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March 1979, Volume 34, Issue 1
- 85-92 Investment, Market Structure, and the Cost of Capital
by Aivazian, Varouj A & Callen, Jeffrey L
- 93-102 Real and Nominal Efficient Sets
by Manaster, Steven
- 103-114 The Relationship between Equity Indices on World Exchanges
by Hilliard, Jimmy E
- 115-141 Liquidity Changes Following Stock Splits
by Copeland, Thomas E
- 143-155 Market Timing Strategies in Convertible Debt Financing
by Alexander, Gordon J & Stover, Roger D & Kuhnau, David B
- 157-170 The Hedging Performance of the New Futures Markets
by Ederington, Louis H
- 171-187 Marketplace Fragmentation, Competition, and the Efficiency of the Stock Exchange
by Hamilton, James L
- 189-196 Bond Taxation and the Shape of the Yield-to-Maturity Curve
by Livingston, Miles B
- 197-206 Some Additional Evidence on Survival Biases
by Ball, Ray & Watts, Ross
- 207-232 Investment Policy, Optimality, and the Mean-Variance Model: Review Article
by Baron, David P
- 233-236 Portfolio Selection in a "Winner-Take-All" Environment
by Berger, Paul D & Bodie, Zvi
- 237-240 The Recognition Lag of the Federal Advisory Council
by Selby, Edward B, Jr
- 241-246 A Note on the Issuance of Long-Term Pure Discount Bonds
by Livingston, Miles
- 247-251 Bankruptcy, Secured Debt, and Optimal Capital Structure: Comment
by Smith, Clifford W, Jr & Warner, Jerold B
- 253-260 Bankruptcy, Secured Debt, and Optimal Capital Structure: Reply
by Scott, James H, Jr
- 261-263 Beta Regression Tendencies: Statistical and Real Causes
by Elgers, Pieter T & Haltiner, James R & Hawthorne, William H
- 265-267 Betas and Their Regression Tendencies: Some Further Evidence
by Blume, Marshall E
December 1978, Volume 33, Issue 5
- 1279-1296 Default Risk under Alternative Mortgage Instruments
by Vandell, Kerry D
- 1297-1315 Corporate Debt Decisions: A New Analytical Framework
by Caks, John
- 1317-1331 Project Valuation with Mean-Reverting Cash Flow Streams
by Bhattacharya, Sudipto
- 1333-1342 Pricing of Warrants and the Value of the Firm
by Galai, Dan & Schneller, Meir I
- 1343-1354 The Seasoning Process of New Corporate Bond Issues
by Weinstein, Mark I
- 1355-1373 Temporary Trading Suspensions in Individual NYSE Securities
by Hopewell, Michael H & Schwartz, Arthur L, Jr
- 1375-1384 Are Betas Best?
by Elton, Edwin J & Gruber, Martin J & Urich, Thomas J
- 1385-1399 Some Direct Evidence on the Dividend Clientele Phenomenon
by Lewellen, Wilbur G, et al
- 1401-1424 Perceived Risk and Capital Asset Pricing
by Gooding, Arthur E
- 1425-1438 An Examination of the Effects of International Diversification from the British Viewpoint on Both Hypothetical and Real Portfolios
by Guy, James R F
- 1439-1445 A Note on Taxation and Investment
by Jaffe, Jeffrey F
- 1447-1453 Interactions in Corporate Financing and Investment Decisions-Implications for Capital Budgeting: A Further Comment
by Ashton, D J & Atkins, D R
- 1455-1456 Financial Risk and the St. Petersburg Paradox: Comment
by Epps, Thomas W
- 1457-1460 Sensitivity Analysis of Rates of Return: Comment
by Smith, W James
- 1461-1461 Sensitivity Analysis of Rates of Return: Reply
by Joy, O Maurice & Bradley, Jerry O
September 1978, Volume 33, Issue 4
- 1051-1069 Ambiguity when Performance is Measured by the Securities Market Line
by Roll, Richard
- 1071-1085 On Individual Loans' Pricing, Credit Rationing, and Interest Rate Regulation
by Kalay, Avner & Rabinovitch, Ramon
- 1087-1094 On Economies of Scale in Credit Unions
by Koot, Ronald S
- 1095-1107 The Nature of the Conflict between Transactors' Expectations of Capital Gain
by Bart, John T
- 1109-1118 Horse Racing: Testing the Efficient Markets Model
by Snyder, Wayne W
- 1119-1131 Market Timing and Portfolio Management
by Grant, Dwight
- 1133-1151 The Supply of Dealer Services in Securities Markets
by Stoll, Hans R
- 1153-1172 The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks
by Stoll, Hans R
- 1173-1186 The Impact of Taxes, Risk and Relative Security Supplies on Interest Rate Differentials
by Cook, Timothy Q & Hendershott, Patric H
- 1187-1200 Future Investment Opportunities and the Value of the Call Provision on a Bond
by Bodie, Zvi & Taggart, Robert A, Jr
- 1201-1212 The Cost of Equity Capital with Personal Income Taxes and Flotation Costs
by Gordon, Myron J & Gould, L I
- 1213-1221 More Evidence on the Distribution of Security Returns
by Hagerman, Robert L
- 1222-1227 A Comment on Investment Decisions, Repetitive Games, and the Unequal Distribution of Wealth
by Schwartz, Eli & Greenleaf, James A
- 1228-1234 Neutral Recapitalizations: Predictions and Tests Concerning Valuation and Welfare
by Sosin, Howard B
- 1235-1240 The Relationship between Yield, Risk and Return of Corporate Bonds
by Jarrow, Robert A
- 1241-1243 Comments on Single Valued Duration Measures
by Carr, J L & Halpern, P J & McCallum, John S
- 1244-1249 Risk Efficiency Using Stochastic Dominance and Expected Gain-Confidence Limits
by Robison, Lindon J & Barry, Peter J
- 1250-1253 The Rate of Return of Selected Investment Projects
by Brown, Keith C
June 1978, Volume 33, Issue 3
- 693-705 Regulation and Modern Finance Theory
by Robichek, Alexander A
- 707-721 Rate Regulation, Capital Structure and the Sharing of Interest Rate Risk in the Electric Utility Industry
by Haugen, Robert A & Stroyny, A L & Wichern, D W
- 723-736 Limit Orders, Market Structure, and the Returns Generation Process
by Cohen, Kalman J, et al
- 737-750 Elimination of the Double Taxation of Dividends and Corporate Financial Policy
by Litzenberger, Robert H & Van Horne, James C
- 750-751 Valuation with Public Policy Implications: Discussion
by Carleton, Willard T
- 752-754 Valuation with Public Policy Implications: Discussion
by Reilly, Frank K
- 754-757 Valuation with Public Policy Implications: Discussion
by Kim, E Han
- 759-776 Welfare Aspects of Options and Supershares
by Hakansson, Nils H
- 777-792 Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences
by Ross, Stephen A
- 792-794 Recent Theoretical Developments in Financial Theory: Discussion
by Willig, Robert D
- 795-802 The New Exchange Rate Regime and the Developing Countries
by Kafka, Alexandre
- 803-813 The Balance of Payments Adjustment Process Revisited
by Junz, Helen B
- 813-815 International Finance: Discussion
by Black, Stanley W
- 815-817 International Finance: Discussion
by Salomon, Robert
- 819-832 Technology, Communication and the Performance of Financial Markets: 1840-1975
by Garbade, Kenneth D & Silber, William L
- 833-845 Who Puts the Inflation Premium into Nominal Interest Rates?
by Friedman, Benjamin M
- 845-847 Money and Capital Markets: Discussion
by Edwards, Franklin R
- 849-861 The Cost of Equity Capital: A Reconsideration
by Gordon, Myron J & Gould, L I
- 863-877 Recent Developments in the Cost of Debt Capital
by Chen, Andrew H
- 878-881 Cost of Capital Theory: State of the Art: Discussion
by Crockett, Jean
- 881-883 Cost of Capital Theory: State of the Art: Discussion
by Yawitz, Jess B
- 885-901 The Current Status of the Capital Asset Pricing Model (CAPM)
by Ross, Stephen A
- 903-917 New Evidence on the Capital Asset Pricing Model
by Friend, Irwin & Westerfield, Randolph & Granito, Michael
- 917-920 Capital Asset Pricing Theory: Discussion
by Sharpe, William F
- 921-932 Getting Along without Regulation Q: Testing the Standard View of Deposit-Rate Competition during the "Wild-Card Experience."
by Kane, Edward J
- 933-946 Estimates of the Effectiveness of Stabilization Policies for the Mortgage and Housing Markets
by Jaffee, Dwight M & Rosen, Kenneth T
- 947-961 Taxation and the Incidence of Homeownership across Income Groups
by Litzenberger, Robert H & Sosin, Howard B
- 961-962 Financial and Tax Incentives to Home Ownership: Obstacles to Reform: Discussion
by Guttentag, Jack
- 962-964 Financial and Tax Incentives to Home Ownership: Obstacles to Reform: Discussion
by Tucker, Donald P
- 965-975 Capital Formation and the Recent Productivity Slowdown
by Clark, Peter K
- 977-988 The U.S. Productivity Growth Recession: History and Prospects for the Future
by McCarthy, Michael D
- 989-1001 The Long-Term Effects of Government Deficits on the U.S. Output Potential
by von Furstenberg, George M
- 1001-1006 Slowdown in the Growth of Productivity in the United States: Discussion
by Norsworthy, John R
- 1006-1010 Slowdown in the Growth of Productivity in the United States: Discussion
by Denison, Edward F
- 1011-1018 Foreign Exchange Hedging and the Capital Asset Pricing Model
by Robichek, Alexander A & Eaker, Mark R
- 1019-1030 The Theory of the Trading Firm Revisited
by Dumas, B
- 1030-1031 Capital Asset Pricing in International Finance: Discussion
by Giddy, Ian H
- 1031-1033 Capital Asset Pricing in International Finance: Discussion
by Grauer, Frederick L A
May 1978, Volume 33, Issue 2
- 383-393 The Insignificance of Bankruptcy Costs to the Theory of Optimal Capital Structure
by Haugen, Robert A & Senbet, Lemma W
- 395-401 The Equivalence of Alternative Mean-Variance Capital Budgeting Models
by Senbet, Lemma W & Thompson, Howard E
- 403-412 Evaluating Investments in Accounts Receivable: A Wealth Maximizing Framework
by Kim, Yong H & Atkins, Joseph C
- 413-428 Capital Markets and the Short Run Behavior of Life Cycle Savers
by Dolde, Walter
- 429-441 The Common-Stock-Portfolio Performance Record of Individual Investors: 1964-70
by Schlarbaum, Gary G & Lewellen, Wilbur G & Lease, Ronald C
- 443-455 The Performance of the British Investment Trust Industry
by Guy, James R F
- 457-475 Estimation of Time-Varying Systematic Risk and Performance for Mutual Fund Portfolios: An Application of Switching Regression
by Kon, Stanley J & Jen, Frank C
- 477-486 Commission Cost Structure: Shifts and Scale Economies
by Edmister, Robert O
- 487-503 Marketplace Organization and Marketability: NASDAQ, the Stock Exchange, and the National Market System
by Hamilton, James L
- 505-516 Valuation Consequences of Cash Tender Offers
by Kummer, Donald R & Hoffmeister, J Ronald
- 517-534 Portfolio Theory and the Problem of Foreign Exchange Risk
by Makin, John H
- 535-552 A Portfolio-Balance Model of Corporate Working Capital
by Yardeni, Edward E
- 553-574 Ordering Uncertain Options with Borrowing and Lending
by Levy, Haim & Kroll, Yoram
- 575-587 Nonhomogeneous Expectations and Information in the Capital Asset Market
by Rabinovitch, Ramon & Owen, Joel
- 589-601 Portfolio Selection in an Economy with Marketability and Short Sales Restrictions
by Brito, Ney O
- 603-616 Market Risk Adjustment in Project Valuation
by Constantinides, George M
- 617-625 The Pricing of Options with Stochastic Dividend Yield
by Geske, Robert
- 626-630 Interest Rate Risk and Systematic Risk: An Interpretation
by Eddy, Albert R
- 631-639 The Predictability of Real Portfolio Risk Levels
by Klemkosky, Robert C & Maness, Terry S
- 640-644 Block Recursive Systems in Asset Pricing Models: An Extension
by Lee, Cheng F & Lloyd, William P
- 645-649 An Analytic Approach to Sensitivity Analysis of the Internal Rate of Return Model
by Hsiao, Frank S T & Smith, W James
- 650-656 Tax Shield Valuation and the Capital Structure Decision
by Wrightsman, Dwayne
- 657-669 Valuation of Financial Lease Contracts: A Note
by Franks, Julian R & Hodges, Stewart D
- 670-672 Synergism in Mergers: Some British Results
by Firth, Michael
March 1978, Volume 33, Issue 1
- 1-16 The Superiority of Analyst Forecasts as Measures of Expectations: Evidence from Earnings
by Brown, Lawrence D & Rozeff, Michael S
- 17-28 Earnings Changes, Stock Prices, and Market Efficiency
by Brown, Stewart L
- 29-44 The Adjustment of Stock Prices to Bond Rating Changes
by Pinches, George E & Singleton, J Clay
- 45-63 A Mean-Variance Theory of Optimal Capital Structure and Corporate Debt Capacity
by Kim, E Han
- 65-73 The Valuation and Cost of Capital of the Levered Firm with Growth Opportunities
by Arditti, Fred D & Pinkerton, John M
- 75-92 Estimating Term Structure Equations with Individual Bond Data
by Dobson, Steven W
- 93-103 Time Series Analysis of Interest Rates: Some Additional Evidence
by Brick, John R & Thompson, Howard E
- 105-116 Risk Premiums on Federal Agency Debt
by Garbade, Kenneth D & Hunt, Joseph F
- 117-127 Monetary Policy, Inflation Forecasting and the Term Structure of Interest Rates
by Cornell, W Bradford
- 129-147 Common Stock Volatility Expectations Implied by Option Premia
by Schmalensee, Richard & Trippi, Robert R
- 149-167 The Returns Generation Process, Returns Variance, and the Effect of Thinness in Securities Markets
by Cohen, Kalman J, et al
- 169-176 Call Option Pricing when the Exercise Price Is Uncertain, and the Valuation of Index Bonds
by Fischer, Stanley
- 177-186 The Value of an Option to Exchange One Asset for Another
by Margrabe, William
- 187-198 Consistent Empirical Results with Almon's Method: Implications for the Monetary versus Fiscal Policy Debate
by Harper, Charles P & Fry, Clifford L
- 199-213 On the Distributional Impact of Federal Interest Rate Restrictions
by Clotfelter, Charles T & Lieberman, Charles
- 215-230 The Determination of Savings and Loan Association Deposit Rates in the Absence of Rate Ceilings: A Cross-Section Approach
by Lapp, John S
- 231-244 A Model of the Market for Lines of Credit
by Campbell, Tim S
- 245-258 Competition between Banks and Finance Companies: A Cross Section Study of Personal Loan Debtors
by Boczar, Gregory E
- 259-280 Economies of Scale and Organizational Efficiency in Banking: A Profit-Function Approach
by Mullineaux, Donald J
- 281-287 Survey and Analysis of Capital Budgeting Methods
by Schall, Lawrence D & Sundem, Gary L & Geijsbeek, William R, Jr
- 288-292 A Note on Skewness and Data Errors
by Beedles, William L & Simkowitz, Michael A
- 293-295 Duration and Risk Assessment for Bonds and Common Stocks: A Note
by Livingston, Miles
- 296-302 Simple Criteria for Optimal Portfolio Selection: Tracing out the Efficient Frontier
by Elton, Edwin J & Gruber, Martin J & Padberg, Manfred W
- 303-310 Goal Programming and the Selection of Portfolios by Dual-Purpose Funds
by Kumar, P C & Philippatos, George C & Ezzell, John R
- 311-318 Nonmember Banks and Empirical Measures of the Variability of Reserves and Money: A Theoretical Appraisal
by Kopecky, Kenneth J
- 319-323 On the Monetary Approach to the Balance of Payments: The Small, Open Economy
by Wilford, D Sykes & Wilford, Walton T
- 325-335 "A Multivariate Analysis of Industrial Bond Ratings" and the Role of Subordination: A Comment
by Eisenbeis, Robert A
- 336-344 "A Multivariate Analysis of Industrial Bond Ratings" and the Role of Subordination: Reply
by Pinches, George E
- 345-348 Portfolio Efficiency Analysis in Three Moments-The Multiperiod Case: Comment
by Granito, Michael & Walsh, Patrick
- 349-353 Bond Refunding: One or Two Faces?
by Mayor, Thomas H & McCoin, Kenneth G
- 354-356 The Two Faces of Bond Refunding: Reply
by Ang, James S
December 1977, Volume 32, Issue 5
- 1403-1431 Capital Rationing: n Authors in Search of a Plot
by Weingartner, H Martin
- 1433-1455 The Theory of Recapitalizations and the Evidence of Dual Purpose Funds
by Litzenberger, Robert H & Sosin, Howard B
- 1457-1465 Standardized Unexpected Earnings-A Progress Report
by Latane, Henry A & Jones, Charles P
- 1467-1484 A Model of Corporate Financing Decisions
by Taggart, Robert A, Jr
- 1485-1500 Optimal Investment and Financing Patterns for a Firm Subject to Regulation with a Lag
by Elton, Edwin J & Gruber, Martin J
- 1501-1512 Comparison of Historical Cost and General Price Level Adjusted Cost Rate Base Regulation
by Gordon, Myron J
- 1513-1525 An Industry Study of the Profitability of Mergers in the United Kingdom
by Franks, J R & Broyles, J E & Hecht, M J
- 1527-1537 Co-Insurance and Conglomerate Merger
by Lee, Li Way
- 1539-1556 On the Incidence of Selective Credit and Related Policies in a Multi-Asset Framework
by O'Brien, James M
- 1557-1569 Installment Credit Controls, Consumer Expenditures and the Allocation of Real Resources
by Hamburger, Michael J & Zwick, Burton
- 1571-1586 Illiquidity, the Demand for Residential Housing, and Monetary Policy
by Kearl, J R & Mishkin, Frederic S
- 1587-1604 The Impact of De Novo Commercial Bank Entry
by McCall, Alan S & Peterson, Manferd O
- 1605-1616 The Effects of Regulation on Bank Balance Sheet Decisions
by Mingo, John J & Wolkowitz, Benjamin
- 1617-1637 An Analysis of the Effectiveness of FHLBB Liquidity Policy, 1971-1975
by Weinrobe, Maurice D
- 1639-1646 Evaluation of Some Money Stock Forecasting Models
by Pfaff, Philip
- 1647-1656 Commercial Bank Bidding on Municipal Revenue Bonds: New Evidence
by Hopewell, Michael H & Kaufman, George G
- 1657-1669 The Stability of Exchange Rate Expectations and Canadian Capital Flows
by Kohlhagen, Steven W
- 1671-1681 Intertemporal Determination of the Market Price of Risk
by Landskroner, Yoram
- 1683-1697 On the Utility Theoretic Foundations of Mean-Variance Analysis
by Baron, David P
- 1699-1715 Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion
by Brennan, M J & Schwartz, Eduardo S
- 1717-1728 Pareto-Optimality of Authentic Information
by Ng, David S
- 1729-1737 On Some Definitional Problems with the Method of Certainty Equivalents
by Bar-Yosef, Sasson & Mesznik, Roger
- 1738-1746 The Effect of Bond Refunding on Shareholder Wealth
by Yawitz, Jess B & Anderson, James A
- 1747-1751 A Theory of Humpbacked Bond Yield Curves
by Livingston, Miles
- 1752-1758 Income Velocity and Commercial Bank Portfolios
by Sutherland, Ronald J
- 1759-1765 Grouping Procedures for Portfolio Formation
by Morgan, I G
- 1766-1773 FHA and VA Mortgage Discount Points and Housing Prices
by Zerbst, Robert H & Brueggeman, William B
- 1774-1778 Regional Differences in Mortgage Financing Costs: A Reexamination
by Ostas, James R
- 1779-1780 Cost of Capital for a Division of a Firm: Comment
by Weston, J Fred & Lee, Wayne Y
- 1781-1782 Cost of Capital for a Division of a Firm: Reply
by Gordon, Myron J & Halpern, Paul J
- 1783-1789 Analysis of a Commercial Bank Minority Lending Program: Comment
by Bates, Timothy M & Hester, Donald D
- 1790-1794 Improving the Selection of Credit Risks: An Analysis of a Commercial Bank Minority Lending Program: Reply
by Edelstein, Robert H
- 1795-1801 Additional Evidence on the Time Series Properties of Reported Earnings Per Share: Comment
by Salamon, Gerald L & Smith, E Dan
- 1802-1808 Reply to Salamon and Smith: [Additional Evidence on the Time Series Properties of Reported Earnings Per Share]
by Ball, Ray & Watts, Ross L
- 1809-1810 On the Effects of Statutory Interest Rate Ceilings: Comment
by Peterson, Richard L
- 1811-1813 On the Effects of Statutory Interest Rate Ceilings: Reply
by Avio, Kenneth L
- 1814-1817 A Negative View of the Negative Money Multiplier: Comment
by Auerbach, Robert D & Rutner, Jack L
- 1818-1821 The Negative View of the Negative Money Multiplier: Reply
by Steindl, Frank G
September 1977, Volume 32, Issue 4
- 975-999 The Theory of Speculation under Alternative Regimes of Markets
by Hirshleifer, Jack
- 1001-1015 Intertemporal Stability of the Relationship between Interest Rates and Price Changes
by Cargill, Thomas F & Meyer, Robert A
- 1017-1030 Stock Returns, Money Supply and the Direction of Causality
by Rogalski, Richard J & Vinso, Joseph D
- 1031-1048 Inflation and the Market Value of the Firm: Theory and Tests
by Hong, Hai
- 1049-1055 Investor Recognition of Corporate International Diversification
by Agmon, Tamir & Lessard, Donald R
- 1057-1067 New Issue Corporate Bonds, Seasoned Market Efficiency and Yield Spreads
by Lindvall, John R
- 1069-1080 A Reexamination of Stock Splits Using Moving Betas
by Bar-Yosef, Sasson & Brown, Lawrence D
- 1081-1092 A Simple Model of Non-Stationarity of Systematic Risk
by Brenner, Menachem & Smidt, Seymour
- 1093-1099 Stability Tests for Alphas and Betas over Bull and Bear Market Conditions
by Fabozzi, Frank J & Francis, Jack Clark
- 1101-1107 Indexation, the Risk-Free Asset, and Capital Market Equilibrium
by Siegel, Jeremy J & Warner, Jerold B
- 1109-1123 Marketability Restrictions and the Valuation of Capital Assets under Uncertainty
by Brito, Ney O
- 1125-1142 Market Value and Systematic Risk
by Turnbull, Stuart M
- 1143-1149 Externalities and Risky Investments
by Yawitz, Jess B
- 1151-1168 Risk, Uncertainty, and Divergence of Opinion
by Miller, Edward M
- 1169-1194 Rate Ceiling Implications of the Cost Structure of Consumer Finance Companies
by Benston, George J
- 1195-1200 Adam Smith on Usury Laws
by Jadlow, Joseph M
- 1201-1206 Price Distortions Induced by the Revenue Structure of Federally-Sponsored Mortgage Loan Programs
by McConnell, John J
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