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Content
November 1976, Volume 11, Issue 4
- 513-528 E-V and E-S Capital Asset Pricing Models: Some Empirical Tests
by Jahankhani, Ali
- 529-539 The Challenge of Economic Leadership
by Jones, Sidney L.
- 541-547 A Near-Term Look at the Capital Shortage
by Wallich, Henry C.
- 549-549 Abstract: An Analysis of the Erosion of Shareholder Equity among Short-Term Real Estate Investment Trusts
by Neuberger, Brian M. & Hughes, Michael A.
- 551-551 Abstract: Transactions Costs and Hedging Strategies in Secondary Mortgage Markets
by Abrahamson, Allen A. & Emery, John T.
- 553-553 Abstract: Stochastic Demand and the Equity Capitalization Rate
by Long, Mike & Racette, George
- 555-566 The Intertemporal Behavior of Corporate Debt Policy
by Ang, James S.
- 567-567 Abstract: On the Portfolio Effects of Nonmarketable Assets: Government Transfers and Human Capital Payments
by Rorke, C. H.
- 569-569 Abstract: A Theory of the Impact of Monetary and Regulatory Policy on Bank Portfolio Composition
by Campbell, Tim S.
- 571-571 Abstract: Deposit Ceilings and the Efficiency of Financial Intermediation
by Spellman, Lewis J.
- 573-573 Abstract: A Multivariate Analysis of Stock versus Mutual Performance in the Savings and Loan Industry
by Verbrugge, James A.
- 575-575 Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration
by Altman, Edward I. & Brenner, Menachem
- 577-590 Stock Price Movement Associated with Temporary Trading Suspensions: Bear Market versus Bull Market
by Hopewell, Michael H. & Schwartz, Arthur L.
- 591-594 Teaching the Financial Markets Course
by Scott, Robert Haney
- 595-606 Classroom Simulation as a Pedagogical Device in Teaching Money and Banking
by Breen, William & Boyd, John
- 607-612 Teaching of the Basic Money and Financial Institutions Course
by Kaufman, George G.
- 613-616 Panel Discussion on the Teaching of Money and Banking
by Kane, Edward J.
- 617-624 Industry Effects and Multivariate Stock Price Behavior
by Aber, John W.
- 625-625 Abstract: A CAPM View of VRMs
by Findlay, M. Chapman & Tarantello, Rocky A. & Eastin, Richard V.
- 627-635 Degree of Industry Concentration and Market Risk-Return Performance
by Melicher, Ronald W. & Rush, David F. & Winn, Daryl N.
- 637-637 Abstract: Functional Form, Skewness Effect, and Risk-Return Relationship
by Lee, Cheng F.
- 639-639 Abstract: Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals
by Schwartz, Robert A. & Whitcomb, David K.
- 641-641 Abstract: The Efficiency of the Market for Foreign Exchange under Floating Exchange Rates
by Cornell, W. Bradford & Dietrich, J. Kimball
- 643-644 Abstract: Bond Risk Premia
by Francis, Jack Clark
- 645-645 Abstract: Rate-of-Return Characteristics and Risk-Return Relationships of Low-Priced, Highly Speculative Securities
by Gardner, Norman D.
- 647-647 Minutes of the Annual Meeting
by Anonymous
- 648-649 Minutes of Executive Committee Meeting
by Anonymous
- 650-651 Treasurer's Report
by Anonymous
September 1976, Volume 11, Issue 3
- 339-357 A Model for Corporate Debt Maturity Decisions
by Morris, James R.
- 359-380 Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks
by Stoll, Hans R.
- 381-391 Capital Asset Pricing with Price Level Changes
by Hagerman, Robert L. & Kim, E. Han
- 393-402 The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction
by Rosenberg, Barr & Ohlson, James A.
- 403-413 Flotation Costs and the Weighted Average Cost of Capital
by Ezzell, John R. & Porter, R. Burr
- 415-432 Comovement of International Equity Markets: A Taxonomic Approach
by Panton, Don B. & Lessig, V. Parker & Joy, O. Maurice
- 433-453 Valuation of a Mortgage Company's Servicing Portfolio
by McConnell, John J.
- 455-464 An Empirical Analysis of the Impact of Branching on Demand Deposit Variability
by Anderson, R. N. & Haslem, John A. & Leonard, John B.
- 465-477 The Effects of Large Bank Failures upon Investors' Risk Cognizance in the Commercial Banking Industry
by Pettway, Richard H.
- 479-480 An Algorithm for Counting the Number of Possible Portfolios Given Linear Restrictions on the Weights
by Hill, Rowland R.
- 481-484 A Note on the Uniqueness of Portfolio Choice
by Davies, Laurie & Ronning, Gerd
- 485-503 Limited Liability, Short Selling, Bounded Utility, and Infinite-Variance Stable Distributions
by Samuelson, Paul A.
- 505-509 On the Use of Two-Stage Least Squares in Financial Models: A Comment
by Smith, V. Kerry
June 1976, Volume 11, Issue 2
- 171-193 The Geometry of Separation and Myopia
by Brennan, M. J. & Kraus, A.
- 195-204 Performance of the Sharpe Portfolio Selection Model: A Comparison
by Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P.
- 205-215 Insiders' Activity and Inside Information: A Multivariate Analysis
by Finnerty, Joseph E.
- 217-235 Nonstationarity and Portfolio Choice
by Barry, Christopher B. & Winkler, Robert L.
- 237-249 The Capital Asset Pricing Model Expressed as a Recursive System: An Empirical Investigation
by Lee, Cheng F. & Lloyd, William P.
- 251-267 Portfolio Selection and Purchasing Power Risk–Recent Canadian Experience
by Biger, Nahum
- 269-285 The Predictive Power of Stock Market Indicators
by Branch, Ben
- 287-311 Solution Properties of Deterministic Auctions
by Barr, James L. & Shaftel, Timothy L.
- 313-328 Credit Screening System Selection
by Long, Michael S.
- 329-332 A Sufficient Condition for a Unique Nonnegative Internal Rate of Return–Comment
by Aucamp, Donald C. & Eckardt, Walter L.
March 1976, Volume 11, Issue 1
- 1-12 Nonmarketable Assets, Market Segmentation, and the Level of Asset Prices
by Mayers, David
- 13-37 Investor Behavior and Information
by Winsen, Joseph K.
- 39-55 Further Results on Asymmetric Stable Distributions of Stock Price Chances
by Fielitz, Bruce D.
- 57-71 Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function
by Ohlson, J. A. & Ziemba, W. T.
- 73-86 A Note on the Interdependent Structure of Security Returns
by Lee, Cheng F.
- 87-114 A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates
by Echols, Michael E. & Elliott, Jan Walter
- 115-131 Risk, Return, and the Capital Market: The Insurer Case
by Hammond, J. D. & Melander, E. R. & Shilling, N.
- 133-141 The Demand for Credit Union Shares
by Koot, Ronald S.
- 143-153 Warrant Financing
by Stone, Bernell K.
- 157-164 A Note on Optimal Equity Financing of the Corporation
by Perrakis, Stylianos
December 1975, Volume 10, Issue 5
- 723-739 On the Financial Applications of Discriminant Analysis
by Joy, O. Maurice & Tollefson, John O.
- 741-755 Dividend, Investment and Financing Decisions: Empirical Evidence on French Firms
by McDonald, John G. & Jacquillat, Bertrand & Nussenbaum, Maurice
- 757-773 An Analytical Model of Bond Risk Differentials
by Bierman, Harold & Hass, Jerome E.
- 775-784 Risk and the Rate of Return on Financial Assets: Some Old Wine in New Bottles
by Haugen, Robert A. & Heins, A. James
- 785-798 Multidimensional Security Pricing
by Ingersoll, Jonathan
- 799-811 Stochastic Dominance for Decreasing Absolute Risk Aversion
by Vickson, R. G.
- 813-820 The Effects of Sample Sizes on the Accuracy of EV and SSD Efficiency Criteria
by Johnson, Keith H. & Burgess, Richard C.
- 821-835 An Autoregressive Forecast of the World Sugar Future Option Market
by Meyer, James E. & Kim, Young Y.
- 837-848 A Test of Industry Indices Based on SIC Codes
by Fertuck, Leonard
- 849-857 A Note on the E, SL Portfolio Selection Model
by Ang, James S.
- 859-870 A Simple Algorithm for Stone's Version of the Portfolio Selection Problem
by Jucker, James V. & de Faro, Clovis
- 871-880 A Correction and Update Regarding Individual Common Stocks as Inflation Hedges
by Reilly, Frank K. & Smith, Ralph E. & Johnson, Glenn L.
- 881-890 The Impact of Changes in Trading Location on a Security's Systematic Risk
by Reints, William W. & Vandenberg, Pieter A.
- 892-896 A Little More on the Weighted Average Cost of Capital
by Beranek, William
November 1975, Volume 10, Issue 4
- 535-535 Abstract–Volume and Efficiency of Speculative Markets
by Abrahamson, Allen A. & Emery, John T.
- 537-537 Abstract–The Efficient Market Hypothesis and the Value of Traditional Security Analysis
by Rieke, Robert D.
- 539-539 Abstract–An Empirical Investigation of the Corporate Debt Maturity Structure
by Morris, James R.
- 541-541 Abstract–Capital Structure and the Value of the Firm
by Murphy, Frederic H. & Ofer, Aharon R. & Satterthwaite, Mark A.
- 543-555 The Firm's Optimal Financial Policies: Solution, Equilibrium, and Stability
by Senchack, Andrew J.
- 557-557 Abstract–A Parametric Study of a Household Portfolio Selection Model
by Goodman, Rae Jean B.
- 559-559 Abstract–The Effect of Estimation Risk on Optimal Portfolio Choice under Uncertainty
by Klein, Roger W. & Bawa, Vijay S.
- 561-561 Abstract–How Diversification Reduces Risk: Some Further Evidence
by Westerfield, Randolph
- 563-564 Abstract–Micro-Foundation of the Federal Funds Market
by Cottle, Rex L.
- 565-565 Abstract–The Determinants of Savings and Loan Profitability
by Verbrugge, James A. & Shick, Richard A. & Thygerson, Kenneth J.
- 567-576 Competition for Savings Deposits in the U.S.: 1936-1966
by Spellman, Lewis J.
- 577-587 Bank Holding Companies and Financial Stability
by Holland, Robert C.
- 589-601 Failures of Large Banks: Implications for Banking Supervision and Deposit Insurance
by Horvitz, Paul M.
- 603-610 Should Large Banks Be Allowed to Fail?
by Mayer, Thomas
- 611-613 Discussion: Implications of Recent Banking Developments for Financial Stability
by Aspinwall, Richard C.
- 615-616 Discussion: Banking Structure, Failures, and Financial Stability
by Gies, T. G.
- 617-618 Discussion: Should Large Banks Be Allowed to Fail?
by Hayes, David G.
- 619-626 Divestiture and Share Price
by Boudreaux, Kenneth J.
- 627-637 Corporate International Diversification and Market Assigned Measures of Risk and Diversification
by Hughes, John S. & Logue, Dennis E. & Sweeney, Richard James
- 639-649 The Development of a Mean-Semivariance Approach to Capital Budgeting
by Porter, R. Burr & Bey, Roger P. & Lewis, David C.
- 651-652 Discussion: Corporate International Diversification and Market Assigned Measures of Risk and Diversification
by Rugman, Alan M.
- 653-653 Abstract–Further Evidence on the Random Nature of the Errors Associated with Corporate Earnings Forecasts
by Richards, R. Malcolm & Fraser, Donald R.
- 655-655 Abstract–A Canonical Analysis of Market Return-Risk and Financial Characteristics of Industrial Firms
by Roenfeldt, Rodney L. & Cooley, Philip L.
- 657-657 Abstract–A Multivariate Analysis of Relationships between a Company's Liquidity Position and Common Stock Price
by Townsend, James E.
- 659-674 Theory of Finance from the Perspective of Continuous Time
by Merton, Robert C.
- 675-685 Irving Fisher, Inflation, and the Nominal Rate of Interest
by Choate, G. Marc & Archer, Stephen H.
- 687-687 Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns
by Hinich, Melvin J. & Roll, Richard
- 689-689 Abstract–Investment Horizon and the Functional Form of the Capital Asset Pricing Model: An Empirical Investigation
by Lee, Cheng F.
- 691-694 A Theoretical Foundation for the Basic Finance Course
by Haley, Charles W.
- 695-698 Content Orientation in the Introductory Finance Course
by Wert, James E.
- 699-704 A Managerial Orientation in the First Finance Course
by Weston, J. Fred
- 705-706 Managing Editor's Report
by Haley, Charles W.
- 707-708 Executive Committee Meeting Minutes
by Anonymous
- 709-709 Treasurer's Report
by Anonymous
- 710-710 Minutes of the Annual Meeting
by Anonymous
- 711-713 Constitution
by Anonymous
- 714-718 By-Laws
by Anonymous
September 1975, Volume 10, Issue 3
- 381-407 The Selection of International Borrowing Sources
by Jucker, James V. & de Faro, Clovis
- 409-428 Exchange-Rate Flexibility and the Efficiency of the Foreign-Exchange Markets
by Fieleke, Norman S.
- 429-446 Error-Learning in the Eurodollar Market
by Findlay, M. Chapman & Kleinschmidt, Elko J.
- 447-456 Exchange Rate Risk Protection in International Business
by Imai, Yutaka
- 457-481 Optimal Financial Policy in Imperfect Markets
by Lloyd-Davies, Peter R.
- 483-496 The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results
by Brennan, M. J.
- 497-514 The Optimal Price to Trade
by Branch, Ben
- 515-529 Dividend Disbursal Practices in Commercial Banking
by Gupta, Manak C. & Walker, David A.
June 1975, Volume 10, Issue 2
- 191-203 Capital Management and Profitability of Prospective Holding Company Banks
by Mingo, John J.
- 205-219 Intertemporal Differences in Systematic Stock Price Movements
by Francis, Jack Clark
- 221-230 The Application of Spectral Analysis to Demonstrate the Stochastic Distortion in the Delta Midrange of Price Series
by Meyer, Carl F. & Corbeau, Andre B.
- 231-284 The Association between Market-Determined and Accounting-Determined Measures of Systematic Risk: Some Further Evidence
by Beaver, William & Manegold, James
- 285-298 Portfolio Selection in a Log-Stable Market
by Ohlson, James A.
- 299-309 Measures of Risk Aversion: Some Clarifying Comments
by Miller, Stephen M.
- 311-325 Unseasoned Equity Financing
by Bear, Robert M. & Curley, Anthony J.
- 327-339 On the Stationarity of Transition Probability Matrices of Common Stocks
by Fielitz, Bruce D.
- 341-352 The Role of Utility in the State-Preference Framework
by Bowman, Robert G.
- 355-365 A Note of Accounting-Based and Market-Based Estimates of Systematic Risk
by Gonedes, Nicholas J.
- 367-367 On the Weighted Average Cost of Capital: Reply
by Reilly, Raymond R. & Wecker, William E.
- 369-373 An Estimate of Convertible Bond Premiums: Comment
by Frankle, Alan W.
- 375-376 Reply: An Estimate of Convertible Bond Premiums
by Jennings, Edward H.
- 377-379 A Note on the Representation of Bounded Utility Functions Defined on [a, ∞)
by Ohlson, James A. & Kallio, Markku
March 1975, Volume 10, Issue 1
- 1-20 The Cost of Capital, Capital Budgeting, and the Maximization of Shareholder Wealth
by Beranek, William
- 21-36 Multistage Capital Budgeting under Uncertainty
by Lockett, A. Geoffrey & Gear, Anthony E.
- 37-65 An Application of the Decomposition Principle to Financial Decision Models
by Morris, James R.
- 67-84 The Consideration of Coupon Levels, Taxes, Reinvestment Rates, and Maturity in the Investment Management of Financial Institutions
by Cramer, Robert H. & Hawk, Stephen L.
- 85-108 A Rule-of-Thumb Theory of Cash Holdings by Firms
by Budin, Morris & Van Handel, Robert J.
- 109-118 Certainty Equivalents and Timing Uncertainty
by Perrakis, Stylianos
- 119-128 Ruin Considerations: Optimal Working Capital and Capital Structure
by Bierman, H. & Chopra, K. & Thomas, J.
- 129-142 Thinness in Capital Markets: The Case of the Tel Aviv Stock Exchange
by Silber, William L.
- 143-149 A Note on the Use of the Two-Stage Least Squares Estimator in Financial Models
by Lloyd, William P.
- 151-161 Comparison of Moment and Stochastic Dominance Ranking Methods
by Jean, William H.
- 163-172 Skewness and Investors' Decisions
by Francis, Jack Clark
- 173-176 Skewness and Investors' Decisions: A Reply
by Arditti, Fred D.
- 177-179 Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: A Comment
by Frankfurter, George M. & Phillips, Herbert E.
- 181-185 Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply
by Porter, R. Burr & Pfaffenberger, Roger C.
December 1974, Volume 9, Issue 6
- 917-944 The Market Model Applied to European Common Stocks: Some Empirical Results
by Pogue, Gerald A. & Solnik, Bruno H.
- 945-961 On the Stability of the Distribution of the Market Component in Stock Price Changes
by Brenner, Menachem
- 963-991 Seasonal Variations in Prices of Individual Dow Jones Industrial Stocks
by Bonin, Joseph M. & Moses, Edward A.
- 993-1007 Utility Analysis of Chance-Constrained Portfolio Selection
by Arzac, Enrique R.
- 1009-1029 An Investigation of the Firm Effects Influence in the Analysis of Earnings to Price Ratios of Industrial Common Stocks
by Chung, Peter S.
- 1031-1044 The Traditional Approach to Valuing Levered–Growth Stocks: A Clarification
by Haugen, Robert A. & Kumar, Prem
- 1047-1051 Comment: “On the Use of Principal Components Analysis to Interpret Cross-Sectional Differences among Commercial Banks”
by Chiattello, Marion L.
- 1053-1055 Further Comment: “Cross-Sectional Differences among Commercial Banks”
by Saunders, Robert J.
- 1057-1061 Comment: “Safety First–An Expected Utility Principle”
by Gressis, Nicolas & Remaley, William A.
- 1063-1064 Reply: “Safety First – An Expected Utility Principle”
by Levy, Haim & Sarnat, Marshall
- 1065-1066 Comment: “The Dynamics of Corporate Debt Management, Decision Rules, and Some Empirical Evidence”
by Thakkar, Rashmi B.
- 1067-1068 Reply: “The Dynamics of Corporate Debt Management, Decision Rules and Some Empirical Evidence”
by Boot, John C. G. & Frankfurter, George M.
- 1069-1080 More on the Weighted Average Cost of Capital: A Comment and Analysis
by Linke, Charles M. & Kim, Moon K.
- 1081-1087 A Note on a Property of the Inverse of a Bordered Matrix and Its Implication for the Theory of Portfolio Selection
by Jones-Lee, M. W.
November 1974, Volume 9, Issue 5
- 697-707 The Value of Risk-Reducing Information
by Jaffe, Jeffrey F. & Merville, Larry J.
- 709-721 Systematic Interest-Rate Risk in a Two-Index Model of Returns
by Stone, Bernell K.
- 723-725 Comment: Systematic Interest-Rate Risk in a Two-Index Model of Returns
by Korkie, Bob M.
- 727-727 Abstract–Third-Market Efficiency and NASDAQ
by Mampe, E. P.
- 729-729 Abstract–Capital Adequacy and Net Recoveries from Failed Banks
by Orgler, Yair E.
- 731-731 Abstract–Banking Markets and the Measurement of Competition
by Rose, Peter S. & Fraser, Donald R.
- 733-741 Monetary and Credit Restraint in 1973 and Early 1974
by Davis, Richard G.
- 743-752 The Re-Politicization of the Fed
by Kane, Edward J.
- 753-755 Comment: Monetary and Credit Restraint in 1973 and Early 1974
by Kalish, Lionel
- 757-759 Comment: The Re-Politicization of the Fed
by Mann, Maurice
- 761-761 Abstract–Intertemporal Cash Flows in Capital Budgeting Decisions
by Bey, Roger P.
- 763-763 Abstract–Behavioral Risk Constraints in Capital Budgeting
by Joy, O. Maurice & Barron, F. Hutton
- 765-765 Abstract–Some Evidence on Unexpected Empirical Relationships between Operating Risk and Financial Leverage
by Grant, Dwight
- 767-767 Abstract–The West German Capital Market: Some Empirical Results
by Mirus, Rolf
- 769-769 Abstract–The Risk-Return Performance of Real Estate Investment Trusts
by Radcliffe, Robert & Brueggeman, William & Ennis, David
- 771-780 A Portfolio Analysis of the Teaching of Investments
by Eiteman, David K. & Smith, Keith V.
- 781-787 Teaching of Investments: A “Utilitarian” View
by Christy, George A.
- 789-793 The Teaching of Investments - is “Witchcraft” Still Appropriate?
by West, Richard R.
- 795-802 Regulatory Reform for the Deposit Financial Institutions–Retrospect and Prospects
by Phillips, Almarin
- 803-814 Reform of Financial Institutions
by Gibson, William E.
- 815-827 Toward a Central Market System: Wall Street's Slow Retreat into the Future
by Farrar, Donald E.
- 829-829 Abstract–The Stock Market: Some Considerations of Its Future Structure
by Mendelson, Morris
- 831-833 Comment: Regulatory Reform for the Deposit Financial Institutions–Retrospect and Prospects
by Weston, J. Fred
- 835-837 Comment: Reform of Financial Institutions
by Shull, Bernard
- 839-842 Comment: Stock Market Reforms
by Reilly, Frank K.
- 843-845 Comment: The Stock Market: Come Considerations of Its Future Structure
by Freund, William C.
- 847-847 Abstract–Risk and Price Distributions
by Abrahamson, Allen A. & Emery, John T.
- 849-857 Management of Foreign Exchange Risk in the U.S. Multinationals
by Rodriguez, Rita M.
- 859-874 A Framework for Financial Decisions in Multinational Corporations–Summary of Recent Research
by Naumann-Etienne, Ruediger
- 875-886 A Comparative International Study of Growth, Profitability, and Risk as Determinants of Corporate Debt Ratios in the Manufacturing Sector
by Toy, Norman & Stonehill, Arthur & Remmers, Lee & Wright, Richard & Beekhuisen, Theo
- 887-888 Comment: Issue of Foreign Exchange Management in U.S. Multinationals
by Kwan, Cheukuen
- 889-889 Abstract–Homogeneous Investor Groups: Their Demographic Differences and Their Perceptions
by Gooding, Arthur E.
- 891-891 Abstract–The Mutual Fund Industry and Its Comparative Performance
by Gupta, Manak C.
- 893-893 Abstract–Determinants of Systematic Risk
by White, Robert W.
- 895-895 Abstract–Valuation of Corporate Bonds, Leverage, and Security Yields
by Cheng, Pao Lun
- 897-897 Abstract–Municipal Bond Credit Ratings: A Suggested Methodology
by Forbes, Ronald & Frankle, Alan & Hierl, Arthur
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