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May 1987, Volume 22, Issue 2
- 249-266 A Simplified Approach to Short-term International Diversification
by Cotner, John S & Seitz, Neil E
- 267-279 Stock Market Perception of Industrial Firm Bankruptcy
by Ramaswami, Murali
- 281-294 Trading Time Effects in Financial and Commodity Futures Markets
by Ferris, Stephen P & Chance, Don M
- 295-311 Trucking Deregulation and Motor-Carrier Performance: The Shareholders' Perspective
by Michel, Allen & Shaked, Israel
- 313-319 On the Correspondence between the Baumol-Tobin and
by Bagamery, Bruce D
- 321-338 The Marginal-Efficiency-of-Capital Function of the Firm
by Barges, Alexander
- 339-343 Biases in Performance Measurement during Contributions: A Note
by Stewart, Scott D
February 1987, Volume 22, Issue 1
- 1-31 A Multiperiod Mean-Variance Model of Optimal Capital Structure
by Scherr, Frederick C
- 33-51 A Measurement of the Errors in Intra-period Compounding and Bond Valuation
by Lindley, James T & Helms, Billy P & Haddad, Mahmoud
- 53-69 Market Effects of Changes in the Standard $50 Poor's 500 Index
by Lamoureux, Christopher G & Wansley, James W
- 71-85 The Impact of Split Bond Ratings on Risk Premia
by Liu, Pu & Moore, William T
- 87-109 Leveraged Bond Portfolio Optimization under Uncertainty
by Pieptea, Dan R
- 111-130 Operating Performance and Merger Benefits: The Savings and Loan Experience
by Neely, Walter P & Rochester, David P
- 131-144 Further Insight into the Standarized Unexpected Earnings Anomaly: Size and Serial Correlation Effects
by Rendleman, Richard J, Jr & Jones, Charles P & Latane, Henry A
- 145-158 Performance of Stocks Recommended on the Basis of Insider Trading Activity
by Benesh, Gary A & Pari, Robert A
- 159-173 Airline Deregulation and the Probability of Air Carrier Insolvency
by Michel, Allen & Shaked, Israel
- 175-193 Market Power and the Required Return to Electric Utilities
by Goldenberg, David H
- 195-202 An Exchange Ratio Determination Model for Mergers: A Note
by Yagil, Joseph
November 1986, Volume 21, Issue 4
- 355-381 On the Rationality of Common Stock Return Volatility
by Ronn, Ehud I
- 383-398 Preferred Stock Arbitrage of Municipal Bond Market Segmentation
by Elmer, Peter J
- 399-418 Option Pricing Theory and Asset Expectations: A Review and Discussion in Tribute to James Boness
by O'Brien, Thomas J & Selby, Michael J P
- 419-431 Dividend Changes of Financially Weak Firms
by Eddy, Albert & Seifert, Bruce
- 433-450 Foreign-Currency Options, Ex Ante Exchange-Rate Volatility, and Market Efficiency: An Empirical Test
by Johnson, Larry J
- 451-462 The Analytics of Tax Effects in Discount Bond Valuation
by Stock, Duane
- 463-471 Tax and Savings Implications of the Canadian Registered Retirement Savings Plans
by Rashid, Muhammad & Gandhi, Devinder K
- 473-483 On Application of the Rank Transformation Discrimination Method to Financial Problems
by Skomp, Stephen E & Cronan, Timothy P & Seaver, William L
- 485-499 The Information Value of Listing on the New York Stock Exchange
by Grammatikos, Thoeharry & Papaioannou, George J
- 501-526 Risk, Segmentation, and the Municipal Term Structure
by Trzcinka, Charles
- 527-536 The Economic Ordering Quantity Problem and Wealth Maximization
by McDaniel, William R
- 537-549 The Performance Measurement and Evaluation of a Corporate Retirement Plan: A Case Study
by Michas, Nicholas A
- 551-558 A Note on Interest Rates and the Risk of Bank and Savings and Loan Stock
by French, Dan W & Fraser, Donald R
May 1986, Volume 21, Issue 2
- 163-184 Stock Price Processes with Discontinuous Time Paths: An Empirical Examination
by Akgiray, Vedat & Booth, Geoffrey
- 185-190 Nonpecuniary Benefits and Asset Market Equilibrium
by Chua, Jess H & Schnabel, Jacques A
- 191-209 An Analytical Model of the Relationship between Maturity and Bonds Risk Differentials
by Chiang, Raymond & Kolb, Robert W
- 211-237 Liquidity and Price Variability in Futures Markets
by Milonas, Nikolaos T
- 239-257 Testing Price Taking in Loan and Deposit Markets by Financial Firms
by Hancock, Diana
- 259-275 Captive Finance Subsidiaries: Overview and Synthesis
by Fooladi, Iraj & Roberts, Gordon & Viscione, Jerry
- 277-287 The User Cost and Capital Budgeting
by Downs, Thomas W
- 289-298 An Examination of Asked-Bid Spreads for Two Over-the-Counter Market Segments
by Dubofsky, David A & Groth, John C
- 299-308 The Possibility of Estimating Risk Premia in Asset Pricing Models
by Sweeney, Richard J & Warga, Arthur D
- 309-318 Evaluating Cash Flow Systems under Growth
by Lanser, Howard P & Halloran, John A
- 319-335 Statistical Tests of the Accuracy of Alternative Forecasts: Some Results for U.S. Utility Betas
by Kryzanowski, Lawrence & Jalilvand, Abolhassan
- 337-344 A Pedagogic Note on the Derivation of the Black-Scholes Option Pricing Formula
by Garven, James R
- 345-353 Short-term Bonus Plan Adoption and Stock Market Performance--Proxy an d Industry Effects: A Note
by Tehranian, Hassan & Waegelein, James F
February 1986, Volume 21, Issue 1
- 1-20 The Arbitrage Pricing Theo;ry and Macroeconomic Factor Measures
by Burmeister, Edwin & Wall, Kent D
- 21-36 Intervalling Effects and the Hedging Performance of Foreign Currency Futures
by Grammatikos, Theoharry
- 37-49 Volatilities Implied by Options Premia: A Test of Market Efficiency
by Heaton, Hal
- 51-68 On Accounting-based, Market-based and Composite-based Beta Predictions: Methods and Implications
by Lee, Cheng F, et al
- 69-83 On the Predictors of the Future Spot Rates--A Multi-currency Analysis
by Chiang, Thomas C
- 85-102 Relative Information Accessibility for OTC Stocks and Security Return s
by Dubofsky, David A & Groth, John C
- 103-110 Net Selectivity as a Component Measure of Investment Performance
by Gressis, Nicholas & Philippatos, George C & Vlahos, George
- 111-123 The Money Supply Process under Deregulation
by Tiwari, Kashi Nath
- 125-134 Does the Stock Market React to Announcements of the Producer Price Index?
by Chang, Rosita P & Rhee, S Ghon
- 135-144 A Simplifying Performance Measure Recognizing Skewness
by Prakash, Arun J & Bear, Robert M
- 145-159 A Note on Cyclical and Dynamic Aspects of Stock Market Price Cycles
by Bolten, Steven E & Long, Susan W
- 151-156 A Note on the Calculation of Probabilistic Betas
by Myer, Richard L & Antia, Murad J
November 1985, Volume 20, Issue 4
- 237-262 Classification Models and Bond Ratings
by Ederington, Louis H
- 263-269 The Impacts of Kurtosis on Risk Stationarity: Some Empirical Evidence
by Lee, Cheng F & Wu, Chunchi
- 271-286 Persistent Seasonal Return Patterns
by Pettengill, Glenn N
- 287-301 Options Market Efficiency and the Box Spread Strategy
by Billingsley, Randall S & Chance, Don M
- 303-327 The Effect of Stock for Debt Swaps on Security Returns
by Peavy, John W, III & Scott, Jonathan A
- 329-342 Market Model Stationarity and Timing of Structural Change
by Lee, Chi-Wen Jevons
- 343-356 Uncertain Inflation and Optimal Portfolio Selection: A Simplified Approach
by Chen, Son-Nan & Moore, William T
- 357-360 On Carrying Costs and the EOQ Model: A Pedagogical Note
by Brown, Robert M
- 361-367 Textbook Inconsistencies in Graphing Valuation Equations: A Note
by Appleyard, A R & Strong, N C
May 1985, Volume 20, Issue 2
- 121-142 Investing in Options on Stocks Announcing Splits
by Reilly, Frank K & Gustavson, Sandra G
- 143-163 A Multivariate Analysis of the Cross-hedging Performance of T-Bond and GNMA Futures Markets
by Hegde, Shantaram P & Nunn, Kenneth P, Jr
- 164-179 The Reaction of Effective Exchange Rates to Information about Inflation
by Tandon, Kishore & Simaan, Yusif
- 180-194 The Rationality of Money Supply Expectations and the Canadian-U.S. Exchange Rate Response to Money Supply Announcements
by Doukas, John
- 195-218 Deviations from Purchasing Power Parity, Relative Inflation, and Exchange Rates: The Recent Experience
by Booth, G Geoffrey & Duggan, James E & Koveos, Peter E
- 219-228 An Expected Utility Explanation of Plunging and Dumping Behavior
by Horvath, Philip A & Scott, Robert C
- 229-235 A Pedagogic Note on the Cost of Capital with Personal Taxes and Risky Debt
by Riener, Kenneth D
February 1985, Volume 20, Issue 1
- 1-20 Dividends and Taxes: Another Look at the Electric Utility Industry
by Moore, William T & Sartoris, William L
- 21-35 Inflation, the Fisher Hypothesis, and Long Term Bonds
by Eddy, Albert & Seifert, Bruce
- 36-54 An Analysis of the Impact of Regulatory Change: The Case of Natural Gas Deregulation
by Chen, Andrew H & Sanger, Gary C
- 55-69 Tax-Loss Trading, Is the Game Over or Have the Rules Changed?
by Branch, Ben & Chang, Kyungchun
- 70-82 Survey of Current Practices in Establishing Trade-Credit Limits
by Besley, Scott & Osteryoung, Jerome S
- 83-94 Information Uncertainty and Trading Volume
by Banks, Doyle W
- 95-101 Inflation, Money, and Stock Prices: An Alternative Interpretation
by Canto, Victor A & Findlay, M C & Reinganum, Marc R
- 102-110 A Note on Standardized Unexpected Earnings: The Case of the Electric Utility Industry
by Calley, Nicholas O & Chambers, Donald R & Woolridge, J Randall
- 111-115 Will a Risk-averse Competitive Bank Prefer Contemporaneous Reserve Accounting?
by Karafiath, Imre
- 116-118 A Pedagogic Note on Intra-period Compounding and Discounting
by Horvath, Philip A
November 1984, Volume 19, Issue 4
- 285-300 Investment in the Long Run
by Lai, Tsong-Yue & Boness, A James
- 301-320 Weak Form Tests of the Efficiency of Real Estate Investment Markets
by Gau, George W
- 321-338 Managing Investment Portfolios: A Survey of Mutual Funds
by Veit, E Theodore & Cheney, John M
- 339-350 The Effect of Market Uncertainty on Negotiated and Competitively Underwritten Public Utility Bonds
by Hays, Patrick A & Kidwell, David S & Marr, M Wayne
- 351-358 Implementing the IRR Criterion When Cash Flow Parameters Are Unknown
by Moore, William T & Chen, Son-Nan
- 359-371 Intertemporal Differences in Movements of Minute-to-Minute Stock Returns
by McInish, Thomas H & Wood, Robert A
- 372-380 Empirical Properties of the Elasticity Coefficient in the Constant Elasticity of Variance Model
by Ang, James S & Peterson, David R
- 381-387 Individual Retirement Accounts and Intermediate Term Holding Periods
by Smith, Donald J
- 388-393 CML to SML: A Graphical Approach
by Spence, James G
- 394-396 A Simplified Approach for Calculating Bond Duration
by Benesh, Gary A & Colec, Stephen E
- 397-400 A Pedagogic Note on the Derivation of the Comparative Statics of the Option Pricing Model
by Conine, Thomas E, Jr & Tamarkin, Maurry
May 1984, Volume 19, Issue 2
- 135-152 Municipal Interest Rates and the Term Structure of Inflationary Expectations
by Cargill, Thomas F & Meyer, Robert A
- 153-172 Financial Analogs of Physical Brownian Motion, as Illustrated by Earnings
by Osborne, M F M & Murphy, Joseph E, Jr
- 173-194 Post-Merger Performance among Homogeneous Firm Samples
by Choi, Dosoung & Philippatos, George C
- 195-207 The Impact of Value Line Special Situation Recommendations on Stock Prices
by Roger, Ronald C & Owers, James E
- 208-221 Multi-Period Asset Pricing: The Effects of Uncertain Inflation
by Chen, Son-Nan & Moore, William T
- 222-231 Inflation, Taxes, and Savings "Incentives."
by Kelly, William A, Jr & Chambers, Donald R
- 232-239 Note on Who Pays the Agency Costs of Debt
by Roberts, Gordon S & Viscione, Jerry A
- 240-250 Equity Clienteles, Short-Sale Restrictions, and the Miller Equilibrium
by Bosshardt, Donald I
- 251-265 On the Relationship between Time-State Preference and Capital Asset Pricing Models
by Booth, Laurence D
- 266-284 Entropy, Bifurcation and Dynamic Market Disequilibrium
by Nawrocki, David
March 1984, Volume 19, Issue 1
- 1-25 The Telescopic Effect of Past Return Realizations on Ex-Post Beta Estimates
by Kryzanowski, Lawrence & To, Minh Chau
- 26-35 Special Offerings and Market Efficiency
by Branch, Ben
- 36-54 A Survey of Multinational Capital Budgeting
by Stanley, Marjorie T & Block, Stanley B
- 55-66 Determinants of Bank Holding Company Debt Ratings
by Billingsley, Randall S & Fraser, Donald R
- 67-83 The Relationship between Accounting Measures and Prospective Probabilities of Insolvency: An Application to the Banking Industry
by Marcus, Alan & Shaked, Israel
- 84-96 Ex-Ante Expectations and Portfolio Selection
by McInish, Thomas H & Srivastav, Rajendra K
- 97-102 A Note on Tests of the Capital Asset Pricing Model
by Giaccotto, Carmelo
- 103-110 Darby and Fisher: Resolution of a Paradox
by Kelly, William A, Jr & Miles, James A
- 111-123 Capital Budgeting Practices in Large American Firms: A Retrospective Analysis and Synthesis
by Scott, David F, Jr & Petty, J William, II
- 124-127 A Note on Option Prices
by Borch, Karl
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