The Journal of Finance

The Journal of Finance publishes leading research across all the major fields of finance. It is one of the most widely cited journals in academic finance, and in all of economics. Each of the six issues per year reaches over 8,000 academics, finance professionals, libraries, and government and financial institutions around the world. The journal is the official publication of The American Finance Association, the premier academic organization devoted to the study and promotion of knowledge about financial economics.

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INVESTMENT BANKING: AN ECONOMIC ANALYSIS OF OPTIMAL UNDERWRITING CONTRACTS

Published: 6/1977,  Volume: 32,  Issue: 3  |  DOI: 10.1111/j.1540-6261.1977.tb01980.x  |  Cited by: 94

Gershon Mandelker, Artur Raviv


Managerial Incentives and Corporate Investment and Financing Decisions

Published: 9/1987,  Volume: 42,  Issue: 4  |  DOI: 10.1111/j.1540-6261.1987.tb03914.x  |  Cited by: 474

ANUP AGRAWAL, GERSHON N. MANDELKER

This paper examines the relationship between common stock and option holdings of managers and the choice of investment and financing decisions by firms. The authors find support for the hypothesis of a positive relationship between the security holdings of managers and the changes in firm variance and in financial leverage. This conclusion is based on samples of acquiring and divesting firms. The findings are consistent with the hypothesis that executive security holdings have a role in reducing agency problems.


THE VALUE OF THE FIRM UNDER REGULATION

Published: 5/1976,  Volume: 31,  Issue: 2  |  DOI: 10.1111/j.1540-6261.1976.tb01915.x  |  Cited by: 6

Jeffrey F. Jaffe, Gershon Mandelker


THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION

Published: 5/1976,  Volume: 31,  Issue: 2  |  DOI: 10.1111/j.1540-6261.1976.tb01898.x  |  Cited by: 25

Katherine D. Miller, F. Jaffe Jeffrey, Gershon Mandelker


The Post‐Merger Performance of Acquiring Firms: A Re‐examination of an Anomaly

Published: 9/1992,  Volume: 47,  Issue: 4  |  DOI: 10.1111/j.1540-6261.1992.tb04674.x  |  Cited by: 570

ANUP AGRAWAL, JEFFREY F. JAFFE, GERSHON N. MANDELKER

The existing literature on the post‐merger performance of acquiring firms is divided. We re‐examine this issue, using a nearly exhaustive sample of mergers between NYSE acquirers and NYSE/AMEX targets. We find that stockholders of acquiring firms suffer a statistically significant loss of about 10% over the five‐year post‐merger period, a result robust to various specifications. Our evidence suggests that neither the firm size effect nor beta estimation problems are the cause of the negative post‐merger returns. We examine whether this result is caused by a slow adjustment of the market to the merger event. Our results do not seem consistent with this hypothesis.


Risk Assessments and Risk Premiums in the Eurodollar Market

Published: 6/1982,  Volume: 37,  Issue: 3  |  DOI: 10.1111/j.1540-6261.1982.tb02217.x  |  Cited by: 20

GERSHON FEDER, KNUD ROSS

Increasing awareness of the potential risks involved in lending to heavily indebted governments focuses attention on credit pricing in the Eurodollar market. This paper utilizes a recent survey of country‐by‐country risk assessments as perceived by lenders to show that a systematic relationship exists between these assessments and interest rates in the Euromarket. The relationship is derived from an underlying model described in the paper. The estimated parameters verify a number of hypotheses, providing insights on the loss rates lenders expect to incur in case of default.