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Content
March 1973, Volume 8, Issue 2
- 139-148 A Financial Analysis of Acquisition and Merger Premiums
by Nielsen, James F. & Melicher, Ronald W.
- 149-158 Financial Characteristics of Merged Firms: A Multivariate Analysis
by Stevens, Donald L.
- 159-162 Comment: A Financial Analysis of Acquisition and Merger Premiums
by Smith, Keith V.
- 163-165 Comment: Financial Characteristics of Merged Firms: A Multivariate Analysis
by Monroe, Robert J.
- 167-182 The Effect of Dual Markets on Common Stock Market Making
by Reilly, Frank K. & Slaughter, William C.
- 183-190 The Information Content of Daily Market Indicators
by Emery, John T.
- 191-192 Comment: The Effect of Dual Markets on Common Stock Market Making
by Wood, William F. J.
- 193-194 Comment: The Information Content of Daily Market Indicators
by Dennis, Charles N.
- 195-206 A General Model for Accounts-Receivable Analysis and Control
by Lewellen, Wilbur G. & Edmister, Robert O.
- 207-218 The Demand for Liquid Asset Balances by U.S. Manufacturing Corporations: 1959–1970
by Marcis, Richard G. & Smith, V. Kerry
- 219-221 Comment: A General Model for Accounts-Receivable Analysis and Control
by Cotter, Richard V.
- 223-225 Comment: The Demand for Liquid Asset Balances by U.S. Manufacturing Corporations: 1959–1970
by Rao, Cherukuri U.
- 227-227 Abstract — Leverage and the Valuation of Risk Assets: An Empirical Test
by Litzenberger, Robert H. & Joy, O. Maurice & Jones, Charles P.
- 229-242 Some Evidence on the Effect of Company Size on the Cost of Equity Capital
by Alberts, W. W. & Archer, S. H.
- 243-245 Comment: Some Evidence on the Effect of Company Size on the Cost of Equity Capital
by Goudzwaard, Maurice B.
- 247-258 Trefftzs Award: The Variation of the Return on Stocks in Periods of Inflation
by Oudet, Bruno A.
- 259-272 The Interdependent Structure of Security Returns
by Simkowitz, Michael A. & Logue, Dennis E.
- 273-287 The Capital Growth Model: An Empirical Investigation
by Bicksler, James L. & Thorp, Edward O.
- 289-291 Comment: The Interdependent Structure of Security Returns
by Rush, David F.
- 293-297 Comment — The Capital Growth Model: An Empirical Investigation
by Gonzalez, Nestor
- 299-316 Systematic Risk and the Horizon Problem
by Cheng, Pao L. & Deets, M. King
- 317-333 The Prediction of Systematic and Specific Risk in Common Stocks
by Rosenberg, Barr & McKibben, Walt
- 335-350 Natural Behavior toward Risk and the Question of Value Determination
by Huntsman, Blaine
- 351-354 Comment: Systematic Risk and the Horizon Problem
by Jacob, Nancy L.
- 355-355 Discussants
by Cootner, Paul H.
- 357-359 Comment: Natural Behavior Toward Risk and the Question of Value Determination
by Herzog, John P.
- 361-367 Proceedings of Western Finance Association Meeting, August 23–25, 1972
by Anonymous
- 369-380 Presidential Presentation: The Future of Scholarship in Finance
by Bauman, W. Scott
January 1973, Volume 8, Issue 1
- 1-15 Security Option Strategy under Risk Aversion: An Analysis
by McGuigan, James R. & King, William R.
- 17-36 Security Prices as Markov Processes
by Ryan, Terence M.
- 37-46 Optimal Inventory and Credit-Granting Strategies under Inflation and Devaluation
by Shapiro, Alan
- 47-59 Optimal Working Capital Policies: A Chance-Constrained Programming Approach
by Merville, L. J. & Tavis, L. A.
- 61-69 The Fundamental Theorem of Parameter-Preference Security Valuation
by Rubinstein, Mark E.
- 71-81 Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios
by Porter, R. Burr & Wart, James R. & Ferguson, Donald L.
- 83-90 Further Evidence on Short-Run Results for New Issue Investors
by Reilly, Frank K.
- 91-103 On the Pricing of Unseasoned Equity Issues: 1965–1969
by Logue, Dennis E.
- 105-110 The Optimal Level of Forward Exchange Transactions
by Folks, William R.
- 111-122 Capital Budgeting with Uncertain Future Opportunities: A Markovian Approach
by Brumelle, Shelby L. & Schwab, Bernhard
- 123-126 On the Weighted Average Cost of Capital
by Reilly, Raymond R. & Wecker, William E.
- 127-135 Capital Budgeting under Rationing: Comments on the Lusztig and Schwab Procedure
by Whitmore, G. A. & Amey, Lloyd R.
March 1972, Volume 7, Issue s1
December 1972, Volume 7, Issue 5
- 2009-2029 Descriptive Theories of Financial Institutions under Uncertainty
by Pyle, David H.
- 2031-2054 Optimal Management of Bank Reserves
by Brown, George F.
- 2055-2075 A Recursive Programming Approach to Bank Asset Management
by Walker, David A.
- 2077-2086 The Cost of Bank Loans
by Stone, Bernell K.
- 2087-2096 Deposit Variability and Bank Size
by Kaufman, George G.
- 2097-2105 A Reestimation of the Benston-Bell-Murphy Cost Functions for a Larger Sample with Greater Size and Geographic Dispersion
by Murphy, Neil B.
- 2107-2138 Parallel Trading by Institutional Investors
by Kraus, Alan & Stoll, Hans R.
- 2139-2150 Treasury Advanced Refundings: An Empirical Investigation
by Bryan, William R.
- 2151-2155 Optimal Reinsurance
by Lippman, Steven A.
- 2164-2164 Errata
by Anonymous
September 1972, Volume 7, Issue 4
- 1851-1872 An Analytic Derivation of the Efficient Portfolio Frontier
by Merton, Robert C.
- 1873-1880 Mean-Variance Analysis in a Finite World
by Hakansson, Nils H.
- 1881-1896 Computation of the Efficient Boundary in the E-S Portfolio Selection Model
by Hogan, William W. & Warren, James M.
- 1897-1905 Random Walk and Forward Exchange Rates: A Spectral Analysis
by Upson, Roger B.
- 1907-1930 Margin Levels and the Behavior of Futures Prices
by Bear, Robert M.
- 1931-1956 The Effect of Regulation, Population Characteristics, and Competition on the Market for Personal Cash Loans
by Sartoris, William L.
- 1957-1965 The Dynamics of Corporate Debt Management, Decision Rules, and Some Empirical Evidence
by Boot, John C. G. & Frankfurter, George M.
- 1967-1982 On Relations among Stock Price Behavior and Changes in the Capital Structure of the Firm
by Boness, A. James & Chen, Andrew H. & Jatusipitak, Som
- 1983-1992 On Geometric and Arithmetic Portfolio Performance Indexes
by Rothstein, Marvin
- 1995-2000 Note on “Optimal Growth Portfolios When Yields are Serially Correlatedâ€
by Ziemba, William T.
- 2001-2003 Equilibrium in the Pricing of Capital Assets, Risk-Bearing Debt Instruments, and the Question of Optimal Capital structure: A Comment
by Imai, Yutaka & Rubinstein, Mark
- 2005-2008 Equilibrium in the Pricing of Capital Assets, Risk-bearing Debt Instruments, and the Question of Optimal Capital Structure: A Reply
by Haugen, Robert A. & Pappas, James L.
June 1972, Volume 7, Issue 3
- 1-1 Errata
by Anonymous
- 1707-1727 Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market
by Tinic, Seha M. & West, Richard R.
- 1729-1748 Determinants of Municipal Bond Yields
by Hastie, K. Larry
- 1749-1756 The Demand for Credit Union Shares: A Cross-Sectional Analysis
by Taylor, Ryland A.
- 1757-1762 Dividend Policy and Increasing Discount Rates: A Clarification
by Higgins, Robert C.
- 1763-1771 Equivalent-Risk Class Hypothesis: An Empirical Study
by Rao, N. Krishna
- 1773-1796 An Analysis of Portfolio Accumulation Strategies Employing Low-Priced Common Stocks
by Pinches, George E. & Simon, Gary M.
- 1797-1808 Closed-Form Stock Price Models
by Bierman, Harold & Downes, David H. & Hass, Jerome E.
- 1809-1827 Solving Nonlinear Programming Problems with Stochastic Objective Functions
by Ziemba, William T.
- 1829-1834 Safety First — An Expected Utility Principle
by Levy, Haim & Sarnat, Marshall
- 1835-1839 A Sufficient Condition for a Unique Nonnegative Internal Rate of Return
by Norstrøm, Carl J.
- 1841-1846 A Note on the Cash-Flow Approach to Valuation and Depreciation of Productive Assets
by Barnea, Amir
- 1847-1850 A Note on Model Specification
by Richards, Larry E. & Parks, William H.
March 1972, Volume 7, Issue 2
- 1439-1442 Abstract: A Probability Distribution of Discounted Payback for Evaluating Investment Decisions
by Miller, Virgil V. & Anderson, Leslie P. & Josephs, Spencer S.
- 1443-1462 Portfolio Theory and Industry Cost of Capital Estimates
by Litzenberger, Robert H. & Rao, C. U.
- 1463-1467 Comment: Portfolio Theory and Industry Cost-of-Capital Estimates
by Bicksler, James L.
- 1469-1475 Abstract: Stock Price Movements of Firms Engaging in Large Acquisitions
by Melicher, Ronald W. & Harter, Thomas R.
- 1477-1493 An Empirical Test of Financial Ratio Analysis for Small Business Failure Prediction
by Edmister, Robert O.
- 1495-1497 Comment: An Empirical Test of Financial Ratio Analysis
by Dake, J. L.
- 1499-1526 Forecasting and Analysis of Corporate Financial Performance with an Econometric Model of the Firm
by Elliott, J. Walter
- 1527-1541 The Corporate Dividend-Saving Decision
by Higgins, Robert C.
- 1543-1548 Comment: Forecasting and Analysis of Corporate Financial Performance with an Econometric Model of the Firm
by Tinic, Seha M.
- 1549-1554 Comment: The Corporate Dividend-Saving Decision
by Cohen, Jacob
- 1555-1572 The Monetary Approach to Balance-of-Payments Theory
by Johnson, Harry G.
- 1573-1574 Abstract: A Theory of the Valuation of the Firm
by Longbrake, William A.
- 1575-1594 Deposit Insurance in the United States: Evaluation and Reform
by Gibson, William E.
- 1595-1611 Portfolio Performance of Property-Liability Insurance Companies
by Monroe, Robert J. & Trieschmann, James S.
- 1613-1618 Comment: Deposit Insurance in the United States—Evaluation and Reform
by Janssen, Christian T. L.
- 1619-1623 Comment: Portfolio Performance of Property-Liability Insurance Companies
by Swadener, Paul
- 1625-1639 The Strange Journey of Monetary Indicators
by Kaufman, George G.
- 1641-1641 Four Ways of Aggregating Monies
by Pesek, B. P.
- 1643-1646 Comment: The Strange Journey of Monetary Indicators
by Jordan, Jerry L.
- 1647-1647 Abstract: Usefulness of Historical Risk Data to Estimate the Probability of Future Loss for Common Stocks
by Pratt, Shannon P. & Magiera, Frank T.
- 1649-1668 A Model of Capital Asset Risk
by Pettit, R. Richardson & Westerfield, Randolph
- 1669-1672 Abstract: An Exploratory Analysis of the Simultaneity of Stock Price Movements
by Jones, Charles P. & Simkowitz, Michael A.
- 1673-1677 Comment: A Model of Capital Asset Risk
by Hopewell, Michael H.
January 1972, Volume 7, Issue 1
- 1309-1320 Control, Size, Growth, and Financial Performance in the Firm
by Elliott, J. W.
- 1321-1341 Odd-Lot Trading in the Stock Market and Its Market Impact
by Wu, Hsiu-Kwang
- 1343-1359 Size and Timing of Corporate Bond Flotations
by Litzenberger, Robert H. & Rutenberg, David P.
- 1361-1378 Ruin Considerations and Debt Issuance
by Bierman, Harold & Thomas, L. Joseph
- 1379-1385 Submarginal Credit Risk Classification
by Lane, Sylvia
- 1387-1398 Rates of Return to Stockholders of Acquired Companies
by Haugen, Robert A. & Udell, Jon G.
- 1399-1406 Dimensional Analysis and the Interpretation of Regression Coefficients
by Johnson, Craig G.
- 1407-1417 Decentralization on the Basis of Price Schedules in Linear Decomposable Resource-Allocation Problems
by Jennergren, Peter
- 1421-1422 An Investment Paradox
by Carol, Arthur
- 1423-1424 Estimation Risk in the Portfolio Selection Model: A Comment
by Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P.
- 1425-1427 A Note on the Flow of Capital in Outstanding Common and Preferred Shares between Canada and the United States
by Robertson, Matthew
- 1429-1433 Distribution Moments and Equilibrium: A Comment
by Arditti, Fred D. & Levy, Haim
- 1435-1437 Distribution Moments and Equilibrium: Reply
by Jean, William H.
December 1971, Volume 6, Issue 5
- 1173-1195 The Effect of Short Selling and Margin Requirements in Perfect Capital Markets
by Lintner, John
- 1197-1205 Capital Market Equilibrium with Divergent Borrowing and Lending Rates
by Brennan, M. J.
- 1207-1234 Efficient Portfolio Selections beyond the Markowitz Frontier
by Cheng, Pao Lun
- 1235-1250 Two Problems in Portfolio Analysis: Conditional and Multiplicative Random Variables
by Stevens, Guy V. G.
- 1251-1262 Portfolio Selection: The Effects of Uncertain Means, Variances, and Covariances
by Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P.
- 1263-1275 A Linear Programming Approximation for the General Portfolio Analysis Problem
by Sharpe, William F.
- 1277-1282 A Note on Geometric Mean Portfolio Selection and the Market Prices of Equities
by Litzenberger, Robert H. & Budd, A. P.
- 1283-1305 Rate Regulation and the Cost of Capital in the Insurance Industry
by Haugen, Robert A. & Kroncke, Charles O.
September 1971, Volume 6, Issue 4
- 1059-1068 Ordinal Predictions and the Selection of Common Stocks
by Litzenberger, Robert H. & Joy, O. Maurice & Jones, Charles P.
- 1069-1082 Evaluating Intercorporate Risk, Returns, and Trends
by Norgaard, Richard L.
- 1083-1094 Statistical Analysis of Price Series Obscured by Averaging Measures
by Rosenberg, Barr
- 1095-1104 A Statistical Grouping of Corporations by their Financial Characteristics
by Williams, W. H. & Goodman, M. L.
- 1105-1116 Security Pricing in an Imperfect Capital Market
by Mao, James C.T.
- 1117-1121 A New Theoretical Model for Depicting Profit Optimality
by Spitz, A. Edward & DeKorvin, André
- 1123-1133 Balance Sheet Additivity of Risk Measures
by Mumey, G. A. & Korkie, R. M.
- 1135-1144 Normative Stock Price Models
by Bierman, Harold & Hass, Jerome
- 1147-1154 A Pedagogic Note on Dividend Policy
by Krainer, Robert E.
- 1155-1157 Money Market Development and the Demand for Money: Some Preliminary Evidence
by Cohen, Bruce C.
- 1159-1160 A Comment on Payback
by Mendelson, Morris
- 1161-1161 A Comment on Payback: A Reply
by Levy, Haim
- 1163-1164 Calculation of Tax Effective Yields: A Correction
by Colin, J. W. & Dyl, Edward A.
- 1165-1169 A Note on Evaluating Liquidity under Conditions of Uncertainty in Mutual Savings Banks
by McCall, Alan S. & Murphy, Neil B.
June 1971, Volume 6, Issue 3
- 909-912 Another Look at Mutual Fund Performance
by Arditti, Fred D.
- 913-924 Utility Implications of Portfolio Selection and Performance Appraisal Models
by Wippern, Ronald F.
- 925-942 Firm Financial Structure and Investment
by Schall, Lawrence D.
- 943-953 Equilibrium in the Pricing of Capital Assets, Risk-Bearing Debt Instruments, and the Question of Optimal Capital Structure
by Haugen, Robert A. & Pappas, James L.
- 955-976 A Stochastic Programming Model for Commercial Bank Bond Portfolio Management
by Crane, Dwight B.
- 977-994 Statistical Biases and Security Rates of Return
by Cheng, Pao L. & Deets, M. King
- 995-1014 Static Models of Bank Credit Expansion
by Brown, George F. & Lloyd, Richmond M.
- 1015-1024 Individual Common Stocks as Inflation Hedges
by Johnson, Glenn L. & Reilly, Frank K. & Smith, Ralph E.
- 1025-1034 Stationarity of Random Data: Some Implications for the Distribution of Stock Price Changes
by Fielitz, Bruce D.
- 1035-1040 Decision Models for University Budget Requests
by Heinze, David Charles
- 1043-1045 A Comment: “Short-Run Interest Rate Cycles in the U.S.: 1954–1967 â€
by Peraival, John
- 1047-1052 More on the Short Cycles of Interest Rates
by Melnik, Arie & Kraus, Alan
- 1053-1056 A Note on Student's t Test in Multiple Regression
by Smith, V. Kerry
March 1971, Volume 6, Issue 2
- 675-686 Target Rates of Return and Corporate Asset and Liability Structure Under Uncertainty
by Litzenberger, R. H. & Joy, O. M.
- 687-706 An Investigation of the Extrapolative Determinants of Short-Run Earnings Expectations
by McEnally, Richard W.
- 707-721 A Multivariate Time-Series Investigation of Annual Returns on Highest Grade Corporate Bonds
by Tuttle, Donald L. & Wilbur, William L.
- 723-728 Discussion
by Pyle, David H.
- 729-731 Discussion
by Chase, David D.
- 733-746 Cost of Capital and Dividend Policies in Commercial Banks
by Magen, S. D.
- 747-761 The Pricing of Bank Deposits: A Theoretical and Empirical Analysis
by Klein, Michael A. & Murphy, Neil B.
- 763-776 Risk, Return, and the Morphology of Commercial Banking
by Emery, John T.
- 777-781 Discussion
by Apilado, Vincent P.
- 783-784 Discussion
by Harter, Thomas R.
- 785-796 Unsystematic Risk Over Time
by Mokkelbost, Per B.
- 797-813 An Empirical Analysis of Some Aspects of Common Stock Diversification
by Jennings, Edward H.
- 815-833 The Measurement of Systematic Risk for Securities and Portfolios: Some Empirical Results
by Jacob, Nancy L.
- 835-847 Further Tests of the Validity of the Industry Approach to Investment Analysis
by Tysseland, Milford S.
- 849-853 Discussion
by Dietz, Peter O.
- 855-860 Discussion
by McFarlane, Dale D.
- 861-874 Real Estate Investment and Portfolio Theory
by Friedman, Harris C.
- 875-885 Random and Nonrandom Relationships Among Financial Variables: A Financial Model
by Murphy, Joseph E. & Nelson, J. Russell
- 887-889 Discussion
by Cook, Edgar D.
- 891-893 Discussion
by Hopewell, Michael H.
- 901-907 Proceedings of WFA Meeting, August 27–28, 1970
by Anonymous
January 1971, Volume 6, Issue 1
- 505-515 The Extension of Portfolio Analysis to Three or More Parameters
by Jean, William H.
- 516-516 Errata
by Anonymous
- 517-557 Capital Growth and the Mean-Variance Approach to Portfolio Selection
by Hakansson, Nils H.
- 559-582 Estimation Risk in the Portfolio Selection Model
by Kalymon, Basil A.
- 583-600 An Empirical Study of Financial Intermediation in Canada
by Handa, Jagdish
- 601-611 More on Baking Structure and Performance: The Evidence from Texas
by Fraser, Donald R. & Rose, Peter S.
- 615-625 Separation of Ownership and Control and Profit Rates, the Evidence from Banking: Comment
by Vernon, Jack R.
- 627-637 An Efficient Algorithm for Solving Large-Scale Portfolio Problems
by Breen, William & Jackson, Richard
- 639-642 A Note on Portfolio Selection and Investors' Wealth
by Levy, Haim & Sarnat, Marshall
- 643-647 A Note on Risk and the Theory of Asset Value
by Peles, Yoram
- 649-651 Terminal Value or Present Value in Capital Budgeting Programs
by Jean, William H.
- 653-658 A Note on Biases in Capital Budgeting Introduced by Inflation
by Van Horne, James C.
- 659-664 A Note on a Planning Horizon Model of Cash Management
by Sethi, Suresh P.
- 665-669 Effect of State Usury Laws on Housing Starts in 1966
by Strangways, Raymond & Yandle, Bruce
December 1970, Volume 5, Issue 4-5
- 381-394 Applications of Mathematical Control Theory to Finance: Modeling Simple Dynamic Cash Balance Problems
by Sethi, Suresh P. & Thompson, Gerald L.
- 395-419 Corporate Investment Criteria and the Valuation of Risk Assets
by Litzenberger, Robert H. & Budd, Alan P.
- 421-444 Optimal Credit Policy Selection: A Dynamic Approach
by Mehta, Dileep
- 445-467 A Simulation Analysis of Causal Relationships within the Cash Flow Process
by Chervany, Norman L.
- 469-495 Operationalism in Finance and Economics
by Bower, Richard S. & Scheidell, John M.
- 501-503 An Introduction to Risk and Return from Common Stocks. By Richard A. Brealey (Cambridge, Mass.: The M.I.T. Press, 1969)
by Roll, Richard
September 1970, Volume 5, Issue 3
- 279-296 A Model of Information Diffusion, Stock Market Behavior, and Equilibrium Price
by Boness, A. James & Jen, Frank C.
- 297-307 Expected Growth, Required Return, and the Variability of Stock Prices
by Haugen, Robert A.
- 309-322 Small Business and the New Issues Market for Equities
by Stoll, Hans R. & Curley, Anthony J.
- 323-327 A Test of the Impact of Branching on Deposit Variability
by Lauch, Louis H. & Murphy, Neil B.
- 329-339 Commercial Bank Liability Management and Monetary Control
by Theilman, Ward
- 341-351 The Student's t Test in Multiple Regression under Simple Collinearity
by Cohen, Bruae & Gujarati, Damodar
- 353-366 Computer-Assisted Economics
by Sharpe, William F.
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