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December 1974, Volume 29, Issue 5
September 1974, Volume 29, Issue 4
- 1049-1061 Rising Interest Rates and Cost Push Inflation
by Seelig, Steven A
- 1063-1076 Excess Demand, Undercapitalization, and the True Interest Rate for Credit Union Loans in Unorganized Money Markets
by Holmes, David N, Jr
- 1077-1086 A Structural Study of the Income Velocity of Circulation
by Mason, John M
- 1087-1103 A Factor Analysis Approach to Determining the Relative Endogeniety of Trade Credit
by Herbst, Anthony F
- 1105-1121 The Interest Sensitivity of the Flow of Funds through Life Insurance Companies: An Econometric Analysis
by Pesando, James E
- 1123-1141 The Start-Up Experience of Minority-Owned Commercial Banks: A Comparative Analysis
by Boorman, John T & Kwast, Myron L
- 1143-1148 Money and Income: The View from the Government Budget Restraint
by Steindl, Frank G
- 1149-1152 A Note on the Interest Elasticity of the Transactions Demand for Cash
by Lewis, Kenneth A
- 1153-1163 Cost of Capital for a Division of a Firm
by Gordon, Myron J & Halpern, Paul J
- 1165-1173 On the Existence of a Cost of Capital under Pure Capital Rationing
by Burton, R M & Damon, W W
- 1175-1188 Market Equilibrium and Corporation Finance: Some Issues
by Kumar, Prem
- 1189-1201 Growth, Dividend Policy and Capital Costs in the Electric Utility Industry
by Higgins, Robert C
- 1203-1214 The Lease-or-Buy and Asset Acquisition Decisions
by Schall, Lawrence D
- 1215-1216 A Note on the Apparent Bias of Net Revenue Estimates for Capital Investment Projects
by Brown, Keith C
- 1217-1227 Information Exchange in Security Markets and the Assumption of "Homogeneous Beliefs"
by Albin, Peter S
- 1229-1240 The Elasticity of Financial Assets
by Haugen, Robert A & Wichern, Dean W
- 1241-1253 Capital Market Imperfections and the Composition of Optimal Portfolios
by Sarnat, Marshall
- 1255-1263 Toward the Development of Client-Specified Valuation Models
by Baker, H Kent & Haslem, John A
- 1265-1273 Portfolio Theory when Investment Relatives are Lognormally Distributed
by Elton, Edwin J & Gruber, Martin J
- 1275-1286 An Examination of the Yields of Corporate Bonds and Stocks
by Norgaard, Richard L
- 1287-1294 Correcting the Yield Curve: A Re-Interpretation of the Duration Problem
by Carr, J L & Halpern, Paul J & McCallum, J S
- 1295-1301 Citation Patterns in Finance Journals
by Hamelman, Paul W & Mazze, Edward M
- 1303-1310 Error Rates in CRSP and Compustat Data Bases and their Implications
by Rosenberg, Barr & Houglet, Michel
- 1311-1317 The Relationship among Equity Markets: Comment
by Adler, Michael & Horesh, Reuven
- 1318-1319 The Relationship among Equity Markets: Reply
by Agmon, Tamir
- 1320-1325 A Time Series Analysis of Post-Accord Interest Rates: Comment
by Pippenger, John E
- 1326-1327 Post Accord Interest Rates: A Reply
by Smith, V Kerry & Marcis, Richard G
June 1974, Volume 29, Issue 3
- 729-746 Marketability of Common Stocks in Canada and the U.S.A.: A Comparison of Agent versus Dealer Dominated Markets
by Tinic, Seha M & West, Richard R
- 747-761 Financing Black Enterprise
by Bates, Timothy M
- 763-777 Credit Availability and Economic Decisions: Some Evidence from the Mortgage and Housing Markets
by Meltzer, Allan H
- 779-795 The Capital Decision in Commercial Banks
by Pringle, John J
- 797-814 An Index for Evaluating Financial Performance
by Shashua, L & Goldschmidt, Y
- 815-827 Application of the Decomposition Principle to the Capital Budgeting Problem in a Decentralized Firm
by Carleton, Willard T & Kendall, Glen & Tandon, Sanjiv
- 829-845 The Dynamics of Corporate Capital Budgeting
by Spies, Richard R
- 847-856 A Limited-Diversification Portfolio Selection Model for the Small Investor
by Jacob, Nancy L
- 857-885 Long-Term Growth in a Short-Term Market
by Fama, Eugene F & MacBeth, James D
- 887-908 Efficient Capital Markets and the Quantity Theory of Money
by Cooper, Richard V L
- 909-921 The Supply of Money and Common Stock Prices: Further Observations on the Econometric Evidence
by Pesando, James E
- 923-940 Temporal Cross-Section Specifications of the Demand for Demand Deposits
by Feige, Edgar L
- 941-954 Bank Credit and the Money Stock: Their Roles in the Determination of Income in the Post Accord Period
by Hunt, Lacy H, II
- 955-961 The Upward Sloping IS Curve and the Control of Income and the Balance of Payments
by Burrows, Paul
- 963-971 Need Interest Rates on Bank Loans and Deposits Move Sympathetically?
by Greenbaum, Stuart I & Ali, Mukhtar M
- 973-980 A Discriminant Analysis of Economic, Demographic, and Attitudinal Characteristics of Bank Charge-Card Holders: A Case Study
by Awh, Robert Y & Waters, D
- 981-994 Company Contributions to Discretionary Profit-Sharing Plans: A Quantitative Approach
by Monahan, James P & Monahan, Kenneth B
- 995-999 A Note on Discounting the Components of an Income Stream
by Arditti, Fred D
- 1001-1005 A Note on the Balance of Payments Effects on the U.S. Capital Controls Program: Simulation Estimates
by Kwack, Sung Y
- 1007-1010 A Note on the Algebraic Equivalence of the Holt and Malkiel Models of Share Valuation
by Warren, James M
- 1011-1012 Conglomerate Performance Measurement: Comment
by Weston, J Fred & Mansinghka, Surendra K
- 1013-1015 Conglomerate Performance Measurement: Reply
by Reid, Samuel R
- 1016-1019 Financial Disintermediation in a Macroeconomic Framework: Comment
by Slovin, Myron B
May 1974, Volume 29, Issue 2
- 313-322 The Economic and Finance Literature and Decision Making
by Maisel, Sherman J
- 323-330 Reflections on Political Economy
by Shultz, George P
- 331-347 Policy Implications of a Flow-of-Funds Model
by Duesenberry, James S & Bosworth, Barry
- 349-357 Short-Term Financial Models at the Federal Reserve Board
by Pierce, James L & Thomson, Thomas D
- 358-360 The Flow of Funds and Interest Rates-I: U.S. Financial Models: Discussion
by Goldfeld, Stephen M
- 360-363 The Flow of Funds and Interest Rates-I: U.S. Financial Models: Discussion
by Meltzer, Allan H
- 365-378 The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure
by Solnik, B H
- 379-391 World, National, and Industry Factors in Equity Returns
by Lessard, Donald R
- 392-395 Capital Asset Pricing Models in an International Context: Discussion
by Wallingford, Buckner A, II
- 395-398 Capital Asset Pricing Models in an International Context: Discussion
by Bicksler, James L
- 399-412 From Theory to a New Financial Product
by Black, Fischer & Scholes, Myron
- 413-433 The Individual Investor: Attributes and Attitudes
by Lease, Ronald C & Lewellen, Wilbur G & Schlarbaum, Gary G
- 434-438 Individual Investors and Mutual Funds: Discussion
by McDonald, John G
- 439-447 The Economic Determinants of Systematic Risk
by Robichek, Alexander A & Cohn, Richard A
- 449-470 On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
by Merton, Robert C
- 471-484 The Value of Information and the Optimal Governmental Guarantee on its Agencies' Issues
by Edelstein, Robert H
- 485-488 Risk, Information and Capital Budgeting: Discussion
by Long, John B, Jr
- 488-492 Risk, Information and Capital Budgeting: Discussion
by Fisher, Lawrence
- 493-498 Adaptation, Information, and Dependence in Commodity Markets
by Martell, Terrence F & Philippatos, George C
- 499-506 Stochastic Demand, Output and the Cost of Capital
by Long, Michael S & Racette, George A
- 507-514 The Tokyo Stock Exchange and the Capital Asset Pricing Model
by Lau, Sheila C & Quay, Stuart R & Ramsey, Carl M
- 515-522 Portfolio Analysis under Uncertain Means, Variances, and Covariances
by Barry, Christopher B
- 523-526 Finance and Investment: Refereed Papers I: Discussion
by Pinches, George E
- 527-535 Entry, Control and the Market for Bank Charters
by Greenbaum, Stuart I & Ali, Mukhtar M
- 537-544 Systematic Risk, Financial Data, and Bond Rating Relationships in a Regulated Industry Environment
by Melicher, Ronald W & Rush, David F
- 545-550 Investor Evaluation of Foreign and Domestic Risk
by Severn, Alan K
- 551-559 The Price Adjustment Process of Bonds to Rating Reclassifications: A Test of Bond Market Efficiency
by Katz, Steven
- 560-563 Finance and Investment: Refereed Papers II: Discussion
by Andrews, Victor L
- 565-577 Debt Management and the Form of Business Financing
by White, William L
- 579-599 A Programming Approach to Corporate Financial Management
by Myers, Stewart C & Pogue, Gerald A
- 601-613 Capital Budgeting of Risky Projects with "Imperfect" Markets for Physical Capital
by Bogue, Marcus C & Roll, Richard
- 614-616 Corporate Finance and Capital Budgeting: Discussion
by Bower, Richard S
- 617-630 Link Model Simulations of International Trade: An Evaluation of the Effects of Currency Realignment
by Johnson, Keith N & Klein, Lawrence R
- 631-654 The Balance of Payments and Policy Mix: Simulations Based on a U.S. Model
by Kenen, Peter B
- 655-676 The Trade Effects of Direct Investment
by Adler, Michael & Stevens, Guy V G
- 677-680 International Trade and Finance: Balance of Payments and International Investment: Discussion
by Bergsten, C Fred
- 680-682 International Trade and Finance: Balance of Payments and International Investment: Discussion
by Junz, Helen B
- 683-698 What Should Housing Policies Be?
by Kain, John F
- 699-721 What Should U.S. Housing Policies Be?
by de Leeuw, Frank
March 1974, Volume 29, Issue 1
- 1-25 Interactions of Corporate Financing and Investment Decisions-Implications for Capital Budgeting
by Myers, Stewart C
- 27-40 Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions
by Samuelson, Paul A & Merton, Robert C
- 41-56 Market Access, Uncertainty, and Reserve-Position Adjustments of Large Commercial Banks in the 1960's
by Hinderliter, Roger H
- 57-72 Money Creation and the Theory of the Banking Firm
by Towey, Richard E
- 73-88 A Cross Section Study of the Demand for Money: The United States, 1960-62
by Peterson, Richard E
- 89-102 A Model of the Demand for Money by Households
by Santomero, Anthony M
- 103-117 A Financial Sector Analysis of the Eurodollar Market
by Levin, Jay H
- 119-132 The Cost of Capital and Valuation of a Two-Country Firm
by Adler, Michael
- 133-140 A Model for the Integration of Credit and Inventory Management
by Schiff, Michael & Lieber, Zvi
- 141-149 Evidence on the Acquisition-Related Performance of Conglomerate Firms
by Melicher, Ronald W & Rush, David F
- 151-162 Predicting De Novo Expansion in Bank Merger Cases
by Gilbert, Gary G
- 163-174 The Profitability of Multibank Holding Company Acquisitions
by Piper, Thomas R & Weiss, Steven J
- 175-186 The Joint Determination of Portfolio and Transaction Demands for Money
by Chen, Andrew H Y & Jen, Frank C & Zionts, Stanley
- 187-197 The Relation of the Structure of Common Stock Prices to Historical, Expectational and Industrial Variables
by Bell, Frederick W
- 199-202 A Note on the Return Behavior of High Risk Common Stocks
by McEnally, Richard W
- 203-215 The Behavior of Investment Bankers: An Econometric Investigation
by Logue, Dennis E & Lindvall, John R
- 217-225 Some Factors Affecting Awareness of Annual Percentage Rates in Consumer Installment Credit Transactions
by Parker, George G C & Shay, Robert P
- 227-235 The Effects of State Usury Ceilings on Single Family Homebuilding
by Robins, Philip K
- 237-243 New Themes in Finance
by Weston, J Fred
- 245-250 A General Solution to the Buy or Lease Decision: A Pedagogical Note
by Gordon, Myron J
- 251-253 An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment
by Edwards, Charles E & Stansell, Stanley R
- 254-257 An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment
by Higgins, Robert C
- 258-259 An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment
by Brennan, M J
- 260-263 Optimization of Dividend Policy and Capital Structure with Predetermined Investments: Comment
by Franke, Gunter
- 264-266 An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investments: Reply
by Wallingford, Buckner A, II
- 267-269 The Hunt Commission Report: A Further Comment
by Horvitz, Paul M
December 1973, Volume 28, Issue 5
- 1087-1102 Optimizing the Portfolio Selection for Mutual Funds
by Lee, Sang M & Lerro, A J
- 1103-1118 Selective Credit Controls and the Real Investment Mix: A General Equilibrium Approach
by Rao, D C & Kaminow, Ira
- 1119-1130 The Relationship Between Money, Income and Prices in the Short and Long Run
by Morley, Samuel A
- 1131-1150 Alternative Theories and Tests of U.S. Short-Term Foreign Investment
by Miller, Norman C & Whitman, Marina v N
- 1151-1159 Note on the Validity of the Random Walk for European Stock Prices
by Solnik, Bruno H
- 1161-1180 French Mutual Fund Performance: Evaluation of Internationally-Diversified Portfolios
by McDonald, John G
- 1163-1173 Debt Capacity, Diversification and Conglomerate Mergers
by Melnik, A & Pollatschek, M A
- 1181-1185 A Note on the Market Model and the Two-Parameter Model
by Fama, Eugene F
- 1187-1201 Some Aspects of the Performance of Non-Convertible Preferred Stocks
by Bildersee, John S
- 1203-1232 Estimating the Dependence Structure of Share Prices-Implications for Portfolio Selection
by Elton, Edwin J & Gruber, Martin J
- 1233-1239 A Note on Using Cross-Sectional Information in Bayesian Estimation of Security Betas
by Vasicek, Oldrich A
- 1241-1248 Ambiguities in the Cross-Section Analysis of Per Share Financial Data
by Davis, E G & Dunn, D M & Williams, W H
- 1249-1254 On Optimal Financing of Cyclical Cash Needs
by Aigner, Dennis J & Sprenkle, C M
- 1255-1261 A Note on Sensitivity Analysis of Rates of Return
by Joy, O Maurice & Bradley, Jerry O
- 1275-1286 Economic Implications of Multiple Rates of Return in the Leveraged Lease Context
by Wiar, Robert C
- 1287-1301 The Influence of Bank Regulation of the Operating Efficiency of Commercial Banks
by Kalish, Lionel, III & Gilbert, R Alton
- 1303-1311 Some Evidence on Differential Lending Practices at Commercial Banks
by Harris, Duane G
- 1313-1326 Interest Rates, the Business Demand for Funds, and the Residential Mortgage Market: A Sectoral Econometric Study
by Clauretie, Terrence M
- 1327-1337 The Cost Structure of Consumer Finance Small-Loan Operations
by Nagata, Ernest A
- 1339-1351 An Evaluation of Municipal "Bankruptcy" Laws and Procedures
by Hempel, George H
- 1353-1355 God as Portfolio Manager
by Weber, Harry
- 1357-1360 Portfolio Selection when Future Prices of Consumption Goods May Change: Comment
by Kamoike, Osamu
- 1361-1361 Portfolio Selection when Future Prices of Consumption Goods May Change: Reply
by Heckerman, Donald G
- 1362-1364 Monetary Policy Effectiveness: The Case of a Positively Sloped I-S Curve: Comment
by Puckett, Richard H
- 1365-1365 Monetary Policy Effectiveness: The Case of a Positively Sloped I-S Curve: Reply
by Silber, William L
- 1366-1370 Leverage, Dividend Policy and the Cost of Capital: Comment
by Hemmings, Dan B
September 1973, Volume 28, Issue 4
- 795-819 Competitive Commissions on the New York Stock Exchange
by Friend, Irwin & Blume, Marshall E
- 821-838 Break-Even Analysis for Lockheed's Tri Star: An Application of Financial Theory
by Reinhardt, U E
- 839-851 Private Property and Dispersion of Ownership in Large Corporations
by De Alessi, Louis
- 853-865 Rules Versus Discretion: A Simulation Study
by Puckett, Richard H & Vroman, Susan B
- 867-874 The Euro-Dollar Multiplier
by Lee, Boyden E
- 875-879 The Demand for Euro-Dollar Borrowings by U.S. Banks
by Steib, Steve B
- 881-895 Deposit Costs and Bank Portfolio Policy
by Silverberg, Stanley C
- 897-909 Random Walks, Martingales and the OTC
by Hagerman, Robert L & Richmond, Richard D
- 911-922 A State-Preference Model of Optimal Financial Leverage
by Kraus, Alan & Litzenberger, Robert H
- 923-931 The Economics of Security Divisibility and Financial Intermediation
by Klein, Michael A
- 933-955 An Alternative to the Yield Spread as a Measure of Risk
by Silvers, J B
- 957-971 Volatility Behavior of Industrial Stock Price Indices
by Schwartz, Robert A & Altman, Edward I
- 973-986 100" Margins: Combating Speculation in Individual Security Issues
by Largay, James A, III
- 987-996 The Diametric Effects of the Capital Gains Tax on the Stability of Stock Prices
by Haugen, Robert A & Wichern, Dean W
- 997-1000 A Note on Interest Rates and Prices in General Equilibrium
by Santomero, Anthony M
- 1001-1007 The Weighted Average Cost of Capital: Some Questions on its Definition, Interpretation, and Use
by Arditti, Fred D
- 1009-1013 A Note on Adjusting R2
by Montgomery, David B & Morrison, Donald G
- 1015-1016 Analysis of the Lease-or-Buy Decision: Comment
by Clark, Robert A & Jantorni, Joan M & Gann, Robert R
- 1017-1018 Analysis of the Lease-or-Buy Decision: Comment
by Lusztig, Peter
- 1019-1021 Analysis of the Lease-or-Buy Decision: Comment
by Bierman, Harold, Jr
- 1022-1023 Analysis of the Lease-or-Buy Decision: Comment
by Lev, Baruch & Orgler, Yair E
- 1024-1028 Analysis of the Lease-or-Buy Decision: Reply
by Johnson, Robert W & Lewellen, Wilbur G
- 1029-1032 Financial Disintermediation in a Macroeconomic Framework: Comment
by Vernon, Jack
- 1033-1034 Financial Disintermediation in a Macroeconomic Framework: Reply
by Hendershott, Patric H
- 1035-1038 A Simultaneous Equation Approach to Financial Planning: Comment
by Carter, E Eugene
- 1039-1042 A Simultaneous Equation Approach to Financial Planning: Reply
by Warren, James M & Shelton, John P
June 1973, Volume 28, Issue 3
- 551-566 Evidence on the "Growth-Optimum" Model
by Roll, Richard
- 567-575 The Term-Structure of Interest Rates and Expectations of Price Increase and Devaluation
by Ben-Shahar, H & Cukierman, A
- 577-585 Treasury Bill Auction Procedures: An Empirical Investigation
by Bolten, Steven
- 587-600 A Theory of Optimal Life Insurance: Development and Tests
by Fortune, Peter
- 601-607 Regulation D and the Vault Cash Game
by Coats, Warren L, Jr
- 609-617 Identifying a Reserve Base for the Euro-Dollar System
by Makin, John H
- 619-633 International Portfolio Diversification: A Multivariate Analysis for a Group of Latin American Countries
by Lessard, Donald R
- 635-646 New Evidence on the Term Structure of Interest Rates: 1884-1900
by Gray, Jean M
- 647-660 Equilibrium Level of Transaction Services of Money
by Pesek, Boris P
- 661-674 An Approach to the Valuation of Uncertain Income Streams
by Brennan, Michael J
- 675-685 A General Class of Three-Parameter Risk Measures
by Stone, Bernell K
- 687-693 Valuation, Leverage, and the Cost of Capital in the Case of Depreciable Assets
by Levy, Haim & Arditti, Fred D
- 695-705 A Re-Examination of Market and Industry Factors in Stock Price Behavior
by Meyers, Stephen L
- 707-712 A Note on Financial Analyst Evaluation
by Mastrapasqua, Frank & Bolten, Steven
- 713-732 The Valuation of Convertible Bonds
by Walter, James E & Que, Agustin V
- 733-741 Portfolio Returns and the Random Walk Theory: Comment
by West, Richard R & Tinic, Seha M
- 742-745 Portfolio Returns and the Random Walk Theory: Reply
by Cheng, Pao L & Deets, M King
- 746-750 Price-Expectations Effects on Interest Rates: Comment
by McCollum, James F
- 751-753 Price-Expectations Effects on Interest Rates: Reply
by Gibson, William E
- 754-758 Performance of Conglomerate Firms: Comment
by Conn, Robert L
- 759-759 Performance of Conglomerate Firms: Reply
by Weston, J Fred & Mansinghka, Surendra K
May 1973, Volume 28, Issue 2
- 257-272 Mythodology in Finance
by Friend, Irwin
- 273-282 What Rate of Return Can You "Reasonably" Expect?
by Bernstein, Peter L
- 283-299 Price, Beta, and Exchange Listing
by Blume, Marshall E & Husic, Frank
- 301-314 Expected Inflation Implied by Capital Market Rates
by Hendershott, Patric H & Van Horne, James C
- 315-318 Causes and Predictions of Rates of Return on Stocks and Bonds: Discussion
by Scholes, Myron S
- 318-320 Causes and Predictions of Rates of Return on Stocks and Bonds: Discussion
by Gordon, Myron J
- 321-337 An Operational Approach to Risk-Screening
by Bower, Richard S & Lessard, Donald R
- 339-351 Corporate Financial Strategies and Market Measures of Risk and Return
by Breen, William J & Lerner, Eugene M
- 353-367 The Effect of Leverage on the Cost of Equity Capital of Electric Utility Firms
by Robichek, Alexander A & Higgins, Robert C & Kinsman, Michael
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