The Financial Review

Order information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=0732-8516
Editor: Cynthia J. Campbell
Editor: Arnold R. Cowan
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:bla:finrev

More pages of listings: 0|1|2|3|4

1985, Volume 20, Issue 4

• 361-67 Textbook Inconsistencies in Graphing Valuation Equations: A Note
  by Appleyard, A R & Strong, N C

• 121-42 Investing in Options on Stocks Announcing Splits
  by Reilly, Frank K & Gustavson, Sandra G
• 143-63 A Multivariate Analysis of the Cross-hedging Performance of T-Bond and GNMA Futures Markets
  by Hegde, Shantaram P & Nunn, Kenneth P, Jr
• 164-79 The Reaction of Effective Exchange Rates to Information about Inflation
  by Tandon, Kishore & Simaan, Yusif
• 180-94 The Rationality of Money Supply Expectations and the Canadian-U.S. Exchange Rate Response to Money Supply Announcements
  by Doukas, John
• 195-218 Deviations from Purchasing Power Parity, Relative Inflation, and Exchange Rates: The Recent Experience
  by Booth, G Geoffrey & Duggan, James E & Koveos, Peter E
• 219-28 An Expected Utility Explanation of Plunging and Dumping Behavior
  by Horvath, Philip A & Scott, Robert C
• 229-35 A Pedagogic Note on the Cost of Capital with Personal Taxes and Risky Debt
  by Riener, Kenneth D

• 1-20 Dividends and Taxes: Another Look at the Electric Utility Industry
  by Moore, William T & Sartoris, William L
• 21-35 Inflation, the Fisher Hypothesis, and Long Term Bonds
  by Eddy, Albert & Seifert, Bruce
• 36-54 An Analysis of the Impact of Regulatory Change: The Case of Natural Gas Deregulation
  by Chen, Andrew H & Sanger, Gary C
• 55-69 Tax-Loss Trading, Is the Game Over or Have the Rules Changed?
  by Branch, Ben & Chang, Kyungchun
• 70-82 Survey of Current Practices in Establishing Trade-Credit Limits
  by Besley, Scott & Osteryoung, Jerome S
• 83-94 Information Uncertainty and Trading Volume
  by Banks, Doyle W
• 95-101 Inflation, Money, and Stock Prices: An Alternative Interpretation
  by Canto, Victor A & Findlay, M C & Reinganum, Marc R
• 102-10 A Note on Standardized Unexpected Earnings: The Case of the Electric Utility Industry
  by Calley, Nicholas O & Chambers, Donald R & Woolridge, J Randall
• 111-15 Will a Risk-averse Competitive Bank Prefer Contemporaneous Reserve Accounting?
  by Karafiath, Imre
• 116-18 A Pedagogic Note on Intra-period Compounding and Discounting
  by Horvath, Philip A

• 285-300 Investment in the Long Run
  by Lai, Tsong-Yue & Boness, A James
• 301-20 Weak Form Tests of the Efficiency of Real Estate Investment Markets
  by Gau, George W
• 321-38 Managing Investment Portfolios: A Survey of Mutual Funds
  by Veit, E Theodore & Cheney, John M
• 339-50 The Effect of Market Uncertainty on Negotiated and Competitively Underwritten Public Utility Bonds
  by Hays, Patrick A & Kidwell, David S & Marr, M Wayne
• 351-58 Implementing the IRR Criterion When Cash Flow Parameters Are Unknown
  by Moore, William T & Chen, Son-Nan
• 359-71 Intertemporal Differences in Movements of Minute-to-Minute Stock Returns
  by McInish, Thomas H & Wood, Robert A
• 372-80 Empirical Properties of the Elasticity Coefficient in the Constant Elasticity of Variance Model
  by Ang, James S & Peterson, David R
• 381-87 Individual Retirement Accounts and Intermediate Term Holding Periods
  by Smith, Donald J
• 388-93 CML to SML: A Graphical Approach
  by Spence, James G
• 394-96 A Simplified Approach for Calculating Bond Duration
  by Benesh, Gary A & Colec, Stephen E
• 397-400 A Pedagogic Note on the Derivation of the Comparative Statics of the Option Pricing Model
  by Conine, Thomas E, Jr & Tamarkin, Maurry

• 135-52 Municipal Interest Rates and the Term Structure of Inflationary Expectations
  by Cargill, Thomas F & Meyer, Robert A
• 153-72 Financial Analogs of Physical Brownian Motion, as Illustrated by Earnings
  by Osborne, M F M & Murphy, Joseph E, Jr
• 173-94 Post-Merger Performance among Homogeneous Firm Samples
  by Choi, Dosoung & Philippatos, George C
• 195-207 The Impact of Value Line Special Situation Recommendations on Stock Prices
  by Roger, Ronald C & Owers, James E
• 208-21 Multi-Period Asset Pricing: The Effects of Uncertain Inflation
  by Chen, Son-Nan & Moore, William T
• 222-31 Inflation, Taxes, and Savings "Incentives."
  by Kelly, William A, Jr & Chambers, Donald R
• 232-39 Note on Who Pays the Agency Costs of Debt
  by Roberts, Gordon S & Viscione, Jerry A
• 240-50 Equity Clienteles, Short-Sale Restrictions, and the Miller Equilibrium
  by Bosshardt, Donald I
• 251-65 On the Relationship between Time-State Preference and Capital Asset Pricing Models
  by Booth, Laurence D
• 266-84 Entropy, Bifurcation and Dynamic Market Disequilibrium
  by Nawrocki, David

• 1-25 The Telescopic Effect of Past Return Realizations on Ex-Post Beta Estimates
  by Kryzanowski, Lawrence & To, Minh Chau
• 26-35 Special Offerings and Market Efficiency
  by Branch, Ben
• 36-54 A Survey of Multinational Capital Budgeting
  by Stanley, Marjorie T & Block, Stanley B
• 55-66 Determinants of Bank Holding Company Debt Ratings
  by Billingsley, Randall S & Fraser, Donald R
• 67-83 The Relationship between Accounting Measures and Prospective Probabilities of Insolvency: An Application to the Banking Industry
  by Marcus, Alan & Shaked, Israel
• 84-96 Ex-Ante Expectations and Portfolio Selection
  by McInish, Thomas H & Srivastav, Rajendra K
• 97-102 A Note on Tests of the Capital Asset Pricing Model
  by Giaccotto, Carmelo
• 103-10 Darby and Fisher: Resolution of a Paradox
  by Kelly, William A, Jr & Miles, James A
• 111-23 Capital Budgeting Practices in Large American Firms: A Retrospective Analysis and Synthesis
  by Scott, David F, Jr & Petty, J William, II
• 124-27 A Note on Option Prices
  by Borch, Karl

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