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June 1984, Volume 39, Issue 2
- 377-392 Seasonality Estimation in Thin Markets
by Theobald, Michael & Price, Vera
- 393-406 Tax Effects in Term Structure Estimation
by Jordan, James V
- 407-424 The Demand for Borrowed Reserves: A Switching Regression Model
by Dutkowsky, Donald H
- 425-442 Conditions for Myopic Valuation and Serial Independence of the Market Excess Return in Discrete Time Models
by Franke, Gunter
- 443-455 On Valuing American Call Options with the Black-Scholes European Formula
by Geske, Robert & Roll, Richard
- 457-476 The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects
by Booth, Laurence D & Johnston, David J
- 477-491 Investment Management and Risk Sharing with Multiple Managers
by Barry, Christopher B & Starks, Laura T
- 493-502 Real Stock Returns and Inflation
by Day, Theodore E
- 503-517 Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs
by Alexander, Gordon J & Benson, P George & Kampmeyer, Joan M
- 519-525 Option Pricing Bounds in Discrete Time
by Perrakis, Stylianos & Ryan, Peter J
- 527-534 The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance
by Jean, William H
- 535-539 Municipal Bond Demand Premiums and Bond Price Volatility: A Note
by Stock, Duane & Schrems, Edward L
- 541-550 A General Diversification Theorem: A Note
by MacMinn, Richard D
- 551-556 The Ex-Dividend Day Behavior of Stock Prices; a Re-Examination of the Clientele Effect: A Comment
by Elton, Edwin J & Gruber, Martin J & Rentzler, Joel
- 556-561 The Ex-Dividend Day Behavior of Stock Prices; a Re-Examination of the Clientele Effect: A Reply
by Kalay, Avner
- 563-563 Erratum: Flotation Cost Adjustment in Rate of Return Regulation: A Reply
by Arzac, Enrique R & Marcus, Matityahu
March 1984, Volume 39, Issue 1
- 1-22 An International Study of Tax Effects on Government Bonds
by Litzenberger, Robert H & Rolfo, Jacques
- 23-45 Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options
by Ho, Thomas S Y & Macris, Richard G
- 47-61 Mean-Variance versus Direct Utility Maximization
by Kroll, Yoram & Levy, Haim & Markowitz, Harry M
- 63-75 On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio
by Kandel, Shmuel
- 77-92 Consumption and Equilibrium Interest Rates in Stochastic Production Economies
by Sundaresan, Mahadevan
- 93-103 Capital Structure Equilibrium under Market Imperfections and Incompleteness
by Senbet, Lemma W & Taggart, Robert A, Jr
- 105-126 Taxes, Inflation and Corporate Financial Policy
by Schall, Lawrence D
- 127-145 Corporate Behavior in Adjusting to Capital Structure and Dividend Targets: An Econometric Study
by Jalilvand, Abolhassan & Harris, Robert S
- 147-165 Models of Stock Returns-A Comparison
by Kon, Stanley J
- 167-183 A Partial Theory of Takeover Bids
by Ashton, D J & Atkins, D R
- 185-192 The Turn-of-the-Year in China
by Berges, Angel & McConnell, John J & Schlarbaum, Gary G
- 193-206 Commodity Bonds and Consumption Risks
by O'Hara, Maureen
- 207-228 The Valuation of Multivariate Contingent Claims in Discrete Time Models
by Stapleton, Richard C & Subrahmanyam, Marti G
- 229-238 The Valuation of Assets under Moral Hazard
by Ramakrishnan, Ram T S & Thakor, Anjan V
- 239-244 Short Sales Restrictions and Kinks on the Mean Variance Frontier
by Dybvig, Philip H
- 245-251 On the Jensen Measure and Marginal Improvements in Portfolio Performance: A Note
by Jobson, J D & Korkie, Bob
- 253-259 The Value of the Tax Treatment of Original-Issue Deep-Discount Bonds: A Note
by Arak, Marcelle & Silver, Andrew
- 261-265 Option Pricing When the Underlying Asset Earns a Below-Equilibrium Rate of Return: A Note
by McDonald, Robert & Siegel, Daniel
- 267-273 Stock Market Returns and Real Activity: A Note
by Huang, Roger D & Kracaw, William A
- 275-281 Conglomerate Merger, Wealth Redistribution and Debt: A Note
by Lam, Chun H & Boudreaux, Kenneth J
- 283-288 Negative Cash Flows, Duration, and Immunization: A Note
by Little, Patricia Knain
- 289-291 Flotation Cost Allowance for the Regulated Firm: A Comment
by Howe, Keith M
- 293-294 Flotation Cost Allowance for the Regulated Firm: A Reply
by Arzac, E R & Marcus, M
- 295-297 Information Diversity and Market Behavior: A Comment
by Minassian, Donald P
- 299-302 Information Diversity and Market Behavior: A Reply
by Figlewski, Stephen
- 303-308 Notes on Multiperiod Valuation and the Pricing of Options: A Comment
by Stapleton, Richard C & Subrahmanyam, Marti G
- 309-312 Notes on Multiperiod Valuation and the Pricing of Options: A Reply
by Bhattacharya, Sudipto
December 1983, Volume 38, Issue 5
- 1363-1380 Fixed versus Variable Rate Loans
by Santomero, Anthony M
- 1381-1391 On the Distributional Conditions for a Consumption-Oriented Three Moment CAPM
by Kraus, Alan & Litzenberger, Robert
- 1393-1414 Some Empirical Tests of the Theory of Arbitrage Pricing
by Chen, Nai-fu
- 1415-1429 Bond Systematic Risk and the Option Pricing Model
by Weinstein, Mark I
- 1431-1455 Spot and Futures Prices and the Law of One Price
by Protopapadakis, Aris & Stoll, Hans R
- 1457-1469 Information Effects on the Bid-Ask Spread
by Copeland, Thomas E & Galai, Dan
- 1471-1487 Deviations from Purchasing Power Parity in the Long Run
by Adler, Michael & Lehmann, Bruce
- 1489-1505 Agency, Delayed Compensation, and the Structure of Executive Remuneration
by Eaton, Jonathan & Rosen, Harvey S
- 1507-1518 Screening, Market Signalling, and Capital Structure Theory
by Lee, Wayne L & Thakor, Anjan V & Vora, Gautam
- 1519-1528 The Effects of Inflation and Taxes on Growth Investments and Replacement Policies
by Brenner, Menachem & Venezia, Itzhak
- 1529-1542 Taxation of Interest Income, Deregulation and the Banking Industry
by Walsh, Carl E
- 1543-1568 On the Positive Role of Financial Intermediation in Allocation of Venture Capital in a Market with Imperfect Information
by Chan, Yuk-Shee
- 1569-1581 The Determinants of Default on Insured Conventional Residential Mortgage Loans
by Campbell, Tim S & Dietrich, J Kimball
- 1583-1596 A Model of the Commercial Loan Rate
by Slovin, Myron B & Sushka, Marie Elizabeth
- 1597-1606 The Effect of Voluntary Spin-Off Announcements on Shareholder Wealth
by Miles, James A & Rosenfeld, James D
- 1607-1615 Dividend Changes and Security Prices
by Woolridge, J Randall
- 1617-1635 Bankruptcy Risk and Optimal Capital Structure
by Castanias, Richard
- 1637-1642 The Market Model and Capital Asset Pricing Theory: A Note
by Stapleton, R C & Subrahmanyam, M G
- 1643-1649 Government Security Dealers' Positions, Information and Interest-Rate Expectations: A Note
by Van Horne, James C & Heaton, Hal B
- 1651-1658 Regulation and the Determination of Bank Capital Changes: A Note [Regulatory Influence on Bank Capital Investment] [Capital Investment in Commercial Banking and Its Relation to Portfolio Regulation]
by Dietrich, J Kimball & James, Christopher
- 1659-1667 An Examination of the Empirical Relationship between the Dividend and Investment Decisions: A Note
by Smirlock, Michael & Marshall, William
- 1669-1675 The Canadian Tax Reform and Its Effect on Stock Prices: A Note
by Amoako-Adu, Ben
September 1983, Volume 38, Issue 4
- 1053-1074 The Dynamics of Dealer Markets under Competition
by Ho, Thomas S Y & Stoll, Hans R
- 1075-1086 The Relation between Common Stock Returns Trading Activity and Market Value
by James, Christopher M & Edmister, Robert O
- 1087-1093 Estimation Risk and Simple Rules for Optimal Portfolio Selection
by Chen, Son-Nan & Brown, Stephen J
- 1095-1110 The Estimation of Quality-Adjusted Rates of Return in Stamp Auctions
by Taylor, William M
- 1111-1124 The Postwar Stability of the Fisher Effect
by Peek, Joe & Wilcox, James A
- 1125-1132 Evidence of Financial Leverage Clienteles
by Harris, John M, Jr & Roenfeldt, Rodney L & Cooley, Philip L
- 1133-1155 A Theoretical Model for Valuing Preferred Stock
by Emanuel, David
- 1157-1179 Tax Reform and Ex-Dividend Day Behavior
by Lakonishok, Josef & Vermaelen, Theo
- 1181-1199 The Predictive Content of Earnings Forecasts and Dividends
by Penman, Stephen H
- 1201-1216 Risk Aversion Revisited
by Morin, Roger A & Fernandez Suarez, Antonio
- 1217-1232 The Bank Capital Decision: A Time Series-Cross Section Analysis
by Marcus, Alan J
- 1233-1251 The Effect of Government Regulations on Personal Loan Markets: A Tobit Estimation of a Microeconomic Model
by Barth, James R, et al
- 1253-1269 Motivating Management to Reveal Inside Information
by Trueman, Brett
- 1271-1277 Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note
by Geske, Robert & Roll, Richard & Shastri, Kuldeep
- 1279-1284 The Effect of Risk on the Firm's Optimal Capital Stock: A Note
by Maloney, Kevin J & Marshall, William J & Yawitz, Jess B
- 1285-1292 The Effect of Three Mile Island on Electric Utility Stock Prices: A Note
by Hill, Joanne & Schneeweis, Thomas
- 1293-1298 The Pricing of When-Issued Common Stock: A Note
by Choi, Dosoung & Strong, Robert A
- 1299-1304 Usury Laws and Consumer Credit: A Note
by Peterson, Richard L
- 1305-1310 Money Market Funds, Money Supply, and Monetary Control: A Note
by Hubbard, Carl M
- 1311-1313 The Pricing of Corporate Debt: A Further Note
by Pitts, C G C & Selby, M J P
- 1315-1322 Bank Forward Lending: A Note
by Ricart I Costa, Joan E & Greenbaum, Stuart I
- 1323-1333 The Reaction of Stock Prices to Unanticipated Changes in Money: A Note
by Pearce, Douglas K & Roley, V Vance
- 1335-1338 Flotation Cost Allowance in Rate of Return Regulation: Comment
by Patterson, Cleveland S
- 1339-1341 Flotation Cost Allowance in Rate of Return Regulation: A Reply
by Arzac, Enrique R & Marcus, Matityahu
June 1983, Volume 38, Issue 3
- 663-673 Stock Market Returns and Inflation Forecasts
by Gultekin, N Bulent
- 675-694 Taxes and the Pricing of Stock Index Futures
by Cornell, Bradford & French, Kenneth R
- 695-710 Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency
by Figlewski, Stephen & Urich, Thomas
- 711-743 A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm
by Brown, Stephen J & Weinstein, Mark I
- 745-752 On the Class of Elliptical Distributions and Their Applications to the Theory of Portfolio Choice
by Owen, Joel & Rabinovitch, Ramon
- 753-783 The Stability of UK Risk Measures and the Problem of Thin Trading
by Dimson, E & Marsh, P R
- 785-794 The Irrelevance of Capital Structure for the Impact of Inflation on Investment
by Hochman, Shalom J & Palmon, Oded
- 795-812 The Allocation of Capital between Residential and Nonresidential Uses: Taxes, Inflation and Capital Market Constraints
by Hendershott, Patric H & Hu, Sheng Cheng
- 813-826 An Empirical Analysis of the Role of the Medium of Exchange in Mergers
by Carleton, Willard T, et al
- 827-843 Controlling Monetary Aggregates: The Discount Window
by Santomero, Anthony M
- 845-855 The Carry-Forward Provision and Management of Bank Reserves
by Friedman, Richard M & Roberts, William W
- 857-871 Valuation, Capital Structure, and Shareholder Unanimity for Depository Financial Intermediaries
by Sealey, C W, Jr
- 873-886 Lending Policies of Financial Intermediaries Facing Credit and Funding Risk
by Deshmukh, Sudhakar D & Greenbaum, Stuart I & Kanatas, George
- 887-902 Economies of Scale and Economies of Scope in Multiproduct Financial Institutions: A Study of British Columbia Credit Unions
by Murray, John D & White, Robert W
- 903-911 Consensus Beliefs Equilibrium and Market Efficiency
by Easley, David & Jarrow, Robert A
- 913-924 Optimality of the Disclosure of Private Information in a Production-Exchange Economy
by Trueman, Brett
- 925-984 International Portfolio Choice and Corporation Finance: A Synthesis
by Adler, Michael & Dumas, Bernard
- 985-988 Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note
by Chen, Nai-fu & Ingersoll, Jonathan E, Jr
- 989-995 The Cost of Liquidity Services in Listed Options: A Note
by Baesel, Jerome B & Shows, George & Thorp, Edward
- 997-1003 The Information Content of Municipal Bond Rating Changes: A Note
by Ingram, Robert W & Brooks, Leroy D & Copeland, Ronald M
- 1005-1009 Beta Nonstationarity and the Use of the Chen and Lee Estimator: A Note
by McDonald, Bill
- 1011-1017 Money Market Mutual Funds: An Experiment in Ad Hoc Deregulation: A Note
by Rosen, Kenneth T & Katz, Larry
- 1019-1024 The Effect of Common-Stock Dividend Reductions on the Returns of Nonconvertible Preferred Stocks: A Note
by Rosenfeld, James
- 1025-1031 The Effect of Bank Deregulation on Small Business: A Note
by Struck, Peter L & Mandell, Lewis
- 1033-1035 Stochastic Choice in Insurance and Risk Sharing: A Comment
by Kroll, Yoram
- 1037-1038 Stochastic Choice in Insurance and Risk Sharing: A Reply
by Doherty, Neil A
- 1039-1039 Yield Approximations: A Historical Perspective: A Correction
by Brief, Richard P
- 1041-1042 Debt, Dividend Policy, Taxes, Inflation, and Market Valuation: Erratum
by Modigliani, Franco
May 1983, Volume 38, Issue 2
- 283-295 Nonnegative or Not Nonnegative: A Question about CAPMs
by Markowitz, Harry M
- 297-317 Corporate Acquisitions: A Theory of Special Cases? A Review of Event Studies Applied to Acquisitions
by Halpern, Paul
- 319-330 The Cities Service Takeover: A Case Study
by Ruback, Richard S
- 331-343 Tender Offers and Management Resistance
by Baron, David P
- 349-360 A Generalized Cash Flow Approach to Short-Term Financial Decisions
by Sartoris, William L & Hill, Ned C
- 361-371 What Lockbox and Disbursement Models Really Do
by Maier, Steven F & Vander Weide, James H
- 373-385 The Design of a Company's Banking System
by Stone, Bernell K
- 391-404 Asymmetry of Information, Regulatory Lags and Optimal Incentive Contracts: Theory and Evidence
by John, Kose & Saunders, Anthony
- 405-418 Regulation, Regulatory Lag, and the Use of Futures Markets
by Kolb, Robert W & Morin, Roger A & Gay, Gerald D
- 419-431 Inflation Risk and Regulatory Lag
by Carleton, Willard T & Chambers, Donald R & Lakonishok, Josef
- 435-447 External Currency Market Equilibrium and Its Implications for Regulation of the Eurocurrency Market
by Logue, Dennis E & Senbet, Lemma W
- 449-457 International Arbitrage Pricing Theory
by Solnik, Bruno
- 459-468 On the Determinants of Net Foreign Investment
by Stulz, Rene M
- 477-488 Bankruptcy Costs and the New Bankruptcy Code
by White, Michelle J
- 489-504 The Behavior of the Common Stock of Bankrupt Firms
by Clark, Truman A & Weinstein, Mark I
- 505-516 The Resolution of Claims in Financial Distress: The Case of Massey Ferguson
by Baldwin, Carliss Y & Mason, Scott P
- 525-537 The Arbitrage Pricing Model and Returns on Assets under Uncertain Inflation
by Elton, Edwin & Gruber, Martin & Rentzler, Joel
- 539-551 Tests of the Fisher Hypothesis with International Data: Theory and Evidence
by Kane, Alex & Rosenthal, Leonard & Ljung, Greta
- 553-563 The Impact of Real Factors and Inflation on the Performance of the U.S. Stock Market from 1960 to 1980
by Gordon, Myron J
- 571-583 The Interaction of Financing and Investment Decisions When the Firm Has Unused Tax Credits
by Cooper, Ian & Franks, Julian R
- 585-594 A General Equilibrium Simulation Study of Subsidies to Municipal Expenditures
by Gordon, Roger H & Slemrod, Joel
- 595-606 Valuation of Safe Harbor Tax Benefit Transfer Leases
by Fabozzi, Frank J & Yaari, Uzi
- 612-623 An Empirical Analysis of the Pricing of Mortgage-Backed Securities
by Dunn, Kenneth B & Singleton, Kenneth J
- 625-634 Relative Risk in Municipal and Corporate Debt
by Skelton, Jeffrey L
- 635-646 Stochastic Processes for Interest Rates and Equilibrium Bond Prices
by Marsh, Terry A & Rosenfeld, Eric R
March 1983, Volume 38, Issue 1
- 1-33 The Fiscal and Monetary Linkage between Stock Returns and Inflation
by Geske, Robert & Roll, Richard
- 35-48 The Relation between Stock Prices and Inflationary Expectations: The International Evidence
by Solnik, Bruno
- 49-65 Stock Market Returns and Inflation: Evidence from Other Countries
by Gultekin, N Bulent
- 67-77 Taxes and the Fisher Effect: A Clarifying Analysis
by Miles, James A
- 79-93 Economic Evaluation of Voting Power of Common Stock
by Levy, Haim
- 95-105 Estimating the Tax Advantage of Corporate Debt
by Cordes, Joseph J & Sheffrin, Steven M
- 107-126 The Impact of Capital Structure Change on Firm Value: Some Estimates
by Masulis, Ronald W
- 127-140 A Dynamic Theory of the Banking Firm
by O'Hara, Maureen
- 141-147 Interest Rate Uncertainty and the Financial Intermediary's Choice of Exposure
by Deshmukh, Sudhakar D & Greenbaum, Stuart I & Kanatas, George
- 149-170 A Capital Budgeting Analysis of Life Insurance Costs in the United States: 1950-1979
by Babbel, David F & Staking, Kim B
- 171-185 Year-End Tax-Induced Sales and Stock Market Seasonality
by Givoly, Dan & Ovadia, Arie
- 187-204 Stock Prices and Financial Analysts' Recommendations
by Bjerring, James H & Lakonishok, Josef & Vermaelen, Theo
- 205-212 Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates
by Sundaresan, Mahadevan
- 213-217 Displaced Diffusion Option Pricing
by Rubinstein, Mark
- 218-231 The Optimal Pricing Policy of a Monopolistic Marketmaker in the Equity Market
by Mildenstein, Eckart & Schleef, Harold J
- 232-235 J. M. Keynes's Investment Performance: A Note
by Chua, Jess H & Woodward, Richard S
- 237-246 A Bayesian Approach to the Optimal Growth Period Problem: A Note
by Venezia, Itzhak
- 247-255 Ex-Date Stock Price Adjustment to Stock Dividends: A Note
by Woolridge, J Randall
- 257-257 Testing an Aggressive Investment Strategy Using Value Line Ranks: A Comment
by Gregory, N A
- 259-262 Testing an Aggressive Investment Strategy Using Value Line Ranks: A Comment
by Hanna, Mark
- 263-270 Testing an Aggressive Investment Strategy Using Value Line Ranks: A Reply
by Holloway, Clark
December 1982, Volume 37, Issue 5
- 1129-1140 The Arbitrage Pricing Theory: Is It Testable?
by Shanken, Jay
- 1141-1150 A Theory of Capital Structure Relevance under Imperfect Information
by Heinkel, Robert
- 1151-1167 Managerial Incentives in a Stock Market Economy
by Beck, Paul J & Zorn, Thomas S
- 1169-1181 Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange
by Hakansson, Nils H & Kunkel, J Gregory & Ohlson, James A
- 1183-1197 Difference Systems in Financial Futures Markets
by Kilcollin, Thomas Eric
- 1199-1207 Rational Expectations and Risk Premia in Forward Markets: Primary Metals at the London Metals Exchange
by Hsieh, David A & Kulatilaka, Nalin
- 1209-1228 The Impact of Merger Bids on the Participating Firms' Security Holders
by Asquith, K Paul & Kim, E Han
- 1229-1237 Tests of Two Models for Valuing Call Options on Stocks with Dividends
by Sterk, William
- 1239-1246 Municipal Bond Pricing and the New York City Fiscal Crisis
by Kidwell, David S & Trzcinka, Charles A
- 1247-1257 Optimum Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model
by Giaccotto, Carmelo & Ali, Mukhtar M
- 1259-1275 An Analysis of the Impact of Deposit Rate Ceilings on the Market Values of Thrift Institutions
by Dann, Larry Y & James, Christopher M
- 1277-1293 A Disequilibrium Model of Savings and Loan Associations
by Smith, Gary N & Brainard, William C
- 1295-1298 Additive Insurance Premiums: A Note
by Borch, Karl
- 1299-1303 Stochastic Dominance Rules for Truncated Normal Distributions: A Note
by Levy, Haim
- 1305-1309 The Demand for Life Insurance: An Application of the Economics of Uncertainty: A Comment
by Economides, Nicholas
September 1982, Volume 37, Issue 4
- 907-923 The Pricing of Tax-Exempt Bonds and the Miller Hypothesis
by Trzcinka, Charles A
- 925-940 Bank Forward Lending in Alternative Funding Environments
by Deshmukh, Sudhakar D & Greenbaum, Stuart I & Kanatas, George
- 941-954 An Analysis of the Impact of Interest Rate Ceilings
by Villegas, Daniel J
- 955-976 A Model of the Demand for Investment Banking Advising and Distribution Services for New Issues
by Baron, David P
- 977-1004 Changes in the Financial Market: Welfare and Price Effects and the Basic Theorems of Value Conservation
by Hakansson, Nils H
- 1005-1013 Sufficient Conditions for Public Information to Have Social Value in a Production and Exchange Economy
by Kunkel, J Gregory
- 1015-1028 The Determination of Fair Profits for the Property-Liability Insurance Firm
by Kraus, Alan & Ross, Stephen A
- 1029-1035 On Unit Roots and the Empirical Modeling of Exchange Rates
by Meese, Richard A & Singleton, Kenneth J
- 1037-1042 A Multivariate Linear Regression Test for the Arbitrage Pricing Theory
by Jobson, John D
- 1043-1057 Option Prices as Predictors of Equilibrium Stock Prices
by Manaster, Steven & Rendleman, Richard J, Jr
- 1059-1070 The Ex-Dividend Pay Behavior of Stock Prices: A Re-Examination of the Clientele Effect
by Kalay, Avner
- 1071-1086 Dividends and Capital Asset Prices
by Morgan, Ieuan G
- 1087-1093 Determinants of Brokerage Commission Rates for Institutional Investors: A Note
by Edmister, Robert O & Subramanian, N
- 1095-1096 Information Production, Market Signalling, and the Theory of Financial Intermediation: A Comment
by Chan, Yuk-Shee
- 1097-1099 Information Production, Market Signalling, and the Theory of Financial Intermediation: A Reply
by Campbell, Tim S & Kracaw, William A
- 1101-1101 On Diversification Given Asymmetry in Returns: Erratum
by Conine, Thomas E, Jr & Tamarkin, Maurry
June 1982, Volume 37, Issue 3
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