The Journal of Financial Research

Spring 2005 Abstracts

Page No.

Interstate Banking Deregulation and the Changing Nature of Bank Mergers

David A. Becher and Terry L. Campbell II

1

Sensitivity of Investor Reaction to Market Direction and Volatility: Dividend Change Announcements

Diane Scott Docking and Paul D. Koch

21

Socially Responsible Investing and Portfolio Diversification

Zakri Y. Bello

41

The Mean-Gini Efficient Portfolio Frontier

Haim Shalit and Shlomo Yitzhaki

59

The Effects of Decimalization on Return Volatility Components, Serial Correlation, and Trading Costs

Yan He and Chunchi Wu

77

End-of-Day Pricing in the U.S. Treasury Market: A Comparison of GovPX and the Federal Reserve Bank of New York

Susan D. Jordan and David R. Kuipers

97

Market Structure and Trading Volume

Anne-Marie Anderson and Edward A. Dyl

115

Trade Size and Informed Trading: Which Trades Are "Big"?

Frank Heflin and Kenneth W. Shaw

133