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March 1984, Volume 19, Issue 1
December 1983, Volume 18, Issue 4
- 411-424 Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms
by Aivazian, Varouj A. & Callen, Jeffrey L. & Krinsky, Itzhak & Kwan, Clarence C. Y.
- 425-437 The Modigliani-Miller Leverage Equation Considered in a Product Market Context
by Alberts, William W. & Hite, Gailen L.
- 439-453 A Reexamination of the Empirical Relationship between Investment and Financing Decisions
by Peterson, Pamela P. & Benesh, Gary A.
- 455-461 On Estimates of Long-Run Rates of Return: A Note
by Hasbrouck, Joel
- 463-470 On Bond Ratings and Pension Obligations: A Note
by Martin, Linda J. & Henderson, Glenn V.
- 471-476 On the Estimation Risk in First-Order Stochastic Dominance: A Note
by Stein, William & Pfaffenberger, Roger & Kumar, P. C.
- 477-497 Expectations of Real Interest Rates and Aggregate Consumption: Empirical Tests
by Ferson, Wayne E.
- 499-516 Fixed Rate Loan Commitments, Take-Down Risk, and the Dynamics of Hedging with Futures
by Ho, Thomas S. Y. & Saunders, Anthony
- 517-531 Bond Price Dynamics and Options
by Ball, Clifford A. & Torous, Walter N.
- 533-545 The Role of Cash Balances in Firm Valuation
by Morris, James R.
- 547-572 An Empirical Test of the Redistribution Effect in Pure Exchange Mergers
by Eger, Carol Ellen
- 573-574 Minutes of the Executive Committee Meeting
by Anonymous
- 575-575 Minutes of the Annual Meeting
by Anonymous
- 576-576 Treasurer's Report
by Anonymous
September 1983, Volume 18, Issue 3
- 269-278 Nonparametric Tests of Models of Investor Behavior
by Varian, Hal R.
- 279-285 The Use of Risk and Return Models for Multiattribute Decisions with Decomposable Utilities
by Yilmaz, Mustafa R.
- 287-293 Geometric Mean Approximations
by Jean, William H. & Helms, Billy P.
- 295-305 On Optimal Asset Abandonment and Replacement
by Howe, Keith M. & McCabe, George M.
- 307-317 Assumption Financing and Selling Price of Single-Family Homes
by Sirmans, G. Stacy & Smith, Stanley D. & Sirmans, C. F.
- 319-329 Functional Forms and the Capital Asset Pricing Model
by McDonald, Bill
- 331-343 Negotiated Brokerage Commissions and the Individual Investor
by Blum, Gerald A. & Lewellen, Wilbur G.
- 345-354 Comparative Performance of the Black-Scholes and Roll-Geske-Whaley Option Pricing Models
by Sterk, William E.
- 355-363 A Dynamic Global Portfolio Immunization Strategy in the World of Multiple Interest Rate Changes: A Dynamic Immunization and Minimax Theorem
by Khang, Chulsoon
- 365-380 Floating Rate Notes and Immunization
by Chance, Don M.
- 381-399 The Impact of the New York City Fiscal Crisis on the Interest Cost of New Issue Municipal Bonds
by Kidwell, David S. & Trzcinka, Charles A.
- 401-410 An Analysis of the Performance of Publicly Traded Venture Capital Companies
by Martin, John D. & Petty, J. William
June 1983, Volume 18, Issue 2
- 149-162 Abnormal Returns from Merger Profiles
by Wansley, James W. & Roenfeldt, Rodney L. & Cooley, Philip L.
- 163-173 Market Responses to Dividend Increases and Changes in Payout Ratios
by Divecha, Arjun & Morse, Dale
- 175-188 A Mechanism for the Allocation of Corporate Investment
by Arzac, Enrique R.
- 189-197 Statistical Inference in Two-Parameter Portfolio Theory with Multiple Regression Software
by Jobson, J. D. & Korkie, Bob
- 199-209 The Analytic Relationship between Intervaling and Nontrading Effects in Continuous Time
by Theobald, Michael
- 211-221 More Evidence on the Nature of the Distribution of Security Returns
by Perry, Philip R.
- 223-227 On the Use of a Covariance Function in a Portfolio Model
by Dalal, Ardeshir J.
- 229-256 Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing
by Thakor, Anjan V. & Callaway, Richard
- 257-268 Capital Market Equilibrium with Divergent Investment Horizon Length Assumptions
by Gilster, John E.
March 1983, Volume 18, Issue 1
- 1-19 Information Dissemination and Portfolio Choice
by Jennings, Robert H. & Barry, Christopher B.
- 21-30 On the Asset Substitution Problem
by Gavish, Bezalel & Kalay, Avner
- 31-52 General Factor Models and the Structure of Security Returns
by Kryzanowski, Lawrence & To, Minh Chau
- 53-65 A Simplified Jump Process for Common Stock Returns
by Ball, Clifford A. & Torous, Walter N.
- 67-85 Market Model Stationarity of Individual Public Utilities
by Bey, Roger P.
- 87-111 Intra-Industry Effects of the Accident at Three Mile Island
by Bowen, Robert M. & Castanias, Richard P. & Daley, Lane A.
- 113-123 Immunization Strategies for Funding Multiple Liabilities
by Bierwag, G. O. & Kaufman, George G. & Toevs, Alden
- 125-140 A Canonical Correlation Analysis of Commercial Bank Asset/Liability Structures
by Simonson, Donald G. & Stowe, John D. & Watson, Collin J.
- 141-148 An Analytic Approximation for the American Put Price
by Johnson, H. E.
December 1982, Volume 17, Issue 5
- 649-662 Rational Expectations and the Impact of Money upon Stock Prices
by Sorensen, Eric H.
- 663-681 The Monetary Impact on Return Variability and Market Risk Premia
by Klemkosky, Robert C. & Jun, Kwang W.
- 683-695 Optimal Sequential Futures Trading
by Baesel, Jerome & Grant, Dwight
- 697-703 A More Accurate Finite Difference Approximation for the Valuation of Options
by Courtadon, Georges
- 705-725 Capital Accumulation and Deposit Pricing in Mutual Financial Institutions
by Deshmukh, Sudhakar D. & Greenbaum, Stuart I. & Thakor, Anjan V.
- 727-739 Risk in International Banking
by Shapiro, Alan C.
- 741-762 Investment in Developed and Less Developed Countries
by Errunza, Vihang R. & Rosenberg, Barr
- 763-782 Mean-Lower Partial Moment Asset Pricing Model: Some Empirical Evidence
by Nantell, Timothy J. & Price, Kelly & Price, Barbara
- 783-797 A Generalization of the CAPM Based on a Property of the Covariance Operator
by Losq, Etienne & Chateau, John Peter D.
- 799-813 The Effect of Changing Expectations upon Stock Returns
by Peterson, David & Peterson, Pamela
November 1982, Volume 17, Issue 4
- 471-500 Empirical Evidence on Dividends as a Signal of Firm Value
by Eades, Kenneth M.
- 501-502 Discussion: Empirical Evidence on Dividends as a Signal of Firm Value
by Brickley, James A.
- 503-532 Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium
by Ramakrishnan, Ram T. S. & Thakor, Anjan V.
- 533-554 Further Results on the Constant Elasticity of Variance Call Option Pricing Model
by Emanuel, David C. & MacBeth, James D.
- 555-574 The Impossibility of Efficient Decision Rules for Firms in Competitive Stock Market Economies
by Forsythe, Robert & Suchanek, Gerry L.
- 575-577 Discussion: The Impossibility of Efficient Decision Rules for Firms in Competitive Stock Market Economies
by Stewart, Samuel S.
- 579-602 Timing Decisions and the Behavior of Mutual Fund Systematic Risk
by Alexander, Gordon J. & Benson, P. George & Eger, Carol E.
- 603-631 Multiperiod Pension Plans and ERISA
by Langetieg, T. C. & Findlay, M. C. & da Motta, L. F. J.
- 633-635 Discussion: Multiperiod Pension Plans and ERISA
by Kahn, Linda M.
- 637-637 Minutes of the Annual Meeting
by Anonymous
- 639-640 Minutes of the Executive Committee Meeting
by Anonymous
- 641-641 Treasurer's Report
by Anonymous
- 643-647 Report of the Program Chairperson
by Dyl, Edward A.
September 1982, Volume 17, Issue 3
- 301-329 An Equilibrium Model of Bond Pricing and a Test of Market Efficiency
by Brennan, Michael J. & Schwartz, Eduardo S.
- 331-340 Growth and Risk
by Senbet, Lemma W. & Thompson, Howard E.
- 341-361 Agency Theory and Stochastic Dominance
by Hughes, John S.
- 363-389 Systematic Risk and the Firm's Experimental Strategy
by Harpaz, Giora & Thomadakis, Stavros B.
- 391-409 Measuring Portfolio Risk in Options
by Sears, R. Stephen & Trennepohl, Gary L.
- 411-424 The Decision to Establish a Foreign Bank Branch or Subsidiary: An Application of Binary Classification Procedures
by Ball, Clifford A. & Tschoegl, Adrian E.
- 425-440 Investment Decisions under Uncertainty: Application of Estimation Risk in the Hillier Approach
by Chen, Son-Nan & Moore, William T.
- 441-449 On Valuation, Beta, and the Cost of Equity Capital: A Note
by Yagill, Joe
- 451-457 Fixed Rate or Index-Linked Mortgages from the Borrower's Point of View: A Note
by Statman, Meir
June 1982, Volume 17, Issue 2
- 147-178 Capital Structure and the Financing of the Multinational Corporation: A Fractional Multiobjective Approach
by Kornbluth, Jonathan S. H. & Vinso, Joseph D.
- 179-193 The Pricing of Municipal Bonds
by Livingston, Miles
- 195-208 On the Seasoning Process of New Bonds: Some Are More Seasoned than Others
by Sorensen, Eric H.
- 209-216 The Effects of Interest-Bearing Required Reserves on Bank Portfolio Riskiness
by Mitchell, Douglas W.
- 217-226 An Empirical Comparison of Stochastic Dominance among Lognormal Prospects
by Tehranian, Hassan & Helms, Billy P.
- 227-240 Alternative Multivariate Tests in Limited Dependent Variable Models: An Empirical Assessment
by Ingram, F. Jerry & Frazier, Emma L.
- 241-263 Tracking Asset Volatility By Means of a Bayesian Switching Regression
by Mehta, Cyrus R. & Beranek, William
- 265-286 An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas
by Chen, Son-Nan
- 287-300 Correct Procedures for the Evaluation of Risky Cash Outflows
by Booth, Laurence D.
March 1982, Volume 17, Issue 1
- 1-14 Optimal Consumption and Portfolio Strategies in a Discrete-Time Model with Summary-Dependent Preferences
by Bodily, Samuel E. & White, Chelsea C.
- 15-25 Skewness Preference and Portfolio Choice
by Kane, Alex
- 27-36 More on Beta as a Random Coefficient
by Alexander, Gordon J. & Benson, P. George
- 37-61 Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesis
by Taylor, Stephen J.
- 63-73 Asset Pricing Models When the Number of Securities Held is Constrained: A Comparison and Reconciliation of the Mao and Levy Models
by Kryzanowski, Lawrence & Chau, To Minh
- 75-100 The Pricing of Options on Default-Free Bonds
by Courtadon, Georges
- 101-113 Lower Bounds on Portfolio Performance: An Extension of the Immunization Strategy
by Marshall, William J. & Yawitz, Jess B.
- 115-127 The Impact of Yield Changes on the Systematic Risk of Bonds
by Rao, Ramesh K. S.
- 129-137 Investor Response to Suggested Criteria for the Selection of Mutual Funds
by Woerheide, Walt
December 1981, Volume 16, Issue 5
- 639-650 Global Purchasing Power View of Exchange Risk
by Eun, Cheol S.
- 651-669 Projecting Debt Servicing Capacity of Developing Countries
by Feder, Gershon & Just, Richard & Ross, Knud
- 671-683 A Utility Theoretic Basis for “Generalized†Mean-Coefficient of Variation (MCV) Analysis
by Shrieves, Ronald E. & Wachowicz, John M.
- 685-702 Systematic Variation in Yield Spreads for Tax-Exempt General Obligation Bonds
by Benson, Earl D. & Kidwell, David S. & Koch, Timothy W. & Rogowski, Robert J.
- 703-724 Informational Differences Between Limit and Market Orders for a Market Maker
by Conroy, Robert M. & Winkler, Robert L.
- 725-746 Self-Selection and the Pricing of Bank Services: an Analysis of the Market for Loan Commitments and the Role of Compensating Balance Requirements
by James, Christopher
- 747-757 Beta Stationarity and Estimation Period: Some Analytical Results
by Theobald, Michael
- 759-764 A Determination of the Risk of Ruin: Comment
by Cogger, Kenneth O. & Emery, Gary W.
- 765-772 A Determination of The Risk of Ruin: Reply
by Vinso, Joseph D.
- 773-777 Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates: Comment
by Schaefer, Stephen M.
- 779-781 Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates: Reply
by Livingston, Miles
November 1981, Volume 16, Issue 4
- 413-435 Asymmetric Information, Signaling, and Optimal Corporate Financial Decisions
by Talmor, Eli
- 437-438 Discussion: Asymmetric Information, Signaling, and Optimal Corporate Financial Decisions
by Sick, Gordon
- 439-462 A New Empirical Perspective on the CAPM
by Reinganum, Marc R.
- 463-476 The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence
by Figlewski, Stephen
- 477-492 Sorting Equilibria in Financial Markets: The Incentive Problem
by Campbell, Tim S. & Kracaw, William A.
- 493-494 Discussion: Sorting Equilibria in Financial Markets: The Incentive Problem
by Heinkel, Robert
- 495-510 Information Sets, Macroeconomic Reform, and Stock Prices
by Lakonishok, Josef & Sadan, Simcha
- 511-513 Discussion: Information Sets, Macroeconomic Reform, and Stock Prices
by Draper, Dennis W.
- 515-528 On the Pricing of Preferred Stock
by Sorensen, Eric H. & Hawkins, Clark A.
- 529-531 Discussion: on the Pricing of Preferred Stock
by Hoffmeister, J. Ronald
- 533-555 A Normative Approach to Pension Fund Management
by Frankfurter, George M. & Hill, Joanne M.
- 557-558 Discussion: A Normative Approach to Pension Fund Management
by Keenan, Michael
- 559-575 An Analysis of the Effects of a Multi-Tiered Stock Market
by Reilly, Frank K. & Drzycimski, Eugene F.
- 577-579 Discussion: An Analysis of the Effects of a Multi-Tiered Stock Market
by Price, Kelly
- 581-600 The Determinants of Bank Interest Margins: Theory and Empirical Evidence
by Ho, Thomas S. Y. & Saunders, Anthony
- 601-602 Discussion: The Determinants of Bank Interest Margins: Theory and Empirical Evidence
by Lerner, Eugene M.
- 603-623 Equal Access and Miller's Equilibrium
by Shelton, Judy
- 625-626 Minutes of the Annual Meeting
by Anonymous
- 627-628 Minutes of the Executive Committee Meeting
by Anonymous
- 629-629 Treasurer's Report
by Anonymous
- 631-633 Report of the Program Chairman
by van Horne, James C.
September 1981, Volume 16, Issue 3
- 257-278 The Systematic Risk of Corporate Bonds
by Weinstein, Mark
- 279-300 Optimal Portfolio Insurance
by Brennan, M.J. & Solanki, R.
- 301-322 The Design of a Cash Concentration System
by Stone, Bernell K. & Hill, Ned C.
- 323-339 Negotiated versus Competitive Underwritings of Public Utility Bonds: Just One More Time
by Fabozzi, Frank J. & West, Richard R.
- 341-360 Investing with Ben Graham: An Ex Ante Test of the Efficient Markets Hypothesis
by Oppenheimer, Henry R. & Schlarbaum, Gary G.
- 361-373 A General Mean-Variance Approximation to Expected Utility for Short Holding Periods
by Pulley, Lawrence B.
- 375-380 Beta Instability When Interest Rate Levels Change
by Bildersee, John S. & Roberts, Gordon S.
- 381-388 A FORTRAN Program for Applying Sturm's Theorem in Counting Internal Rates of Return
by Panton, Don B. & Verdini, William A.
- 389-395 A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix
by Ryan, Peter J. & Lefoll, Jean
- 397-401 The Pricing of Premium Bonds: Comment
by Caks, John
- 403-406 The Pricing of Premium Bonds: Reply
by Livingston, Miles
June 1981, Volume 16, Issue 2
March 1981, Volume 16, Issue 1
- 1-1 Correction
by Anonymous
- 1-21 A Comparison of Growth Optimal and Mean Variance Investment Policies
by Grauer, Robert R.
- 23-34 Divergence of Opinion and Risk
by Bart, John & Masse, Isidore J.
- 35-51 Information Effects and Stock Market Response to Signs of Firm Deterioration
by Altman, Edward I. & Brenner, Menachem
- 53-70 Extensions to Portfolio Theory to Reflect Vast Wealth Differences among Investors
by Hessel, Christopher A.
- 71-93 Associations between Alternative Accounting Profitability Measures and Security Returns
by Lee, Cheng-Few & Zumwalt, J. Kenton
- 95-111 Beta Nonstationarity, Portfolio Residual Risk and Diversification
by Chen, Son-Nan
- 113-126 Investor Benefits from Corporate International Diversification
by Brewer, H. L.
- 127-140 A Note on Estimating the Parameters of the Diffusion-Jump Model of Stock Returns
by Beckers, Stan
December 1980, Volume 15, Issue 5
- 1005-1023 Orthogonal Portfolios
by Roll, Richard
- 1025-1040 Consumption, Investment, Market Price of Risk, and the Risk-Free Rate
by Lin, Winston T. & Jen, Frank C.
- 1041-1061 Asset Pricing Under a Subset of Linear Risk Tolerance Functions and Log-Normal Market Returns
by Hilliard, Jimmy E.
- 1063-1080 Applying the Market Model to Long-Term Corporate Bonds
by Alexander, Gordon J.
- 1081-1105 Empirical Properties of the Black-Scholes Formula Under Ideal Conditions
by Bhattacharya, Mihir
- 1107-1120 Generalized Functional Form for Mutual Fund Returns
by Fabozzi, Frank J. & Francis, Jack C. & Lee, Cheng F.
- 1121-1127 An Analytical Examination of the Intervaling Effect on Skewness and Other Moments
by Hawawini, Gabriel A.
- 1129-1148 Asymmetrical Information in Securities Markets and Trading Volume
by Morse, Dale
- 1149-1162 Inter-Temporal Correlation of Cash Flows and the Risk of Multi-Period Investment Projects
by Fuller, Russell J. & Kim, Sang-Hoon
- 1163-1196 The Influence of Dividends, Growth, and Leverage on Share Prices in the Electric Utility Industry: An Econometric Study
by Mehta, Dileep R. & Moses, Edward A. & Deschamps, Benoit & Walker, Michael C.
November 1980, Volume 15, Issue 4
- 773-783 Real and Nominal Magnitudes in Economics
by Arrow, Kenneth J.
- 785-811 A Normative Approach to Bank Capital Adequacy
by Talmor, Eli
- 813-832 Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending
by Altman, Edward I.
- 833-847 The Theory of Housing and Interest Rates
by Kau, James B. & Keenan, Donald
- 849-850 Discussion: The Theory of Housing and Interest Rates
by Wyatt, Steve
- 851-851 Abstract: The Investment Banking Contract for New Issues Under Asymmetric Information: Delegation and the Incentive Problem
by Baron, D. P. & Holmström, B. R.
- 853-854 Abstract: Innovation and Communication: Signaling with Partial Disclosure
by Bhattacharya, Sudipto & Ritter, Jay R.
- 855-869 Signaling, Information Content, and the Reluctance to Cut Dividends
by Kalay, Avner
- 871-873 Discussion: Signaling, Information Content, and the Reluctance to Cut Dividends
by Senbet, Lemma W.
- 875-905 Term-Risk Structures and the Valuation of Projects
by Dothan, Uri & Williams, Joseph
- 907-929 Analyzing Convertible Bonds
by Brennan, Michael J. & Schwartz, Eduardo S.
- 931-932 Discussion: Analyzing Convertible Bonds
by Schaefer, Stephen M.
- 933-944 The Denomination of Foreign Trade Contracts Once Again
by Cornell, Bradford
- 945-947 Discussion: The Denomination of Foreign Trade Contracts Once Again
by Levich, Richard M.
- 949-967 Inflation and Foreign Exchange Rates Under Production and Monetary Uncertainty
by Garman, Mark B. & Kohlhagen, Steven W.
- 969-972 Disscussion: Inflation and Foreign Exchange Rates Under Production and Monetary Uncertainty
by Agmon, Tamir
- 973-994 The Exposure of Long-Term Foreign Currency Bonds
by Adler, Michael & Dumas, Bernard
- 995-996 Discussion: The Exposure of Long-Term Foreign Currency Bonds
by Higgins, Robert C.
September 1980, Volume 15, Issue 3
- 497-508 The Cost of Information and Equilibrium in the Capital Asset Market
by Owen, Joel & Rabinovitch, Ramon
- 509-540 Divergent Rates, Financial Restrictions and Relative Prices in Capital Market Equilibrium
by Cheng, Pao L.
- 541-560 The Market Prefers Republicans: Myth or Reality
by Riley, William B. & Luksetich, William A.
- 561-593 The Capital Asset Pricing Model, Inflation, and the Investment Horizon: The Israeli Experience
by Levy, Haim
- 595-637 Accounting Betas, Systematic Operating Risk, and Financial Leverage: A Risk-Composition Approach to the Determinants of Systematic Risk
by Hill, Ned C. & Stone, Bernell K.
- 639-654 Nonstationarity and Evaluation of Mutual Fund Performance
by Miller, Tom W. & Gressis, Nicholas
- 655-688 Sampling Errors and Portfolio Efficient Analysis
by Kroll, Yoram & Levy, Haim
- 689-717 Merger and Stockholder Risk
by Langetieg, Terence C. & Haugen, Robert A. & Wichern, Dean W.
- 719-730 The Weighted Average Cost of Capital, Perfect Capital Markets, and Project Life: A Clarification
by Miles, James A. & Ezzell, John R.
- 731-742 An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach
by Lynge, Morgan J. & Zumwalt, J. Kenton
- 743-755 Interest Rates in the $Eurobond Market
by Finnerty, Joseph E. & Schneeweis, Thomas & Hegde, Shantaram P.
- 757-770 A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior
by Wiginton, John C.
June 1980, Volume 15, Issue 2
- 253-266 Capital Asset Pricing with Proportional Transaction Costs
by Milne, Frank & Smith, Clifford W.
- 267-287 Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis
by Larcker, David F. & Gordon, Lawrence A. & Pinches, George E.
- 289-297 Total Risk, Diversifiable Risk and Nondiversifiable Risk: A Pedagogic Note
by Ben-Horim, Moshe & Levy, Haim
- 299-322 Additional Evidence of Heteroscedasticity in the Market Model
by Bey, Roger P. & Pinches, George E.
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