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March 1978, Volume 13, Issue 1
December 1977, Volume 12, Issue 5
- 701-723 Asset Values, Interest-Rate Changes, and Duration
by Cooper, I. A.
- 725-742 Immunization, Duration, and the Term Structure of Interest Rates
by Bierwag, G. O.
- 743-765 The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models
by Westerfield, Randolph
- 767-778 A Spectral Analysis of Aggregate Commercial Bank Liability Management and Its Relationship to Short-Run Earning Asset Behavior
by Eatman, John L. & Sealey, Calvin W.
- 779-800 Identifying Large Problem/Failed Banks: The Case of Franklin National Bank of New York
by Sinkey, Joseph F.
- 801-815 The Effect of Compensating Balance Requirements on the Profitability of Borrowers and Lenders
by Kolodny, Richard & Seeley, Peter & Polakoff, Murray E.
- 817-832 Mixed Security Testing of Alternative Portfolio Selection Models
by Alexander, Gordon J.
- 833-857 Market Phase and the Stationarity of Beta
by Gooding, Arthur E. & O'Malley, Terence P.
- 859-877 Multiperiod Capital Budgeting under Uncertainty: A Suggested Application
by Ben-Shahar, Haim & Werner, Frank M.
- 879-881 Comment: “An Autoregressive Forecast of the World Sugar Future Option Marketâ€
by Anderson, O. D.
- 883-890 Comment: “An Autoregressive Forecast of the World Sugar Future Option Marketâ€
by Taylor, Stephen J. & Kingsman, Brian G.
- 891-894 Comment: “An Investment Paradoxâ€
by Ghidini, Giulio
November 1977, Volume 12, Issue 4
- 541-552 The Valuation of Corporate Liabilities as Compound Options
by Geske, Robert
- 553-562 The Theorems of Modern Finance in a General Equilibrium Setting: Paradoxes Resolved
by Cootner, Paul H.
- 563-578 A Probability Model of Asset Trading
by Copeland, Thomas E.
- 579-586 Leasing and the Cost of Capital
by Long, Michael S.
- 587-598 Municipal Bond Ratings: A Discriminant Analysis Approach
by Michel, Allen J.
- 599-600 Integrating International Finance into a Unified Business Program
by Folks, William R.
- 601-605 A Note on the Macroeconomic Assumptions of International Financial Management
by Giddy, Ian H.
- 607-608 Teaching International Finance–An Economist's Perspective
by Eaker, Mark R.
- 609-614 Teaching International Finance–An Accountant's Perspective
by Choi, Frederick D. S.
- 615-625 The Relationship between Risk of Default and Return on Equity: An Empirical Investigation
by Arbel, Avner & Kolodny, Richard & Lakonishok, Josef
- 627-627 Abstract: An Equilibrium Characterization of the Term Structure
by Vasicek, Oldrich Alfonso
- 629-629 Abstract: Characterizations of Exchange Convertibility Schemes: A Structure for Analysis
by Folks, William R.
- 631-631 Abstract: An Examination of the Forward Exchange Market during Pegged and Floating Systems: United States, Canada, Germany, and United Kingdom
by Guy, James R. F.
- 633-633 Abstract: Exchange Rate Risk, Foreign-Pay Bond Issues and the Financial Behavior of Canadian Corporations
by Stroetmann, Karl A.
- 635-635 Abstract: Capital Market Equilibrium in a Mean-Lower Partial Moment Framework
by Bawa, Vijay S. & Lindenberg, Eric B.
- 637-637 Abstract: Institutional Portfolio Restrictions, Diverse Investor Opportunity Sets, and Securities Market Equilibrium
by Glenn, David W.
- 639-639 Abstract: Stochastic Dominance in the Laplace Transformation Domain
by Perrakis, Stylianos
- 641-641 Abstract Executive Compensation Models: Some Problems with Traditional Methods of Estimation
by Arnould, Richard J.
- 643-643 Abstract: A Portfolio Model for Identifying Banks Operating under Capital Constraints
by Carleton, Willard T. & McLaughlin, Hugh S.
- 645-645 Abstract: Monitoring Discrimination in Housing-Related Lending
by Black, Harold & Mandell, Lewis
- 647-647 Abstract: The Macroeconomic Effects of Allowing Interest Payment on Demand Deposits
by Lloyd-Davies, Peter
- 649-649 Abstract: A Comparison of Alternative Approaches to Monetary Control
by McDonough, William R. & Fry, Clifford L.
- 651-652 Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee
by Brennan, Michael J. & Schwartz, Eduardo S.
- 653-653 Abstract: Nuclear Power and Electric Utility Capital Costs: The Announcement Effect
by Linke, Charles M. & Zumwalt, J. Kenton
- 655-655 Abstract: An Empirical Assessment of Lessee Disclosure Policy
by Hughes, John S. & Oldfield, George S.
- 657-657 Abstract: A Resolution of the Leasing Controversies
by Weston, J. Fred & Dann, Larry Y.
- 659-659 Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
by Brennan, Michael J. & Schwartz, Eduardo S.
- 661-661 Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims
by Cox, John C. & Ingersoll, Jonathan E. & Ross, Stephen A.
- 663-663 Abstract: Direct Evaluation and Corporate Financial Theory
by Beja, A. & Leland, Hayne
- 665-665 Abstract: Short-Term Financial Planning under Uncertainty
by Kallberg, J. G. & White, R. W. & Ziemba, W. T.
- 667-667 Abstract: Option Valuation Models–Some Implications of Parameter Estimation
by Boyle, P. P. & Ananthanarayan, A. L.
- 669-669 Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification
by Klein, Roger W. & Bawa, Vijay S.
- 671-671 Abstract: The Forecast Error Impact of Alternative Length Beta Estimation Periods, Adjustment Techniques, and Risk Classes
by Eubank, Arthur A. & Zumwalt, J. Kenton
- 673-674 Abstract: Recursive Experimental Design for Econometric Research: The Multiple Response Case
by Papakyriazis, Panagiotis A.
- 675-675 Abstract: A Note on Dummy Variables and the Chow Test: Their Equivalence and Uses in Testing
by Snow, Marcellus S.
- 677-678 Abstract: A Multiple Discriminant Analysis of Technical Indicators on the NYSE
by Daigler, Robert T. & Fielitz, Bruce D.
- 679-679 Abstract: Investor Objectives, Stock Recommendations and Abnormal Returns
by Groth, John C.
- 681-682 Minutes of Executive Committee Meeting
by Anonymous
- 683-683 Minutes of the Annual Meeting
by Anonymous
- 684-685 Treasurer's Report
by Anonymous
- 686-688 Constitution
by Anonymous
- 689-693 By-Laws
by Anonymous
- 694-696 Managing Editor's Report
by Anonymous
September 1977, Volume 12, Issue 3
- 329-345 Simple Rules for Optimal Portfolio Selection: The Multi Group Case
by Elton, Edwin J. & Gruber, Martin J. & Padberg, Manfred W.
- 347-361 Mean-Variance Portfolio Selection with Either a Singular or Nonsingular Variance-Covariance Matrix
by Buser, Stephen A.
- 363-376 A Test of Stone's Two-Index Model of Returns
by Lloyd, William P. & Shick, Richard A.
- 377-389 An Empirical Analysis of the Risk-Return Preferences of Individual Investors
by Baker, H. Kent & Hargrove, Michael B. & Haslem, John A.
- 391-413 A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges
by Sharma, J. L. & Kennedy, Robert E.
- 415-432 Stock Exchange Listings and Securities Returns
by Ying, Louis K. W. & Lewellen, Wilbur G. & Schlarbaum, Gary G. & Lease, Ronald C.
- 433-455 Price Spreads, Performance, and the Seasoning of New Treasury and Agency Bond Issues
by Bildersee, John S.
- 457-471 Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses
by Chang, Hui-shyong & Lee, Cheng F.
- 473-479 Forward Exchange Price Determination in Continuous Time
by Oldfield, George S. & Messina, Richard J.
- 481-490 An Analytical Model of Interest Rate Differentials and Different Default Recoveries
by Yawitz, Jess B.
- 491-497 A Ranking of Doctoral Programs by Financial Research Contributions of Graduates
by Klemkosky, Robert C. & Tuttle, Donald L.
- 499-504 A Reformulation of the API Approach to Evaluating Accounting Income Numbers
by Winsen, Joseph K.
- 505-507 An Unbiased Estimator of the N-Period Relative
by Huang, Cliff J.
- 509-513 A Note on Risk Aversion and Indifference Curves
by Amihud, Yakov
- 515-518 Comment: Convertible Debt Financing
by Livingston, Miles
- 519-524 Comment: An Economic Model of Trade Credit
by Myers, Calvin R.
- 525-530 A Note on Fisher Hypothesis and Price Level Uncertainty
by Amihud, Y. & Barnea, A.
June 1977, Volume 12, Issue 2
- 151-163 The Association between Firm Risk and Wealth Transfers Due to Inflation
by Rozeff, Michael S.
- 165-179 On Mean Variance Models of Capital Structure and the Absurdity of Their Predictions
by Gonzalez, Nestor & Litzenberger, Robert & Rolfo, Jacques
- 181-195 Interest Rate Sensitivity and Portfolio Risk
by Martin, John D. & Keown, Arthur J.
- 197-213 Portfolio Selection with Stochastic Cash Demand
by Chen, Andrew H.
- 215-233 A Monte Carlo Investigation of Characteristics of Optimal Geometric Mean Portfolios
by Maier, Steven F. & Peterson, David W. & Vander Weide, James H.
- 235-242 Further Applications of Stochastic Dominance to Mutual Fund Performance
by Meyer, Jack
- 243-260 A Model for Bond Portfolio Improvement
by Hodges, S. D. & Schaefer, S. M.
- 261-275 A Capital Budgeting Decision Model with Subjective Criteria
by Bernardo, John J. & Lanser, Howard P.
- 276-289 Simple Goodness-of-Fit Tests for Symmetric Stable Distributions
by Saniga, Erwin M. & Hayya, Jack C.
- 291-313 Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals
by Schwartz, Robert A. & Whitcomb, David K.
- 315-319 A Warning Note on Empirical Research Using Foreign Exchange Rates
by Bowers, David A.
- 321-323 Utility Analysis of Chance-Constrained Portfolio Selection: A Correction
by Arzac, E. R.
March 1977, Volume 12, Issue 1
- 1-16 Interest Rates, Leverage, and Investor Rationality
by Krainer, Robert E.
- 17-31 The Weighted Average Cost of Capital and Shareholder Wealth Maximization
by Beranek, William
- 33-38 Unrecovered Investment, Uniqueness of the Internal Rate, and the Question of Project Acceptability
by Bernhard, Richard B.
- 39-54 Capital Investment under Uncertainty with Abandonment Options
by Bonini, Charles P.
- 55-72 Functional Form, Skewness Effect, and the Risk-Return Relationship
by Lee, Cheng F.
- 73-84 On the Relative Effectiveness of Stochastic Dominance Rules: Extension to Decreasingly Risk-Averse Utility Functions
by Vickson, R. G. & Altmann, M.
- 85-103 Analysis of the Warrant Hedge in a Stable Paretian Market
by Hilliard, Jimmy E. & Leitch, Robert A.
- 105-120 Investor Preferences for Futures Straddles
by Peterson, Richard L.
- 121-126 A Note on Indifference Curves in the Mean-Variance Model
by Williams, Joseph T.
- 127-140 Bond Portfolio Strategies, Returns, and Skewness: A Note
by Fogler, H. Russell & Groves, William A. & Richardson, James G.
- 141-146 Security Price Changes and Transaction Volumes: Some Additional Evidence
by Epps, Thomas W.
December 1976, Volume 11, Issue 5
- 743-777 Stochastic Dominance with Riskless Assets
by Levy, Haim & Kroll, Yoram
- 779-802 Competition, Scale Economies, and Transaction Cost in the Stock Market
by Hamilton, James L.
- 803-815 On the Relationship between the Systematic Risk and the Investment Horizon
by Lee, Cheng F.
- 817-830 The Derivation of Efficient Sets
by Alexander, Gordon J.
- 831-846 Portfolio Selection with an Imperfectly Competitive Asset Market
by James, John A.
- 847-854 The Effects of Sampling Fluctuations on the Required Inputs of Security Analysis
by Burgess, Richard C. & Johnson, Keith H.
- 857-872 A Stock Price Predictive Model Based on Changes in Ratios of Short Interest to Trading Volume
by Hanna, Mark
- 873-881 Investor Behavior and Changes in Accounting Methods
by Winsen, J. & Ng, D.
- 883-892 An Integrated Theory of Exchange Rate Equilibrium
by Giddy, Ian H.
- 893-900 International Cash Management–The Determination of Multicurrency Cash Balances
by Shapiro, Alan C.
- 901-908 Comment: Assessing the Impact of Stock Exchange Specialists on Stock Volatility
by Schwartz, Robert A. & Whitcomb, David K.
- 909-911 Reply: Specialists' Performance and Serial Dependence of Stock Price Changes
by Barnea, Amir
November 1976, Volume 11, Issue 4
- 513-528 E-V and E-S Capital Asset Pricing Models: Some Empirical Tests
by Jahankhani, Ali
- 529-539 The Challenge of Economic Leadership
by Jones, Sidney L.
- 541-547 A Near-Term Look at the Capital Shortage
by Wallich, Henry C.
- 549-549 Abstract: An Analysis of the Erosion of Shareholder Equity among Short-Term Real Estate Investment Trusts
by Neuberger, Brian M. & Hughes, Michael A.
- 551-551 Abstract: Transactions Costs and Hedging Strategies in Secondary Mortgage Markets
by Abrahamson, Allen A. & Emery, John T.
- 553-553 Abstract: Stochastic Demand and the Equity Capitalization Rate
by Long, Mike & Racette, George
- 555-566 The Intertemporal Behavior of Corporate Debt Policy
by Ang, James S.
- 567-567 Abstract: On the Portfolio Effects of Nonmarketable Assets: Government Transfers and Human Capital Payments
by Rorke, C. H.
- 569-569 Abstract: A Theory of the Impact of Monetary and Regulatory Policy on Bank Portfolio Composition
by Campbell, Tim S.
- 571-571 Abstract: Deposit Ceilings and the Efficiency of Financial Intermediation
by Spellman, Lewis J.
- 573-573 Abstract: A Multivariate Analysis of Stock versus Mutual Performance in the Savings and Loan Industry
by Verbrugge, James A.
- 575-575 Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration
by Altman, Edward I. & Brenner, Menachem
- 577-590 Stock Price Movement Associated with Temporary Trading Suspensions: Bear Market versus Bull Market
by Hopewell, Michael H. & Schwartz, Arthur L.
- 591-594 Teaching the Financial Markets Course
by Scott, Robert Haney
- 595-606 Classroom Simulation as a Pedagogical Device in Teaching Money and Banking
by Breen, William & Boyd, John
- 607-612 Teaching of the Basic Money and Financial Institutions Course
by Kaufman, George G.
- 613-616 Panel Discussion on the Teaching of Money and Banking
by Kane, Edward J.
- 617-624 Industry Effects and Multivariate Stock Price Behavior
by Aber, John W.
- 625-625 Abstract: A CAPM View of VRMs
by Findlay, M. Chapman & Tarantello, Rocky A. & Eastin, Richard V.
- 627-635 Degree of Industry Concentration and Market Risk-Return Performance
by Melicher, Ronald W. & Rush, David F. & Winn, Daryl N.
- 637-637 Abstract: Functional Form, Skewness Effect, and Risk-Return Relationship
by Lee, Cheng F.
- 639-639 Abstract: Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals
by Schwartz, Robert A. & Whitcomb, David K.
- 641-641 Abstract: The Efficiency of the Market for Foreign Exchange under Floating Exchange Rates
by Cornell, W. Bradford & Dietrich, J. Kimball
- 643-644 Abstract: Bond Risk Premia
by Francis, Jack Clark
- 645-645 Abstract: Rate-of-Return Characteristics and Risk-Return Relationships of Low-Priced, Highly Speculative Securities
by Gardner, Norman D.
- 647-647 Minutes of the Annual Meeting
by Anonymous
- 648-649 Minutes of Executive Committee Meeting
by Anonymous
- 650-651 Treasurer's Report
by Anonymous
September 1976, Volume 11, Issue 3
- 339-357 A Model for Corporate Debt Maturity Decisions
by Morris, James R.
- 359-380 Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks
by Stoll, Hans R.
- 381-391 Capital Asset Pricing with Price Level Changes
by Hagerman, Robert L. & Kim, E. Han
- 393-402 The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction
by Rosenberg, Barr & Ohlson, James A.
- 403-413 Flotation Costs and the Weighted Average Cost of Capital
by Ezzell, John R. & Porter, R. Burr
- 415-432 Comovement of International Equity Markets: A Taxonomic Approach
by Panton, Don B. & Lessig, V. Parker & Joy, O. Maurice
- 433-453 Valuation of a Mortgage Company's Servicing Portfolio
by McConnell, John J.
- 455-464 An Empirical Analysis of the Impact of Branching on Demand Deposit Variability
by Anderson, R. N. & Haslem, John A. & Leonard, John B.
- 465-477 The Effects of Large Bank Failures upon Investors' Risk Cognizance in the Commercial Banking Industry
by Pettway, Richard H.
- 479-480 An Algorithm for Counting the Number of Possible Portfolios Given Linear Restrictions on the Weights
by Hill, Rowland R.
- 481-484 A Note on the Uniqueness of Portfolio Choice
by Davies, Laurie & Ronning, Gerd
- 485-503 Limited Liability, Short Selling, Bounded Utility, and Infinite-Variance Stable Distributions
by Samuelson, Paul A.
- 505-509 On the Use of Two-Stage Least Squares in Financial Models: A Comment
by Smith, V. Kerry
June 1976, Volume 11, Issue 2
- 171-193 The Geometry of Separation and Myopia
by Brennan, M. J. & Kraus, A.
- 195-204 Performance of the Sharpe Portfolio Selection Model: A Comparison
by Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P.
- 205-215 Insiders' Activity and Inside Information: A Multivariate Analysis
by Finnerty, Joseph E.
- 217-235 Nonstationarity and Portfolio Choice
by Barry, Christopher B. & Winkler, Robert L.
- 237-249 The Capital Asset Pricing Model Expressed as a Recursive System: An Empirical Investigation
by Lee, Cheng F. & Lloyd, William P.
- 251-267 Portfolio Selection and Purchasing Power Risk–Recent Canadian Experience
by Biger, Nahum
- 269-285 The Predictive Power of Stock Market Indicators
by Branch, Ben
- 287-311 Solution Properties of Deterministic Auctions
by Barr, James L. & Shaftel, Timothy L.
- 313-328 Credit Screening System Selection
by Long, Michael S.
- 329-332 A Sufficient Condition for a Unique Nonnegative Internal Rate of Return–Comment
by Aucamp, Donald C. & Eckardt, Walter L.
March 1976, Volume 11, Issue 1
- 1-12 Nonmarketable Assets, Market Segmentation, and the Level of Asset Prices
by Mayers, David
- 13-37 Investor Behavior and Information
by Winsen, Joseph K.
- 39-55 Further Results on Asymmetric Stable Distributions of Stock Price Chances
by Fielitz, Bruce D.
- 57-71 Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function
by Ohlson, J. A. & Ziemba, W. T.
- 73-86 A Note on the Interdependent Structure of Security Returns
by Lee, Cheng F.
- 87-114 A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates
by Echols, Michael E. & Elliott, Jan Walter
- 115-131 Risk, Return, and the Capital Market: The Insurer Case
by Hammond, J. D. & Melander, E. R. & Shilling, N.
- 133-141 The Demand for Credit Union Shares
by Koot, Ronald S.
- 143-153 Warrant Financing
by Stone, Bernell K.
- 157-164 A Note on Optimal Equity Financing of the Corporation
by Perrakis, Stylianos
December 1975, Volume 10, Issue 5
- 723-739 On the Financial Applications of Discriminant Analysis
by Joy, O. Maurice & Tollefson, John O.
- 741-755 Dividend, Investment and Financing Decisions: Empirical Evidence on French Firms
by McDonald, John G. & Jacquillat, Bertrand & Nussenbaum, Maurice
- 757-773 An Analytical Model of Bond Risk Differentials
by Bierman, Harold & Hass, Jerome E.
- 775-784 Risk and the Rate of Return on Financial Assets: Some Old Wine in New Bottles
by Haugen, Robert A. & Heins, A. James
- 785-798 Multidimensional Security Pricing
by Ingersoll, Jonathan
- 799-811 Stochastic Dominance for Decreasing Absolute Risk Aversion
by Vickson, R. G.
- 813-820 The Effects of Sample Sizes on the Accuracy of EV and SSD Efficiency Criteria
by Johnson, Keith H. & Burgess, Richard C.
- 821-835 An Autoregressive Forecast of the World Sugar Future Option Market
by Meyer, James E. & Kim, Young Y.
- 837-848 A Test of Industry Indices Based on SIC Codes
by Fertuck, Leonard
- 849-857 A Note on the E, SL Portfolio Selection Model
by Ang, James S.
- 859-870 A Simple Algorithm for Stone's Version of the Portfolio Selection Problem
by Jucker, James V. & de Faro, Clovis
- 871-880 A Correction and Update Regarding Individual Common Stocks as Inflation Hedges
by Reilly, Frank K. & Smith, Ralph E. & Johnson, Glenn L.
- 881-890 The Impact of Changes in Trading Location on a Security's Systematic Risk
by Reints, William W. & Vandenberg, Pieter A.
- 892-896 A Little More on the Weighted Average Cost of Capital
by Beranek, William
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.
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