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Content
September 1992, Volume 27, Issue 3
June 1992, Volume 27, Issue 2
- 151-168 Optimal Dynamic Trading with Leverage Constraints
by Grossman, Sanford J. & Vila, Jean-Luc
- 169-183 Information and Diversity of Analyst Opinion
by Barry, Christopher B. & Jennings, Robert H.
- 185-208 Adverse Selection and Large Trade Volume: The Implications for Market Efficiency
by Easley, David & O'Hara, Maureen
- 209-227 The Probability of a Trade at the Ask: An Examination of Interday and Intraday Behavior
by Porter, David C.
- 229-246 The Valuation of Multiple Claim Insurance Contracts
by Shimko, David C.
- 247-263 Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies
by Jensen, Gerald R. & Solberg, Donald P. & Zorn, Thomas S.
- 265-282 Robust Measurement of Beta Risk
by Chan, Louis K. C. & Lakonishok, Josef
- 283-301 The Tylenol Incident, Ensuing Regulation, and Stock Prices
by Dowdell, Thomas D. & Govindaraj, Suresh & Jain, Prem C.
- 303-309 Spanning with Index Options
by Duan, Jin-Chuan & Moreau, Arthur F. & Sealey, C. W.
March 1992, Volume 27, Issue 1
- 1-18 Long-Horizon Mean-Reverting Stock Prices Revisited
by McQueen, Grant
- 19-38 On Universal Currency Hedges
by Adler, Michael & Prasad, Bhaskar
- 39-53 Standard Errors in Event Studies
by Salinger, Michael
- 55-79 The Effect of the Secondary Market on the Pricing of Initial Public Offerings: Theory and Evidence
by Mauer, David C. & Senbet, Lemma W.
- 81-95 Empirical Tests of a Principal-Agent Model of the Investor-Investment Advisor Relationship
by Golec, Joseph H.
- 97-107 Exact Solutions for Futures and European Futures Options on Pure Discount Bonds
by Chen, Ren-Raw
- 109-129 Target Firm Abnormal Returns and Trading Volume around the Initiation of Change in Control Transactions
by Sanders, Ralph W. & Zdanowicz, John S.
- 131-142 The Estimation of Quality-Adjusted Auction Returns with Varying Transaction Intervals
by Taylor, William M.
- 143-149 Optimal Bank Interest Margin under Capital Regulation and Deposit Insurance
by Zarruk, Emilio R. & Madura, Jeff
December 1991, Volume 26, Issue 4
- 435-443 Arbitrage, Clientele Effects, and the Term Structure of Interest Rates
by Katz, Eliakim & Prisman, Eliezer Z.
- 445-457 Put-Call Parity and Expected Returns
by Finucane, Thomas J.
- 459-475 Transaction Data Tests of S&P 100 Call Option Pricing
by Sheikh, Aamir M.
- 477-495 On the Computation of Continuous Time Option Prices Using Discrete Approximations
by Amin, Kaushik I.
- 497-518 An Empirical Examination of Models of Contract Choice in Initial Public Offerings
by Welch, Ivo
- 519-532 Forward Contracts and Firm Value: Investment Incentive and Contracting Effects
by Bessembinder, Hendrik
- 533-547 The Relevance of Fiduciary Conflict-of-Interests in Control versus Issue Proxy Contests
by Jarrow, Robert A. & Leach, J. Chris
- 549-558 The Stock Price Effect of Risky versus Safe Debt
by Shyam-Sunder, Lakshmi
- 559-564 Macroeconomic Forces, Systematic Risk, and Financial Variables: An Empirical Investigation
by Young, S. David & Berry, Michael A. & Harvey, David W. & Page, John R.
- 565-578 The Hedging of an Uncertain Future Foreign Currency Cash Flow
by Kerkvliet, Joe & Moffett, Michael H.
September 1991, Volume 26, Issue 3
- 287-308 General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence
by Hemler, Michael L. & Longstaff, Francis A.
- 309-326 A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments
by Trigeorgis, Lenos
- 327-344 A Model of Capital Structure when Earnings Are Mean-Reverting
by Raymar, Steven
- 345-362 Measuring Risk in Fixed Payment Securities: An Empirical Test of the Structured Full Rank Covariance Matrix
by Hilliard, Jimmy E. & Jordan, Susan D.
- 363-376 The Pricing of Exchange Rate Risk in the Stock Market
by Jorion, Philippe
- 377-389 A Quick Algorithm for Pricing European Average Options
by Turnbull, Stuart M. & Wakeman, Lee Macdonald
- 391-407 Toehold Acquisitions, Shareholder Wealth, and the Market for Corporate Control
by Choi, Dosoung
- 409-424 Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure
by Sundaresan, Suresh
- 425-431 Valuation Effects of Cancelled Debt Offerings
by Jensen, Marlin R. H. & Pugh, William N.
- 433-434 Pricing Stock and Bond Options when the Default-Free Rate Is Stochastic: A Comment
by Chen, Ren-Raw
June 1991, Volume 26, Issue 2
- 139-151 Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates
by Hilliard, Jimmy E. & Madura, Jeff & Tucker, Alan L.
- 153-164 The Accelerated Binomial Option Pricing Model
by Breen, Richard
- 165-180 Financial Signalling by Committing to Cash Outflows
by Ravid, S. Abraham & Sarig, Oded H.
- 181-199 Information Asymmetry and Equity Issues
by Dierkens, Nathalie
- 201-222 The Call, Sinking Fund, and Term-To-Maturity Features of Corporate Bonds: An Empirical Investigation
by Mitchell, Karlyn
- 223-231 The Multi-Period CAPM and the Valuation of Multi-Period Stochastic Cash Flows
by Kazemi, Hossein B.
- 233-244 Share Repurchase as a Takeover Defense
by Sinha, Sidharth
- 245-267 Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-Integration, and Stochastic Coefficients
by Barnhart, Scott W. & Szakmary, Andrew C.
- 269-285 Seasonality in Daily Bond Returns
by Jordan, Susan D. & Jordan, Bradford D.
March 1991, Volume 26, Issue 1
- 1-10 Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets
by John, Kose & Reisman, Haim
- 11-22 Equilibrium Factor Pricing with Heterogeneous Beliefs
by Handa, Puneet & Linn, Scott C.
- 23-44 Day-of-the-Week Effects in Financial Futures: An Analysis of GNMA, T-Bond, T-Note, and T-Bill Contracts
by Johnston, Elizabeth Tashijan & Kracaw, William A. & McConnell, John J.
- 45-61 The Ex-Dividend Behavior of Nonconvertible Preferred Stock Returns and Trading Volume
by Stickel, Scott E.
- 63-81 Interest Rate Uncertainty and the Optimal Debt Maturity Structure
by Brick, Ivan E. & Ravid, S. Abraham
- 83-95 The Loan Commitment as an Optimal Financing Contract
by Berkovitch, Elazar & Greenbaum, Stuart I.
- 97-108 Segmentation in the Treasury Bill Market: Evidence from Cash Management Bills
by Simon, David P.
- 109-127 The Influence of Production Technology on Risk and the Cost of Capital
by Booth, Laurence
- 129-138 The Value of Early Exercise in Option Prices: An Empirical Investigation
by Zivney, Terry L.
December 1990, Volume 25, Issue 4
- 419-440 Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation
by Heath, David & Jarrow, Robert & Morton, Andrew
- 441-468 The Dynamics of Stock Index and Stock Index Futures Returns
by Stoll, Hans R. & Whaley, Robert E.
- 469-490 Asymmetric Information, Collateral, and Moral Hazard
by Igawa, Kazuhiro & Kanatas, George
- 491-505 Valuation Effects of Greenmail Prohibitions
by Eckbo, B. Espen
- 507-516 The Systematic Risk of Discretely Rebalanced Option Hedges
by Gilster, John E.
- 517-533 Stock Market Seasonals and Prespecified Multifactor Pricing Relations
by Chang, Eric C. & Pinegar, J. Michael
- 535-547 Price Reversals, Bid-Ask Spreads, and Market Efficiency
by Atkins, Allen B. & Dyl, Edward A.
- 549-554 Stock Returns before and after Calls of Convertible Bonds
by Cowan, Arnold R. & Nayar, Nandkumar & Singh, Ajai K.
September 1990, Volume 25, Issue 3
- 291-306 Estimation of Stock Price Variances and Serial Covariances from Discrete Observations
by Harris, Lawrence
- 307-321 Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations
by Kaul, Gautam
- 323-340 Time-Varying Return and Risk in the Corporate Bond Market
by Chang, Eric C. & Huang, Roger D.
- 341-360 Securityholder Taxes and Corporate Restructurings
by Mauer, David C. & Lewellen, Wilbur G.
- 361-376 The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications
by Lee, Cheng F. & Wu, Chunchi & Wei, K. C. John
- 377-386 The Relation between Risk and Optimal Debt Maturity and the Value of Leverage
by Wiggins, James B.
- 387-398 Stock Returns, Money, and Fiscal Deficits
by Darrat, Ali F.
- 399-410 Stock Price Reactions to The Wall Street Journal's Securities Recommendations
by Liu, Pu & Smith, Stanley D. & Syed, Azmat A.
- 411-415 A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction
by Corrado, Charles J. & Schatzberg, John
- 417-418 A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment
by Ashley, Richard & Patterson, Douglas
June 1990, Volume 25, Issue 2
- 143-161 Large Shareholders and the Monitoring of Managers: The Case of Antitakeover Charter Amendments
by Agrawal, Anup & Mandelker, Gershon N.
- 163-185 Multivariate Tests of Asset Pricing: The Comparative Power of Alternative Statistics
by Affleck-Graves, John & McDonald, Bill
- 187-201 Stock Return Seasonalities and Earnings Information
by Peterson, David R.
- 203-214 Stock Returns and Volatility
by Baillie, Richard T. & DeGennaro, Ramon P.
- 215-227 An Algorithm for Computing Values of Options on the Maximum or Minimum of Several Assets
by Boyle, Phelim P. & Tse, Y. K.
- 229-243 Informative Conversion Ratios: A Signalling Approach
by Kim, Yong O.
- 245-259 Shelf Registration and the Reduced Due Diligence Argument: Implications of the Underwriter Certification and the Implicit Insurance Hypotheses
by Blackwell, David W. & Marr, M. Wayne & Spivey, Michael F.
- 261-272 An Empirical Analysis of Common Stock Delistings
by Sanger, Gary C. & Peterson, James D.
- 273-289 Short Interest: Explanations and Tests
by Brent, Averil & Morse, Dale & Stice, E. Kay
March 1990, Volume 25, Issue 1
- 1-24 The Role of Debt and Perferred Stock as a Solution to Adverse Investment Incentives
by Heinkel, Robert & Zechner, Josef
- 25-43 A Multiperiod Theory of Corporate Financial Policy under Taxation
by Lewis, Craig M.
- 45-64 Delivery Uncertainty and the Efficiency of Futures Markets
by Kamara, Avraham
- 65-86 Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices
by Barnhill, Theodore M.
- 87-100 Valuing Derivative Securities Using the Explicit Finite Difference Method
by Hull, John & White, Alan
- 101-112 On the Presence of Speculative Bubbles in Stock Prices
by Dezhbakhsh, Hashem & Demirguc-Kunt, Asli
- 113-125 Size, Seasonality, and Stock Market Overreaction
by Zarowin, Paul
- 127-142 A Unified Approach to Term Structure Estimation: A Methodology for Estimating the Term Structure in a Market with Frictions
by Prisman, Eliezer Z.
December 1989, Volume 24, Issue 4
- 409-425 Executive Stock Option Plans and Corporate Dividend Policy
by Lambert, Richard A. & Lanen, William N. & Larcker, David F.
- 427-446 Dynamic Recapitalization Policies and the Role of Call Premia and Issue Discounts
by Fischer, Edwin O. & Heinkel, Robert & Zechner, Josef
- 447-457 Pricing Stock and Bond Options when the Default-Free Rate is Stochastic
by Rabinovitch, Ramon
- 459-472 Mergers, Executive Risk Reduction, and Stockholder Wealth
by Lewellen, Wilbur & Loderer, Claudio & Rosenfeld, Ahron
- 473-487 The Valuation of Forestry Resources under Stochastic Prices and Inventories
by Morck, Randall & Schwartz, Eduardo & Stangeland, David
- 489-501 Assessing Credit Risk in a Financial Institution's Off-Balance Sheet Commitments
by Hull, John
- 503-512 Security Analyst Monitoring Activity: Agency Costs and Information Demands
by Moyer, R. Charles & Chatfield, Robert E. & Sisneros, Phillip M.
- 513-526 Errors in Recorded Security Prices and the Turn-ofthe-Year Effect
by Thomson, James B.
- 527-532 Black-Scholes Approximations of Call Option Prices with Stochastic Volatilities: A Note
by Finucane, Thomas J.
- 533-537 A New Linear Programming Approach to Bond Portfolio Management: A Comment
by Ehrhardt, Michael C.
September 1989, Volume 24, Issue 3
- 267-284 Pricing European Currency Options: A Comparison of the Modified Black-Scholes Model and a Random Variance Model
by Chesney, Marc & Scott, Louis
- 285-311 Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence
by Harlow, W. V. & Rao, Ramesh K. S.
- 313-331 Determinants of Hedging and Risk Premia in Commodity Futures Markets
by Hirshleifer, David
- 333-355 Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data
by Froot, Kenneth A.
- 357-365 Expectations and Risk in the Treasury Bill Market: An Instrumental Variables Approach
by Simon, David P.
- 367-378 Bond Price Data and Bond Market Liquidity
by Sarig, Oded & Warga, Arthur
- 379-394 The Incidence of Secured Debt: Evidence from the Small Business Community
by Leeth, John D. & Scott, Jonathan A.
- 395-407 Seasonality in NASDAQ Dealer Spreads
by Fortin, Richard D. & Grube, R. Corwin & Joy, O. Maurice
June 1989, Volume 24, Issue 2
- 133-169 An Examination of the Robustness of the Weekend Effect
by Connolly, Robert A.
- 171-184 Takeover Bids below the Expected Value of Minority Shares
by Bebchuk, Lucian Arye
- 185-204 A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning, and Mean-Variance Efficiency
by Jobson, J. D. & Korkie, Bob
- 205-216 A New Test of the Three-Moment Capital Asset Pricing Model
by Lim, Kian-Guan
- 217-240 Hedging Interest Rate Risk with Futures Portfolios under Full-Rank Assumptions
by Hilliard, Jimmy E. & Jordan, Susan D.
- 241-256 International Transmission of Stock Market Movements
by Eun, Cheol S. & Shim, Sangdal
- 257-266 Signalling and the Valuation of Unseasoned New Issues Revisited
by Krinsky, I. & Rotenberg, W.
March 1989, Volume 24, Issue 1
- 1-12 The Pricing of Stock Index Options in a General Equilibrium Model
by Bailey, Warren & Stulz, René M.
- 13-28 All Roads Lead to Risk Preference: A Turnpike Theorem for Conditionally Independent Returns
by McCardle, Kevin F. & Winkler, Robert L.
- 29-45 A Day-End Transaction Price Anomaly
by Harris, Lawrence
- 47-58 Stock Returns as Predictors of Interest Rates and Inflation
by Titman, Sheridan & Warga, Arthur
- 59-74 Seasonal Fluctuations in Industrial Production and Stock Market Seasonals
by Chang, Eric C. & Pinegar, J. Michael
- 75-90 Market-Making in Initial Public Offerings of Common Stocks:An Empirical Analysis
by Hegde, Shantaram P. & Miller, Robert E.
- 91-103 On the Call Provision in Corporate Zero-Coupon Bonds
by Narayanan, M. P. & Lim, Suk-Pil
- 105-116 The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses
by Hall, Joyce A. & Brorsen, B. Wade & Irwin, Scott H.
- 117-127 An Equilibrium Model of Asset Pricing with Progressive Personal Taxes
by Lai, Tsong-Yue
- 129-130 The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Comment
by Panton, Don B.
- 131-131 The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Reply
by Frankfurter, G. M. & Lamoureux, C. G.
December 1988, Volume 23, Issue 4
- 351-368 The Relative Valuation of American Currency Spot and Futures Options: Theory and Empirical Tests
by Ogden, Joseph P. & Tucker, Alan L.
- 369-385 Corporate Investment and Dividend Decisions under Differential Personal Taxation
by Masulis, Ronald W. & Trueman, Brett
- 387-400 Tax Options and Corporate Capital Structures
by Lewellen, Wilbur G. & Mauer, David C.
- 401-416 The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability
by Spindt, Paul A. & Hoffmeister, J. Ronald
- 417-423 On the Intertemporal Behavior of the Short-Term Rate of Interest
by Sanders, Anthony B. & Unal, Haluk
- 425-435 Performance Evaluation of Market Timers: Theory and Evidence
by Kane, Alex & Marks, Stephen Gary
- 437-449 The Early Exercise of Options on Treasury Bond Futures
by Overdahl, James A.
- 451-464 Hedging with Mispriced Futures
by Merrick, John J.
- 465-481 Trading Frictions and Futures Price Movements
by Goldenberg, David H.
- 482-482 Errata
by Anonymous
September 1988, Volume 23, Issue 3
- 237-251 The Use of the Control Variate Technique in Option Pricing
by Hull, John & White, Alan
- 253-267 Excess Stock Price Volatility as a Misspecified Euler Equation
by Joerding, Wayne
- 269-283 The Dependence between Hourly Prices and Trading Volume
by Jain, Prem C. & Joh, Gun-Ho
- 285-300 Some New Filter Rule Tests: Methods and Results
by Sweeney, Richard J.
- 301-312 The Valuation Impacts of Specially Designated Dividends
by Jayaraman, Narayanan & Shastri, Kuldeep
- 313-327 Tax-Adjusted Duration for Amortizing Debt Instruments
by Stock, Duane & Simonson, Donald G.
- 329-336 Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model
by Nielsen, Lars Tyge
- 337-341 The Delivery Option on Forward Contracts: A Note
by Kane, Alex & Marcus, Alan J.
- 343-349 The Delivery Option on Forward Contracts: A Comment
by Barnhill, Theodore M.
June 1988, Volume 23, Issue 2
- 119-133 Withdrawn Security Offerings
by Mikkelson, Wayne H. & Partch, M. Megan
- 135-151 International Listings and Stock Returns: Some Empirical Evidence
by Alexander, Gordon J. & Eun, Cheol S. & Janakiramanan, S.
- 153-160 Producing Derivative Assets with Forward Contracts
by Bick, Avi
- 161-174 Efficient Discrete Time Jump Process Models in Option Pricing
by Omberg, Edward
- 175-197 The Information Content of Corporate Merger and Acquisition Offers
by Stoughton, Neal M.
- 199-217 The Use of Excess Cash and Debt Capacity as a Motive for Merger
by Bruner, Robert F.
- 219-230 On the Estimation of Bid-Ask Spreads: Theory and Evidence
by Choi, J. Y. & Salandro, Dan & Shastri, Kuldeep
- 231-235 The Determinants of Bank Interest Margins: A Note
by Allen, Linda
March 1988, Volume 23, Issue 1
- 1-12 A Lattice Framework for Option Pricing with Two State Variables
by Boyle, Phelim P.
- 13-22 An Empirical Examination of the Pricing of American Put Options
by Blomeyer, Edward C. & Johnson, Herb
- 23-26 A Put Option Paradox
by Grinblatt, Mark & Johnson, Herb
- 27-38 Bankruptcy and Agency Costs: Their Significance to the Theory of Optimal Capital Structure
by Haugen, Robert A. & Senbet, Lemma W.
- 39-51 Debt versus Equity under Asymmetric Information
by Narayanan, M. P.
- 53-70 Information Quality and Market Efficiency
by Ho, Thomas S. Y. & Michaely, Roni
- 71-88 Measuring Event Impacts in Thinly Traded Stocks
by Heinkel, Robert & Kraus, Alan
- 89-104 Immunizing Default-Free Bond Portfolios with a Duration Vector
by Chambers, Donald R. & Carleton, Willard T. & McEnally, Richard W.
- 105-110 Long-Term Behavior of Yield Curves
by Siegel, Andrew F. & Nelson, Charles R.
- 111-117 Default Risk, Yield Spreads, and Time to Maturity
by Rodriguez, Ricardo J.
December 1987, Volume 22, Issue 4
- 383-399 Effects of Classifying Equity or Debt on the Value of the Firm under Tax Asymmetry
by Brick, Ivan E. & Fisher, Lawrence
- 401-417 A Comparison of Single and Multifactor Portfolio Performance Methodologies
by Chen, Nai-Fu & Copeland, Thomas E. & Mayers, David
- 419-438 Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application
by Scott, Louis O.
- 439-466 A New Linear Programming Approach to Bond Portfolio Management
by Ronn, Ehud I.
- 467-482 Intra- and Interindustry Effects of Bank Securities Market Activities: The Case of Discount Brokerage
by Saunders, Anthony & Smirlock, Michael
- 483-494 Security Price Reactions to Initial Reviews of Common Stock by the Value Line Investment Survey
by Peterson, David R.
- 495-504 Event Studies and Systems Methods: Some Additional Evidence
by McDonald, Bill
- 505-511 The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios
by Frankfurter, George M. & Lamoureux, Christopher G.
- 512-513 Minutes of the Executive Committee Meeting
by Anonymous
- 514-515 Minutes of the Annual Meeting
by Anonymous
- 516-516 Treasurer's Report
by Anonymous
September 1987, Volume 22, Issue 3
- 259-275 On the Consistency of the Black-Scholes Model with a General Equilibrium Framework
by Bick, Avi
- 277-283 Options on the Maximum or the Minimum of Several Assets
by Johnson, Herb
- 285-297 Equilibrium under Uncertain Inflation: A Discrete Time Approach
by Levy, Haim & Levy, Azriel
- 299-313 Estimating the Signaling Benefits of Debt Insurance: The Case of Municipal Bonds
by Kidwell, David S. & Sorensen, Eric H. & Wachowicz, John M.
- 315-328 Optimal Managerial Incentive Contracts and the Value of Corporate Insurance
by Campbell, Tim S. & Kracaw, William A.
- 329-343 The End of the Month as a Preferred Habitat: A Test of Operational Efficiency in the Money Market
by Ogden, Joseph P.
- 345-351 The Influence of Market Conditions on Event-Study Residuals
by Klein, April & Rosenfeld, James
- 353-363 How Many Stocks Make a Diversified Portfolio?
by Statman, Meir
- 365-371 On the Bias of the Corporate Tax against High-Risk Projects
by Heaton, Hal
- 373-376 A Risk-Return Measure of Hedging Effectiveness: A Comment
by Chang, Jack S. K. & Shanker, Latha
- 377-381 A Risk-Return Measure of Hedging Effectiveness: A Reply
by Howard, Charles T. & D'Antonio, Louis J.
June 1987, Volume 22, Issue 2
- 127-141 Transaction Data Tests of the Mixture of Distributions Hypothesis
by Harris, Lawrence
- 143-151 Option Pricing when the Variance Is Changing
by Johnson, Herb & Shanno, David
- 153-167 Tests of an American Option Pricing Model on the Foreign Currency Options Market
by Bodurtha, James N. & Courtadon, Georges R.
- 169-188 Commodity Contracts and Common Stocks as Hedges against Relative Consumer Price Risk
by Bernard, Victor L. & Frecka, Thomas J.
- 189-207 Consolidation, Fragmentation, and Market Performance
by Mendelson, Haim
- 209-225 An Optimal Financial Response to Variable Demand
by Emery, Gary W.
- 227-236 A Mean-Variance Derivation of a Multi-Factor Equilibrium Model
by Ehrhardt, Michael C.
- 237-247 Risk Decomposition: Variance or Standard Deviation—A Reexamination and Extension
by van Zijl, Tony
- 249-258 Inflation and Asset Life: The Darby versus the Fisher Effect
by Howe, Keith M. & Lapan, Harvey
March 1987, Volume 22, Issue 1
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