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June 1982, Volume 37, Issue 3
- 717-739 An Exploration of Competitive Signalling Equilibria with "Third Party" Information Production: The Case of Debt Insurance
by Thakor, Anjan V
- 741-749 Investment Risk, Bankruptcy Risk, and Pension Reform in Canada
by Pesando, James E
- 751-761 Debt Financing, Corporate Financial Intermediaries and Firm Valuation
by Franks, Julian R & Pringle, John J
- 763-782 Optimal Sequential Investment When Capital Is Not Readily Reversible
by Baldwin, Carliss Y
- 783-795 On the Effectiveness of the Federal Reserve's Margin Requirement
by Luckett, Dudley G
- 797-807 Inflation, Taxation, and Interest Rates
by Gandolfi, Arthur E
- 809-825 An Analysis of Bank Loan Rate Indexation
by James, Christopher
- 827-842 The Effects of Anticipated Inflation on Housing Market Equilibrium
by Titman, Sheridan D
- 843-855 Variance and Lower Partial Moment Measures of Systematic Risk: Some Analytical and Empirical Results
by Price, Kelly & Price, Barbara & Nantell, Timothy J
- 857-870 Time-Variance Relationship of Security Returns: Implications for the Return-Generating Stochastic Process
by Perry, Philip R
- 871-875 Stochastic Dominance: A Note
by Kroll, Yoram & Levy, Haim
- 877-881 The Relative Price Volatility of Taxable and Non-Taxable Bonds: A Note
by Arditti, Fred D & Livingston, Miles
- 883-889 Weekend Effects on Stock Returns: A Note
by Lakonishok, Josef & Levi, Maurice
May 1982, Volume 37, Issue 2
- 255-273 Debt, Dividend Policy, Taxes, Inflation and Market Valuation
by Modigliani, Franco
- 275-287 Optimal Managerial Contracts and Equilibrium Security Prices
by Diamond, Douglas W & Verrecchia, Robert E
- 289-300 Regulation and Corporate Investment Policy
by Brennan, Michael J & Schwartz, Eduardo S
- 301-319 Miller's Equilibrium, Shareholder Leverage Clienteles, and Optimal Capital Structure
by Kim, E Han
- 320-321 Regulation and Corporate Investment Policy: Discussion
by Myers, S C
- 321-323 Miller's Equilibrium, Shareholder Leverage Clienteles, and Optimal Capital Structure: Discussion
by Taggart, R A, Jr
- 325-338 Single Factor Duration Models in a Discrete General Equilibrium Framework
by Bierwag, G O & Kaufman, George G & Toevs, Alden L
- 339-348 Term Structure Modeling Using Exponential Splines
by Vasicek, Oldrich A & Fong, H Gifford
- 349-352 Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves
by Constantinides, George M & Ingersoll, Jonathan E, Jr
- 352-354 Single Factor Duration Models in a Discrete General Equilibrium Framework: Discussion
by Fisher, L
- 354-356 Term Structure Modeling Using Exponential Splines: Discussion
by Jordan, J V
- 357-369 A General Equilibrium Money and Banking Paradigm
by Santomero, Anthony M & Siegel, Jeremy J
- 371-384 Aspects of Monetary and Banking Theory and Moral Hazard
by Bhattacharya, Sudipto
- 385-393 Structural Disequilibrium and the Banking Act of 1980
by Smith, Paul F
- 393-395 A General Equilibrium Money and Banking Paradigm: Discussion
by Lombra, R E
- 395-397 Aspects of Monetary and Banking Theory and Moral Hazard: Discussion
by Hester, D D
- 397-398 Structural Disequilibrium and the Banking Act of 1980: Discussion
by Lindsey, D E
- 399-411 Estimating Security Price Risk Using Duration and Price Elasticity
by Williams, Alex O & Pfeifer, Phillip E
- 413-413 Estimating Security Price Risk Using Duration and Price Elasticity: Discussion
by Schulman, E
- 415-428 To Pay or Not to Pay Dividend
by Hakansson, Nils H
- 429-443 The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects?
by Litzenberger, Robert H & Ramaswamy, Krishna
- 445-456 The Ex-Dividend Day Behavior of Stock Returns: Further Evidence on Tax Effects
by Hess, Patrick J
- 457-470 Costly Contracting and Optimal Payout Constraints
by John, Kose & Kalay, Avner
- 470-472 To Pay or Not to Pay Dividend: Discussion
by Constantinides, G M
- 472-474 The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects? Discussion
by Summers, L H
- 474-476 The Ex-Dividend Day Behavior of Stock Returns: Further Evidence on Tax Effects: Discussion
by Gibbons, M R
- 476-479 Costly Contracting and Optimal Payout Constraints: Discussion
by Kim, E Han
- 481-491 The Regulation of Financial and Other Futures Markets
by Houthakker, Hendrik S
- 493-504 Best Execution in Securities Markets: An Application of Signaling and Agency Theory
by Garbade, Kenneth D & Silber, William L
- 505-517 Rule 144 Volume Limitations and the Sale of Restricted Stock in the Over-the-Counter Market
by Osborne, Alfred E, Jr
- 517-519 The Regulation of Financial and Other Futures Markets: Discussion
by Edwards, F R
- 519-521 Best Execution in Securities Markets: An Application of Signaling and Agency Theory: Discussion
by Smidt, S
- 521-523 Rule 144 Volume Limitations and the Sale of Restricted Stock in the Over-the-Counter Market: Discussion
by Kalay, A
- 525-539 The Pricing of Commodity-Linked Bonds
by Schwartz, Eduardo S
- 540-541 The Pricing of Commodity-Linked Bonds: Discussion
by Ingersoll, J E
- 543-554 Factor-Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency
by Rosenberg, Barr & Rudd, Andrew
- 555-561 Risk Adjusted Equity Performance Measurement
by Nagorniak, John
- 563-573 Valuation Model Bias and the Scale Structure of Dividend Discount Returns
by Michaud, Richard O & Davis, Paul L
- 573-576 Return Expectations in Active Investment Management: Discussion
by Renwick, F B
- 577-584 Projecting the Financial Condition of a Pension Plan Using Simulation Analysis
by Kingsland, Louis
- 585-594 Plasm: Pension Liability and Asset Simulation Model
by Winklevoss, Howard E
- 595-604 SOFASIM: A Dynamic Insurance Model with Investment Structure, Policy Benefits and Taxes
by Goldstein, Alice B & Markowitz, Barbara G
- 604-606 Combining Financial and Actuarial Risk: Simulation Analysis: Discussion
by Sharpe, W F
- 606-607 Combining Financial and Actuarial Risk: Simulation Analysis: Discussion
by Tepper, Irwin
- 609-614 Minimax Behavior in Portfolio Selection
by Krasker, William S
- 615-624 Stochastic Portfolio Theory and Stock Market Equilibrium
by Fernholz, Robert & Shay, Brian
- 625-635 Prologue to a Unified Portfolio Theory
by Ayres, Herbert F & Barry, John Y
March 1982, Volume 37, Issue 1
- 1-10 Signaling and the Valuation of Unseasoned New Issues
by Downes, David H & Heinkel, Robert
- 11-25 Tests for Price Effects of New Issues of Seasoned Securities
by Hess, Alan C & Frost, Peter A
- 27-35 A Direct Test of Roll's Conjecture on the Firm Size Effect
by Reinganum, Marc R
- 37-62 Effects of Shifting Saving Patterns on Interest Rates and Economic Activity
by Friedman, Benjamin M
- 63-72 Monetary Policy and Short-Term Interest Rates: An Efficient Markets-Rational Expectations Approach
by Mishkin, Frederic S
- 73-85 The Behavior of the Interest Rate Differential between Tax-Exempt Revenue and General Obligation Bonds: A Test of Risk Preferences and Market Segmentation
by Kidwell, David S & Koch, Timothy W
- 87-102 Information Diversity and Market Behavior
by Figlewski, Stephen
- 103-119 Common Stock Returns and Rating Changes: A Methodological Comparison
by Griffin, Paul A & Sanvicente, Antonio Z
- 121-144 The Choice between Equity and Debt: An Empirical Study
by Marsh, Paul
- 145-156 Yield Approximations: A Historical Perspective
by Hawawini, Gabriel A & Vora, Ashok
- 157-167 Flattening of Bond Yield Curves for Long Maturities
by Livingston, Miles B & Jain, Suresh K
- 169-183 Borrower Risk under Alternative Mortgage Instruments
by Webb, Bruce G
- 185-217 Expectations Models of Asset Prices: A Survey of Theory
by LeRoy, Stephen F
- 219-226 The Administrative Costs of Corporate Bankruptcy: A Note
by Ang, James S & Chua, Jess H & McConnell, John J
- 227-230 The Calculation of Implied Variances from the Black-Scholes Model: A Note [The Pricing of Options and Corporate Liabilities]
by Manaster, Steven & Koehler, Gary
- 231-236 Expectations, Tobin's q, and Investment: A Note [Expectations, Tobin's q, and Industry Investment]
by Chappell, Henry W, Jr & Cheng, David C
- 237-241 The Demand for Preferred Stock with Sinking Funds and without: A Note
by Sorensen, Eric H & Hawkins, Clark A
December 1981, Volume 36, Issue 5
- 997-1009 Estimating the Divisional Cost of Capital: An Analysis of the Pure-Play Technique
by Fuller, Russell J & Kerr, Halbert S
- 1011-1021 The Meaning of Internal Rates of Return
by Dorfman, Robert
- 1023-1034 Time Dominance Efficiency Analysis
by Ekern, Steinar
- 1035-1045 Forward and Futures Prices: Evidence from the Foreign Exchange Markets
by Cornell, Bradford & Reinganum, Marc R
- 1047-1061 Estimating the Information Value of Immediate Disclosure of the FOMC Policy Directive
by O'Brien, James M
- 1063-1072 Market Response to the Weekly Money Supply Announcements in the 1970s
by Urich, Thomas & Wachtel, Paul
- 1073-1084 Bank Reserves and Financial Stability
by Siegel, Jeremy J
- 1085-1101 Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation
by Flannery, Mark J
- 1103-1126 The Determinants of the Treasury Security Yield Curve
by Roley, V Vance
- 1127-1142 The Effect of Taxation on Immunization Rules and Duration Estimation
by Hessel, Christopher A & Huffman, Lucy
- 1143-1155 On Diversification Given Asymmetry in Returns
by Conine, Thomas E, Jr & Tamarkin, Maurry, J
- 1157-1168 The Economic Impact of the Federal Credit Union Usury Ceiling
by Wolken, John D & Navratil, Frank J
- 1169-1176 A Note on Taxes and the Pricing of Treasury Bill Futures Contracts
by Cornell, Bradford
- 1177-1186 One Way Arbitrage, Foreign Exchange and Securities Markets: A Note
by Callier, Philippe
- 1187-1189 The Pricing of Corporate Debt: A Note
by Lee, C Jevons
- 1191-1197 Potential Corporate Takeovers and Market Efficiency: A Note
by Madden, Gerald P
- 1199-1202 Flotation Cost Allowance in Rate of Return Regulation: A Note
by Arzac, Enrique R & Marcus, Matityahu
- 1203-1209 An Examination of the Relationship between Pure Residual and Market Risk: A Note
by Chen, Son-Nan & Keown, Arthur J
September 1981, Volume 36, Issue 4
- 769-799 A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates
by Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A
- 801-824 Pension Funding, Share Prices, and National Savings
by Feldstein, Martin & Seligman, Stephanie
- 825-840 A Theoretical Framework for Evaluating the Impact of Universal Reserve Requirements
by Sprenkle, Case M & Stanhouse, Bryan E
- 841-853 Effects of the 1970 Bank Holding Company Act: Evidence from Capital Markets
by Aharony, Joseph & Swary, Itzhak
- 855-869 Merger Announcements and Insider Trading Activity: An Empirical Investigation
by Keown, Arthur J & Pinkerton, John M
- 871-877 Portfolio Analysis with Factors and Scenarios
by Markowitz, Harry M & Perold, Andre F
- 879-888 A Possible Explanation of the Small Firm Effect
by Roll, Richard
- 889-908 Performance Hypothesis Testing with the Sharpe and Treynor Measures
by Jobson, J D & Korkie, Bob M
- 909-921 Optimal Regulation under Uncertainty
by Marshall, William J & Yawitz, Jess B & Greenberg, Edward
- 923-934 On the Effects of Barriers to International Investment
by Stulz, Rene M
- 935-940 Reserve Requirements and the Structure of the CD Market: A Note
by Lawler, Thomas A
- 941-947 Risk Decomposition and Portfolio Diversification When Beta Is Nonstationary: A Note
by Chen, Son-Nan & Keown, Arthur J
- 949-953 Reinsurance under Conditions of Capital Market Equilibrium: A Note
by Doherty, N A & Tinic, S M
- 955-962 Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest: A Comment
by Taylor, Herbert
- 963-969 Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest: A Reply
by Levi, Maurice D & Makin, John H
- 971-974 FHLB Advances and the Cost and Availability of Funds to S&Ls: A Comment [A Note on the Impact of FHLB Advances and the Cost and Availability of Funds at S&Ls]
by Maris, Brian A
June 1981, Volume 36, Issue 3
- 569-581 An Equilibrium Analysis of Debt Financing under Costly Tax Arbitrage and Agency Problems
by Barnea, Amir & Haugen, Robert A & Senbet, Lemma W
- 583-597 Transaction Costs and the Pricing of Assets
by Mayshar, Joram
- 599-616 Valuation of GNMA Mortgage-Backed Securities
by Dunn, Kenneth B & McConnell, John J
- 617-627 The Effects of Mission-Oriented Public R&D Spending on Private Industry
by Carmichael, Jeffrey
- 629-647 Resolving the Agency Problems of External Capital through Options
by Haugen, Robert A & Senbet, Lemma W
- 649-659 The Weekend Eurodollar Game
by Coats, Warren L, Jr
- 661-675 Interest Rates, Uncertainty and the Livingston Data
by Bomberger, William A & Frazer, William J, Jr
- 677-684 The Impact of Federal Interest Rate Regulations on the Small Saver: Further Evidence
by Lawrence, Edward C & Elliehausen, Gregory E
- 685-695 Efficient Funds in a Financial Market with Options: A New Irrelevance Proposition
by John, Kose
- 697-703 A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis
by Cumby, Robert E & Obstfeld, Maurice
- 705-710 A Note on the Efficiency of Black Markets in Foreign Currencies
by Gupta, Sanjeev
- 711-719 A Note on Testing an Aggressive Investment Strategy Using Value Line Ranks
by Holloway, Clark
- 721-737 A Note on Real and Nominal Efficient Sets
by Sercu, Piet
- 739-741 Makin's MA RP: A Comment [Portfolio Theory and the Problem of Foreign Exchange Risk]
by Friedman, Daniel
- 743-745 Portfolio Theory and the Problem of Foreign Exchange Risk: Reply
by Makin, John H
- 747-748 The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables: Comment
by Kim, Kee S
- 749-750 The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables: Reply
by Bowman, Robert G
May 1981, Volume 36, Issue 2
- 217-234 Decentralized Investment Management
by Sharpe, W F
- 235-251 Pareto Optimality and Competition
by Stiglitz, Joseph E
- 253-270 The Allocational Role of Takeover Bids in Situations of Asymmetric Information
by Grossman, Sanford J & Hart, Oliver D
- 271-276 The Prevention of Default
by Allen, Franklin
- 277-289 The Effect of Inflation on Stock Prices: International Evidence
by Cohn, Richard A & Lessard, Donald R
- 291-304 The Use of Volatility Measures in Assessing Market Efficiency
by Shiller, Robert J
- 304-307 Are Markets Efficient? Tests of Alternative Hypotheses: Discussion
by Long, John B, Jr
- 307-311 Are Markets Efficient? Tests of Alternative Hypotheses: Discussion
by Lintner, John
- 313-321 The Arbitrage Pricing Theory: Some Empirical Results
by Reinganum, Marc R
- 323-335 Three Factors, Interest Rate Differentials and Stock Groups
by Fogler, H Russell & John, Kose & Tipton, James
- 337-350 Treasury Bill Factors and Common Stock Returns
by Oldfield, George S, Jr & Rogalski, Richard J
- 350-352 Empirical Tests of Multi-Factor Pricing Model: Discussion
by Friend, Irwin
- 352-353 Empirical Tests of Multi-Factor Pricing Model: Discussion
by Brennan, M J
- 355-367 Accelerating Inflation, Technological Innovation, and the Decreasing Effectiveness of Banking Regulation
by Kane, Edward J
- 369-381 Institutional Investors and Concentration of Financial Power: Berle and Means Revisited
by Farrar, Donald E & Girton, Lance
- 383-393 Rate-of-Return Regulation and Utility Capital Structure Decisions
by Taggart, Robert A, Jr
- 393-395 Impact of Regulation on Economic Behavior: Discussion
by Sametz, A W
- 395-397 Impact of Regulation on Economic Behavior: Discussion
by Tinic, S M
- 397-399 Impact of Regulation on Economic Behavior: Discussion
by Bower, R S
- 401-417 The Effects of International Operations on the Market Value of the Firm: Theory and Evidence
by Errunza, Vihang R & Senbet, Lemma W
- 419-426 The Numeraire Problem and Foreign Exchange Risk
by Eaker, Mark R
- 427-438 Corporate Exchange Risk Management: Theme and Aberrations
by Rodriguez, Rita M
- 439-440 International Finance: Discussion
by Logue, D E
- 440-442 International Finance: Discussion
by Makin, J H
- 442-444 International Finance: Discussion
by Hawkins, R G
- 445-456 Futures Trading and Volatility in the GNMA Market
by Figlewski, Stephen
- 457-469 The Impact of the GNMA Pass-through Program on FHA Mortgage Costs
by Black, Deborah G & Garbade, Kenneth D & Silber, William L
- 471-484 A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities
by Dunn, Kenneth B & McConnell, John J
- 484-486 GNMA Passthrough Securities: Discussion
by Seiders, David F
- 486-487 GNMA Passthrough Securities: Discussion
by Curley, Anthony J
- 489-496 The Impact of Uncertainty on the Feasibility of Humphrey-Hawkins Objectives
by Tinsley, P, et al
- 497-505 New Concepts of Aggregated Money
by Barnett, William & Offenbacher, Edward & Spindt, Paul
- 507-515 Uncertainty in the Monetary Aggregates:
by Pierce, David A, et al
- 515-517 Current Monetary Policy Research at the Federal Reserve Board: Discussion
by Sims, Christopher A
- 519-528 An Economic Theory of a Credit Union
by Smith, Donald J & Cargill, Thomas F & Meyer, Robert A
- 529-538 Credit Union Structure, Growth and Regulatory Problems
by Black, Harold & Dugger, Robert H
- 539-549 An Aggregate Model of the Credit Union Industry
by Navratil, Frank J
- 550-552 Credit Unions: Discussion
by Peterson, Richard
- 552-554 Credit Unions: Discussion
by Gambs, Carl M
- 554-556 Credit Unions: Discussion
by Flannery, Mark J
March 1981, Volume 36, Issue 1
- 1-13 Taxation and Corporate Pension Policy
by Tepper, Irwin
- 15-29 The Adjustment of Stock Prices to Information about Inflation
by Schwert, G William
- 31-41 The Monetary Approach to Exchange Rate in an Efficient Foreign Exchange Market: Tests Based on Volatility
by Huang, Roger D
- 43-49 Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium
by Longworth, David
- 51-60 Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital
by Buser, Stephen A & Chen, Andrew H & Kane, Edward J
- 61-79 An Analysis of Countercyclical Policies of the FHLBB
by Kent, Richard J
- 81-96 On the Rate Structure of the American Life Insurance Market
by Winter, Ralph A
- 97-111 On the Matter of Parity among Financial Obligations
by Lewellen, Wilbur G & Emery, Douglas R
- 113-125 Variable Rate Debt Instruments and Corporate Debt Policy
by Agmon, T & Ofer, A R & Tamir, A
- 127-141 Investment Policy Implications of the Capital Asset Pricing Model
by Grauer, Robert R
- 143-161 An Equilibrium Model of Asset Trading with Sequential Information Arrival
by Jennings, Robert H & Starks, Laura T & Fellingham, John C
- 163-180 Notes on Multiperiod Valuation and the Pricing of Options
by Bhattacharya, Sudipto
- 181-186 A Note on Concentration and Checking Account Prices
by Osborne, D K & Wendel, Jeanne
- 187-190 Investor Recognition of Corporation International Diversification: Comment
by Adler, Michael
- 191-192 Investor Recognition of Corporate International Diversification: Reply
by Agmon, Tamir & Lessard, Donald
- 193-195 A Note on Capital Budgeting Techniques and the Reinvestment Rate: Comment
by Nicol, David J
December 1980, Volume 35, Issue 5
- 1073-1103 An Empirical Investigation of the Arbitrage Pricing Theory
by Roll, Richard & Ross, Stephen A
- 1105-1113 Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices
by Jarrow, Robert A
- 1115-1138 The Investment Banking Contract for New Issues under Asymmetric Information: Delegation and the Incentive Problem
by Baron, David P & Holmstrom, Bengt
- 1139-1154 Deposit Rate-Setting, Risk Aversion, and the Theory of Depository Financial Intermediaries
by Sealey, C W, Jr
- 1155-1172 The Demand for Life Insurance: An Application of the Economics of Uncertainty
by Campbell, Ritchie A
- 1173-1188 Asset Accumulation in Early Married Life
by Ferber, Robert & Lee, Lucy Chao
- 1189-1207 A Catastrophe Model of Bank Failure
by Ho, Thomas S Y & Saunders, Anthony
- 1209-1221 On the Valuation of Federal Loan Guarantees to Corporations
by Sosin, Howard B
- 1223-1234 A Rationale for Debt Maturity Structure and Call Provisions in the Agency Theoretic Framework
by Barnea, Amir & Haugen, Robert A & Senbet, Lemma W
- 1235-1244 Regulation of Bank Capital and Portfolio Risk
by Koehn, Michael & Santomero, Anthony M
- 1245-1250 Debt, Taxes and Leasing-A Note
by Brealey, R A & Young, C M
- 1251-1256 A Note on Ambiguity in Portfolio Performance Measures
by Peterson, David & Rice, Michael L
- 1257-1265 The Financial Consequences of Corporate Growth
by Gup, Benton E
- 1267-1271 Error Rates in CRSP and COMPUSTAT: A Second Look
by Bennin, Robert
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