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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
1987, Volume 42, Issue 3
1987, Volume 42, Issue 2 201-20 Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas by Ferson, Wayne E & Kandel, Shmuel & Stambaugh, Robert F [Downloadable! (restricted)]
221-31 Nonsynchronous Data and the Covariance-Factor Structure of Returns by Shanken, Jay [Downloadable! (restricted)]
233-65 Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons by Lehmann, Bruce N & Modest, David M [Downloadable! (restricted)]
267-80 The Pricing of Options with Default Risk by Johnson, Herb & Stulz, Rene [Downloadable! (restricted)]
281-300 The Pricing of Options on Assets with Stochastic Volatilities by Hull, John C & White, Alan D [Downloadable! (restricted)]
301-20 Efficient Analytic Approximation of American Option Values by Barone-Adesi, Giovanni & Whaley, Robert E [Downloadable! (restricted)]
321-43 Efficient Signalling with Dividends and Investments by Ambarish, Ramasastry & John, Kose & Williams, Joseph [Downloadable! (restricted)]
345-63 Collateral and Competitive Equilibria with Moral Hazard and Private Information by Chan, Yuk-Shee & Thakor, Anjan V [Downloadable! (restricted)]
365-94 A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends by Ofer, Aharon R & Thakor, Anjan V [Downloadable! (restricted)]
395-406 Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach by Wolff, Christian C P [Downloadable! (restricted)]
407-22 Reserves Announcements and Interest Rates: Does Monetary Policy Matter? by Hardouvelis, Gikas A [Downloadable! (restricted)]
423-45 A Multiproduct Cost Study of Savings and Loans by Mester, Loretta J [Downloadable! (restricted)]
447-51 Taxable vs. Tax-Exempt Bonds: A Note on the Effect of Uncertain Taxable Income by Piros, Christopher D [Downloadable! (restricted)]
453-61 Can Tax-Loss Selling Explain the January Effect? A Note by Jones, Charles P & Pearce, Douglas K & Wilson, Jack W [Downloadable! (restricted)]
463-69 A Note on the Convergence of Binomial-Pricing and Compound-Option by Omberg, Edward [Downloadable! (restricted)]
471 Positively Weighted Frontier Portfolios: A Note by Nielsen, Lars Tyge
473 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum by Gilles, Christian & LeRoy, Stephen F
1987, Volume 42, Issue 1 1-9 Mimicking Portfolios and Exact Arbitrage Pricing by Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F [Downloadable! (restricted)]
11-28 Autoregressive Modeling of Earnings-Investment Causality by Bar Yosef, Sasson & Callen, Jeffrey L & Livnat, Joshua [Downloadable! (restricted)]
29-48 Perquisites, Risk, and Capital Structure by Williams, Joseph T [Downloadable! (restricted)]
49-68 Seasonality in the Risk-Return Relationship: Some International Evidence by Corhay, Albert & Hawawini, Gabriel & Michel, Pierre [Downloadable! (restricted)]
69-79 Expectations of Exchange Rates and Differential Inflation Rates: by Huang, Roger D [Downloadable! (restricted)]
81-97 The Default Premium and Corporate Bond Experience by Fons, Jerome S [Downloadable! (restricted)]
99-110 An Analysis of Yield Curve Notes by Ogden, Joseph P [Downloadable! (restricted)]
111-18 Nonsynchronous Security Trading and Market Index Autocorrelation by Atchison, Michael D & Butler, Kirt C & Simonds, Richard R [Downloadable! (restricted)]
119-40 The Puzzle in Post-listing Common Stock Returns by McConnell, John J & Sanger, Gary C [Downloadable! (restricted)]
141-49 Using Financial Prices to Test Exchange Rate Models: A Note by Solnik, Bruno [Downloadable! (restricted)]
151-58 Asset Pricing and Dual Listing on Foreign Capital Markets: A Note by Alexander, Gordon J & Eun, Cheol S & Janakiramanan, S [Downloadable! (restricted)]
159-62 Initial Public Offer Underpricing: The Issuer's View--A Note by Dawson, Steven M [Downloadable! (restricted)]
163-68 A Note on the Behavior of Stock Returns around Ex-dates of Stock Distributions by Dravid, Ajay R [Downloadable! (restricted)]
169-80 Miller's Irrelevance Mechanism: A Note by Aivazian, Varouj A & Callen, Jeffrey L [Downloadable! (restricted)]
181-88 The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement--A Comment by So, Jacky C [Downloadable! (restricted)]
189-94 The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement--A Reply by McFarland, James W & Pettit, R Richardson & Sung, Sam K [Downloadable! (restricted)]
1986, Volume 41, Issue 5 997-1010 An Analysis of Divestiture Effects Resulting from Deregulation by Chen, Andrew H & Merville, Larry J [Downloadable! (restricted)]
1011-29 Term Structure Movements and Pricing Interest Rate Contingent Claims by Ho, Thomas S Y & Lee, Sang-bin [Downloadable! (restricted)]
1031-50 Price Regulation in Property-Liability Insurance: A Contingent-Claims Approach by Doherty, Neil A & Garven, James R [Downloadable! (restricted)]
1051-68 Positively Weighted Portfolios on the Minimum-Variance Frontier by Green, Richard C [Downloadable! (restricted)]
1069-87 A Theory of Trading Volume by Karpoff, Jonathan M [Downloadable! (restricted)]
1089-1102 Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements by Venkatesh, P C & Chiang, R [Downloadable! (restricted)]
1103-14 Commercial Bank Portfolio Behavior and Endogenous Uncertainty by Stanhouse, Bryan [Downloadable! (restricted)]
1115-28 Can Tax-Loss Selling Explain the January Seasonal in Stock Returns? by Chan, K C [Downloadable! (restricted)]
1129-40 Contributing Authors and Institutions to the Journal of Finance: 1946-1985 by Heck, J Louis & Cooley, Philip L & Hubbard, Carl M [Downloadable! (restricted)]
1141-48 A Note on Optimal Credit and Pricing Policy under Uncertainty: A Contingent-Claims Approach by Lam, Chun H & Chen, Andrew H [Downloadable! (restricted)]
1149-52 The Weekly Pattern in Stock Index Futures: A Further Note by Dyl, Edward A & Maberly, Edwin D [Downloadable! (restricted)]
1153-55 Homogeneity Restrictions on the Translog Cost Model: A Note [Scale Economies in Banking: A Restructuring and Reassessment] by Zardkoohi, Asghar & Rangan, Nanda & Kolari, James [Downloadable! (restricted)]
1157-70 The Role of Options in the Resolution of Agency Problems: A Comment [Theory of the Firm: Managerial Behaviour, Agency Costs and Ownership Structure] by Farmer, Roger E A & Winter, Ralph A [Downloadable! (restricted)]
1171-73 The Role of Options in the Resolution of Agency Problems: A Reply by Haugen, Robert A & Senbet, Lemma W [Downloadable! (restricted)]
1175-76 Performance Hypothesis Testing with the Sharpe and Treynor Measures: A Comment by Cadsby, Charles Bram [Downloadable! (restricted)]
1177-79 Mean-Variance versus Direct Utility Maximization: A Comment by Reid, Donald W & Tew, Bernard V [Downloadable! (restricted)]
1181 Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach--Erratum by Levy, Haim
1986, Volume 41, Issue 4 779-93 Sample-Dependent Results Using Accounting and Market Data: Some Evidence by Banz, Rolf W & Breen, William J [Downloadable! (restricted)]
795-814 The Impact of Preferred-for-Common Exchange Offers on Firm Value by Pinegar, J Michael & Lease, Ronald C [Downloadable! (restricted)]
815-29 Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures by Harris, Lawrence E & Gurel, Eitan [Downloadable! (restricted)]
831-42 Asset Price Volatility, Bubbles, and Process Switching by Flood, Robert P & Hodrick, Robert J [Downloadable! (restricted)]
843-55 The Pricing of Futures and Options Contracts on the Value Line Index by Eytan, T Hanan & Harpaz, Giora [Downloadable! (restricted)]
857-70 Futures Options and the Volatility of Futures Prices by Ball, Clifford A & Torous, Walter N [Downloadable! (restricted)]
871-95 Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model by Ronn, Ehud I & Verma, Avinash K [Downloadable! (restricted)]
897-914 A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership by Eun, Cheol S & Janakiramanan, S [Downloadable! (restricted)]
915-21 The Relationship between Arbitrage and First Order Stochastic Dominance by Jarrow, Robert [Downloadable! (restricted)]
923-33 The Duration of an Adjustable-Rate Mortgage and the Impact of the Index by Ott, Robert A, Jr [Downloadable! (restricted)]
935-49 Callable Bonds: A Risk-Reducing Signalling Mechanism by Robbins, Edward Henry & Schatzberg, John D [Downloadable! (restricted)]
951-74 Volume for Winners and Losers: Taxation and Other Motives for Stock Trading by Lakonishok, Josef & Smidt, Seymour [Downloadable! (restricted)]
975-79 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition by Gilles, Christian & Leroy, Stephen F [Downloadable! (restricted)]
981-85 A Note on Unanticipated Money Growth and Interest Rate Surprises: Mishkin and Makin Revisited by Grier, Kevin B [Downloadable! (restricted)]
1986, Volume 41, Issue 3 529-43 Noise by Black, Fischer [Downloadable! (restricted)]
545-57 Valuation of Risky Assets in Arbitrage Free Economies with Frictions by Prisman, Eliezer Z [Downloadable! (restricted)]
557-60 Valuation of Risky Assets in Arbitrage Free Economies with Frictions: Discussion by Ronn, Ehud I [Downloadable! (restricted)]
561-76 LYON Taming by McConnell, John J & Schwartz, Eduardo S [Downloadable! (restricted)]
576-77 LYON Taming: Discussion by Mason, Scott P [Downloadable! (restricted)]
579-90 Do Demand Curves for Stocks Slope Down? by Shleifer, Andrei [Downloadable! (restricted)]
591-601 Does the Stock Market Rationally Reflect Fundamental Values? by Summers, Lawrence H [Downloadable! (restricted)]
601-02 Does the Stock Market Rationally Reflect Fundamental Values? Discussion by Stambaugh, Robert F [Downloadable! (restricted)]
603-14 Integration vs. Segmentation in the Canadian Stock Market by Jorion, Philippe & Schwartz, Eduardo [Downloadable! (restricted)]
614-16 Integration vs. Segmentation in the Canadian Stock Market: Discussion by Bodurtha, James N, Jr [Downloadable! (restricted)]
617-30 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates by Brown, Stephen J & Dybvig, Philip H [Downloadable! (restricted)]
630-32 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates: Discussion by Ferson, Wayne E [Downloadable! (restricted)]
633-43 Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects by Fung, W K H & Rudd, Andrew [Downloadable! (restricted)]
643-44 Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects: Discussion by Taggart, Robert A, Jr [Downloadable! (restricted)]
645-55 An Economic Analysis of Interest Rate Swaps by Bicksler, James & Chen, Andrew H [Downloadable! (restricted)]
657-68 Inflation, Uncertainty, and Investment by Baldwin, Carliss Y & Ruback, Richard S [Downloadable! (restricted)]
668-69 Inflation, Uncertainty, and Investment: Discussion by Auerbach, Alan J [Downloadable! (restricted)]
671-82 Returns and Risks of U.S. Bank Foreign Currency Activities by Grammatikos, Theoharry & Saunders, Anthony & Swary, Itzhak [Downloadable! (restricted)]
682-83 Returns and Risks of U.S. Bank Foreign Currency Activities: Discussion by Brickley, James A [Downloadable! (restricted)]
685-96 The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects by Klein, April [Downloadable! (restricted)]
696-97 The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects: Discussion by Hite, Gailen L [Downloadable! (restricted)]
699-713 Discrete Expectational Data and Portfolio Performance by Elton, Edwin J & Gruber, Martin J & Grossman, Seth [Downloadable! (restricted)]
713-14 Discrete Expectational Data and Portfolio Performance: Discussion by Logue, Dennis E [Downloadable! (restricted)]
715-30 On Timing and Selectivity by Admati, Anat R, et al [Downloadable! (restricted)]
730-32 On Timing and Selectivity: Discussion by Verrecchia, Robert E [Downloadable! (restricted)]
733-46 Optimal Portfolio Choice under Incomplete Information by Gennotte, Gerard [Downloadable! (restricted)]
747-49 Optimal Portfolio Choice under Incomplete Information: Discussion by Feldman, David [Downloadable! (restricted)]
751-62 Tax Clienteles and Asset Pricing by Dybvig, Philip H & Ross, Stephen A [Downloadable! (restricted)]
762-63 Tax Clienteles and Asset Pricing: Discussion by Williams, Joseph [Downloadable! (restricted)]
1986, Volume 41, Issue 2 295-312 Benchmark Portfolio Inefficiency and Deviations from the Security Market Line by Green, Richard C [Downloadable! (restricted)]
313-29 International Arbitrage Pricing Theory: An Empirical Investigation by Cho, D Chinhyung & Eun, Cheol S & Senbet, Lemma W [Downloadable! (restricted)]
331-37 On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension by Shanken, Jay [Downloadable! (restricted)]
339-46 The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return by Kandel, Shmuel [Downloadable! (restricted)]
347-68 On the Number of Factors in the Arbitrage Pricing Model by Trzcinka, Charles A [Downloadable! (restricted)]
369-82 Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy by Dothan, Michael U & Feldman, David [Downloadable! (restricted)]
383-91 Asset Pricing in a Production Economy with Incomplete Information by Detemple, Jerome B [Downloadable! (restricted)]
393-410 The Pricing of Interest-Rate Risk: Evidence from the Stock Market by Sweeney, Richard J & Warga, Arthur D [Downloadable! (restricted)]
411-24 Options, Taxes, and Ex-Dividend Day Behavior by Kaplanis, Costas P [Downloadable! (restricted)]
425-35 Loan Commitment Contracts, Terms of Lending, and Credit Allocation by Melnik, Arie & Plaut, Steven [Downloadable! (restricted)]
437-50 Deposit Insurance and the Discount Window: Pricing under Asymmetric Information by Kanatas, George [Downloadable! (restricted)]
451-63 Shelf Registrations and Shareholder Wealth: A Comparison of Shelf and Traditional Equity Offerings by Moore, Norman H & Peterson, David R & Peterson, Pamela P [Downloadable! (restricted)]
465-80 A Model of Dynamic Takeover Behavior by Giammarino, Ronald M & Heinkel, Robert L [Downloadable! (restricted)]
481-99 Price Movements as Indicators of Tender Offer Success by Samuelson, William & Rosenthal, Leonard [Downloadable! (restricted)]
501-13 Moral Hazard and Adverse Selection: The Question of Financial Structure by Darrough, Masako N & Stoughton, Neal M [Downloadable! (restricted)]
515-20 A Discrete Time Option Model Dependent on Expected Return: A Note by O'Brien, Thomas J [Downloadable! (restricted)]
1986, Volume 41, Issue 1 1-18 Rights versus Underwritten Offerings: An Asymmetric Information Approach by Heinkel, Robert L & Schwartz, Eduardo S [Downloadable! (restricted)]
19-37 Asymmetric Information and Risky Debt Maturity Choice by Flannery, Mark J [Downloadable! (restricted)]
39-52 Informational Efficiency and Information Subsets by Latham, Mark [Downloadable! (restricted)]
53-66 The Effects of Different Taxes on Risky and Risk-free Investment and on the Cost of Capital by Zhu, Yu & Friend, Irwin [Downloadable! (restricted)]
67-92 A Utility-based Model of Common Stock Price Movements by Litzenberger, Robert H & Ronn, Ehud I [Downloadable! (restricted)]
93-105 Stock Price Movements in Response to Stock Issues under Asymmetric Information by Krasker, William S [Downloadable! (restricted)]
107-25 Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets by Jennings, Robert & Starks, Laura [Downloadable! (restricted)]
127-50 Valuation of American Futures Options: Theory and Empirical Tests by Whaley, Robert E [Downloadable! (restricted)]
151-62 Efficiency Tests of the Foreign Currency Options Market by Bodurtha, James N, Jr & Courtadon, Georges R [Downloadable! (restricted)]
163-82 Beating the Foreign Exchange Market by Sweeney, Richard J [Downloadable! (restricted)]
183-93 A Defense of Traditional Hypotheses about the Term Structure of Interest Rates by Campbell, John Y [Downloadable! (restricted)]
195-207 Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market by Kane, Alex & Marcus, Alan J [Downloadable! (restricted)]
209-23 Asset Pricing and Expected Inflation by Stulz, Rene M [Downloadable! (restricted)]
225-41 Excess Asset Reversions and Shareholder Wealth by Alderson, Michael J & Chen, K C [Downloadable! (restricted)]
243-47 LaPlace Transforms as Present Value Rules: A Note by Buser, Stephen A [Downloadable! (restricted)]
249-53 Some Aspects of Equilibrium for a Cross-section of Firms Signalling Profitability with Dividends: A Note by Makhija, Anil K & Thompson, Howard E [Downloadable! (restricted)]
255-61 The Effect of Three Mile Island on Utility Bond Risk Premia: A Note by Barrett, W Brian & Heuson, Andrea J & Kolb, Robert W [Downloadable! (restricted)]
263-67 A Note on the Welfare Consequences of New Option Markets by Schachter, Barry [Downloadable! (restricted)]
269-76 Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note by Shanken, Jay [Downloadable! (restricted)]
277-86 Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note by McInish, Thomas H & Wood, Robert A [Downloadable! (restricted)]
1985, Volume 40, Issue 5 1263-81 A Sequential Signalling Model of Convertible Debt Call Policy by Harris, Milton & Raviv, Artur [Downloadable! (restricted)]
1283-1301 Option Pricing and Replication with Transactions Costs by Leland, Hayne E [Downloadable! (restricted)]
1303-17 Options on the Spot and Options on Futures by Brenner, Menachem & Courtadon, Georges & Subrahmanyam, Marti [Downloadable! (restricted)]
1319-40 The Valuation of Options on Futures Contracts by Ramaswamy, Krishna & Sundaresan, Suresh M [Downloadable! (restricted)]
1341-52 On the Optimality of Portfolio Insurance by Benninga, Simon & Blume, Marshall E [Downloadable! (restricted)]
1353-65 Dispersion of Financial Analysts' Earnings Forecasts and the (Option Model) Implied Standard Deviaitons of Stock Returns by Ajinkya, Bipin B & Gift, Michael J [Downloadable! (restricted)]
1367-73 Approximate Factor Structures: Interpretations and Implications for Empirical Tests by Grinblatt, Mark & Titman, Sheridan [Downloadable! (restricted)]
1375-84 A VARMA Analysis of the Causal Relations among Stock Returns, Real Output, and Nominal Interest Rates by James, Christopher & Koreisha, Sergio & Partch, Megan [Downloadable! (restricted)]
1385-1401 The Rule 415 Experiment: Equity Markets by Bhagat, Sanjai & Marr, M Wayne & Thompson, G Rodney [Downloadable! (restricted)]
1403-22 Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies by Millon, Marcia H & Thakor, Anjan V [Downloadable! (restricted)]
1423-37 On the Relevance of Debt Maturity Structure by Brick, Ivan E & Ravid, S Abraham [Downloadable! (restricted)]
1439-57 A Model for the Determination of "Fair" Premiums on Lease Cancellation Insurance Policies by Schallheim, James S & McConnell, John J [Downloadable! (restricted)]
1459-67 The Puzzle of Financial Leverage Clienteles by Sarig, Oded & Scott, James [Downloadable! (restricted)]
1469-84 Managerial Incentives for Short-term Results by Narayanan, M P [Downloadable! (restricted)]
1485-92 Reformulating Tax Shield Valuation: A Note by Miles, James A & Ezzell, John R [Downloadable! (restricted)]
1493-1503 The Use of Electronic Funds Transfers to Capture the Effects of Cash Management Practices on the Demand for Demand Deposits: A Note by Dotsey, Michael [Downloadable! (restricted)]
1505-09 Derivation of the Capital Asset Pricing Model without Normality or Quadratic Preference: A Note by Kwon, Young K [Downloadable! (restricted)]
1985, Volume 40, Issue 4 1031-51 Dividend Policy under Asymmetric Information by Miller, Merton H & Rock, Kevin [Downloadable! (restricted)]
1053-70 Dividends, Dilution, and Taxes: A Signalling Equilibrium by John, Kose & Williams, Joseph [Downloadable! (restricted)]
1071-94 Optimal Release of Information by Firms by Diamond, Douglas W [Downloadable! (restricted)]
1095-114 The Structure and Incentive Effects of Corporate Tax Liabilities by Green, Richard C & Talmor, Eli [Downloadable! (restricted)]
1115-25 The Impact of Inflation on the Aggregate Debt-Asset Ratio by Hochman, Shalom & Palmon, Oded [Downloadable! (restricted)]
1127-40 Taxes, Default Risk, and Yield Spreads by Yawitz, Jess B & Maloney, Kevin J & Ederington, Louis H [Downloadable! (restricted)]
1141-58 Asset Returns, Discount Rate Changes, and Market Efficiency by Smirlock, Michael J & Yawitz, Jess B [Downloadable! (restricted)]
1159-71 Optimal Bank Behavior under Uncertain Inflation by Landskroner, Yoram & Ruthenberg, David [Downloadable! (restricted)]
1173-88 Yes, the APT Is Testable by Dybvig, Philip H & Ross, Stephen A [Downloadable! (restricted)]
1189-96 Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?] by Shanken, Jay [Downloadable! (restricted)]
1197-1217 Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach by Levy, Haim [Downloadable! (restricted)]
1219-33 On Option Pricing Bounds by Ritchken, Peter H [Downloadable! (restricted)]
1235-43 A Complete Analysis of Full Pareto Efficiency in Financial Markets for Arbitrary Preferences by Amershi, Amin H [Downloadable! (restricted)]
1245-50 Easy Proofs of Unanimity and Optimality without Spanning: A Pedagogical Note by Makowski, Louis & Pepall, Lynne [Downloadable! (restricted)]
1251-53 Asset Pricing, Higher Moments, and the Market Risk Premium: A Note by Sears, R Stephen & Wei, K C John [Downloadable! (restricted)]
1985, Volume 40, Issue 3 621-31 Of Financial Innovations and Excesses by Van Horne, James C
633-35 On Economics and Finance by Summers, Lawrence H [Downloadable! (restricted)]
637-57 Debt and Taxes and Uncertainty by Ross, Stephen A [Downloadable! (restricted)]
657-58 Debt and Taxes and Uncertainty: Discussion by Constantinides, George M [Downloadable! (restricted)]
659-74 New Tests of the APT and Their Implications by Dhrymes, Phoebus J, et al [Downloadable! (restricted)]
674-75 New Tests of the APT and Their Implications: Discussion by Kraus, Alan [Downloadable! (restricted)]
677-87 An Unbiased Reexamination of Stock Market Volatility by Mankiw, N Gregory & Romer, David & Shapiro, Matthew D [Downloadable! (restricted)]
688-89 An Unbiased Reexamination of Stock Market Volatility: Discussion by Shiller, Robert [Downloadable! (restricted)]
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)]
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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 .