The Journal of Financial Research

Spring 2007 Abstracts

Page No.

Analyst Behavior Surrounding Tender Offer Announcements

Daniel J. Bradley, Angela G. Morgan and Jack G. Wolf

1

Capital Structure, Shareholder Rights and Corporate Governance

Kimberly C. Gleason and Pornsit Jiraporn

21

Abnormal Performance in Small Portfolios with Event-Induced Volatility: The Case of Stock Splits

J. Samuel Baixauli

35

What's in a Nickname? Price and Volume Effects of a Pure Ticker Symbol Change?

Palani-Rajan Kadapakkam and Lalatendu Misra

53

Rule Changes and Uncertainty in Discriminatory and Uniform Price Auctions

Jaclyn Beierlein and Hideaki Kiyoshi Kato

73

The Importance of Liquidity as a Factor in Asset Pricing

Marvin A. Keene and David R. Peterson

91

Applicability of the FAMA-Frence Three-Factor Model in Forecasting Portfolio Returns

Ou Hu

111

Foreign Investor Participation in Privatizations: Does the Institutional Environment Matter?

Narjess Boubakri, Jean-Claude Cosset, Omrane Guedhami and Mohammed Omran

129

Effect of Fed Policy Ations on the Default Likelihood of Commercial Banks

Aigbe Akhigbe, Jeff Madura and Anna D. Martin