)
Authors: James J. Angel; Raymond M. Brooks; Prem G. Mathew

THE GRAMM-LEACH-BLILEY ACT OF 1999: RISK IMPLICATIONS FOR THE FINANCIAL SERVICES INDUSTRY
pp. 435-446(12)
Authors: Aigbe Akhigbe; Ann Marie Whyte

BOOK REVIEW
pp. 447-448(2)