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Content
March 1984, Volume 7, Issue 1
- 47-56 Intraweek Seasonality In The Federal Funds Market
by Peter C. Eisemann & Stephen G. Timme - 57-68 Diversification In The Real Estate Portfolio
by Mike Miles & Tom McCue - 69-80 Financial Structure And Financial Strategy
by Adam K. Gehr Jr. - 81-93 The Effect Of Rate Cases On Public Utility Stock Returns
by Wallace N. Davidson III
December 1983, Volume 6, Issue 4
- 1-1 From The Editor
by David A. Walker - 265-273 Taxes And The Refunding Of Discount Bonds
by Edward A. Dyl & Ronald W. Spahr - 275-288 The Market Model As An Appropriate Description Of The Stochastic Process Generating Security Returns
by Roger P. Bey - 289-300 Diversification, Double Leverage, And The Cost Of Capital
by Richard H. Pettway & Bradford D. Jordan - 301-312 Evidence On The Existence Of Common Stock Inflation Hedges
by Victor L Bernard & Thomas J. Frecka - 313-321 Short Term Impact Of Option Trading On Underlying Securities
by Mary M. Whiteside & William P. Dukes & Patrick M. Dunne - 323-332 The Interaction Between Pricing And Underwriting Spread In The New Issue Convertible Debt Market
by Roger D. Stover - 333-343 International Diversification Of Equities And Fixed-Income Securities
by Joanne Hill & Thomas Schneeweis - 345-349 Evaluating The Finance Journals: The Department Chairperson'S Perspective
by Robert K. Coe & Irwin Weinstock
September 1983, Volume 6, Issue 3
- 1-1 From The Editor
by David A. Walker - 175-185 Capital Budgeting Decisions When Cash Flows And Project Lives Are Stochastic And Dependent
by Roger P. Bey - 187-197 Interest Rate Hedging: An Empirical Test Of Alternative Strategies
by Gerald D. Gay & Robert W. Kolb & Raymond Chiang - 199-212 Diversification And Skewness In Option Portfolios
by R. Stephen Sears & Gary L. Trennepohl - 213-215 Incorporation Of Tax Considerations Into The Computation Of Duration
by Christopher A. Hessel & Lucy T. Huffman - 217-222 The Effect Of Market Conditions And Risk Classifications On Market Model Parameters
by J. David Spiceland & Jerry E. Trapnell - 223-229 The Effects Of Default Risk On The Market Model
by Michael D. Carpenter & I. Keong Chew - 231-238 Short Selling: The Mutual Fund Alternative
by Walter L Eckardt Jr. & Bruce D. Bagamery - 239-256 An Examination Of Merger Synergism
by Dosoung Choi & George C. Philippatos - 257-263 Compensating Balances And Foreigners' Dollar Deposits In United States Banks
by Peggy E. Swanson
June 1983, Volume 6, Issue 2
- 1-1 From The Editor
by David A. Walker - 83-92 An Examination Of Federal Agency Debt Pricing Practices
by Donald J. Puglisi & Anthony J. Vignola Jr. - 93-102 Securities Inventories And Excess Returns
by James C. Van Horne & Hal B. Heaton - 103-113 Speculation And The Market For Recommendations
by Jean-Claude Bosch - 115-126 The Existence Of Heteroscedasticity And Its Effect On Estimates Of The Market Model Parameters
by Bill McDonald & Michael H. Morris - 127-139 A Framework For Analyzing Nonconvertible Preferred Stock Risk
by David B. Smith - 141-152 Liquidity Services and Capital Market Equilibrium: The Case for Money Market Mutual Funds
by Hany Shawky & Ronald Forbes & Alan Frankle - 153-162 Alternative Mortgage Instruments: Comparisons And A Proposal
by John M. Harris Jr. - 163-174 An Implicit Clientele Test Of The Relationship Between Taxation And Capital Structure
by Paul Grier & Paul Strebel
March 1983, Volume 6, Issue 1
- 1-1 From The Editor
by David A. Walker - 1-12 Stock Dividends As Signals
by J. Randall Woolridge - 13-23 Implications Of Miller'S Argument For Capital Budgeting
by Robert S. Harris & John J. Pringle - 25-31 Capital Project Analysis And The Debt Transaction Plan
by John R. Ezzell & James A. Miles - 33-40 Stability Of Market Risk Surrogates
by Naval K. Modani & Philip L. Cooley & Rodney L. Roenfeldt - 41-46 On Binomial Option Pricing
by Chi-Cheng Hsia - 47-50 Another Opinion Regarding Divergence Of Opinion And Return
by Steve Swidler & Paul Vanderheiden - 51-65 Convertible Bonds In Perfect And Imperfect Markets
by William R. McDaniel - 67-81 Bank Holding Company Expansion: A Refocus On Its Financial Rationale
by Larry A. Frieder & Vincent P. Apilado
September 1982, Volume 5, Issue 3
- 1-1 From The Editor
by David A. Walker - 201-205 Search Theory And The Prohibition Against Commercial Bank Underwriting Of Municipal Revenue Bonds
by George G. Kaufman - 207-219 The Dispersion Of Bids On Individual New Municipal Issues
by Earl D. Benson - 221-235 Electric Utility Bond Rating Changes: Methodological Issues And Evidence
by Tony R. Wingler & James M. Watts - 237-247 The Information Content Of Dividend Changes
by J. Randall Woolridge - 249-259 Growth, Beta And Agency Costs As Determinants Of Dividend Payout Ratios
by Michael S. Rozeff - 261-271 Stock Market Returns And Inflationary Expectations: Additional Evidence For 1975–1979
by Chen-Chin Chu & David T. Whitford - 273-283 Optimal Liquidity Policy: A Stochastic Process Approach
by Gary W. Emery - 285-299 Taxes, Bankruptcy Costs And The Existence Of An Optimal Capital Structure
by James R. Morris
June 1982, Volume 5, Issue 2
- 1-1 From The Editor
by David A. Walker - 105-123 Inflation, Security Values, And Risk Premia
by Wilbur G. Lewellen & James S. Ang - 125-134 Divergence Of Opinion And Return
by Pamela Parrish Peterson & David R. Peterson - 135-149 Anticipated Price Changes, Inflation Uncertainty, And Capital Stock Returns
by Bharat R. Kolluri - 151-160 Duration And The Nonstationarity Of Systematic Risk For Bonds
by Ali Jahankhani & George E. Pinches - 161-170 Duration, Immunization, And Hedging With Interest Rate Futures
by Robert W. Kolb & Raymond Chiang - 171-180 Empirical Analysis Of Municipal Bond Portfolio Structure And Performance
by Duane Stock - 181-188 Cost Analysis For Branching Systems: Methodology, Test Results, And Implications For Management
by Neil B. Murphy & Yair E. Orgler - 189-199 Agency Costs And Captive Finance Subsidiaries In Canada
by Cecil R. Dipchand & Gordon S. Roberts & Jerry A. Viscione
March 1982, Volume 5, Issue 1
- 1-1 From The Editor
by David A. Walker - 1-15 Investment Horizon, Diversification, And The Efficiency Of Alternative Beta Forecasts
by Gabriel A. Hawawini & Ashok Vora - 17-25 The Effect Of Inflation On Common Stock Values
by Ahmet Tezel - 27-38 Simulation Of Portfolio Returns: Varying Numbers Of Securities And Holding Periods
by William P. Lloyd & Steven J. Goldstein - 39-54 Regulatory Influences On Portfolio Performance: Short Selling And Regulation T
by Richard C. Burgess & Maurry J. Tamarkin - 55-68 Single-Period Mean-Variance In A Multiperiod Context
by David E. Upton - 69-73 Incorrect Preference Orderings With The Coefficient Of Variation
by Stephen E. Celec - 75-83 The Economic Consequences Of Esops
by Ramon E. Johnson & Richard T. Pratt & Samuel S. Stewart Jr. - 85-93 Persistent Dependence In Gold Prices
by G. Geoffrey Booth & Fred R. Kaen & Peter E. Koveos - 95-104 The Hedging Effectiveness Of Foreign Currency Futures
by Joanne Hill & Thomas Schneeweis
September 1981, Volume 4, Issue 3
- 1-1 From The Editors
by J. William Petty II & David F. Scott Jr. & William P. Dukes - 169-182 A Multiple Discriminant Analysis Of Technical Indicators On The New York Stock Exchange
by Robert T. Daigler & Bruce D. Fielitz - 183-193 The Effect Of Portfolio Construction Rules On The Relationship Between Portfolio Size And Effective Diversification
by William P. Lloyd & John H. Hand & Naval K. Modani - 195-206 An Analysis Of The Performance Characteristics Of Converted Savings And Loan Associations
by Beverly L. Hadaway & Samuel C. Hadaway - 207-219 The Strategic Determinants Of Working Capital: A Product-Line Perspective
by Kenneth P. Nunn Jr. - 221-231 Optimal Debt Of A Firm: An Option Pricing Approach
by Chi-Cheng Hsia - 233-247 Management'S View Of Stock Repurchase Programs
by H. Kent Baker & Patricia L. Gallagher & Karen E. Morgan - 249-263 Skewness Preference In Stable Markets
by Richard M. Duvall & Judith L. Quinn - 265-269 A Note On Beta And The Probability Of Default
by Ivan E. Brick & Meir Statman
June 1981, Volume 4, Issue 2
- 1-1 From The Editors
by William P. Dukes & David F. Scott Jr. & J. William Petty III - 91-101 The Shortcomings Of Duration As A Risk Measure For Bonds
by Jess B. Yawitz & William J. Marshall - 103-107 The Relationship Between Performance And Risk: Whence The Bias?
by Jack W. Wilson & Charles P. Jones - 109-120 Estimation Of Time—Varying Systematic Risk And Investment Performance: Closed—End Investment Companies
by David C. Leonard & Nicholas R. Noble - 121-128 On The Linkage Between Corporate Saving And Earnings Growth
by Stephen G. Buell & Carl Beidleman & R. Charles Moyer - 129-135 The Effect Of Differencing Interval Length On Beta
by Erwin M. Saniga & Thomas H. McInish & Bruce K. Gouldey - 137-146 An Interactive Approach For Optimizing Debt Repayment Schedules
by Joan S. Steinberg & Larry R. Arnold - 147-160 Hospital Investment And Medicare Reimbursement
by John J. Dran Jr. & Brian E. Campbell - 161-168 Time Preference And Interest Rates In An Uncertain Multiperiod World
by Edward M. Miller
March 1981, Volume 4, Issue 1
- 1-1 From The Editors
by William P. Dukes & David F. Scott Jr. & J. William Petty III - 1-9 Further Evidence On The Value Of Professional Investment Research
by Kenneth L. Stanley & Wilbur G. Lewellen & Gary G. Schlarbaum - 11-20 A Comparison Of Listed Option Premiums And Black And Scholes Model Prices: 1973–1979
by Gary Trennepohl - 21-31 Substitute Hedged Option Portfolios: Theory And Evidence
by Dan W. French & Glenn V. Henderson Jr. - 33-44 Modern Option Pricing Models: A Dichotomous Classification
by Ramesh K.S. Rao - 45-58 Risk Return, And Managerial Objectives: Some Evidence From The Savings And Loan Industry
by James A. Verbrugge & Steven J. Goldstein - 59-67 Another Look At Residential Mortgage Lending By Savings & Loans
by Leonard V. Zumpano & Patricia M. Rudolph - 69-79 Stock Repurchase As A Tax-Saving Distribution
by Dan Palmon & Uzi Yaari - 81-89 Evaluating Credit Policy Alternatives: A Present Value Framework
by William L. Sartoris & Ned C Hill
September 1980, Volume 3, Issue 3
- 1-1 From The Editors
by William P. Dukes & David F. Scott Jr. & J. William Petty III - 221-228 The Southern Finance Association: The First Twenty Years, 1960–1979
by Richard F. Wacht - 229-242 Stationarity Of Common Stock Returns
by James P. Rozelle & Bruce D. Fielitz - 243-260 Evidence Of Nonmarket Risk Premiums In Common Stock Returns
by Bruce K. Gouldey - 261-267 A Note On Inflation, The Capital Asset Pricing Model, And Beta Estimation With Nominal Data
by J.A. Schnabel - 269-282 Beta Nonstationarity And Pure Extra-Market Covariance Effects On Portfolio Risk
by Son-Non Chen & John D. Martin - 283-295 The Impact Of Corporate Mergers On Acquiring Firms
by Robert S. Harris - 297-308 A Re-Examination Of Seemingly Unrelated Regressions Methodology Applied To Estimation Of Financial Relationships
by Pamela Parrish Peterson - 309-319 Efficient Portfolios Versus Efficient Market
by James S. Ang & Jess H. Chua & Anand S. Desai
June 1980, Volume 3, Issue 2
- 1-1 From The Editors
by William P. Dukes & David F. Scott Jr. & J. William Petty III - 105-113 Capital Market Influences On Trade Credit Policies
by Wilbur G. Lewellen & John J. McConnell & Jonathan A. Scott - 115-128 Inflation And Common Stock Prices
by Suleman A. Moosa - 129-138 The Determinants Of Municipal Bond Risk Premiums By Maturity
by Thomas H. McInish - 139-152 Calculating Means And Variances Of Npvs When The Life Of The Project Is Uncertain
by Roger P. Bey - 153-167 The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications
by Gabriel A. Hawawini - 169-188 The Efficiency Of The Treasury Bill Futures Market: An Analysis Of Alternative Specifications
by Anthony J. Vignola & Charles DaleEconomists - 189-202 Inflation And The Growth In Home Mortgage Debt, 1964–78
by Patric H. Hendershott & Chang-tseh Hsieh - 203-211 Optimal Terms Of The Call Provision On A Corporate Bond
by William Marshall & Jess B. Yawitz
March 1980, Volume 3, Issue 1
- 1-1 From the Editors
by William P. Dukes & David F. Scott Jr. & J. William Petty III - 1-9 Duration, Planning Period, And Tests Of The Capital Asset Pricing Model
by George G. Kaufman - 11-21 The Efficiency Of The Exchange Market And The Biasness Of The Forward Rate: A Joint Test
by Richard Bookstaber - 23-30 Risk Return And The Multi-Dimensional Security Pricing Market
by Carl Schweser & Thomas Schneeweis - 33-47 Ridge Regression And The Multicollinearity Problem In Financial Research: A Case Study
by R. Penny Marquette & Dana Johnson - 49-55 A Re-Examination Of Interest Rate Sensitivity In The Common Stocks Of Financial Institutions
by Don M. Chance & William R. Lane - 57-67 An Empirical Analysis Of Canadian Railroad Leases
by Cecil R. Dipchand & Arthur C. Gudikunst & Gordon S. Roberts - 69-83 The Effect of Executive Stock Options on Corporate Financial Decisions
by John D. Stowe & Michael C. Walker - 85-90 Bayesian Betas And Deception: A Comment
by Christopher B. Barry
September 1979, Volume 2, Issue 2
- 1-1 From The Editors
by William P. Dukes & David F. Scott Jr. & J. William Petty II - 97-109 Evidence That The Common Stock Market Adjusts Fully For Expected Inflation
by James S. Ang & Jess H. Chua & Anand S. Desai - 111-118 Re-Examining The Market Model Given Evidence Of Heteroskedasticity
by Son-Nan Chen - 119-131 Price Behavior In A Regional Over-The-Counter Securities Market
by Andrew J. Senchack Jr. & William L. Beedles - 133-142 An Analysis Of The Flotation Cost Of Utility Bonds, 1971–76
by M. Chapman Findlay III & Keith B. Johnson & T. Gregory Morton - 143-152 Differential Determinants Of Risk Premiums In The Public And Private Corporate Bond Markets
by Patrick A. Hays & Michael D. Joehnk & Ronald W. Melicher - 153-159 A Reevaluation Of The Arditti And Levy Capital Budgeting Procedure
by Barry R. Marks - 161-169 An Assessment Of Marketable Securities Management Practices
by Lawrence J. Gitman & Mark D. Goodwin - 171-183 Earnings Announcements And Auto-Correlation: An Empirical Test
by Stewart L. Brown
March 1979, Volume 2, Issue 1
- 1-1 From The Editors
by David F. Scott Jr. & J. William Petty II - 1-12 Constituencies, Attributes, And Goals In Financial Research
by Keith V. Smith - 13-26 Mean-Variance, Mean-Semivariance, And Dcf Estimates Of A Public Utility'S Cost Of Equity
by Roger P. Bey - 27-36 Aspects Of Corporate Bond Portfolio Diversification
by Richard W. McEnally & Calvin M. Boardman - 37-49 Return And Risk From Listed Option Investments
by Gary L. Trennepohl & William P. Dukes - 51-63 Earnings Reports And Market Efficiencies: An Analysis Of The Contrary Evidence
by O. M. Joy & C. P. Jones - 65-69 A Note On The Deceptive Nature Of Bayesian Forecasted Betas
by Dana J. Johnson & Richard E. Bennett & Richard J. Curcio - 71-80 Return, Dispersion, And Skewness: Synthesis And Investment Strategy
by William L. Beedles - 81-85 On The Nature Of Risk: A Comment
by Philip L. Cooley
December 1978, Volume 1, Issue 1
- 1-13 Systematic Return Risk And The Call Risk Of Corporate Debt Instruments
by Michael G. Ferri - 15-21 On The Use Of Certainty Equivalent Factors As Risk Proxies
by William L. Beedles - 23-33 Capital Budgeting And Search: An Overview
by Keith M. Howe - 35-44 Spreading Strategies In Cboe Options: Evidence On Market Performance
by Michael J. Gombola & Rodney L. Roenfeldt & Philip L. Cooley - 45-60 Research Output And Capital Market Efficiency Under Alternative Commission Rate Structures
by Nancy Jacob & Rich Pettit - 61-69 Does Branching Matter?
by Donald R. Fraser - 71-83 Factors Related To The Conversion Record Of Convertible Securities: The Canadian Experience 1946–1975
by Ronald G. Storey & Cecil R. Dipchand - 90-90 From The Editors
by David F. Scott Jr. & J. William Petty II