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
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 Banksâ€
by Chiattello, Marion L.
- 1053-1055 Further Comment: “Cross-Sectional Differences among Commercial Banksâ€
by Saunders, Robert J.
- 1057-1061 Comment: “Safety First–An Expected Utility Principleâ€
by Gressis, Nicolas & Remaley, William A.
- 1063-1064 Reply: “Safety First – An Expected Utility Principleâ€
by Levy, Haim & Sarnat, Marshall
- 1065-1066 Comment: “The Dynamics of Corporate Debt Management, Decision Rules, and Some Empirical Evidenceâ€
by Thakkar, Rashmi B.
- 1067-1068 Reply: “The Dynamics of Corporate Debt Management, Decision Rules and Some Empirical Evidenceâ€
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
- 899-899 Abstract–The Term Structure of Interest Rates: A Micro Approach
by Roberts, Gordon S.
- 901-910 The Effect of Interest-Rate Risk on Liquidity Premiums: An Empirical Investigation
by Olsen, Robert A.
- 911-913 Comment: The Effect of Interest-Rate Risk on Liquidity Premiums: An Empirical Investigation
by Zwick, Burton
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 Problemâ€
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