Contact information of American Finance Association
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/afaaaea.html .
Content
September 1977, Volume 32, Issue 4
- 1207-1216 Market Structure, Risk and Profitability in Commercial Banking
by Heggestad, Arnold A
- 1217-1233 A Micro-Econometric Investigation of Multi-Objective Firms
by Beedles, William L
- 1235-1250 On the Theory of Conglomerate Mergers
by Scott, James H, Jr
- 1251-1266 Inputs, Outputs, and a Theory of Production and Cost at Depository Financial Institutions
by Sealey, Calvin W, Jr & Lindley, James T
- 1267-1282 Determining an Optimal Capital Standard for the Banking Industry
by Santomero, Anthony M & Watson, Ronald D
- 1283-1303 A Spatial Model of the Banking Industry
by Ali, Mukhtar M & Greenbaum, Stuart I
- 1305-1312 An Optimal Temporary Loan Model for State Borrowers
by Butler, Arthur D & Warren, Stanton A
- 1313-1319 Intra-Equilibrium and Inter-Equilibrium Analysis in Capital Market Theory: A Clarification
by Brenner, Menachem & Subrahmanyam, Marti G
- 1320-1324 Canadian Evidence of Heteroscedasticity in the Market Model
by Belkaoui, Ahmed
- 1325-1330 Foreign Exchange Market Efficiency under Flexible Exchange Rates
by Burt, John & Kaen, Fred R & Booth, G Geoffrey
- 1331-1337 Some Observations on Risk-Adjusted Discount Rates
by Lewellen, Wilbur G
- 1339-1344 Usury Legislation and Market Structure: An Alternative Approach: Comment
by Brucker, Eric
- 1345-1347 Usury Legislation and Market Structure: Reply
by Greer, Douglas F
- 1348-1353 The Cost of Capital and Valuation of a Two-Country Firm: Comment
by Goldberg, Michael A & Lee, Wayne Y
- 1354-1357 The Cost of Capital and Valuation of a Two-Country Firm: Reply
by Adler, Michael
- 1358-1361 An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investment: A Further Comment
by Lee, Cheng F & Gupta, Manak
- 1362-1362 An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investment: Reply
by Franke, Gunter
- 1363-1366 A Note on the Inclusion of Earnings Risk in Measures of Return: A Comment
by Pappas, James L
- 1367-1367 A Note on the Inclusion of Earnings Risk in Measures of Return: A Reply
by Brief, Richard P & Owen, Joel
- 1368-1371 An Investor Expectations Stock Price Predictive Model Using Closed-End Fund Premiums: Comment
by Hanna, Mark
- 1372-1373 International Reserve Flows: A Comment
by Leite, Sergio Pereira
June 1977, Volume 32, Issue 3
- 649-661 The Competitive Condition of U. S. Banking Markets and the Impact of Structural Reform
by Heggestad, Arnold A & Mingo, John J
- 663-682 Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis
by Basu, S
- 683-694 Investment Banking: An Economic Analysis of Optimal Underwriting Contracts
by Mandelker, Gershon & Raviv, Artur
- 695-707 Graduated Interest Rate Ceilings and Operating Costs by Size of Small Consumer Cash Loans
by Benston, George J
- 709-717 Dynamic Portfolio-Balance Behavior of Time Deposits and 'Money.'
by Moosa, Suleman A
- 719-733 The Fisher Effect: Graphical Treatment and Some Econometric Implications
by Bomberger, W A & Makinen, G E
- 735-748 The Demand for Money and Price Expectations in Australia
by Valentine, T J
- 749-759 An Empirical Test of the Larson-Gonedes Exchange Ratio Determination Model
by Conn, Robert L & Nielsen, James F
- 761-768 'White-Noise' in Imperfect Markets: The Case of the Franc/Dollar Exchange Rate
by Logue, Dennis E & Sweeney, Richard James
- 769-774 Relative Risk-Aversion and the Demand for Cash Balances
by Ahsan, Syed M
- 775-787 Evidence of Non-Homogeneity of Capital Costs within "Risk-Classes."
by Boness, A James & Frankfurter, George M
- 789-809 Capital Structure Rearrangements and Me-First Rules in an Efficient Capital Market
by Kim, E Han & McConnell, John J & Greenwood, Paul R
- 811-821 Joint Determination of Rate of Return and Capital Structure: An Econometric Analysis
by Carleton, Willard T & Silberman, Irwin H
- 823-835 Valuation Parameters of Property-Liability Companies
by Foster, George J
- 837-846 Portfolio Performance and the "Cost" of Timing Decisions
by Grant, Dwight
- 847-859 The Valuation of Closed-End Investment-Company Shares
by Malkiel, Burton G
- 861-874 Industry Movements of Common Stocks
by Livingston, Miles
- 875-900 Pitfalls in the Application of Discriminant Analysis in Business, Finance, and Economics
by Eisenbeis, Robert A
- 901-907 The Institutional
by Klemkosky, Robert C & Tuttle, Donald L
- 908-910 The Doctoral Origins of Contributors to the Journal of Finance from 1964 through 1975
by Schweser, Carl
- 911-916 The Stability of the Demand for Money Function, 1900-1974
by Laumas, G S & Mehra, Y P
- 917-920 On the St. Louis Equation and an Alternative Definition of the Money Supply
by Koot, Ronald S
- 921-926 Stochastic Choice in Insurance and Risk Sharing
by Doherty, N A
- 927-929 The Demand for Assets under Conditions of Risk: Comment
by Aivazian, Varouj
- 930-932 The Demand for Assets under Conditions of Risk: Reply
by Levy, Haim
- 933-936 Ambiguities in the Cross-Section Analysis of Per Share Financial Data: Comment
by Scott, James H, Jr
- 937-938 Invariance and Scaling in the Per Share Analysis of Financial Data: Reply
by Davis, E G & Dunn, D M & Williams, W H
- 939-948 The Interest-Induced Wealth Effect and the Behavior of Real and Nominal Interest Rates: A Comment
by Meyer, Laurence H & Yawitz, Jess B
- 949-950 The Interest-Induced Wealth Effect and the Behavior of Real and Nominal Interest Rates: A Reply
by Zwick, Burton
May 1977, Volume 32, Issue 2
- 261-275 Debt and Taxes
by Miller, Merton H
- 277-289 Term Structure with Uncertain Inflation
by Brealey, Richard & Schaefer, Stephen M
- 291-304 Dynamic Market Processes and the Rewards to Up-to-Date Information
by Beja, Avraham & Hakansson, Nils H
- 304-305 Business Finance and Capital Market Theory: Discussion
by Kraus, Alan
- 306-306 Dynamic Market Processes and the Rewards of Up-to-Date Information
by Tepper, Irwin
- 307-319 Market Imperfections, Capital Market Equilibrium and Corporation Finance
by Stapleton, R C & Subrahmanyam, Marti G
- 321-333 Capital Budgeting and the Capital Asset Pricing Model: Good News and Bad News
by Myers, Stewart C & Turnbull, Stuart M
- 333-336 Corporate Finance and the Capital Asset Pricing Model: Discussion
by Hamada, Robert S
- 337-347 Bankruptcy Costs: Some Evidence
by Warner, Jerold B
- 349-365 Corporate Mergers and the Co-insurance of Corporate Debt
by Kim, E Han & McConnell, John J
- 366-368 Corporate Finance-Empirical Tests: Discussion
by Stone, Bernell K
- 368-370 Corporate Finance-Empirical Tests: Discussion
by Van Horne, James C
- 371-387 Informational Asymmetries, Financial Structure, and Financial Intermediation
by Leland, Hayne E & Pyle, David H
- 389-402 On Value Maximization and Alternative Objectives of the Firm
by Grossman, Sanford J & Stiglitz, Joseph E
- 403-412 Value and Yield Risk on Outstanding Insured Residential Mortgages
by Curley, Anthony J & Guttentag, Jack M
- 412-415 Investments-Theoretical Issues: Discussion
by Ross, Stephen A
- 415-416 Investments-Theoretical Issues: Discussion
by Brealey, Richard
- 417-425 Determinants of Common Stock Prices: A Time Series Analysis
by Kraft, John & Kraft, Arthur
- 427-441 Forecasting Stock Market Prices
by Umstead, David A
- 442-445 Investments-Empirical Studies: Discussion
by Whitcomb, David K
- 445-448 Investments-Empirical Studies: Discussion
by Arzac, Enrique R
- 449-462 The Valuation of American Put Options
by Brennan, Michael J & Schwartz, Eduardo S
- 463-478 An Examination of Corporate Call Policies on Convertible Securities
by Ingersoll, Jonathan E, Jr
- 479-492 The Role of the Multinational Firm in the Integration of Segmented Capital Markets
by Lee, Wayne Y & Sachdeva, Kanwal S
- 493-502 An Empirical Test of the Alternative Hypotheses of National and International Pricing of Risky Assets
by Stehle, Richard E
- 503-512 Testing International Asset Pricing: Some Pessimistic Views
by Solnik, Bruno H
- 512-515 International Finance-Problems of Segmented Capital Markets: Discussion
by Dumas, Bernard
- 515-517 International Finance-Problems of Segmented Capital Markets: Discussion
by Scott, James H, Jr
- 519-529 Tests of Theories of Exchange Rate Determination
by Brittain, Bruce
- 531-544 Exchange Rate Flexibility and Demand for Money
by Sargen, Nicholas P
- 545-547 Monetary Policy and the Exchange Rate: Discussion
by Cornell, W Bradford
- 547-549 Monetary Policy and the Exchange Rate: Discussion
by Ripley, Duncan M
- 549-551 Monetary Policy and the Exchange Rate: Discussion
by Protopapadakis, Aris
- 553-564 Factors Affecting the Growth of Bank Credit Card and Check Credit
by Peterson, Richard L
- 565-574 The Comparative Operating Efficiency of Black Savings and Loan Associations
by Spellman, Lewis J & Osborne, Alfred E, Jr & Bradford, William D
- 575-588 Financial Analysis in an Inflationary Environment
by von Furstenberg, George M & Malkiel, Burton G
- 588-589 Money and Capital Markets: Discussion
by Mandell, Lewis
- 589-590 Money and Capital Markets: Discussion
by Black, Harold
- 591-592 Money and Capital Markets: Discussion
by Aspinwall, Richard C
- 593-607 Risk on Consumer Finance Company Personal Loans
by Benston, George J
- 609-622 The Equal Credit Opportunity Act of 1974: A Cost/Benefit Analysis
by Smith, James F
- 622-625 Factors Affecting the Availability of Consumer Credit: Discussion
by Shay, Robert P
- 627-638 The Principles of Corporate Pension Finance
by Treynor, Jack L
March 1977, Volume 32, Issue 1
- 1-19 Bankruptcy, Secured Debt, and Optimal Capital Structure
by Scott, James H, Jr
- 21-30 Bond Refunding: A Clarifying Analysis
by Ofer, Aharon R & Taggart, Robert A, Jr
- 31-40 The Impact of Compensating Balance Requirements on the Cash Balances of Manufacturing Corporations: An Empirical Study
by Campbell, Tim & Brendsel, Leland
- 41-55 The Time-Variance Relationship: Evidence on Autocorrelation in Common Stock Returns
by Schwartz, Robert A & Whitcomb, David K
- 57-66 The Effect of Model Misspecification on Tests of the Efficient Market Hypothesis
by Brenner, Menachem
- 67-78 A Multidimensional Analysis of Institutional Investor Perception of Risk
by Cooley, Philip L
- 79-86 The Impact and Efficiency of Institutional Net Trading Imbalances
by Klemkosky, Robert C
- 87-101 Trading in Warrants by Mechanical Systems
by Rogalski, Richard J
- 103-115 The Coupon Effect on Yield to Maturity
by Caks, John
- 117-130 The Macroeconomic Impact of Changes in the Ceilings on Deposit Rates
by Sushka, Marie Elizabeth & Slovin, Myron B
- 131-146 Market Characteristics and Multibank Holding Company Acquisitions
by Boczar, Gregory E
- 147-158 A Comparative Study of Bank Holding Company Affiliates and Independent Banks, 1969-1972
by Mayne, Lucille S
- 159-163 Bid-Asked Spreads on the Amex and the Big Board
by Branch, Ben & Freed, Walter
- 165-175 Capital Gains Taxation and Year-End Stock Market Behavior
by Dyl, Edward A
- 177-183 The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues
by Ross, Stephen A
- 185-187 A "Duration" Fallacy
by Livingston, Miles & Caks, John
- 189-193 Competitive Equilibrium Contingent Commodities and Information
by Shubik, Martin
- 195-201 An Analysis of the Effects of the Removal of the Yield Ceiling on Federally Insured Mortgages in Canada
by Smith, Lawrence B
- 203-205 An Examination of the Yields of Corporate Bonds and Stocks: Comment
by McCallum, John S
- 206-207 An Examination of the Yields of Corporate Bonds and Stocks: Reply
by Norgaard, Richard L
- 208-210 A Simple Model of Information and Lending Behavior: Comment
by Miller, Stephen M
- 211-217 Interactions of Corporate Financing and Investment Decisions-Implications for Capital Budgeting: Comment
by Bar-Yosef, Sasson
- 218-220 Interactions of Corporate Financing and Investment Decisions-Implications for Capital Budgeting: Reply
by Myers, Stewart C
- 221-223 Discounting the Components of an Income Stream: Comment
by Turnbull, Stuart M
- 224-226 Discounting the Components of an Income Stream: Reply
by Arditti, Fred D
- 227-230 The Uselessness of Transaction Demand Models: Comment
by Sprenkle, Case M
December 1976, Volume 31, Issue 5
- 1273-1286 Investment for the Long Run: New Evidence for an Old Rule
by Markowitz, Harry M
- 1287-1297 The Demand for Risky Assets under Uncertain Inflation
by Friend, Irwin & Landskroner, Yoram & Losq, Etienne
- 1299-1322 The Value of A Priori Information in Estimating a Financial Model
by Smith, Gary N & Brainard, William C
- 1323-1339 Flow and Stock Equilibrium in a Dynamic Metzler Model
by Branson, William H & Teigen, Ronald L
- 1341-1357 Simple Criteria for Optimal Portfolio Selection
by Elton, Edwin J & Gruber, Martin J & Padberg, Manfred W
- 1359-1373 Further Evidence on the Time Series Properties of Accounting Income
by Brooks, LeRoy D & Buckmaster, Dale A
- 1375-1386 Taxation and the "Fisher Effect"
by Gandolfi, Arthur E
- 1387-1403 The Association between Market-Determined Risk Measures for Bonds and Bond Ratings
by Reilly, Frank K & Joehnk, Michael D
- 1405-1426 Some Further Implications of Profit Maximization by a Savings and Loan Association
by Stigum, Marcia L
- 1427-1442 An Analysis of Savings and Loan Profit Performance
by Verbrugge, James A & Shick, Richard A & Thygerson, Kenneth J
- 1443-1456 Regional Interaction and the Reserve Adjustment Lag within the Commercial Banking Sector
by Thurston, Thom B
- 1457-1469 The Effect on Nonmember Banks of the Imposition of Member Bank Reserve Requirements-with and without Federal Reserve Services
by Goldberg, Lawrence G & Rose, John T
- 1471-1480 Do Higher Reserve Requirements Discourage Federal Reserve Membership?
by Prestopino, Chris Joseph
- 1481-1486 Functional Form and the Dividend Effect in the Electric Utility Industry
by Lee, Cheng F
- 1487-1490 The Effect of "Fair Value" Rate Base Valuation in Electric Utility Regulation
by Petersen, H Craig
- 1491-1493 On Capitalization Rates for Riskless Streams
by Henderson, Glenn V, Jr
- 1495-1504 The Payments Impact of Foreign Investment Controls: Comment
by Stevens, Guy V G
- 1505-1508 The Payments Impact of Foreign Investment Controls: Reply
by Lindert, Peter H
- 1509-1513 Is the "Neutralized Money Stock" Unbiased? Comment
by Barth, James R & Bennett, James T
- 1514-1515 Policy and Statistical Exogeneity: Reply
by Hendershott, Patric H
September 1976, Volume 31, Issue 4
- 1035-1065 An Evaluation of Alternative Empirical Models of the Term Structure of Interest Rates
by Dobson, Steven W & Sutch, Richard C & Vanderford, David E
- 1067-1083 Estimation and Uses of the Term Structure of Interest Rates
by Carleton, Willard T & Cooper, Ian A
- 1085-1100 Skewness Preference and the Valuation of Risk Assets
by Kraus, Alan & Litzenberger, Robert H
- 1101-1113 Block Recursive Systems in Asset Pricing Models
by Lloyd, William P & Lee, Cheng F
- 1115-1126 Multiperiod Portfolio Analysis and the Inefficiency of the Market Portfolio
by Gressis, N & Philippatos, G C & Hayya, J
- 1125-1128 Abandonment Values and Abandonment Decisions: A Clarification
by Joy, O Maurice
- 1127-1139 Transactions Costs and the Theory of Portfolio Selection
by Goldsmith, David
- 1141-1148 Insiders and Market Efficiency
by Finnerty, Joseph E
- 1149-1168 A Model of Asset Trading under the Assumption of Sequential Information Arrival
by Copeland, Thomas E
- 1169-1183 Admissible Portfolios for All Individuals
by Bawa, Vijay S
- 1185-1199 A Tax Cut in a Multiple Security Model: Crowding Out, Pulling In and the Term Structure of Interest Rates
by Hendershott, Patric H
- 1201-1217 A Financial Early Warning System for Over-the-Counter Broker-Dealers
by Altman, Edward I & Loris, Bettina
- 1219-1224 Policy Conflict and Coordination under Fixed Exchanges: The Case of an Upward Sloping IS Curve
by Cherneff, R V
- 1229-1230 The Irrelevancy of Dividend Policy in an Arrow-Debreu Economy
by Rubinstein, Mark
- 1231-1232 Growth, Consolidation and Mergers in Banking: Comment
by Moyer, R Charles
- 1233-1237 Growth, Consolidation and Mergers in Banking: Comment
by Rose, John T
- 1239-1242 Predicting De Novo Expansion in Bank Merger Cases: Comment
by Boczar, Gregory E
June 1976, Volume 31, Issue 3
- 761-786 Leasing, Buying, and the Cost of Capital Services
by Miller, Merton H & Upton, Charles W
- 787-798 Asset Leasing in Competitive Capital Markets
by Lewellen, Wilbur G & Long, Michael S & McConnell, John J
- 799-819 Valuation of Financial Lease Contracts
by Myers, Stewart C & Dill, David A & Bautista, Alberto J
- 821-834 Effects of Usury Ceilings in the Mortgage Market
by Ostas, James R
- 835-843 Predictability of Reserve Demand, Information Costs, and Portfolio Behavior of Commercial Banks
by Baltensperger, Ernst & Milde, Hellmuth
- 845-852 Money Supply Control: Reserves as the Instrument under Lagged Accounting
by Pierce, David A
- 853-864 Reserve Measures as Operating Variables of Monetary Policy: An Empirical Analysis
by Laufenberg, Daniel E
- 865-875 Market Tests of Capital Adequacy of Large Commercial Banks
by Pettway, Richard H
- 877-888 The "Rule of 78"
by Bonker, Dick
- 889-895 Rational Expectations under Conditions of Costly Information
by Darby, Michael R
- 897-910 Optimal Initiation of Bankruptcy Proceedings by Debt Holders
by Van Horne, James C
- 911-921 Should a Corporation Repurchase Its Own Stock?
by Stewart, Samuel S, Jr
- 923-931 Inflation and Capital Budgeting
by Nelson, Charles R
- 933-947 A Portfolio Approach to Fossil Fuel Procurement in the Electric Utility Industry
by Bar-Lev, Dan & Katz, Steven
- 949-955 The Effect of "Market Indexes" on the Ex-Post Performance of the Sharpe Portfolio Selection Model
by Frankfurter, George M
- 956-959 Money, Prices and Output
by Renshaw, Edward F
- 960-962 On Bernoulli, Sharpe, Financial Risk and the St. Petersburg Paradox
by Sennetti, John T
- 963-972 The Effect of FHLB Bond Operations on Savings Inflows at Savings and Loan Associations: Comment
by Fortune, Peter
- 973-975 Optimal Financing and Capital Structure Programs for the Firm: Comment
by Inselbag, Isik
- 976-976 Optimal Financing and Capital Structure Programs for the Firm: Reply
by Krouse, Clement G
- 977-979 On the Methodology of Testing for Independence in Future Prices: Comment
by Praetz, Peter D
- 980-983 On the Methodology of Testing for Independence in Future Prices: Reply
by Bear, Robert M & Stevenson, Richard A
- 984-985 On the Methodology of Testing for Independence in Future Prices: Reply
by Leuthold, Raymond M
- 986-990 Company Contributions to Discretionary Profit-Sharing Plans: Comment
by Welam, Ulf Peter
- 991-994 Company Contributions to Discretionary Profit-Sharing Plans: Reply
by Monahan, James & Monahan, Kenneth
- 995-1000 100" Margins Revisited
by Eckardt, Walter L, Jr & Rogoff, Donald L
- 1001-1001 The Intricate Relationship between Financial Leverage and the Stability of Stock Prices: A Correction
by Haugen, Robert A & Wichern, Dean W
May 1976, Volume 31, Issue 2
- 199-214 A Portfolio Theory of the Social Discount Rate and the Public Debt
by Gordon, Myron J
- 215-231 A Transactions Cost Approach to the Theory of Financial Intermediation
by Benston, George J & Smith, Clifford W, Jr
- 233-252 Restrictions on the Rate of Interest on Demand Deposits and a Theory of Compensating Balances
by Mullins, David Wiley, Jr
- 252-255 Studies in the Economics of Bank Regulation: Discussion
by Bicksler, James L
- 257-268 Is There a Capital Shortage: Theory and Recent Empirical Evidence
by Andersen, Leonall C
- 269-286 Capital Shortages: Myth or Reality?
by Wachtel, Paul & Sametz, Arnold & Shuford, Harry
- 287-308 The Effects of Tax Policy on Capital Formation, Corporate Liquidity and the Availability of Investible Funds: A Simulation Study
by Brimmer, Andrew F & Sinai, Allen
- 309-312 Is There a Capital Shortage: Discussion
by Friedman, Benjamin M
- 312-315 Is There a Capital Shortage: Discussion
by Ronk, Sally S
- 315-318 Is There a Capital Shortage: Discussion
by Upton, Charles W
- 319-332 Taxes and the Pricing of Options
by Scholes, Myron
- 333-350 The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns
by Merton, Robert C
- 351-367 Valuing Corporate Securities: Some Effects of Bond Indenture Provisions
by Black, Fischer & Cox, John C
- 369-381 Standard Deviations of Stock Price Ratios Implied in Option Prices
by Latane, Henry A & Rendleman, Richard J, Jr
- 383-402 A Survey of Some New Results in Financial Option Pricing Theory
by Cox, John C & Ross, Stephen A
Printed from https://ideas.repec.org/s/bla/jfinan20.html
