Contact information of Cambridge University Press
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:cup:jfinqa. 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: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/jfq .
Content
June 1986, Volume 21, Issue 2
- 161-180 Market Line Deviations and Market Anomalies with Reference to Small and Large Firms
by Korkie, Bob
- 181-196 The Effect of Management's Choice between Negotiated and Competitive Equity Offerings on Shareholder Wealth
by Bhagat, Sanjai
- 197-208 Corporate Bond Price Data Sources and Return/Risk Measurement
by Nunn, Kenneth P. & Hill, Joanne & Schneeweis, Thomas
- 209-220 Testing for Nonstationarity of Market Risk: An Exact Test and Power Considerations
by Simonds, Richard R. & LaMotte, Lynn Roy & McWhorter, Archer
- 221-227 A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns
by Ashley, Richard A. & Patterson, Douglas M.
- 229-233 An Analytic Approximation for the American Put Price for Options on Stocks with Dividends
by Blomeyer, Edward C.
- 235-237 On the Equality of Two Lower Bounds on the Call Price: A Note
by Sachdeva, Kanwal
March 1986, Volume 21, Issue 1
- 1-25 Stock Exchange Listings, Firm Value, and Security Market Efficiency: The Impact of NASDAQ
by Sanger, Gary C. & McConnell, John J.
- 27-38 Measuring Abnormal Performance: The Event Parameter Approach Using Joint Generalized Least Squares
by Malatesta, Paul H.
- 39-46 Cross-Security Tests of the Mixture of Distributions Hypothesis
by Harris, Lawrence
- 47-58 The Information Content of Dividends: A Signalling Approach
by Bar-Yosef, Sasson & Huffman, Lucy
- 59-71 Some Observations on Capital Structure and the Impact of Recent Recapitalizations on Share Prices
by Litzenberger, Robert H.
- 73-86 The Valuation of a Random Number of Put Options: An Application to Agricultural Price Supports
by Marcus, Alan J. & Modest, David M.
- 87-94 Floating Rate Securities and Immunization: Some Further Results
by Morgan, George Emir
- 95-106 Refunding Discounted Debt: A Clarifying Analysis
by Finnerty, John D.
- 107-114 On the Listing of Corporate Debt: A Note
by Boardman, Calvin M. & Dark, Frederick H. & Lease, Ronald C.
December 1985, Volume 20, Issue 4
- 391-405 The Determinants of Firms' Hedging Policies
by Smith, Clifford W. & Stulz, René M.
- 407-422 Differential Information and Security Market Equilibrium
by Barry, Christopher B. & Brown, Stephen J.
- 423-434 Economic Events, Information Structure, and the Return-Generating Process
by Damodaran, Aswath
- 435-450 Efficiency Analysis and Option Portfolio Selection
by Booth, James R. & Tehranian, Hassan & Trennepohl, Gary L.
- 451-459 Market Timing and Risk Reduction
by Pfeifer, Phillip E.
- 461-478 Predicting Tender Offer Success: A Logistic Analysis
by Walkling, Ralph A.
- 479-499 Debt Policy and the Rate of Return Premium to Leverage
by Kane, Alex & Marcus, Alan J. & McDonald, Robert L.
- 501-515 The Application of Errors-in-Variables Methodology to Capital Market Research: Evidence on the Small-Firm Effect
by Booth, James R. & Smith, Richard L.
- 517-523 Portfolio Serial Correlation and Nonsynchronous Trading
by Perry, Philip R.
- 524-525 Executive Committee Meeting Minutes
by Anonymous
- 526-526 Annual Meeting Minutes
by Anonymous
- 527-527 Treasurer's Report
by Anonymous
September 1985, Volume 20, Issue 3
- 277-297 The Market for Managerial Labor Services and Capital Market Equilibrium
by Campbell, Tim S. & Kracaw, William A.
- 299-313 Arbitrage Equilibrium with Skewed Asset Returns
by Barone-Adesi, Giovanni
- 315-334 An Examination of Event Dependency and Structural Change in Security Pricing Models
by Brown, Keith C. & Lockwood, Larry J. & Lummer, Scott L.
- 335-351 Daily Cash Forecasting and Seasonal Resolution: Alternative Models and Techniques for Using the Distribution Approach
by Miller, Tom W. & Stone, Bernell K.
- 353-369 Simple Optimal Policy for Cash Management: The Average Balance Requirement Case
by Vickson, R. G.
- 371-379 The Impact of Financial Futures on the Cash Market for Treasury Bills
by Simpson, W. Gary & Ireland, Timothy C.
- 381-384 On the Necessary Condition for Linear Sharing and Separation: A Note
by Huang, Chi-fu & Litzenberger, Robert
- 385-389 On Mergers, Divestments, and Options: A Note
by Sarig, Oded H.
June 1985, Volume 20, Issue 2
- 127-149 Forecasting Systematic Risk: Estimates of “Raw” Beta that Take Account of the Tendency of Beta to Change and the Heteroskedasticity of Residual Returns
by Fisher, Lawrence & Kamin, Jules H.
- 151-168 Conditioning the Return-Generating Process on Firm-Specific Events: A Discussion of Event Study Methods
by Thompson, Rex
- 169-172 Introduction to Japanese Finance: Markets, Institutions, and Firms
by Higgins, Robert C.
- 173-191 Some Aspects of Japanese Corporate Finance
by Hodder, James E. & Tschoegl, Adrian E.
- 193-210 Recent Developments of Interdealer Brokerage in the Japanese Secondary Bond Markets
by Maru, Junko & Takahashi, Toshiharu
- 211-229 Implicit Contracts in the Japanese Bank Loan Market
by Osano, Hiroshi & Tsutsui, Yoshiro
- 231-241 Valuation of Underwriting Agreements for Raising Capital in the Japanese Capital Market
by Kunimura, Michio & Iihara, Yoshio
- 243-260 Seasonal and Size Anomalies in the Japanese Stock Market
by Kato, Kiyoshi & Schallheim, James S.
- 261-272 Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects
by Jaffe, Jeffrey & Westerfield, Randolph
- 273-276 Data Sources for Research in Japanese Finance
by Roehl, Tom
March 1985, Volume 20, Issue 1
- 1-17 A Comparison of the Information Content of Insider Trading and Management Earnings Forecasts
by Penman, Stephen H.
- 19-27 The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms
by Titman, Sheridan
- 29-44 Inflation, the Interest Rate, and the Required Return on Equity
by Jaffe, Jeffrey F.
- 45-71 Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques
by Geske, Robert & Shastri, Kuldeep
- 73-94 Explanations for the Instability of Equity Beta: Risk-Free Rate Changes and Leverage Effects
by DeJong, Douglas V. & Collins, Daniel W.
- 95-105 The Relative Tax Benefits of Alternative Call Features in Corporate Debt
by Brick, Ivan E. & Wallingford, Buckner A.
- 107-117 Lifting the Lid on Closed-End Investment Companies: A Case of Abnormal Returns
by Brickley, James A. & Schallheim, James S.
- 119-122 On the Geometric Mean Index: A Note
by Brennan, Michael J. & Schwartz, Eduardo S.
- 123-126 Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note
by Giliberto, Michael
December 1984, Volume 19, Issue 4
- 351-363 Professional Expectations: Accurary and Diagonosis of Errors
by Elton, Edwin J. & Gruber, Martin J. & Gultekin, Mustafa N.
- 365-373 Currency Risk and Relative Price Risk
by Shapiro, Alan C.
- 375-393 Unbiased Estimators of Long-Run Expected Returns Revisited
by Cheng, Pao L.
- 395-402 On Information Dissemination and Equilibrium Asset Prices: A Note
by Jennings, Robert H. & Barry, Christopher B.
- 403-412 On Measuring the Risk of Common Stocks Implied by Options Prices: A Note
by Brenner, Menachem & Galai, Dan
- 413-424 A Two-Factor Model of the Term Structure: An Approximate Analytical Solution
by Schaefer, Stephen M. & Schwartz, Eduardo S.
- 425-448 The Effects of Inflation and Income Taxes on Interest Rates: Some New Evidence
by Yun, Young-Sup
- 449-466 Size and Earnings/Price Ratio Anomalies: One Effect or Two?
by Cook, Thomas J. & Rozeff, Michael S.
- 467-483 Pricing Municipal Debt
by Robbins, Edward Henry
- 485-486 Executive Committee Meeting Minutes
by Anonymous
- 487-487 Annual Meeting Minutes
by Anonymous
- 488-488 Treasurer's Report
by Anonymous
September 1984, Volume 19, Issue 3
- 233-252 A New Approach to Estimation of the Term Structure of Interest Rates
by Chambers, Donald R. & Carleton, Willard T. & Waldman, Donald W.
- 253-269 Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations
by Shea, Gary S.
- 271-285 A Pure Financial Explanation for Trade Credit
by Emery, Gary W.
- 287-298 Consumption Basket, Exchange Risk, and Asset Demand
by Choi, Jongmoo Jay
- 299-310 Firm Size and the Informational Content of Financial Statements
by Zeghal, Daniel
- 311-328 Difference Equation Solutions to the Valuation of Lease Contracts
by Steele, Anthony
- 329-338 Gini's Mean Difference and Portfolio Selection: An Empirical Evaluation
by Bey, Roger P. & Howe, Keith M.
- 339-350 The Transactions Velocity of Money and Its Efficiency
by Sweeney, R. J.
June 1984, Volume 19, Issue 2
- 127-140 Optimal Hedging Policies
by Stulz, René M.
- 141-162 On the Adequacy of Bank Capital Regulation
by Morgan, George Emir
- 163-181 Repurchase Tender Offers, Signaling, and Managerial Incentives
by Vermaelen, Theo
- 183-195 SEC Rule 415: The Ultimate Competitive Bid
by Kidwell, David S. & Marr, M. Wayne & Thompson, G. Rodney
- 197-216 An Examination of Investor Behavior during Periods of Large Dividend Changes
by Dielman, Terry E. & Oppenheimer, Henry R.
- 217-230 The Stationarity of the Conditional Mean of Real Rates of Return on Common Stocks: An Empirical Investigation
by Scott, Louis O.
- 231-232 The Valuation of Corporate Liabilities as Compound Options: A Correction
by Geske, Robert & Johnson, H. E.
March 1984, Volume 19, Issue 1
- 1-10 On the Robustness of the Roll and Ross Arbitrage Pricing Theory
by Cho, D. Chinhyung & Elton, Edwin J. & Gruber, Martin J.
- 11-28 The Behavior of Stock Returns: Is It Stationary or Evolutionary?
by Hsu, D. A.
- 29-44 Market Resolution and Valuation in Incomplete Markets
by John, Kose
- 45-57 The Impact of the Degrees of Operating and Financial Leverage on Systematic Risk of Common Stock
by Mandelker, Gershon N. & Rhee, S. Ghon
- 59-72 Dividends and Debt under Alternative Tax Systems
by Fung, William K. H. & Theobald, Michael F.
- 73-82 Refunding Noncallable Debt
by Emery, Douglas R. & Lewellen, Wilbur G.
- 83-99 Risk-Adjusted Values, Timing of Uncertainty Resolution, and the Measurement of Project Worth
by Bernhard, Richard H.
- 101-112 A Risk-Return Measure of Hedging Effectiveness
by Howard, Charles T. & D'Antonio, Louis J.
- 113-126 Alternative Mortgage Instruments, the Tilt Problem, and Consumer Welfare
by Alm, James & Follain, James R.
December 1983, Volume 18, Issue 4
- 411-424 Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms
by Aivazian, Varouj A. & Callen, Jeffrey L. & Krinsky, Itzhak & Kwan, Clarence C. Y.
- 425-437 The Modigliani-Miller Leverage Equation Considered in a Product Market Context
by Alberts, William W. & Hite, Gailen L.
- 439-453 A Reexamination of the Empirical Relationship between Investment and Financing Decisions
by Peterson, Pamela P. & Benesh, Gary A.
- 455-461 On Estimates of Long-Run Rates of Return: A Note
by Hasbrouck, Joel
- 463-470 On Bond Ratings and Pension Obligations: A Note
by Martin, Linda J. & Henderson, Glenn V.
- 471-476 On the Estimation Risk in First-Order Stochastic Dominance: A Note
by Stein, William & Pfaffenberger, Roger & Kumar, P. C.
- 477-497 Expectations of Real Interest Rates and Aggregate Consumption: Empirical Tests
by Ferson, Wayne E.
- 499-516 Fixed Rate Loan Commitments, Take-Down Risk, and the Dynamics of Hedging with Futures
by Ho, Thomas S. Y. & Saunders, Anthony
- 517-531 Bond Price Dynamics and Options
by Ball, Clifford A. & Torous, Walter N.
- 533-545 The Role of Cash Balances in Firm Valuation
by Morris, James R.
- 547-572 An Empirical Test of the Redistribution Effect in Pure Exchange Mergers
by Eger, Carol Ellen
- 573-574 Minutes of the Executive Committee Meeting
by Anonymous
- 575-575 Minutes of the Annual Meeting
by Anonymous
- 576-576 Treasurer's Report
by Anonymous
September 1983, Volume 18, Issue 3
- 269-278 Nonparametric Tests of Models of Investor Behavior
by Varian, Hal R.
- 279-285 The Use of Risk and Return Models for Multiattribute Decisions with Decomposable Utilities
by Yilmaz, Mustafa R.
- 287-293 Geometric Mean Approximations
by Jean, William H. & Helms, Billy P.
- 295-305 On Optimal Asset Abandonment and Replacement
by Howe, Keith M. & McCabe, George M.
- 307-317 Assumption Financing and Selling Price of Single-Family Homes
by Sirmans, G. Stacy & Smith, Stanley D. & Sirmans, C. F.
- 319-329 Functional Forms and the Capital Asset Pricing Model
by McDonald, Bill
- 331-343 Negotiated Brokerage Commissions and the Individual Investor
by Blum, Gerald A. & Lewellen, Wilbur G.
- 345-354 Comparative Performance of the Black-Scholes and Roll-Geske-Whaley Option Pricing Models
by Sterk, William E.
- 355-363 A Dynamic Global Portfolio Immunization Strategy in the World of Multiple Interest Rate Changes: A Dynamic Immunization and Minimax Theorem
by Khang, Chulsoon
- 365-380 Floating Rate Notes and Immunization
by Chance, Don M.
- 381-399 The Impact of the New York City Fiscal Crisis on the Interest Cost of New Issue Municipal Bonds
by Kidwell, David S. & Trzcinka, Charles A.
- 401-410 An Analysis of the Performance of Publicly Traded Venture Capital Companies
by Martin, John D. & Petty, J. William
June 1983, Volume 18, Issue 2
- 149-162 Abnormal Returns from Merger Profiles
by Wansley, James W. & Roenfeldt, Rodney L. & Cooley, Philip L.
- 163-173 Market Responses to Dividend Increases and Changes in Payout Ratios
by Divecha, Arjun & Morse, Dale
- 175-188 A Mechanism for the Allocation of Corporate Investment
by Arzac, Enrique R.
- 189-197 Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software
by Jobson, J. D. & Korkie, Bob
- 199-209 The Analytic Relationship between Intervaling and Nontrading Effects in Continuous Time
by Theobald, Michael
- 211-221 More Evidence on the Nature of the Distribution of Security Returns
by Perry, Philip R.
- 223-227 On the Use of a Covariance Function in a Portfolio Model
by Dalal, Ardeshir J.
- 229-256 Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing
by Thakor, Anjan V. & Callaway, Richard
- 257-268 Capital Market Equilibrium with Divergent Investment Horizon Length Assumptions
by Gilster, John E.
March 1983, Volume 18, Issue 1
- 1-19 Information Dissemination and Portfolio Choice
by Jennings, Robert H. & Barry, Christopher B.
- 21-30 On the Asset Substitution Problem
by Gavish, Bezalel & Kalay, Avner
- 31-52 General Factor Models and the Structure of Security Returns
by Kryzanowski, Lawrence & To, Minh Chau
- 53-65 A Simplified Jump Process for Common Stock Returns
by Ball, Clifford A. & Torous, Walter N.
- 67-85 Market Model Stationarity of Individual Public Utilities
by Bey, Roger P.
- 87-111 Intra-Industry Effects of the Accident at Three Mile Island
by Bowen, Robert M. & Castanias, Richard P. & Daley, Lane A.
- 113-123 Immunization Strategies for Funding Multiple Liabilities
by Bierwag, G. O. & Kaufman, George G. & Toevs, Alden
- 125-140 A Canonical Correlation Analysis of Commercial Bank Asset/Liability Structures
by Simonson, Donald G. & Stowe, John D. & Watson, Collin J.
- 141-148 An Analytic Approximation for the American Put Price
by Johnson, H. E.
December 1982, Volume 17, Issue 5
- 649-662 Rational Expectations and the Impact of Money upon Stock Prices
by Sorensen, Eric H.
- 663-681 The Monetary Impact on Return Variability and Market Risk Premia
by Klemkosky, Robert C. & Jun, Kwang W.
- 683-695 Optimal Sequential Futures Trading
by Baesel, Jerome & Grant, Dwight
- 697-703 A More Accurate Finite Difference Approximation for the Valuation of Options
by Courtadon, Georges
- 705-725 Capital Accumulation and Deposit Pricing in Mutual Financial Institutions
by Deshmukh, Sudhakar D. & Greenbaum, Stuart I. & Thakor, Anjan V.
- 727-739 Risk in International Banking
by Shapiro, Alan C.
- 741-762 Investment in Developed and Less Developed Countries
by Errunza, Vihang R. & Rosenberg, Barr
- 763-782 Mean-Lower Partial Moment Asset Pricing Model: Some Empirical Evidence
by Nantell, Timothy J. & Price, Kelly & Price, Barbara
- 783-797 A Generalization of the CAPM Based on a Property of the Covariance Operator
by Losq, Etienne & Chateau, John Peter D.
- 799-813 The Effect of Changing Expectations upon Stock Returns
by Peterson, David & Peterson, Pamela
November 1982, Volume 17, Issue 4
- 471-500 Empirical Evidence on Dividends as a Signal of Firm Value
by Eades, Kenneth M.
- 501-502 Discussion: Empirical Evidence on Dividends as a Signal of Firm Value
by Brickley, James A.
- 503-532 Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium
by Ramakrishnan, Ram T. S. & Thakor, Anjan V.
- 533-554 Further Results on the Constant Elasticity of Variance Call Option Pricing Model
by Emanuel, David C. & MacBeth, James D.
- 555-574 The Impossibility of Efficient Decision Rules for Firms in Competitive Stock Market Economies
by Forsythe, Robert & Suchanek, Gerry L.
- 575-577 Discussion: The Impossibility of Efficient Decision Rules for Firms in Competitive Stock Market Economies
by Stewart, Samuel S.
- 579-602 Timing Decisions and the Behavior of Mutual Fund Systematic Risk
by Alexander, Gordon J. & Benson, P. George & Eger, Carol E.
- 603-631 Multiperiod Pension Plans and ERISA
by Langetieg, T. C. & Findlay, M. C. & da Motta, L. F. J.
- 633-635 Discussion: Multiperiod Pension Plans and ERISA
by Kahn, Linda M.
- 637-637 Minutes of the Annual Meeting
by Anonymous
- 639-640 Minutes of the Executive Committee Meeting
by Anonymous
- 641-641 Treasurer's Report
by Anonymous
- 643-647 Report of the Program Chairperson
by Dyl, Edward A.
September 1982, Volume 17, Issue 3
- 301-329 An Equilibrium Model of Bond Pricing and a Test of Market Efficiency
by Brennan, Michael J. & Schwartz, Eduardo S.
- 331-340 Growth and Risk
by Senbet, Lemma W. & Thompson, Howard E.
- 341-361 Agency Theory and Stochastic Dominance
by Hughes, John S.
- 363-389 Systematic Risk and the Firm's Experimental Strategy
by Harpaz, Giora & Thomadakis, Stavros B.
- 391-409 Measuring Portfolio Risk in Options
by Sears, R. Stephen & Trennepohl, Gary L.
- 411-424 The Decision to Establish a Foreign Bank Branch or Subsidiary: An Application of Binary Classification Procedures
by Ball, Clifford A. & Tschoegl, Adrian E.
- 425-440 Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach
by Chen, Son-Nan & Moore, William T.
- 441-449 On Valuation, Beta, and the Cost of Equity Capital: A Note
by Yagill, Joe
- 451-457 Fixed Rate or Index-Linked Mortgages from the Borrower's Point of View: A Note
by Statman, Meir
June 1982, Volume 17, Issue 2
- 147-178 Capital Structure and the Financing of the Multinational Corporation: A Fractional Multiobjective Approach
by Kornbluth, Jonathan S. H. & Vinso, Joseph D.
- 179-193 The Pricing of Municipal Bonds
by Livingston, Miles
- 195-208 On the Seasoning Process of New Bonds: Some Are More Seasoned than Others
by Sorensen, Eric H.
- 209-216 The Effects of Interest-Bearing Required Reserves on Bank Portfolio Riskiness
by Mitchell, Douglas W.
- 217-226 An Empirical Comparison of Stochastic Dominance among Lognormal Prospects
by Tehranian, Hassan & Helms, Billy P.
- 227-240 Alternative Multivariate Tests in Limited Dependent Variable Models: An Empirical Assessment
by Ingram, F. Jerry & Frazier, Emma L.
- 241-263 Tracking Asset Volatility By Means of a Bayesian Switching Regression
by Mehta, Cyrus R. & Beranek, William
- 265-286 An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas
by Chen, Son-Nan
- 287-300 Correct Procedures for the Evaluation of Risky Cash Outflows
by Booth, Laurence D.
March 1982, Volume 17, Issue 1
- 1-14 Optimal Consumption and Portfolio Strategies in a Discrete-Time Model with Summary-Dependent Preferences
by Bodily, Samuel E. & White, Chelsea C.
- 15-25 Skewness Preference and Portfolio Choice
by Kane, Alex
- 27-36 More on Beta as a Random Coefficient
by Alexander, Gordon J. & Benson, P. George
- 37-61 Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesis
by Taylor, Stephen J.
- 63-73 Asset Pricing Models When the Number of Securities Held is Constrained: A Comparison and Reconciliation of the Mao and Levy Models
by Kryzanowski, Lawrence & Chau, To Minh
- 75-100 The Pricing of Options on Default-Free Bonds
by Courtadon, Georges
- 101-113 Lower Bounds on Portfolio Performance: An Extension of the Immunization Strategy
by Marshall, William J. & Yawitz, Jess B.
- 115-127 The Impact of Yield Changes on the Systematic Risk of Bonds
by Rao, Ramesh K. S.
- 129-137 Investor Response to Suggested Criteria for the Selection of Mutual Funds
by Woerheide, Walt
December 1981, Volume 16, Issue 5
- 639-650 Global Purchasing Power View of Exchange Risk
by Eun, Cheol S.
- 651-669 Projecting Debt Servicing Capacity of Developing Countries
by Feder, Gershon & Just, Richard & Ross, Knud
- 671-683 A Utility Theoretic Basis for “Generalized” Mean-Coefficient of Variation (MCV) Analysis
by Shrieves, Ronald E. & Wachowicz, John M.
- 685-702 Systematic Variation in Yield Spreads for Tax-Exempt General Obligation Bonds
by Benson, Earl D. & Kidwell, David S. & Koch, Timothy W. & Rogowski, Robert J.
- 703-724 Informational Differences Between Limit and Market Orders for a Market Maker
by Conroy, Robert M. & Winkler, Robert L.
- 725-746 Self-Selection and the Pricing of Bank Services: an Analysis of the Market for Loan Commitments and the Role of Compensating Balance Requirements
by James, Christopher
- 747-757 Beta Stationarity and Estimation Period: Some Analytical Results
by Theobald, Michael
- 759-764 A Determination of the Risk of Ruin: Comment
by Cogger, Kenneth O. & Emery, Gary W.
- 765-772 A Determination of The Risk of Ruin: Reply
by Vinso, Joseph D.
- 773-777 Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates: Comment
by Schaefer, Stephen M.
- 779-781 Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates: Reply
by Livingston, Miles
November 1981, Volume 16, Issue 4
Printed from https://ideas.repec.org/s/cup/jfinqa11.html
