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American Finance Association Journal of Finance Contact information of
American Finance Association: http://www.afajof.org/ More information through EDIRC
Order information: http://www.afajof.org/membership/join.asp Editor: Robert F. Stambaugh
For technical questions regarding this series, please contact
(Christopher F. Baum) Series handle: repec:bla:jfinan
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 |15 |16 |17 |18 |19
1985, Volume 40, Issue 3
691-705 Adjustment Costs and Capital Asset Pricing by Huffman, Gregory W [Downloadable! (restricted)]
705-09 Adjustment Costs and Capital Asset Pricing: Discussion by Singleton, Kenneth J [Downloadable! (restricted)]
711-19 A Theoretical Analysis of Real Estate Returns by Fogler, H Russell & Granito, Michael R & Smith, Laurence R [Downloadable! (restricted)]
719-21 A Theoretical Analysis of Real Estate Returns: Discussion by Statman, Meir [Downloadable! (restricted)]
723-39 An Investigation of Transactions Data for NYSE Stocks by Wood, Robert A & McInish, Thomas H & Ord, J Keith [Downloadable! (restricted)]
739-41 An Investigation of Transactions Data for NYSE Stocks: Discussion by Tauchen, George [Downloadable! (restricted)]
743-56 Index Options: The Early Evidence by Evnine, Jeremy & Rudd, Andrew [Downloadable! (restricted)]
756 Index Options: The Early Evidence: Discussion by MacBeth, James D
757-73 In Defense of Technical Analysis by Treynor, Jack L & Ferguson, Robert [Downloadable! (restricted)]
773-75 In Defense of Technical Analysis: Discussion by Sorensen, Eric H [Downloadable! (restricted)]
777-90 The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence by Shefrin, Hersh & Statman, Meir [Downloadable! (restricted)]
791-92 The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion by Constantinides, George M [Downloadable! (restricted)]
793-805 Does the Stock Market Overreact? by De Bondt, Werner F M & Thaler, Richard [Downloadable! (restricted)]
806-08 Does the Stock Market Overreact? Discussion by Bernstein, Peter L [Downloadable! (restricted)]
809-20 Ripoffs, Lemons, and Reputation Formation in Agency Relationships: A Laboratory Market Study by DeJong, Douglas V & Forsythe, Robert & Lundholm, Russell J [Downloadable! (restricted)]
820-23 Ripoffs, Lemons, and Reputation Formation in Agency Relationships: A Laboratory Market Study: Discussion by Mendelson, Haim [Downloadable! (restricted)]
825-44 Risk Aversion and Information Structure: An Experimental Study of Price Variability in the Securities Markets by Ang, James S & Schwarz, Thomas [Downloadable! (restricted)]
845-46 Risk Aversion and Information Structure: An Experimental Study of Price Variability in the Securities Markets: Discussion by Cohen, Kalman J [Downloadable! (restricted)]
847-61 Towards a Semigroup Pricing Theory by Garman, Mark B [Downloadable! (restricted)]
861-62 Towards a Semigroup Pricing Theory: Discussion by Huang, Chi-fu [Downloadable! (restricted)]
863-78 Risky Debt, Investment Incentives, and Reputation in a Sequential Equilibrium by John, Kose & Nachman, David C [Downloadable! (restricted)]
878-80 Risky Debt, Investment Incentives, and Reputation in a Sequential Equilibrium: Discussion by Spatt, Chester S [Downloadable! (restricted)]
881-91 Currency Risk and Country Risk in International Banking by Shapiro, Alan C [Downloadable! (restricted)]
892-93 Currency Risk and Country Risk in International Banking: Discussion by Flood, Eugene [Downloadable! (restricted)]
895-908 Determinants of Corporate Leasing Policy by Smith, Clifford W, Jr & Wakeman, L MacDonald [Downloadable! (restricted)]
909-10 Determinants of Corporate Leasing Policy: Discussion by Hawkins, Gregory D [Downloadable! (restricted)]
911-24 Spinoff-Terminations and the Value of Pension Insurance by Marcus, Alan J [Downloadable! (restricted)]
924-26 Spinoff-Terminations and the Value of Pension Insurance: Discussion by Merville, Larry [Downloadable! (restricted)]
927-40 The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective by Pesando, James E [Downloadable! (restricted)]
940-42 The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective: Discussion by Logue, Dennis E [Downloadable! (restricted)]
943-55 The Integration of Insurance and Taxes in Corporate Pension Strategy by Bicksler, James L [Downloadable! (restricted)]
955-57 The Integration of Insurance and Taxes in Corporate Pension Strategy: Discussion by Babcock, Guilford C [Downloadable! (restricted)]
959-74 Depositors' Welfare, Deposit Insurance, and Deregulation by Chan, Yuk-Shee & Mak, King-Tim [Downloadable! (restricted)]
975 Depositors' Welfare, Deposit Insurance, and Deregulation: Discussion by Heinkel, Robert
977-88 A Micro Model of the Federal Funds Market by Ho, Thomas S Y & Saunders, Anthony [Downloadable! (restricted)]
988-90 A Micro Model of the Federal Funds Market: Discussion by Spindt, Paul A [Downloadable! (restricted)]
991-1006 A Test of the OPEC Cartel Hypothesis: 1974-1983 by Loderer, Claudio [Downloadable! (restricted)]
1006-08 A Test of the OPEC Cartel Hypothesis: 1974-1983: Discussion by Castanias, Richard P [Downloadable! (restricted)]
1009-18 The Pricing of Oil and Gas: Some Further Results by Miller, Merton H & Upton, Charles W [Downloadable! (restricted)]
1018-20 The Pricing of Oil and Gas: Some Further Results: Discussion by Kyle, Albert S [Downloadable! (restricted)]
1985, Volume 40, Issue 2 359-81 A Simple Econometric Approach for Utility-based Asset Pricing Models by Brown, David P & Gibbons, Michael R [Downloadable! (restricted)]
383-99 Differential Information and Performance Measurement Using a Security Market Line by Dybvig, Philip H & Ross, Stephen A [Downloadable! (restricted)]
401-16 The Analytics of Performance Measurement Using a Security Market Line by Dybvig, Philip H & Ross, Stephen A [Downloadable! (restricted)]
417-31 On Determination of Stochastic Dominance Optimal Sets by Bawa, Vijay S, et al [Downloadable! (restricted)]
433-54 The Week-End Effect in Common Stock Returns: The International Evidence by Jaffe, Jeffrey F & Westerfield, Randolph [Downloadable! (restricted)]
455-80 Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978 by Rubinstein, Mark [Downloadable! (restricted)]
481-500 Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options by Halpern, Paul J & Turnbull, Stuart M [Downloadable! (restricted)]
501-17 On the Interaction of Real and Financial Decisions of the Firm under Uncertainty by Dotan, Amihud & Ravid, S Abraham [Downloadable! (restricted)]
519-36 Corporate Combinations and Common Stock Returns: The Case of Joint Ventures by McConnell, John J & Nantell, Timothy J [Downloadable! (restricted)]
537-48 Return, Risk, and Yield: Evidence from Ex Ante Data by Ang, James S & Peterson, David R [Downloadable! (restricted)]
549-61 The Choice of Call Provision Terms: Evidence of the Existence of Agency Costs of Debt by Thatcher, Janet Solverson [Downloadable! (restricted)]
563-75 Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments by Lam, Chun H & Chen, Andrew H [Downloadable! (restricted)]
577-81 On the Theory of Rational Insurance Purchasing: A Note by Briys, Eric P & Louberge, Henri [Downloadable! (restricted)]
583-88 The Weekly Pattern in Stock Returns: Cash versus Futures: A Note by Cornell, Bradford [Downloadable! (restricted)]
589-94 The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] by Jordan, Bradford D & Pettway, Richard H [Downloadable! (restricted)]
595-99 Expected Inflation and Interest Rates in a Multi-asset Model: A Note by Mitchell, Douglas W [Downloadable! (restricted)]
601-02 Mean-Variance versus Direct Utility Maximization: A Comment by Pulley, Lawrence B [Downloadable! (restricted)]
603-05 Optimal Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Comment by Lehmann, Bruce & Warga, Arthur [Downloadable! (restricted)]
607 Optimal Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Reply by Giaccotto, Carmelo & Ali, Mukhtar M
1985, Volume 40, Issue 1 1-20 On the Feasibility of Automated Market Making by a Programmed Specialist by Hakansson, Nils H & Beja, Avraham & Kale, Jivendra [Downloadable! (restricted)]
21-42 The Trading Decision and Market Clearing under Transaction Price Uncertainty by Ho, Thomas S Y & Schwartz, Robert A & Whitcomb, David K [Downloadable! (restricted)]
43-61 Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory by Gultekin, N Bulent & Rogalski, Richard J [Downloadable! (restricted)]
63-83 A Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations by Walsh, Carl E [Downloadable! (restricted)]
85-103 Capital Asset Pricing Compatible with Observed Market Value Weights by Best, Michael J & Grauer, Robert R [Downloadable! (restricted)]
105-24 International Asset Pricing under Mild Segmentation: Theory and Test by Errunza, Vihang & Losq, Etienne [Downloadable! (restricted)]
125-33 More on Estimation Risk and Simple Rules for Optimal Portfolio Selection by Alexander, Gordon J & Resnick, Bruce G [Downloadable! (restricted)]
135-53 Implications of the Discreteness of Observed Stock Prices by Gottlieb, Gary & Kalay, Avner [Downloadable! (restricted)]
155-73 On Jumps in Common Stock Prices and Their Impact on Call Option Pricing by Ball, Clifford A & Torous, Walter N [Downloadable! (restricted)]
175-91 An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model by Jagannathan, Ravi [Downloadable! (restricted)]
193-208 Returns to Speculators and the Theory of Normal Backwardation by Chang, Eric C [Downloadable! (restricted)]
209-24 The Effect of Voluntary Sell-off Announcements on Shareholder Wealth by Jain, Prem C [Downloadable! (restricted)]
225-39 The Price Elasticity of Demand for Whole Life Insurance by Babbel, David F [Downloadable! (restricted)]
241-55 Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument by Koppenhaver, G D [Downloadable! (restricted)]
257-68 Risk Aversion and Arbitrage by Green, Richard C & Srivastava, Sanjay [Downloadable! (restricted)]
269-91 Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress by Frydman, Halina & Altman, Edward I & Kao, Duen-Li [Downloadable! (restricted)]
293-308 An Analysis of Mortgage Contracting: Prepayment Penalties and the Due-on-Sale Clause by Dunn, Kenneth B & Spatt, Chester S [Downloadable! (restricted)]
309-17 Divergence of Opinion in Complete Markets: A Note by Varian, Hal R [Downloadable! (restricted)]
319-25 Interest Rate Term Structure Estimation with Exponential Splines: A Note by Shea, Gary S [Downloadable! (restricted)]
327-32 Marginal Tax Rates: Evidence from Nontaxable Corporate Bonds: A Note by Ang, James & Peterson, David & Peterson, Pamela [Downloadable! (restricted)]
333-43 Personal Income Taxes and the January Effect: Small Firm Stock Returns before the War Revenue Act of 1917: A Note by Schultz, Paul [Downloadable! (restricted)]
345 Acknowledgment: Kinks on the Mean-Variance Frontier by Dybvig, Philip H
347-49 Weekend Effects on Stock Returns: A Comment by Dyl, Edward A & Martin, Stanley A, Jr [Downloadable! (restricted)]
351-52 Weekend Effects on Stock Returns: A Reply by Lakonishok, Josef & Levi, Maurice [Downloadable! (restricted)]
1984, Volume 39, Issue 5 1257-92 An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns by Dimson, Elroy & Marsh, Paul R [Downloadable! (restricted)]
1293-1310 Stock Returns, Inflation, and Economic Activity: The Survey Evidence by Hasbrouck, Joel [Downloadable! (restricted)]
1311-24 Estimating the Correlation Structure of International Share Prices by Eun, Cheol S & Resnick, Bruce G [Downloadable! (restricted)]
1325-44 Shareholder Benefits from Corporate International Diversification by Fatemi, Ali M [Downloadable! (restricted)]
1345-57 Are Real Interest Rates Equal across Countries? An Empirical Investigation of International Parity Conditions by Mishkin, Frederic S [Downloadable! (restricted)]
1359-82 Credit Rationing and Financial Disorder by Guttentag, Jack & Herring, Richard [Downloadable! (restricted)]
1383-96 Stability of the U.S. Short-run Money Demand Function, 1959-81 by Lin, Kuan-Pin & Oh, John S [Downloadable! (restricted)]
1397-1415 New Evidence that Taxes Affect the Valuation of Dividends by Poterba, James M & Summers, Lawrence H [Downloadable! (restricted)]
1417-35 The Structure of Asset Prices and Socially Useless-Useful Information by Ohlson, James A [Downloadable! (restricted)]
1437-48 Additional Evidence on the Relation between Divestiture Announcements and Shareholder Wealth by Rosenfeld, James D [Downloadable! (restricted)]
1449-68 Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets by Shalit, Haim & Yitzhaki, Shlomo [Downloadable! (restricted)]
1469-83 Portfolio Analysis Using Single Index, Multi-index, and Constant Correlation Models: A Unified Treatment by Kwan, Clarence C Y [Downloadable! (restricted)]
1485-1502 On Testing the Arbitrage Pricing Theory: Inter-battery Factor Analysis by Cho, David Chinhyung [Downloadable! (restricted)]
1503-09 A Simple Formula for the Expected Rate of Return of an Option over a Finite Holding Period by Rubinstein, Mark [Downloadable! (restricted)]
1511-24 The American Put Option Valued Analytically by Geske, Robert & Johnson, Herb E [Downloadable! (restricted)]
1525-39 The Valuation of Options When Asset Returns Are Generated by a Binomial Process by Stapleton, Richard C & Subrahmanyam, Marti G [Downloadable! (restricted)]
1541-46 A Risk Minimizing Strategy for Portfolio Immunization by Fong, H Gifford & Vasicek, Oldrich A [Downloadable! (restricted)]
1547-70 Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects by Hilliard, Jimmy E [Downloadable! (restricted)]
1571-95 Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model by Grinols, Earl L [Downloadable! (restricted)]
1597-1602 The Impact of Seniority and Security Covenants on Bond Yields: A Note by Roberts, Gordon S & Viscione, Jerry A [Downloadable! (restricted)]
1603-14 New Findings Regarding Day-of-the-Week Returns over Trading and Non-trading Periods: A Note by Rogalski, Richard J [Downloadable! (restricted)]
1615-18 Direct Equity Financing; A Resolution of a Paradox: A Comment by Smith, Richard L & Dhatt, Manjeet [Downloadable! (restricted)]
1619-24 Direct Equity Financing; A Resolution of a Paradox: A Reply by Hansen, Robert S & Pinkerton, John M [Downloadable! (restricted)]
1984, Volume 39, Issue 4 937-53 Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets by Silber, William L [Downloadable! (restricted)]
955-81 Futures Markets and Informational Efficiency: A Laboratory Examination by Forsythe, Robert & Palfrey, Thomas R & Plott, Charles R [Downloadable! (restricted)]
983-1010 Theory and Behavior of Multiple Unit Discriminative Auctions by Cox, James C & Smith, Vernon L & Walker, James M [Downloadable! (restricted)]
1011-20 Money Market Funds and Shareholder Dilution by Lyon, Andrew B [Downloadable! (restricted)]
1021-39 Some Results in the Theory of Arbitrage Pricing by Ingersoll, Jonathan E, Jr [Downloadable! (restricted)]
1041-54 Arbitrage Pricing Theory and Utility Stock Returns by Bower, Dorothy H & Bower, Richard S & Logue, Dennis E [Downloadable! (restricted)]
1055-65 The Leasing Puzzle by Ang, James & Peterson, Pamela P [Downloadable! (restricted)]
1067-89 A Further Empirical Investigation of the Bankruptcy Cost Question by Altman, Edward I [Downloadable! (restricted)]
1091-99 Earnings and Dividend Announcements: Is There a Corroboration Effect? by Kane, Alex & Lee, Young Ki & Marcus, Alan [Downloadable! (restricted)]
1101-17 Continuous Maturity Diversification of Default-Free Bond Portfolios and a Generalization of Efficient Diversification by Heaney, W John & Cheng, Pao L [Downloadable! (restricted)]
1119-25 Rational Expectations and the Measurement of a Stock's Elasticity of Demand by Allen, Franklin & Postlewaite, Andrew [Downloadable! (restricted)]
1127-39 A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market by Roll, Richard [Downloadable! (restricted)]
1141-53 The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions by Flannery, Mark J & James, Christopher M [Downloadable! (restricted)]
1155-68 A Theoretic Framework for the Analysis of Credit Union Decision Making by Smith, Donald J [Downloadable! (restricted)]
1169-76 Taxes and the Theory of Trade Debt by Brick, Ivan E & Fung, William K H [Downloadable! (restricted)]
1177-88 The Effects of Inflation and Money Supply Announcements on Interest Rates by Urich, Thomas J & Wachtel, Paul [Downloadable! (restricted)]
1189-97 Rankings of Finance Departments by Faculty Representation on Editorial Boards of Professional Journals: A Note by Kaufman, George G [Downloadable! (restricted)]
1199-206 Bank Income Taxes and Interest Rate Risk Management: A Note by Gurel, Eitan & Pyle, David [Downloadable! (restricted)]
1207-13 Comparing Time-Series and Survey Forecasts of Weekly Changes in Money: A Methodological Note by Hafer, R W [Downloadable! (restricted)]
1215-21 The Effects of Transaction Costs and Different Borrowing and Lending Rates on the Option Pricing Model: A Note by Gilster, John E, Jr & Lee, William [Downloadable! (restricted)]
1223-29 Ordering Uncertain Options under Inflation: A Note by Levy, Haim & Levy, Azriel [Downloadable! (restricted)]
1231-37 Signaling and the Valuation of Unseasoned New Issues: A Comment by Ritter, Jay R [Downloadable! (restricted)]
1984, Volume 39, Issue 3 575-92 The Capital Structure Puzzle by Myers, Stewart C [Downloadable! (restricted)]
593-607 Optimal Financial Policy and Firm Valuation by Brennan, Michael J & Schwartz, Eduardo S [Downloadable! (restricted)]
607-09 Optimal Financial Policy and Firm Valuation: Discussion by Emanuel, David [Downloadable! (restricted)]
611-25 Contingent Claims Analysis of Corporate Capital Structures: An Empirical Investigation by Jones, E Philip & Mason, Scott P & Rosenfeld, Eric [Downloadable! (restricted)]
625-27 Contingent Claims Analysis of Corporate Capital Structures: An Empirical Investigation by Fisher, Lawrence [Downloadable! (restricted)]
629-42 Estimation of Implicit Bankruptcy Costs by Kalaba, Robert E, et al [Downloadable! (restricted)]
643-45 Estimation of Implicit Bankruptcy Costs: Discussion by Ruback, Richard [Downloadable! (restricted)]
647-55 Consumption Betas and Backwardation in Commodity Markets by Hazuka, Thomas B [Downloadable! (restricted)]
657-69 Hedging Performance and Basis Risk in Stock Index Futures by Figlewski, Stephen [Downloadable! (restricted)]
671-82 The Behavior of U.S. Short-Term Interest Rates since October 1979 by Clarida, Richard H & Friedman, Benjamin M [Downloadable! (restricted)]
682-83 The Behavior of U.S. Short-Term Interest Rates since October 1979: Discussion by Craine, Roger [Downloadable! (restricted)]
685-96 Expectations, Surprises and Treasury Bill Rates: 1960-82 by Hendershott, Patric H [Downloadable! (restricted)]
696-98 Expectations, Surprises and Treasury Bill Rates: 1960-82 by Mullineaux, Donald J [Downloadable! (restricted)]
699-712 Inflation and Real Interest Rates on Assets with Different Risk Characteristics by Huizinga, John & Mishkin, Frederic S [Downloadable! (restricted)]
712-14 Inflation and Real Interest Rates on Assets with Different Risk Characteristics: Discussion by Curran, Ward S [Downloadable! (restricted)]
715-24 Purchasing Power Parity as a Trading Strategy by Bilson, John F O [Downloadable! (restricted)]
724-25 Purchasing Power Parity as a Trading Strategy: Discussion by Cornell, Bradford [Downloadable! (restricted)]
727-43 International Corporate Diversification, Market Valuation, and Size-Adjusted Evidence by Errunza, Vihang R & Senbet, Lemma W [Downloadable! (restricted)]
743-45 International Corporate Diversification, Market Valuation, and Size-Adjusted Evidence: Discussion by Bicksler, James L [Downloadable! (restricted)]
747-55 Term Premia on Euro Rates by Logue, Dennis E & Sweeney, Richard James [Downloadable! (restricted)]
755-57 Term Premia on Euro Rates: Discussion by Herring, Richard J [Downloadable! (restricted)]
759-72 Technological and Regulatory Forces in the Developing Fusion of Financial-Services Competition by Kane, Edward J [Downloadable! (restricted)]
772-73 Technological and Regulatory Forces in the Developing Fusion of Financial-Services Competition: Discussion by Kidwell, David S [Downloadable! (restricted)]
775-85 Deposit Insurance in a Deregulated Environment by Campbell, Tim S & Glenn, David [Downloadable! (restricted)]
785-87 Deposit Insurance in a Deregulated Environment: Discussion by Horvitz, Paul M [Downloadable! (restricted)]
789-803 Consequences of Deregulation for Commercial Banking by Kaufman, George G & Mote, Larry R & Rosenblum, Harvey [Downloadable! (restricted)]
803-05 Consequences of Deregulation for Commercial Banking: Discussion by Eisenbeis, Robert A [Downloadable! (restricted)]
807-15 Anomalies in Security Returns and the Specification of the Market Model by Brown, Stephen J & Barry, Christopher B [Downloadable! (restricted)]
815-17 Anomalies in Security Returns and the Specification of the Market Model: Discussion by French, Kenneth R [Downloadable! (restricted)]
819-35 A Further Investigation of the Weekend Effect in Stock Returns by Keim, Donald B & Stambaugh, Robert F [Downloadable! (restricted)]
835-37 A Further Investigation of the Weekend Effect in Stock Returns by Rogalski, Richard J [Downloadable! (restricted)]
837-40 Valuation Anomalies-Empirical: Discussion: What the Anomalies Mean by Reinganum, Marc R [Downloadable! (restricted)]
841-53 How Big Is the Tax Advantage to Debt? by Kane, Alex & Marcus, Alan J & McDonald, Robert L [Downloadable! (restricted)]
853-55 How Big Is the Tax Advantage to Debt? Discussion by Masulis, Ronald W [Downloadable! (restricted)]
857-78 On the Existence of an Optimal Capital Structure: Theory and Evidence by Bradley, Michael & Jarrell, Gregg A & Kim, E Han [Downloadable! (restricted)]
878-80 On the Existence of an Optimal Capital Structure: Theory and Evidence: Discussion by Mikkelson, Wayne H [Downloadable! (restricted)]
881-92 Benefits of Bank Diversification: The Evidence from Shareholder Returns by Eisenbeis, Robert A & Harris, Robert S & Lakonishok, Josef [Downloadable! (restricted)]
893-94 Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion by Brown, Stephen J [Downloadable! (restricted)]
895-908 External Financing and Liquidity by Huberman, Gur [Downloadable! (restricted)]
908-10 External Financing and Liquidity: Discussion by Chen, Andrew H [Downloadable! (restricted)]
911-24 Non-Standard C.A.P.M.'s and the Market Portfolio by Elton, Edwin J & Gruber, Martin J [Downloadable! (restricted)]
1984, Volume 39, Issue 2 323-46 A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory by Dhrymes, Phoebus J & Friend, Irwin & Gultekin, N Bulent [Downloadable! (restricted)]
347-50 A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply by Roll, Richard & Ross, Stephen A [Downloadable! (restricted)]
351-76 Intertemporal Commodity Futures Hedging and the Production Decision by Ho, Thomas S Y [Downloadable! (restricted)]
377-92 Seasonality Estimation in Thin Markets by Theobald, Michael & Price, Vera [Downloadable! (restricted)]
393-406 Tax Effects in Term Structure Estimation by Jordan, James V [Downloadable! (restricted)]
407-24 The Demand for Borrowed Reserves: A Switching Regression Model by Dutkowsky, Donald H [Downloadable! (restricted)]
425-42 Conditions for Myopic Valuation and Serial Independence of the Market Excess Return in Discrete Time Models by Franke, Gunter [Downloadable! (restricted)]
443-55 On Valuing American Call Options with the Black-Scholes European Formula by Geske, Robert & Roll, Richard [Downloadable! (restricted)]
457-76 The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects by Booth, Laurence D & Johnston, David J [Downloadable! (restricted)]
477-91 Investment Management and Risk Sharing with Multiple Managers by Barry, Christopher B & Starks, Laura T [Downloadable! (restricted)]
493-502 Real Stock Returns and Inflation by Day, Theodore E [Downloadable! (restricted)]
503-17 Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs by Alexander, Gordon J & Benson, P George & Kampmeyer, Joan M [Downloadable! (restricted)]
519-25 Option Pricing Bounds in Discrete Time by Perrakis, Stylianos & Ryan, Peter J [Downloadable! (restricted)]
527-34 The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance by Jean, William H [Downloadable! (restricted)]
535-39 Municipal Bond Demand Premiums and Bond Price Volatility: A Note by Stock, Duane & Schrems, Edward L [Downloadable! (restricted)]
541-50 A General Diversification Theorem: A Note by MacMinn, Richard D [Downloadable! (restricted)]
551-56 The Ex-Dividend Day Behavior of Stock Prices; a Re-Examination of the Clientele Effect: A Comment by Elton, Edwin J & Gruber, Martin J & Rentzler, Joel [Downloadable! (restricted)]
556-61 The Ex-Dividend Day Behavior of Stock Prices; a Re-Examination of the Clientele Effect: A Reply by Kalay, Avner
563 Erratum: Flotation Cost Adjustment in Rate of Return Regulation: A Reply by Arzac, Enrique R & Marcus, Matityahu
1984, Volume 39, Issue 1 1-22 An International Study of Tax Effects on Government Bonds by Litzenberger, Robert H & Rolfo, Jacques [Downloadable! (restricted)]
23-45 Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options by Ho, Thomas S Y & Macris, Richard G [Downloadable! (restricted)]
47-61 Mean-Variance versus Direct Utility Maximization by Kroll, Yoram & Levy, Haim & Markowitz, Harry M [Downloadable! (restricted)]
63-75 On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio by Kandel, Shmuel [Downloadable! (restricted)]
77-92 Consumption and Equilibrium Interest Rates in Stochastic Production Economies by Sundaresan, Mahadevan [Downloadable! (restricted)]
93-103 Capital Structure Equilibrium under Market Imperfections and Incompleteness by Senbet, Lemma W & Taggart, Robert A, Jr [Downloadable! (restricted)]
105-26 Taxes, Inflation and Corporate Financial Policy by Schall, Lawrence D [Downloadable! (restricted)]
127-45 Corporate Behavior in Adjusting to Capital Structure and Dividend Targets: An Econometric Study by Jalilvand, Abolhassan & Harris, Robert S [Downloadable! (restricted)]
147-65 Models of Stock Returns-A Comparison by Kon, Stanley J [Downloadable! (restricted)]
167-83 A Partial Theory of Takeover Bids by Ashton, D J & Atkins, D R [Downloadable! (restricted)]
185-92 The Turn-of-the-Year in China by Berges, Angel & McConnell, John J & Schlarbaum, Gary G [Downloadable! (restricted)]
193-206 Commodity Bonds and Consumption Risks by O'Hara, Maureen [Downloadable! (restricted)]
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IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .