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Series handle: RePEc:eee:jfinec
ISSN: 0304-405X
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Content
March 1979, Volume 7, Issue 1
December 1978, Volume 6, Issue 4
1978, Volume 6, Issue 2-3
- 93-93 Editorial data
by Jensen, Michael C.
- 95-101 Some anomalous evidence regarding market efficiency
by Jensen, Michael C.
- 103-126 Anomalies in relationships between securities' yields and yield-surrogates
by Ball, Ray
- 151-186 The information content of discounts and premiums on closed-end fund shares
by Thompson, Rex
- 187-211 Empirical tests of boundary conditions for CBOE options
by Galai, Dan
- 213-234 The information content of option prices and a test of market efficiency
by Chiras, Donald P. & Manaster, Steven
- 235-264 The market valuation of cash dividends : A case to consider
by Long, John Jr.
- 265-296 Split information, stock returns and market efficiency-I
by Charest, Guy
- 297-330 Dividend information, stock returns and market efficiency-II
by Charest, Guy
March 1978, Volume 6, Issue 1
December 1977, Volume 5, Issue 3
- 271-271 Editorial data
by Jensen, Michael C.
- 273-307 Alternative methods for raising capital : Rights versus underwritten offerings
by Smith, Clifford Jr.
- 309-327 Estimating betas from nonsynchronous data
by Scholes, Myron & Williams, Joseph
- 351-373 Tender offers and stockholder returns : An empirical analysis
by Dodd, Peter & Ruback, Richard
- 375-387 The impact of variance estimation in option valuation models
by Boyle, Phelim P. & Ananthanarayanan, A. L.
- 389-418 An autoregressive jump process for common stock returns
by Oldfield, George Jr. & Rogalski, Richard J. & Jarrow, Robert A.
- 419-436 Taxes, transactions costs and the clientele effect of dividends
by Pettit, R. Richardson
November 1977, Volume 5, Issue 2
- 113-113 Editorial data
by Jensen, Michael C.
- 115-146 Asset returns and inflation
by Fama, Eugene F. & Schwert, G. William
- 147-175 Determinants of corporate borrowing
by Myers, Stewart C.
- 177-188 An equilibrium characterization of the term structure
by Vasicek, Oldrich
- 189-200 Capital market equilibrium in a mean-lower partial moment framework
by Bawa, Vijay S. & Lindenberg, Eric B.
- 201-218 Portfolio strategies and performance
by Bloomfield, Ted & Leftwich, Richard & Long, John Jr.
- 219-239 Capital asset prices with heterogeneous beliefs
by Williams, Joseph T.
- 241-249 On the pricing of contingent claims and the Modigliani-Miller theorem
by Merton, Robert C.
- 251-258 An analytic valuation formula for unprotected American call options on stocks with known dividends
by Roll, Richard
- 259-263 A note on qualitative results for investment proportions
by Rudd, Andrew
- 265-268 Comments on qualitative results for investment proportions
by Roll, Richard & Ross, Stephen A.
August 1977, Volume 5, Issue 1
May 1977, Volume 4, Issue 3
- 237-237 Editorial data
by Jensen, Michael C.
- 239-276 Bankruptcy, absolute priority, and the pricing of risky debt claims
by Warner, Jerold B.
- 277-288 Portfolio choice and equilibrium in capital markets with safety-first investors
by Arzac, Enrique R. & Bawa, Vijay S.
- 289-321 A contingent-claims valuation of convertible securities
by Ingersoll, Jonathan Jr.
- 323-338 Options: A Monte Carlo approach
by Boyle, Phelim P.
- 339-349 Long-term dependence in common stock returns
by Greene, Myron T. & Fielitz, Bruce D.
March 1977, Volume 4, Issue 2
January 1977, Volume 4, Issue 1
- 1-1 Editorial data
by Jensen, Michael C.
- 3-22 Trading rules, large blocks and the speed of price adjustment
by Dann, Larry Y. & Mayers, David & Raab, Robert Jr.
- 23-49 The impact of maturity regulation on high interest rate lenders and borrowers
by Benston, George J.
- 51-78 Stock exchange seats as capital assets
by Schwert, G. William
- 79-93 The valuation of warrants: Implementing a new approach
by Schwartz, Eduardo S.
- 95-125 Human capital and capital market equilibrium
by Fama, Eugene F. & Schwert, G. William
October 1976, Volume 3, Issue 4
June 1976, Volume 3, Issue 3
- 181-181 Editorial data
by Jensen, Michael C.
- 183-193 Corporate pension funding policy
by Sharpe, William F.
- 195-213 The pricing of equity-linked life insurance policies with an asset value guarantee
by Brennan, Michael J. & Schwartz, Eduardo S.
- 215-231 The effect of estimation risk on optimal portfolio choice
by Klein, Roger W. & Bawa, Vijay S.
- 233-256 Sharing rules and equilibrium in an international capital market under uncertainty
by Grauer, Frederick L. A. & Litzenberger, Robert H. & Stehle, Richard E.
- 257-275 Market microstructure
by Garman, Mark B.
- 277-294 Explicit solutions to some single-period investment problems for risky log-stable stocks
by Stuck, B. W.
- 295-296 Comment on Chen, Kim and Kon
by Constantinides, George M.
- 297-298 Cash demand, liquidation costs, and capital market equilibrium under uncertainty: Reply
by Chen, Andrew H. & Kim, E. Han & Kon, Stanley J.
- 299-300 Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104
by Constantinides, George M.
1976, Volume 3, Issue 1-2
December 1975, Volume 2, Issue 4
September 1975, Volume 2, Issue 3
June 1975, Volume 2, Issue 2
March 1975, Volume 2, Issue 1
December 1974, Volume 1, Issue 4
September 1974, Volume 1, Issue 3
July 1974, Volume 1, Issue 2
May 1974, Volume 1, Issue 1
- 1-22 The effects of dividend yield and dividend policy on common stock prices and returns
by Black, Fischer & Scholes, Myron
- 23-42 Portfolio theory, job choice and the equilibrium structure of expected wages
by Mayers, David
- 43-66 Tests of the multiperiod two-parameter model
by Fama, Eugene F. & MacBeth, James D.
- 67-94 Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
by Merton, Robert C. & Samuelson, Paul A.
- 95-95 Comment on Merton and Samuelson
by Hakansson, Nils H.
- 97-103 A negative report on the `near optimality' of the max-expected-log policy as applied to bounded utilities for long lived programs
by Goldman, M. Barry
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