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November 1974, Volume 9, Issue 5
September 1974, Volume 9, Issue 4
- 511-535 Performance Evaluation of New York Stock Exchange Specialists
by Barnea, Amir
- 537-554 An International Market Model of Security Price Behavior
by Solnik, Bruno H.
- 555-566 Information, Investment Behavior, and Efficient Portfolios
by Baron, David P.
- 567-578 Evaluating Alternative Stock Option Timing Strategies
by McGuigan, James & King, William R.
- 579-605 Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns
by Pettit, R. Richardson & Westerfield, Randolph
- 607-626 Are Cash Management Optimization Models Worthwhile?
by Daellenbach, Hans G.
- 627-641 On the Association between Operating Leverage and Risk
by Lev, Baruch
- 643-657 An Economic Model of Trade Credit
by Schwartz, Robert A.
- 659-684 Recursive Models for Forecasting Seasonal Processes
by Reinmuth, James E. & Wittink, Dick R.
- 687-689 A Note on the Implications of Quadratic Utility for Portfolio Theory
by Sarnat, Marshall
June 1974, Volume 9, Issue 3
- 311-333 Objectives and Performance of Mutual Funds, 1960–1969
by McDonald, John G.
- 335-356 Credit Policy in Lending Institutions
by Edmister, Robert O. & Schlarbaum, Gary G.
- 357-376 Optimal Financial Strategies for Trusteed Pension Plans
by Tepper, Irwin
- 377-394 Some Empirical Evidence on the Determinants of Trade Credit at the Industry Level of Aggregation
by Herbst, Anthony F.
- 395-422 An Operational Model for Security Analysis and Valuation
by Warren, James M.
- 423-446 Alternative Industry Performance and Risk
by Reilly, Frank K. & Drzycimski, Eugene F.
- 447-462 The Reliability of Estimation Procedures in Portfolio Analysis
by Dickinson, J. P.
- 463-472 Imputing Expected Security Returns from Portfolio Composition
by Sharpe, William F.
- 473-483 When Does Diversification between Two Investments Pay?
by Brumelle, Shelby L.
- 485-489 A Note on Measurement of Skewness
by Fogler, H. Russell & Radcliffe, Robert C.
- 491-495 On the Dummy Variable Technique and Covariance Analysis in Testing Equality among Sets of Coefficients in Linear Regressions: An Expository Note
by Lee, Feng-Yao
- 497-504 The Interpretation of the Geometric Mean: A Note
by Hodges, Stewart & Schaefer, Stephen
- 505-506 The Geometric Index Revisited: A Rejoinder
by Rothstein, Marvin
March 1974, Volume 9, Issue 2
- 139-149 Efficient Capital Markets and the Information Content of Accounting Numbers
by Emery, John T.
- 151-153 Comment: Efficient Capital Markets and the Information Content of Accounting Numbers
by Heathcotte, Bryan
- 155-164 The Cost of Inefficient Coupons on Municipal Bonds
by Hopewell, Michael H. & Kaufman, George G.
- 165-177 A Study of Underwriters' Experience With Unseasoned New Issues
by Neuberger, Brian M. & Hammond, Carl T.
- 179-180 Comment: A Study of Underwriters' Experience with Unseasoned New Issues
by Nelson, Edward A.
- 181-190 Direct Investment, Research Intensity, and Profitability
by Severn, Alan K. & Laurence, Martin M.
- 191-193 Comment: Direct Investment, Research Intensity, and Profitability
by Upson, Roger B.
- 195-211 Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience
by Altman, Edward I. & Margaine, Michel & Schlosser, Michel & Vernimmen, Pierre
- 213-214 Comment: Financial and Statistical Analysis for Commercial Loan Evaluation: a French Experience
by Dufey, Gunter
- 215-225 The Effects of Conglomerate Merger Activity on Systematic Risk
by Joehnk, Michael D. & Nielsen, James F.
- 227-230 Comment: The Effects of Conglomerate Merger Activity on Systematic Risk
by Bicksler, J. L.
- 231-241 Financial Factors Which Influence Beta Variations within an Homogeneous Industry Environment
by Melicher, Ronald W.
- 243-245 Comment: Financial Factors Which Influence Beta Variations within an Homogeneous Industry Environment
by Gordon, Edward
- 247-258 The Predictive Content of Some Leading Economic Indicators for Future Stock Prices
by Heathcotte, Bryan & Apilado, Vincent P.
- 259-261 Comment: The Predictive Content of Some Leading Economic Indicators for Future Stock Prices
by Simonson, Donald G.
- 263-274 Extra-Market Components of Covariance in Security Returns
by Rosenberg, Barr
- 275-283 Evaluative Techniques in Consumer Finance—Experimental Results and Policy Implications for Financial Institutions
by Apilado, Vincent P. & Warner, Don C. & Dauten, Joel J.
- 285-286 Comment: Evaluative Techniques in Consumer Finance— Experimental Results and Policy Implications for Financial Institutions
by Nelson, Mark
- 287-295 A Canonical Analysis of Bank Performance
by Fraser, Donald R. & Phillips, Wallace & Rose, Peter S.
- 297-299 Comment: a Canonical Analysis of Bank Performance
by Choudhury, Santosh K.
- 301-303 Proceedings of Western Finance Association Meeting, August 15–17, 1973
by Anonymous
January 1974, Volume 9, Issue 1
- 1-11 Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance
by Hogan, William W. & Warren, James M.
- 13-24 The Economic Effects of NASDAQ: Some Preliminary Results
by Santomero, Anthony M.
- 25-31 Stochastic Dominance and Mutual Fund Performance
by Joy, O. Maurice & Porter, R. Burr
- 33-56 An Estimate of Convertible Bond Premiums
by Jennings, Edward H.
- 57-68 Money Supply and Stock Prices: A Probabilistic Approach
by Gupta, Manak C.
- 69-87 The Imperfect-Markets Model of Commercial Bank Financial Management
by Pringle, John J.
- 89-106 The Investment Performance of the Common Stock Portfolios of Property-Liability Insurance Companies
by Schlarbaum, Gary G.
- 107-115 A Total Real Asset Planning System
by Merville, L. J. & Tavis, L. A.
- 117-128 A Model for Funding Interrelated Research and Development Projects Under Uncertainty
by Aldrich, Carole A.
- 131-136 A Note on Diversification
by Pye, Gordon
December 1973, Volume 8, Issue 5
- 691-709 Financial Policy Models: Theory and Practice
by Carleton, Willard T. & Dick, Charles L. & Downes, David H.
- 711-729 Cash Planning and Credit-Line Determination With a Financial Statement Simulator: A Case Report on Short-Term Financial Planning
by Stone, Bernell K.
- 731-747 Optimal Financing Policy for a Firm With Uncertain Fund Requirements
by Gupta, Manak C.
- 749-761 Corporate Financial Policy in Segmented Securities Markets
by Rubinstein, Mark E.
- 763-776 Financing Decisions and the Theory of the Firm
by Inselbag, Isik
- 777-792 Convertible Debt Financing
by Lewellen, Wilbur G. & Racette, George A.
- 793-806 The Bond Refunding Decision in an Efficient Market
by Kraus, Alan
- 807-819 The Equilibrium Spread between Variable Rates and Fixed Rates on Long-Term Financing Instruments
by von Furstenberg, George M.
- 821-833 Implied Fixed Costs of Long-Term Debt Issues
by Van Horne, James C.
- 835-836 On Shareholders' Indifference to the Proceeds Price in Preemptive Rights Offerings
by Wakoff, Gary I.
- 846-846 Reprint from June 1973 Journal of Financial and Quantitative Analysis
by Anonymous
September 1973, Volume 8, Issue 4
- 539-563 Optimal Equity Financing of the Corporation
by Krouse, Clement G. & Lee, Wayne Y.
- 565-585 Some Portfolio-Relevant Risk Characteristics of Long-Term Marketable Securities
by McEnally, Richard W.
- 587-608 An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria
by Porter, R. Burr
- 609-620 An Empirical Investigation of the Adjustment of Stock Prices to New Quarterly Earnings Information
by Jordan, Ronald J.
- 621-636 A Linear Programming Formulation of the General Portfolio Selection Problem†
by Stone, Bernell K.
- 637-645 The Effects of Control Status on Commercial Bank Profitability
by McCall, Alan S. & Walker, David A.
- 647-661 Registered Bank Holding Company Acquisitions: A Cross-Section Analysis
by Moyer, R. Charles & Sussna, Edward
- 665-672 Integer Programming in Capital Budgeting: A Note on Computational Experience
by Pettway, Richard H.
- 673-682 A Note on Stock Market Indicators and Stock Prices
by Gup, Benton E.
- 683-684 A Sufficient Condition for a Unique Nonnegative, Internal Rate of Return: A Comment
by de Faro, Clovis
- 685-687 A Note on Modeling Simple Dynamic Cash Balance Problems
by Sethi, Suresh P.
June 1973, Volume 8, Issue 3
- 387-405 Bayesian Models for Forecasting Future Security Prices
by Winkler, Robert L.
- 407-443 Evidence on the Information Content of Accounting Numbers: Accounting-based and Market-based Estimates of Systematic Risk
by Gonedes, Nicholas J.
- 445-458 The Information Inaccuracy of Stock Market Forecasts: Some New Evidence of Dependence on the New York Stock Exchange
by Philippatos, George C. & Nawrocki, David N.
- 459-474 Asset Selection with Changing Capital Structure
by Elton, Edwin J. & Gruber, Martin J.
- 475-490 More on Multidimensional Portfolio Analysis
by Jean, William H.
- 491-497 Determination of an Optimal Revolving Credit Agreement
by Berger, Paul D. & Harper, William K.
- 499-503 The Cost of Warrants
by Bierman, Harold
- 505-514 The Bias in Composite Performance Measures
by Klemkosky, Robert C.
- 517-526 Risk, Ruin, and Investment Analysis: A Comment
by Neave, Edwin H. & Rorke, C. Harvey
- 527-533 Odd-Lot Trading in the Stock Market and Its Market Impact: A Comment
by Stevenson, Richard A.
- 535-535 Odd-Lot Trading in the Stock Market and Its Market Impact: A Reply
by Wu, Hsiu-Kwang
March 1973, Volume 8, Issue 2
- 139-148 A Financial Analysis of Acquisition and Merger Premiums
by Nielsen, James F. & Melicher, Ronald W.
- 149-158 Financial Characteristics of Merged Firms: A Multivariate Analysis
by Stevens, Donald L.
- 159-162 Comment: A Financial Analysis of Acquisition and Merger Premiums
by Smith, Keith V.
- 163-165 Comment: Financial Characteristics of Merged Firms: A Multivariate Analysis
by Monroe, Robert J.
- 167-182 The Effect of Dual Markets on Common Stock Market Making
by Reilly, Frank K. & Slaughter, William C.
- 183-190 The Information Content of Daily Market Indicators
by Emery, John T.
- 191-192 Comment: The Effect of Dual Markets on Common Stock Market Making
by Wood, William F. J.
- 193-194 Comment: The Information Content of Daily Market Indicators
by Dennis, Charles N.
- 195-206 A General Model for Accounts-Receivable Analysis and Control
by Lewellen, Wilbur G. & Edmister, Robert O.
- 207-218 The Demand for Liquid Asset Balances by U.S. Manufacturing Corporations: 1959–1970
by Marcis, Richard G. & Smith, V. Kerry
- 219-221 Comment: A General Model for Accounts-Receivable Analysis and Control
by Cotter, Richard V.
- 223-225 Comment: The Demand for Liquid Asset Balances by U.S. Manufacturing Corporations: 1959–1970
by Rao, Cherukuri U.
- 227-227 Abstract — Leverage and the Valuation of Risk Assets: An Empirical Test
by Litzenberger, Robert H. & Joy, O. Maurice & Jones, Charles P.
- 229-242 Some Evidence on the Effect of Company Size on the Cost of Equity Capital
by Alberts, W. W. & Archer, S. H.
- 243-245 Comment: Some Evidence on the Effect of Company Size on the Cost of Equity Capital
by Goudzwaard, Maurice B.
- 247-258 Trefftzs Award: The Variation of the Return on Stocks in Periods of Inflation
by Oudet, Bruno A.
- 259-272 The Interdependent Structure of Security Returns
by Simkowitz, Michael A. & Logue, Dennis E.
- 273-287 The Capital Growth Model: An Empirical Investigation
by Bicksler, James L. & Thorp, Edward O.
- 289-291 Comment: The Interdependent Structure of Security Returns
by Rush, David F.
- 293-297 Comment — The Capital Growth Model: An Empirical Investigation
by Gonzalez, Nestor
- 299-316 Systematic Risk and the Horizon Problem
by Cheng, Pao L. & Deets, M. King
- 317-333 The Prediction of Systematic and Specific Risk in Common Stocks
by Rosenberg, Barr & McKibben, Walt
- 335-350 Natural Behavior toward Risk and the Question of Value Determination
by Huntsman, Blaine
- 351-354 Comment: Systematic Risk and the Horizon Problem
by Jacob, Nancy L.
- 355-355 Discussants
by Cootner, Paul H.
- 357-359 Comment: Natural Behavior Toward Risk and the Question of Value Determination
by Herzog, John P.
- 361-367 Proceedings of Western Finance Association Meeting, August 23–25, 1972
by Anonymous
- 369-380 Presidential Presentation: The Future of Scholarship in Finance
by Bauman, W. Scott
January 1973, Volume 8, Issue 1
- 1-15 Security Option Strategy under Risk Aversion: An Analysis
by McGuigan, James R. & King, William R.
- 17-36 Security Prices as Markov Processes
by Ryan, Terence M.
- 37-46 Optimal Inventory and Credit-Granting Strategies under Inflation and Devaluation
by Shapiro, Alan
- 47-59 Optimal Working Capital Policies: A Chance-Constrained Programming Approach
by Merville, L. J. & Tavis, L. A.
- 61-69 The Fundamental Theorem of Parameter-Preference Security Valuation
by Rubinstein, Mark E.
- 71-81 Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios
by Porter, R. Burr & Wart, James R. & Ferguson, Donald L.
- 83-90 Further Evidence on Short-Run Results for New Issue Investors
by Reilly, Frank K.
- 91-103 On the Pricing of Unseasoned Equity Issues: 1965–1969
by Logue, Dennis E.
- 105-110 The Optimal Level of Forward Exchange Transactions
by Folks, William R.
- 111-122 Capital Budgeting with Uncertain Future Opportunities: A Markovian Approach
by Brumelle, Shelby L. & Schwab, Bernhard
- 123-126 On the Weighted Average Cost of Capital
by Reilly, Raymond R. & Wecker, William E.
- 127-135 Capital Budgeting under Rationing: Comments on the Lusztig and Schwab Procedure
by Whitmore, G. A. & Amey, Lloyd R.
March 1972, Volume 7, Issue s1
December 1972, Volume 7, Issue 5
- 2009-2029 Descriptive Theories of Financial Institutions under Uncertainty
by Pyle, David H.
- 2031-2054 Optimal Management of Bank Reserves
by Brown, George F.
- 2055-2075 A Recursive Programming Approach to Bank Asset Management
by Walker, David A.
- 2077-2086 The Cost of Bank Loans
by Stone, Bernell K.
- 2087-2096 Deposit Variability and Bank Size
by Kaufman, George G.
- 2097-2105 A Reestimation of the Benston-Bell-Murphy Cost Functions for a Larger Sample with Greater Size and Geographic Dispersion
by Murphy, Neil B.
- 2107-2138 Parallel Trading by Institutional Investors
by Kraus, Alan & Stoll, Hans R.
- 2139-2150 Treasury Advanced Refundings: An Empirical Investigation
by Bryan, William R.
- 2151-2155 Optimal Reinsurance
by Lippman, Steven A.
- 2164-2164 Errata
by Anonymous
September 1972, Volume 7, Issue 4
- 1851-1872 An Analytic Derivation of the Efficient Portfolio Frontier
by Merton, Robert C.
- 1873-1880 Mean-Variance Analysis in a Finite World
by Hakansson, Nils H.
- 1881-1896 Computation of the Efficient Boundary in the E-S Portfolio Selection Model
by Hogan, William W. & Warren, James M.
- 1897-1905 Random Walk and Forward Exchange Rates: A Spectral Analysis
by Upson, Roger B.
- 1907-1930 Margin Levels and the Behavior of Futures Prices
by Bear, Robert M.
- 1931-1956 The Effect of Regulation, Population Characteristics, and Competition on the Market for Personal Cash Loans
by Sartoris, William L.
- 1957-1965 The Dynamics of Corporate Debt Management, Decision Rules, and Some Empirical Evidence
by Boot, John C. G. & Frankfurter, George M.
- 1967-1982 On Relations among Stock Price Behavior and Changes in the Capital Structure of the Firm
by Boness, A. James & Chen, Andrew H. & Jatusipitak, Som
- 1983-1992 On Geometric and Arithmetic Portfolio Performance Indexes
by Rothstein, Marvin
- 1995-2000 Note on “Optimal Growth Portfolios When Yields are Serially Correlated”
by Ziemba, William T.
- 2001-2003 Equilibrium in the Pricing of Capital Assets, Risk-Bearing Debt Instruments, and the Question of Optimal Capital structure: A Comment
by Imai, Yutaka & Rubinstein, Mark
- 2005-2008 Equilibrium in the Pricing of Capital Assets, Risk-bearing Debt Instruments, and the Question of Optimal Capital Structure: A Reply
by Haugen, Robert A. & Pappas, James L.
June 1972, Volume 7, Issue 3
- 1-1 Errata
by Anonymous
- 1707-1727 Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market
by Tinic, Seha M. & West, Richard R.
- 1729-1748 Determinants of Municipal Bond Yields
by Hastie, K. Larry
- 1749-1756 The Demand for Credit Union Shares: A Cross-Sectional Analysis
by Taylor, Ryland A.
- 1757-1762 Dividend Policy and Increasing Discount Rates: A Clarification
by Higgins, Robert C.
- 1763-1771 Equivalent-Risk Class Hypothesis: An Empirical Study
by Rao, N. Krishna
- 1773-1796 An Analysis of Portfolio Accumulation Strategies Employing Low-Priced Common Stocks
by Pinches, George E. & Simon, Gary M.
- 1797-1808 Closed-Form Stock Price Models
by Bierman, Harold & Downes, David H. & Hass, Jerome E.
- 1809-1827 Solving Nonlinear Programming Problems with Stochastic Objective Functions
by Ziemba, William T.
- 1829-1834 Safety First — An Expected Utility Principle
by Levy, Haim & Sarnat, Marshall
- 1835-1839 A Sufficient Condition for a Unique Nonnegative Internal Rate of Return
by Norstrøm, Carl J.
- 1841-1846 A Note on the Cash-Flow Approach to Valuation and Depreciation of Productive Assets
by Barnea, Amir
- 1847-1850 A Note on Model Specification
by Richards, Larry E. & Parks, William H.
March 1972, Volume 7, Issue 2
- 1439-1442 Abstract: A Probability Distribution of Discounted Payback for Evaluating Investment Decisions
by Miller, Virgil V. & Anderson, Leslie P. & Josephs, Spencer S.
- 1443-1462 Portfolio Theory and Industry Cost of Capital Estimates
by Litzenberger, Robert H. & Rao, C. U.
- 1463-1467 Comment: Portfolio Theory and Industry Cost-of-Capital Estimates
by Bicksler, James L.
- 1469-1475 Abstract: Stock Price Movements of Firms Engaging in Large Acquisitions
by Melicher, Ronald W. & Harter, Thomas R.
- 1477-1493 An Empirical Test of Financial Ratio Analysis for Small Business Failure Prediction
by Edmister, Robert O.
- 1495-1497 Comment: An Empirical Test of Financial Ratio Analysis
by Dake, J. L.
- 1499-1526 Forecasting and Analysis of Corporate Financial Performance with an Econometric Model of the Firm
by Elliott, J. Walter
- 1527-1541 The Corporate Dividend-Saving Decision
by Higgins, Robert C.
- 1543-1548 Comment: Forecasting and Analysis of Corporate Financial Performance with an Econometric Model of the Firm
by Tinic, Seha M.
- 1549-1554 Comment: The Corporate Dividend-Saving Decision
by Cohen, Jacob
- 1555-1572 The Monetary Approach to Balance-of-Payments Theory
by Johnson, Harry G.
- 1573-1574 Abstract: A Theory of the Valuation of the Firm
by Longbrake, William A.
- 1575-1594 Deposit Insurance in the United States: Evaluation and Reform
by Gibson, William E.
- 1595-1611 Portfolio Performance of Property-Liability Insurance Companies
by Monroe, Robert J. & Trieschmann, James S.
- 1613-1618 Comment: Deposit Insurance in the United States—Evaluation and Reform
by Janssen, Christian T. L.
- 1619-1623 Comment: Portfolio Performance of Property-Liability Insurance Companies
by Swadener, Paul
- 1625-1639 The Strange Journey of Monetary Indicators
by Kaufman, George G.
- 1641-1641 Four Ways of Aggregating Monies
by Pesek, B. P.
- 1643-1646 Comment: The Strange Journey of Monetary Indicators
by Jordan, Jerry L.
- 1647-1647 Abstract: Usefulness of Historical Risk Data to Estimate the Probability of Future Loss for Common Stocks
by Pratt, Shannon P. & Magiera, Frank T.
- 1649-1668 A Model of Capital Asset Risk
by Pettit, R. Richardson & Westerfield, Randolph
- 1669-1672 Abstract: An Exploratory Analysis of the Simultaneity of Stock Price Movements
by Jones, Charles P. & Simkowitz, Michael A.
- 1673-1677 Comment: A Model of Capital Asset Risk
by Hopewell, Michael H.
January 1972, Volume 7, Issue 1
- 1309-1320 Control, Size, Growth, and Financial Performance in the Firm
by Elliott, J. W.
- 1321-1341 Odd-Lot Trading in the Stock Market and Its Market Impact
by Wu, Hsiu-Kwang
- 1343-1359 Size and Timing of Corporate Bond Flotations
by Litzenberger, Robert H. & Rutenberg, David P.
- 1361-1378 Ruin Considerations and Debt Issuance
by Bierman, Harold & Thomas, L. Joseph
- 1379-1385 Submarginal Credit Risk Classification
by Lane, Sylvia
- 1387-1398 Rates of Return to Stockholders of Acquired Companies
by Haugen, Robert A. & Udell, Jon G.
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