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November 1981, Volume 16, Issue 4
- 439-462 A New Empirical Perspective on the CAPM
by Reinganum, Marc R.
- 463-476 The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence
by Figlewski, Stephen
- 477-492 Sorting Equilibria in Financial Markets: The Incentive Problem
by Campbell, Tim S. & Kracaw, William A.
- 493-494 Discussion: Sorting Equilibria in Financial Markets: The Incentive Problem
by Heinkel, Robert
- 495-510 Information Sets, Macroeconomic Reform, and Stock Prices
by Lakonishok, Josef & Sadan, Simcha
- 511-513 Discussion: Information Sets, Macroeconomic Reform, and Stock Prices
by Draper, Dennis W.
- 515-528 On the Pricing of Preferred Stock
by Sorensen, Eric H. & Hawkins, Clark A.
- 529-531 Discussion: on the Pricing of Preferred Stock
by Hoffmeister, J. Ronald
- 533-555 A Normative Approach to Pension Fund Management
by Frankfurter, George M. & Hill, Joanne M.
- 557-558 Discussion: A Normative Approach to Pension Fund Management
by Keenan, Michael
- 559-575 An Analysis of the Effects of a Multi-Tiered Stock Market
by Reilly, Frank K. & Drzycimski, Eugene F.
- 577-579 Discussion: An Analysis of the Effects of a Multi-Tiered Stock Market
by Price, Kelly
- 581-600 The Determinants of Bank Interest Margins: Theory and Empirical Evidence
by Ho, Thomas S. Y. & Saunders, Anthony
- 601-602 Discussion: The Determinants of Bank Interest Margins: Theory and Empirical Evidence
by Lerner, Eugene M.
- 603-623 Equal Access and Miller's Equilibrium
by Shelton, Judy
- 625-626 Minutes of the Annual Meeting
by Anonymous
- 627-628 Minutes of the Executive Committee Meeting
by Anonymous
- 629-629 Treasurer's Report
by Anonymous
- 631-633 Report of the Program Chairman
by van Horne, James C.
September 1981, Volume 16, Issue 3
- 257-278 The Systematic Risk of Corporate Bonds
by Weinstein, Mark
- 279-300 Optimal Portfolio Insurance
by Brennan, M.J. & Solanki, R.
- 301-322 The Design of a Cash Concentration System
by Stone, Bernell K. & Hill, Ned C.
- 323-339 Negotiated versus Competitive Underwritings of Public Utility Bonds: Just One More Time
by Fabozzi, Frank J. & West, Richard R.
- 341-360 Investing with Ben Graham: An Ex Ante Test of the Efficient Markets Hypothesis
by Oppenheimer, Henry R. & Schlarbaum, Gary G.
- 361-373 A General Mean-Variance Approximation to Expected Utility for Short Holding Periods
by Pulley, Lawrence B.
- 375-380 Beta Instability When Interest Rate Levels Change
by Bildersee, John S. & Roberts, Gordon S.
- 381-388 A FORTRAN Program for Applying Sturm's Theorem in Counting Internal Rates of Return
by Panton, Don B. & Verdini, William A.
- 389-395 A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix
by Ryan, Peter J. & Lefoll, Jean
- 397-401 The Pricing of Premium Bonds: Comment
by Caks, John
- 403-406 The Pricing of Premium Bonds: Reply
by Livingston, Miles
June 1981, Volume 16, Issue 2
March 1981, Volume 16, Issue 1
- 1-1 Correction
by Anonymous
- 1-21 A Comparison of Growth Optimal and Mean Variance Investment Policies
by Grauer, Robert R.
- 23-34 Divergence of Opinion and Risk
by Bart, John & Masse, Isidore J.
- 35-51 Information Effects and Stock Market Response to Signs of Firm Deterioration
by Altman, Edward I. & Brenner, Menachem
- 53-70 Extensions to Portfolio Theory to Reflect Vast Wealth Differences among Investors
by Hessel, Christopher A.
- 71-93 Associations between Alternative Accounting Profitability Measures and Security Returns
by Lee, Cheng-Few & Zumwalt, J. Kenton
- 95-111 Beta Nonstationarity, Portfolio Residual Risk and Diversification
by Chen, Son-Nan
- 113-126 Investor Benefits from Corporate International Diversification
by Brewer, H. L.
- 127-140 A Note on Estimating the Parameters of the Diffusion-Jump Model of Stock Returns
by Beckers, Stan
December 1980, Volume 15, Issue 5
- 1005-1023 Orthogonal Portfolios
by Roll, Richard
- 1025-1040 Consumption, Investment, Market Price of Risk, and the Risk-Free Rate
by Lin, Winston T. & Jen, Frank C.
- 1041-1061 Asset Pricing Under a Subset of Linear Risk Tolerance Functions and Log-Normal Market Returns
by Hilliard, Jimmy E.
- 1063-1080 Applying the Market Model to Long-Term Corporate Bonds
by Alexander, Gordon J.
- 1081-1105 Empirical Properties of the Black-Scholes Formula Under Ideal Conditions
by Bhattacharya, Mihir
- 1107-1120 Generalized Functional Form for Mutual Fund Returns
by Fabozzi, Frank J. & Francis, Jack C. & Lee, Cheng F.
- 1121-1127 An Analytical Examination of the Intervaling Effect on Skewness and Other Moments
by Hawawini, Gabriel A.
- 1129-1148 Asymmetrical Information in Securities Markets and Trading Volume
by Morse, Dale
- 1149-1162 Inter-Temporal Correlation of Cash Flows and the Risk of Multi-Period Investment Projects
by Fuller, Russell J. & Kim, Sang-Hoon
- 1163-1196 The Influence of Dividends, Growth, and Leverage on Share Prices in the Electric Utility Industry: An Econometric Study
by Mehta, Dileep R. & Moses, Edward A. & Deschamps, Benoit & Walker, Michael C.
November 1980, Volume 15, Issue 4
- 773-783 Real and Nominal Magnitudes in Economics
by Arrow, Kenneth J.
- 785-811 A Normative Approach to Bank Capital Adequacy
by Talmor, Eli
- 813-832 Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending
by Altman, Edward I.
- 833-847 The Theory of Housing and Interest Rates
by Kau, James B. & Keenan, Donald
- 849-850 Discussion: The Theory of Housing and Interest Rates
by Wyatt, Steve
- 851-851 Abstract: The Investment Banking Contract for New Issues Under Asymmetric Information: Delegation and the Incentive Problem
by Baron, D. P. & Holmström, B. R.
- 853-854 Abstract: Innovation and Communication: Signaling with Partial Disclosure
by Bhattacharya, Sudipto & Ritter, Jay R.
- 855-869 Signaling, Information Content, and the Reluctance to Cut Dividends
by Kalay, Avner
- 871-873 Discussion: Signaling, Information Content, and the Reluctance to Cut Dividends
by Senbet, Lemma W.
- 875-905 Term-Risk Structures and the Valuation of Projects
by Dothan, Uri & Williams, Joseph
- 907-929 Analyzing Convertible Bonds
by Brennan, Michael J. & Schwartz, Eduardo S.
- 931-932 Discussion: Analyzing Convertible Bonds
by Schaefer, Stephen M.
- 933-944 The Denomination of Foreign Trade Contracts Once Again
by Cornell, Bradford
- 945-947 Discussion: The Denomination of Foreign Trade Contracts Once Again
by Levich, Richard M.
- 949-967 Inflation and Foreign Exchange Rates Under Production and Monetary Uncertainty
by Garman, Mark B. & Kohlhagen, Steven W.
- 969-972 Disscussion: Inflation and Foreign Exchange Rates Under Production and Monetary Uncertainty
by Agmon, Tamir
- 973-994 The Exposure of Long-Term Foreign Currency Bonds
by Adler, Michael & Dumas, Bernard
- 995-996 Discussion: The Exposure of Long-Term Foreign Currency Bonds
by Higgins, Robert C.
September 1980, Volume 15, Issue 3
- 497-508 The Cost of Information and Equilibrium in the Capital Asset Market
by Owen, Joel & Rabinovitch, Ramon
- 509-540 Divergent Rates, Financial Restrictions and Relative Prices in Capital Market Equilibrium
by Cheng, Pao L.
- 541-560 The Market Prefers Republicans: Myth or Reality
by Riley, William B. & Luksetich, William A.
- 561-593 The Capital Asset Pricing Model, Inflation, and the Investment Horizon: The Israeli Experience
by Levy, Haim
- 595-637 Accounting Betas, Systematic Operating Risk, and Financial Leverage: A Risk-Composition Approach to the Determinants of Systematic Risk
by Hill, Ned C. & Stone, Bernell K.
- 639-654 Nonstationarity and Evaluation of Mutual Fund Performance
by Miller, Tom W. & Gressis, Nicholas
- 655-688 Sampling Errors and Portfolio Efficient Analysis
by Kroll, Yoram & Levy, Haim
- 689-717 Merger and Stockholder Risk
by Langetieg, Terence C. & Haugen, Robert A. & Wichern, Dean W.
- 719-730 The Weighted Average Cost of Capital, Perfect Capital Markets, and Project Life: A Clarification
by Miles, James A. & Ezzell, John R.
- 731-742 An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach
by Lynge, Morgan J. & Zumwalt, J. Kenton
- 743-755 Interest Rates in the $Eurobond Market
by Finnerty, Joseph E. & Schneeweis, Thomas & Hegde, Shantaram P.
- 757-770 A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior
by Wiginton, John C.
June 1980, Volume 15, Issue 2
- 253-266 Capital Asset Pricing with Proportional Transaction Costs
by Milne, Frank & Smith, Clifford W.
- 267-287 Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis
by Larcker, David F. & Gordon, Lawrence A. & Pinches, George E.
- 289-297 Total Risk, Diversifiable Risk and Nondiversifiable Risk: A Pedagogic Note
by Ben-Horim, Moshe & Levy, Haim
- 299-322 Additional Evidence of Heteroscedasticity in the Market Model
by Bey, Roger P. & Pinches, George E.
- 323-330 Stochastic Dominance and the Performance of U.K. Unit Trusts
by Saunders, Anthony & Ward, Charles & Woodward, Richard
- 331-339 Evidence of Intertemporal Systematic Risks in the Dailty Price Movements of NYSE and AMEX Common Stocks
by Hawawini, Gabriel A. & Vora, Ashok
- 341-355 The Day Trader: Some Additional Evidence
by Van Landingham, M. H.
- 357-377 Portfolio Selection: An Analytic Approach for Selecting Securities from a Large Universe
by Frankfurter, George M. & Phillips, Herbert E.
- 379-389 On the Social Optimality of the Value Maximization Criterion
by Lee, Wayne Y. & Senchack, Andrew J.
- 391-406 The AB Procedure and Capital Budgeting
by Beranek, William
- 407-419 Asset Growth, Abandonment Value and the Replacement Decision of Like-for-Like Capital Assets
by Gaumnitz, Jack E. & Emery, Douglas R.
- 421-423 A Further Note on Unrecovered Investment, Uniqueness of the Internal Rate, and the Question of Project Acceptability
by Bernhard, Richard H. & Norstrøm, Carl J.
- 425-434 A Note on Capital Asset Pricing Model under Uncertain Inflation
by Pyun, C. S.
- 435-447 An Analysis of the Relationship between Underwriter Spread and the Pricing of Municipal Bonds
by Sorensen, Eric H.
- 449-456 Comment on: “A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates”
by Fogler, H. Russell & Ganapathy, S.
- 457-468 The Allocation of Risk: Some Implications of Fixed versus Index-Linked Mortgages
by Baesel, Jerome B. & Biger, Nahum
- 469-480 Bank Dividend Policy and Holding Company Affiliation
by Mayne, Lucille S.
- 485-496 15th Annual Conference of the Western Finance Association
by Anonymous
March 1980, Volume 15, Issue 1
- 1-1 Errata
by Anonymous
- 1-9 Spanning the State Space with Options
by Arditti, Fred D. & John, Kose
- 11-24 The Pricing of Options on Debt Securities
by Rendleman, Richard J. & Bartter, Brit J.
- 25-40 The Price Effects of Rights Offerings
by White, R. W. & Lusztig, P. A.
- 41-52 The Term of a Risk-Free Security
by Haugen, Robert A. & Wichern, Dean W.
- 53-83 Nonspeculative Behavior and the Term Structure
by Lee, Wayne Y. & Maness, Terry S. & Tuttle, Donald L.
- 85-97 Market Structure versus Information Costs as Determinants of Underwriters' Spreads on Municipal Bonds
by Higgins, W. W. & Moore, B. J.
- 99-122 A General Equilibrium Analysis of the Capital Asset Pricing Model
by Harris, Richard G.
- 123-137 On the Estimation and Stability of Beta
by Alexander, Gordon J. & Chervany, Norman L.
- 139-149 Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk
by Hawawini, Gabriel A.
- 151-174 Time Aggregation, Autocorrelation, and Systematic Risk Estimates–Additive versus Multiplicative Assumptions
by Chen, Son-Nan
- 175-189 Price Effects of Stock Repurchasing: A Random Coefficient Regression Approach
by Dielman, Terry & Nantell, Timothy J. & Wright, Roger L.
- 191-200 A Note on Debt, Assets and Lending under Default Risk
by Feder, Gershon
- 201-209 A Simplification and an Extension of the Bernhard-deFaro Sufficient Condition for a Unique Non-Negative Internal Rate of Return
by Bernhard, Richard H.
- 211-217 On the Interpretation of Individual Variables in Multiple Discriminant Analysis
by Karson, Marvin J. & Martell, Terrence F.
- 219-236 Potential Insolvency, Market Efficiency, and Bank Regulation of Large Commercial Banks
by Pettway, Richard H.
- 239-252 15th Annual Conference of the Western Finance Association
by Anonymous
December 1979, Volume 14, Issue 5
- 913-924 Optimal Investment Financing Decisions and the Value of Confidentiality
by Campbell, Tim S.
- 925-938 Efficient Portfolios and Superfluous Diversification
by Frankfurter, George M. & Frecka, Thomas J.
- 939-958 Capital Market Seasonality: The Case of Bond Returns
by Schneeweis, Thomas & Woolridge, J. Randall
- 959-979 Inflation and the Holding Period Returns on Bonds
by Jaffe, Jeffrey F. & Mandelker, Gershon
- 981-997 Statistical Analysis of Risk Surrogates for Nyse Stocks
by Francis, Jack Clark
- 999-1013 Diversification, Financial Leverage and Conglomerate Systematic Risk
by Gahlon, James M. & Stover, Roger D.
- 1015-1025 An Analysis of Risk in Bull and Bear Markets
by Kim, Moon K. & Zumwalt, J. Kenton
- 1027-1034 Autocorrelation, Market Imperfections, and the CAPM
by Brown, Stewart L.
- 1035-1048 The Cross-Sectional Stability of Financial Ratio Patterns
by Johnson, W. Bruce
- 1049-1058 On Costs of Capital in Programming Approaches to Capital Budgeting
by Ederington, Louis H. & Henry, William R.
- 1059-1070 Estimating the Optimal Stochastic Dominance Efficient Set with a Mean-Semivariance Algorithm
by Bey, Roger P.
- 1071-1083 Portfolio Management and the Shrinking Knapsack Algorithm
by Stone, Bernell K. & Hill, Ned C.
- 1085-1090 Bond Immunization When Short-Term Interest Rates Fluctuate More Than Long-Term Rates
by Khang, Chulsoon
- 1091-1094 Comment: The Unique, Real Internal Rate of Return
by Capettini, Robert & Grimlund, Richard A. & Toole, Howard R.
- 1095-1099 Comment: Evaluating Negative Benefits
by Miles, James & Choi, Dosoung
November 1979, Volume 14, Issue 4
- 667-668 Abstract: An Exploration of Nondissipative Dividend-Signaling Structures
by Bhattacharya, Sudipto
- 669-669 Abstract: Optimal Investment Financing Decisions and the Value of Confidentiality
by Campbell, Tim S.
- 671-694 New Perspectives on Informational Asymmetry and Agency Relationships
by Haugen, Robert A. & Senbet, Lemma W.
- 695-703 Communication of Aggregate Preferences through Market Prices
by Kraus, Alan & Sick, Gordon A.
- 705-710 Comment: Bhattacharya Paper
by Castanias, Richard P.
- 711-714 Comment: Haugen and Senbet Paper
by Kalay, Avner
- 715-716 Comment: Kraus and Sick Paper
by Feiger, George
- 717-734 The Fantastic World of Finance: Progress and the Free Lunch
by Hakansson, Nils H.
- 735-751 Housing Choice and Relative Tenure Prices
by Brueggeman, William B. & Peiser, Richard B.
- 753-768 An Appraisal of Residential Property Tax Regressivity
by Edelstein, Robert H.
- 769-782 A Study of the Demand for Housing by Low Versus High Income Households
by Follain, James R.
- 783-800 Assessing Hedonic Indexes for Housing
by Noland, Charles W.
- 801-803 Comment: Brueggeman-Peiser and Noland Papers
by Smith, Lawrence B.
- 805-806 Comment: Edelstein and Follain Papers
by Kaufman, George G.
- 807-811 Abstract: Stock Returns over Open and Closed Trading Periods
by Oldfield, George S. & Rogalski, Richard J.
- 813-835 Market Makers and the Market Spread: A Review of Recent Literature
by Cohen, Kalman J. & Maier, Steven F. & Schwartz, Robert A. & Whitcomb, David K.
- 837-866 Continuous Versus Intermittent Trading on Auction Markets
by Smidt, Seymour
- 867-868 Comment: Cohen, Maier, Schwartz and Whitcomb Paper
by Kraus, Alan
- 869-872 Comment: Smidt Paper
by Copeland, Thomas E.
- 873-894 Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium
by Stoll, Hans R.
- 895-899 A New Role for Options
by Murray, Roger F.
- 900-901 Minutes of the Annual Meeting
by Anonymous
- 902-903 Minutes of the Executive Committee Meeting
by Anonymous
- 904-905 Treasurer's Report1
by Anonymous
September 1979, Volume 14, Issue 3
- 455-480 International Capital Market Equilibrium and the Multinational Firm Financing and Investment Policies
by Senbet, Lemma W.
- 481-500 Graph Theoretic Approaches to Foreign Exchange Operations
by Christofides, N. & Hewins, R. D. & Salkin, G. R.
- 501-515 Bankruptcy Avoidance as a Motive For Merger
by Shrieves, Ronald E. & Stevens, Donald L.
- 517-527 The Pricing of Premium Bonds
by Livingston, Miles
- 529-535 A State Preference Model of Capital Gains Taxation
by Dyl, Edward A.
- 537-545 A Capital Asset Pricing Model with Investors Taxes and Three Categories of Investment Income
by Trauring, Mitchell
- 547-552 An Effective Algorithm for Estimating Stochastic Dominance Efficient Sets
by Kearns, Richard B. & Burgess, Richard C.
- 553-571 The Value of Information: Inferences from the Profitability of Insider Trading
by Baesel, Jerome B. & Stein, Garry R.
- 573-593 Security–Relative Information Market Efficiency: Some Empirical Evidence
by Groth, John C.
- 595-614 Dynamic Estimation of Portfolio Betas
by Umstead, David A. & Bergstrom, Gary L.
- 615-628 The Effects Of Sample Size And Correlation On The Accuracy Of The Ev Efficiency Criterion
by Saniga, Erwin & Gressis, Nicolas & Hayya, Jack
- 629-639 Comment: A Test of Stone's Two-Index Model of Returns
by Gultekin, N. Bulent & Rogalski, Richard J.
- 641-644 Comment: A Test of Stone's Two-Index Model of Returns
by Chance, Don M.
- 645-647 Comment: The Optimal Price to Trade
by Miller, Edward M.
- 649-651 Reply: The Optimal Price to Trade
by Branch, Ben
- 653-660 On the Asymmetry of Market Returns
by Beedles, William L.
June 1979, Volume 14, Issue 2
- 167-177 On the Portfolio Effects of Nonmarketable Assets: Government Transfers and Human Capital Payments
by Rorke, C. Harvey
- 179-204 Stochastic Dominance With a Riskless Asset: An Imperfect Market
by Kroll, Yoram & Levy, Haim
- 205-214 Relative Risk Aversion: Increasing or Decreasing?
by Graves, Philip E.
- 215-220 The Effect of Estimation Risk on Capital Market Equilibrium
by Brown, S.
- 221-242 An Analytical Comparison of Variance and Semivariance Capital Market Theories
by Nantell, Timothy J. & Price, Barbara
- 243-254 Effects of Purchasing Power Risk on Portfolio Demand for Money
by Chen, Andrew H.
- 255-273 Borrowing, Short-Sales, Consumer Default, and the Creation of New Assets
by Milne, Frank
- 275-291 A Formal Dynamic Model of Market Making
by Bradfield, James
- 293-315 A Comparison of Relative Predictive Power for Financial Models of Rates of Return
by Udinsky, Jerald H. & Kirshner, Daniel
- 317-336 Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers
by Ohlson, James A.
- 337-341 A More General Sufficient Condition for A Unique Nonnegative Internal Rate of Return
by Bernhard, Richard H.
- 343-349 Measuring Bond Price Volatility
by Livingston, Miles
- 351-360 The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model
by Francis, Jack Clark & Fabozzi, Frank J.
- 361-384 Composite Measures for the Evaluation of Investment Performance
by Ang, James S. & Chua, Jess H.
- 385-394 A General Test of a Filter Effect
by Praetz, P. D.
- 395-419 A Reexamination of the Ex Post Risk-Return Tradeoff on Common Stocks
by McEnally, Richard W. & Upton, David E.
- 421-441 The Risk-Return Relationship and Stock Prices
by Bachrach, Benjamin & Galai, Dan
- 443-450 A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy
by Constantinides, George M.
March 1979, Volume 14, Issue 1
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