This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Cambridge University Press Journal of Financial and Quantitative Analysis Contact information of
Cambridge University Press: http://journals.cambridge.org/jid_JFQ
For technical questions regarding this series, please contact
(Mike Eden) Series handle: repec:cup:jfinqa
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9
1978, Volume 13, Issue 03
519-525 Bond Portfolio Strategy Simulations: A Critique by Bierwag, G. O. & Kaufman, George [Downloadable!]
527-532 Large Bank Failures and Investor Risk Perceptions: Evidence from the Debt Market by Fraser, Donald R. & McCormack, J. Patrick [Downloadable!]
533-547 Minority Savings and Loan Associations: Hypotheses and Tests by Bradford, William D. [Downloadable!]
549-557 Effect of State Usury Laws on Housing Starts: Comments by Yandle, Bruce & Proctor, Jim [Downloadable!]
559-566 The Price Elasticity of Discounted Bonds: Some Empirical Evidence by Joehnk, Michael D. & Fogler, H. Russell & Bradley, Charles E. [Downloadable!]
567-571 A Note on the Leverage Effect on Portfolio Performance Measures by Ang, James S. [Downloadable!]
573-575 A Note on Bond Risk Differential by Tezel, Ahmet [Downloadable!]
577-584 A Sufficient Condition for a unique Nonnegative Internal Rate of Return: Further Comments by de Faro, Clovis [Downloadable!]
585-586 A Note on Modeling Simple Dynamic Cash Balance Problem: Errata by Sethi, Suresh P. [Downloadable!]
1978, Volume 13, Issue 02 211-226 Financial Structure and Cost of Capital in the Multinational Corporation by Shapiro, Alan C. [Downloadable!]
227-244 On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk by Mehra, Rajnish [Downloadable!]
245-254 Optimal Foreign Borrowing Strategies with Operations in Forward Exchange Markets by Folks, William R. [Downloadable!]
255-271 Safety-First, Stochastic Dominance, and Optimal Portfolio Choice by Bawa, Vijay S. [Downloadable!]
273-297 The Inference of Tastes and Beliefs from Bond and Stock Market Data by Grauer, Robert R. [Downloadable!]
299-312 Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio by Lee, Cheng F. & Jen, Frank C. [Downloadable!]
313-332 The Effect of Intervaling on Estimating Parameters of the Capital Asset Pricing Model by Smith, Keith V. [Downloadable!]
333-344 Some Problems in Applying the Continuous Portfolio Selection Model to the Discrete Capital Budgeting Problem by Baum, Sanford & Carlson, Robert C. & Jucker, James V. [Downloadable!]
345-361 Equivalent Mathematical Programming Models of Pure Capital Rationing by Bradley, Stephen P. & Frey, Sherwood C. [Downloadable!]
363-370 The Unique, Real Internal Rate of Return: Caveat Emptor! by Herbst, Anthony [Downloadable!]
371-377 An Analytical Model of Bond Risk Differentials: A Comment by Cohan, Avery B. [Downloadable!]
379-381 An Analytical Model of Bond Risk Differentials: A Reply by Bierman, Harold & Hass, Jerome E. [Downloadable!]
1978, Volume 13, Issue 01 1-13 On Multiperiod Stochastic Dominance by Huang, C. C. & Vertinsky, I. & Ziemba, W. T. [Downloadable!]
15-27 On the Boness and Black-Scholes Models for Valuation of Call Options by Galai, Dan [Downloadable!]
29-38 The Chicago Board Options Exchange and Market Efficiency by Finnerty, Joseph E. [Downloadable!]
39-53 Asset Pricing Models: Further Tests by Foster, George [Downloadable!]
55-64 Corporate Taxes, Inflation, the Rate of Interest, and the Return to Equity by Jaffe, Jeffrey F. [Downloadable!]
65-69 General Proof of Modigliani-Miller Propositions I and II Using Parameter-Preference Theory by Becker, Jack [Downloadable!]
71-78 A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks by Alexander, Gordon J. [Downloadable!]
79-92 Common Stock Return Distributions during Homogeneous Activity Periods by Dowell, C. Dwayne & Grube, R. Corwin [Downloadable!]
93-100 An Empirical Examination of Index Efficiency: Implications for Index Funds by Burgess, Richard C. & O'Dell, Bruce T. [Downloadable!]
101-116 Beta as a Random Coefficient by Fabozzi, Frank J. & Francis, Jack Clark [Downloadable!]
117-121 Further Evidence on the Stationarity of Beta Coefficients by Roenfeldt, Rodney L. & Griepentrog, Gary L. & Pflaum, Christopher C. [Downloadable!]
123-131 Mean-Absolute-Deviation versus Least-Squares Regression Estimation of Beta Coefficients by Cornell, Bradford & Dietrich, J. Kimball [Downloadable!]
133-141 Further Evidence on Seasonal Adjustment of Time Series Data by Rochester, David P. & Hadaway, Samuel C. [Downloadable!]
143-156 Aspects of International Monetary Influences by Logue, Dennis E. & Sweeney, Richard James [Downloadable!]
157-166 Some Further Evidence on the Performance of Property-Liability Insurance Companies' Stock Portfolios by Shick, Richard A. & Trieschmann, James S. [Downloadable!]
167-171 Identifying the SSD Portion of the EV Frontier: A Note by Perrakis, Stylianos & Zerbinis, John [Downloadable!]
173-176 Evaluating Negative Benefits by Beedles, William L. [Downloadable!]
177-183 Multidimensional Security Pricing: A Correction by Schweser, C. [Downloadable!]
185-195 Financial Applications of Discriminant Analysis: A Clarification by Altman, Edward I. & Eisenbeis, Robert A. [Downloadable!]
197-200 Some Clarifying Comments on Discriminant Analysis by Joy, O. Maurice & Tollefson, John O. [Downloadable!]
201-205 On the Financial Application of Discriminant Analysis: Comment by Scott, Elton [Downloadable!]
1977, Volume 12, Issue 05 701-723 Asset Values, Interest-Rate Changes, and Duration by Cooper, I. A. [Downloadable!]
725-742 Immunization, Duration, and the Term Structure of Interest Rates by Bierwag, G. O. [Downloadable!]
743-765 The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models by Westerfield, Randolph [Downloadable!]
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. [Downloadable!]
779-800 Identifying Large Problem/Failed Banks: The Case of Franklin National Bank of New York by Sinkey, Joseph F. [Downloadable!]
801-815 The Effect of Compensating Balance Requirements on the Profitability of Borrowers and Lenders by Kolodny, Richard & Seeley, Peter & Polakoff, Murray E. [Downloadable!]
817-832 Mixed Security Testing of Alternative Portfolio Selection Models by Alexander, Gordon J. [Downloadable!]
833-857 Market Phase and the Stationarity of Beta by Gooding, Arthur E. & O'Malley, Terence P. [Downloadable!]
859-877 Multiperiod Capital Budgeting under Uncertainty: A Suggested Application by Ben-Shahar, Haim & Werner, Frank M. [Downloadable!]
879-881 Comment: ?An Autoregressive Forecast of the World Sugar Future Option Market? by Anderson, O. D. [Downloadable!]
883-890 Comment: ?An Autoregressive Forecast of the World Sugar Future Option Market? by Taylor, Stephen J. & Kingsman, Brian G. [Downloadable!]
891-894 Comment: ?An Investment Paradox? by Ghidini, Giulio [Downloadable!]
1977, Volume 12, Issue 04 541-552 The Valuation of Corporate Liabilities as Compound Options by Geske, Robert [Downloadable!]
553-562 The Theorems of Modern Finance in a General Equilibrium Setting: Paradoxes Resolved by Cootner, Paul H. [Downloadable!]
563-578 A Probability Model of Asset Trading by Copeland, Thomas E. [Downloadable!]
579-586 Leasing and the Cost of Capital by Long, Michael S. [Downloadable!]
587-598 Municipal Bond Ratings: A Discriminant Analysis Approach by Michel, Allen J. [Downloadable!]
599-600 Integrating International Finance into a Unified Business Program by Folks, William R. [Downloadable!]
601-605 A Note on the Macroeconomic Assumptions of International Financial Management by Giddy, Ian H. [Downloadable!]
607-608 Teaching International Finance?An Economist's Perspective by Eaker, Mark R. [Downloadable!]
609-614 Teaching International Finance?An Accountant's Perspective by Choi, Frederick D. S. [Downloadable!]
615-625 The Relationship between Risk of Default and Return on Equity: An Empirical Investigation by Arbel, Avner & Kolodny, Richard & Lakonishok, Josef [Downloadable!]
627-627 Abstract: An Equilibrium Characterization of the Term Structure by Vasicek, Oldrich Alfonso [Downloadable!]
629-629 Abstract: Characterizations of Exchange Convertibility Schemes: A Structure for Analysis by Folks, William R. [Downloadable!]
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. [Downloadable!]
633-633 Abstract: Exchange Rate Risk, Foreign-Pay Bond Issues and the Financial Behavior of Canadian Corporations by Stroetmann, Karl A. [Downloadable!]
635-635 Abstract: Capital Market Equilibrium in a Mean-Lower Partial Moment Framework by Bawa, Vijay S. & Lindenberg, Eric B. [Downloadable!]
637-637 Abstract: Institutional Portfolio Restrictions, Diverse Investor Opportunity Sets, and Securities Market Equilibrium by Glenn, David W. [Downloadable!]
639-639 Abstract: Stochastic Dominance in the Laplace Transformation Domain by Perrakis, Stylianos [Downloadable!]
641-641 Abstract Executive Compensation Models: Some Problems with Traditional Methods of Estimation by Arnould, Richard J. [Downloadable!]
643-643 Abstract: A Portfolio Model for Identifying Banks Operating under Capital Constraints by Carleton, Willard T. & McLaughlin, Hugh S. [Downloadable!]
645-645 Abstract: Monitoring Discrimination in Housing-Related Lending by Black, Harold & Mandell, Lewis [Downloadable!]
647-647 Abstract: The Macroeconomic Effects of Allowing Interest Payment on Demand Deposits by Lloyd-Davies, Peter [Downloadable!]
649-649 Abstract: A Comparison of Alternative Approaches to Monetary Control by McDonough, William R. & Fry, Clifford L. [Downloadable!]
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. [Downloadable!]
653-653 Abstract: Nuclear Power and Electric Utility Capital Costs: The Announcement Effect by Linke, Charles M. & Zumwalt, J. Kenton [Downloadable!]
655-655 Abstract: An Empirical Assessment of Lessee Disclosure Policy by Hughes, John S. & Oldfield, George S. [Downloadable!]
657-657 Abstract: A Resolution of the Leasing Controversies by Weston, J. Fred & Dann, Larry Y. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]
663-663 Abstract: Direct Evaluation and Corporate Financial Theory by Beja, A. & Leland, Hayne [Downloadable!]
665-665 Abstract: Short-Term Financial Planning under Uncertainty by Kallberg, J. G. & White, R. W. & Ziemba, W. T. [Downloadable!]
667-667 Abstract: Option Valuation Models?Some Implications of Parameter Estimation by Boyle, P. P. & Ananthanarayan, A. L. [Downloadable!]
669-669 Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification by Klein, Roger W. & Bawa, Vijay S. [Downloadable!]
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 [Downloadable!]
673-674 Abstract: Recursive Experimental Design for Econometric Research: The Multiple Response Case by Papakyriazis, Panagiotis A. [Downloadable!]
675-675 Abstract: A Note on Dummy Variables and the Chow Test: Their Equivalence and Uses in Testing by Snow, Marcellus S. [Downloadable!]
677-678 Abstract: A Multiple Discriminant Analysis of Technical Indicators on the NYSE by Daigler, Robert T. & Fielitz, Bruce D. [Downloadable!]
679-679 Abstract: Investor Objectives, Stock Recommendations and Abnormal Returns by Groth, John C. [Downloadable!]
1977, Volume 12, Issue 03 329-345 Simple Rules for Optimal Portfolio Selection: The Multi Group Case by Elton, Edwin J. & Gruber, Martin J. & Padberg, Manfred W. [Downloadable!]
347-361 Mean-Variance Portfolio Selection with Either a Singular or Nonsingular Variance-Covariance Matrix by Buser, Stephen A. [Downloadable!]
363-376 A Test of Stone's Two-Index Model of Returns by Lloyd, William P. & Shick, Richard A. [Downloadable!]
377-389 An Empirical Analysis of the Risk-Return Preferences of Individual Investors by Baker, H. Kent & Hargrove, Michael B. & Haslem, John A. [Downloadable!]
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. [Downloadable!]
415-432 Stock Exchange Listings and Securities Returns by Ying, Louis K. W. & Lewellen, Wilbur G. & Schlarbaum, Gary G. & Lease, Ronald C. [Downloadable!]
433-455 Price Spreads, Performance, and the Seasoning of New Treasury and Agency Bond Issues by Bildersee, John S. [Downloadable!]
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. [Downloadable!]
473-479 Forward Exchange Price Determination in Continuous Time by Oldfield, George S. & Messina, Richard J. [Downloadable!]
481-490 An Analytical Model of Interest Rate Differentials and Different Default Recoveries by Yawitz, Jess B. [Downloadable!]
491-497 A Ranking of Doctoral Programs by Financial Research Contributions of Graduates by Klemkosky, Robert C. & Tuttle, Donald L. [Downloadable!]
499-504 A Reformulation of the API Approach to Evaluating Accounting Income Numbers by Winsen, Joseph K. [Downloadable!]
505-507 An Unbiased Estimator of the N-Period Relative by Huang, Cliff J. [Downloadable!]
509-513 A Note on Risk Aversion and Indifference Curves by Amihud, Yakov [Downloadable!]
515-518 Comment: Convertible Debt Financing by Livingston, Miles [Downloadable!]
519-524 Comment: An Economic Model of Trade Credit by Myers, Calvin R. [Downloadable!]
525-530 A Note on Fisher Hypothesis and Price Level Uncertainty by Amihud, Y. & Barnea, A. [Downloadable!]
1977, Volume 12, Issue 02 151-163 The Association between Firm Risk and Wealth Transfers Due to Inflation by Rozeff, Michael S. [Downloadable!]
165-179 On Mean Variance Models of Capital Structure and the Absurdity of Their Predictions by Gonzalez, Nestor & Litzenberger, Robert & Rolfo, Jacques [Downloadable!]
181-195 Interest Rate Sensitivity and Portfolio Risk by Martin, John D. & Keown, Arthur J. [Downloadable!]
197-213 Portfolio Selection with Stochastic Cash Demand by Chen, Andrew H. [Downloadable!]
215-233 A Monte Carlo Investigation of Characteristics of Optimal Geometric Mean Portfolios by Maier, Steven F. & Peterson, David W. & Vander Weide, James H. [Downloadable!]
235-242 Further Applications of Stochastic Dominance to Mutual Fund Performance by Meyer, Jack [Downloadable!]
243-260 A Model for Bond Portfolio Improvement by Hodges, S. D. & Schaefer, S. M. [Downloadable!]
261-275 A Capital Budgeting Decision Model with Subjective Criteria by Bernardo, John J. & Lanser, Howard P. [Downloadable!]
276-289 Simple Goodness-of-Fit Tests for Symmetric Stable Distributions by Saniga, Erwin M. & Hayya, Jack C. [Downloadable!]
291-313 Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals by Schwartz, Robert A. & Whitcomb, David K. [Downloadable!]
315-319 A Warning Note on Empirical Research Using Foreign Exchange Rates by Bowers, David A. [Downloadable!]
321-323 Utility Analysis of Chance-Constrained Portfolio Selection: A Correction by Arzac, E. R. [Downloadable!]
1977, Volume 12, Issue 01 1-16 Interest Rates, Leverage, and Investor Rationality by Krainer, Robert E. [Downloadable!]
17-31 The Weighted Average Cost of Capital and Shareholder Wealth Maximization by Beranek, William [Downloadable!]
33-38 Unrecovered Investment, Uniqueness of the Internal Rate, and the Question of Project Acceptability by Bernhard, Richard B. [Downloadable!]
39-54 Capital Investment under Uncertainty with Abandonment Options by Bonini, Charles P. [Downloadable!]
55-72 Functional Form, Skewness Effect, and the Risk-Return Relationship by Lee, Cheng F. [Downloadable!]
73-84 On the Relative Effectiveness of Stochastic Dominance Rules: Extension to Decreasingly Risk-Averse Utility Functions by Vickson, R. G. & Altmann, M. [Downloadable!]
85-103 Analysis of the Warrant Hedge in a Stable Paretian Market by Hilliard, Jimmy E. & Leitch, Robert A. [Downloadable!]
105-120 Investor Preferences for Futures Straddles by Peterson, Richard L. [Downloadable!]
121-126 A Note on Indifference Curves in the Mean-Variance Model by Williams, Joseph T. [Downloadable!]
127-140 Bond Portfolio Strategies, Returns, and Skewness: A Note by Fogler, H. Russell & Groves, William A. & Richardson, James G. [Downloadable!]
141-146 Security Price Changes and Transaction Volumes: Some Additional Evidence by Epps, Thomas W. [Downloadable!]
1976, Volume 11, Issue 05 743-777 Stochastic Dominance with Riskless Assets by Levy, Haim & Kroll, Yoram [Downloadable!]
779-802 Competition, Scale Economies, and Transaction Cost in the Stock Market by Hamilton, James L. [Downloadable!]
803-815 On the Relationship between the Systematic Risk and the Investment Horizon by Lee, Cheng F. [Downloadable!]
817-830 The Derivation of Efficient Sets by Alexander, Gordon J. [Downloadable!]
831-846 Portfolio Selection with an Imperfectly Competitive Asset Market by James, John A. [Downloadable!]
847-854 The Effects of Sampling Fluctuations on the Required Inputs of Security Analysis by Burgess, Richard C. & Johnson, Keith H. [Downloadable!]
857-872 A Stock Price Predictive Model Based on Changes in Ratios of Short Interest to Trading Volume by Hanna, Mark [Downloadable!]
873-881 Investor Behavior and Changes in Accounting Methods by Winsen, J. & Ng, D. [Downloadable!]
883-892 An Integrated Theory of Exchange Rate Equilibrium by Giddy, Ian H. [Downloadable!]
893-900 International Cash Management?The Determination of Multicurrency Cash Balances by Shapiro, Alan C. [Downloadable!]
901-908 Comment: Assessing the Impact of Stock Exchange Specialists on Stock Volatility by Schwartz, Robert A. & Whitcomb, David K. [Downloadable!]
909-911 Reply: Specialists' Performance and Serial Dependence of Stock Price Changes by Barnea, Amir [Downloadable!]
1976, Volume 11, Issue 04 513-528 E-V and E-S Capital Asset Pricing Models: Some Empirical Tests by Jahankhani, Ali [Downloadable!]
529-539 The Challenge of Economic Leadership by Jones, Sidney L. [Downloadable!]
541-547 A Near-Term Look at the Capital Shortage by Wallich, Henry C. [Downloadable!]
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. [Downloadable!]
551-551 Abstract: Transactions Costs and Hedging Strategies in Secondary Mortgage Markets by Abrahamson, Allen A. & Emery, John T. [Downloadable!]
553-553 Abstract: Stochastic Demand and the Equity Capitalization Rate by Long, Mike & Racette, George [Downloadable!]
555-566 The Intertemporal Behavior of Corporate Debt Policy by Ang, James S. [Downloadable!]
567-567 Abstract: On the Portfolio Effects of Nonmarketable Assets: Government Transfers and Human Capital Payments by Rorke, C. H. [Downloadable!]
569-569 Abstract: A Theory of the Impact of Monetary and Regulatory Policy on Bank Portfolio Composition by Campbell, Tim S. [Downloadable!]
571-571 Abstract: Deposit Ceilings and the Efficiency of Financial Intermediation by Spellman, Lewis J. [Downloadable!]
573-573 Abstract: A Multivariate Analysis of Stock versus Mutual Performance in the Savings and Loan Industry by Verbrugge, James A. [Downloadable!]
575-575 Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration by Altman, Edward I. & Brenner, Menachem [Downloadable!]
577-590 Stock Price Movement Associated with Temporary Trading Suspensions: Bear Market versus Bull Market by Hopewell, Michael H. & Schwartz, Arthur L. [Downloadable!]
591-594 Teaching the Financial Markets Course by Scott, Robert Haney [Downloadable!]
595-606 Classroom Simulation as a Pedagogical Device in Teaching Money and Banking by Breen, William & Boyd, John [Downloadable!]
607-612 Teaching of the Basic Money and Financial Institutions Course by Kaufman, George G. [Downloadable!]
613-616 Panel Discussion on the Teaching of Money and Banking by Kane, Edward J. [Downloadable!]
617-624 Industry Effects and Multivariate Stock Price Behavior by Aber, John W. [Downloadable!]
625-625 Abstract: A CAPM View of VRMs by Findlay, M. Chapman & Tarantello, Rocky A. & Eastin, Richard V. [Downloadable!]
627-635 Degree of Industry Concentration and Market Risk-Return Performance by Melicher, Ronald W. & Rush, David F. & Winn, Daryl N. [Downloadable!]
637-637 Abstract: Functional Form, Skewness Effect, and Risk-Return Relationship by Lee, Cheng F. [Downloadable!]
639-639 Abstract: Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals by Schwartz, Robert A. & Whitcomb, David K. [Downloadable!]
641-641 Abstract: The Efficiency of the Market for Foreign Exchange under Floating Exchange Rates by Cornell, W. Bradford & Dietrich, J. Kimball [Downloadable!]
643-644 Abstract: Bond Risk Premia by Francis, Jack Clark [Downloadable!]
645-645 Abstract: Rate-of-Return Characteristics and Risk-Return Relationships of Low-Priced, Highly Speculative Securities by Gardner, Norman D. [Downloadable!]
1976, Volume 11, Issue 03 339-357 A Model for Corporate Debt Maturity Decisions by Morris, James R. [Downloadable!]
359-380 Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks by Stoll, Hans R. [Downloadable!]
381-391 Capital Asset Pricing with Price Level Changes by Hagerman, Robert L. & Kim, E. Han [Downloadable!]
393-402 The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction by Rosenberg, Barr & Ohlson, James A. [Downloadable!]
403-413 Flotation Costs and the Weighted Average Cost of Capital by Ezzell, John R. & Porter, R. Burr [Downloadable!]
415-432 Comovement of International Equity Markets: A Taxonomic Approach by Panton, Don B. & Lessig, V. Parker & Joy, O. Maurice [Downloadable!]
433-453 Valuation of a Mortgage Company's Servicing Portfolio by McConnell, John J. [Downloadable!]
455-464 An Empirical Analysis of the Impact of Branching on Demand Deposit Variability by Anderson, R. N. & Haslem, John A. & Leonard, John B. [Downloadable!]
465-477 The Effects of Large Bank Failures upon Investors' Risk Cognizance in the Commercial Banking Industry by Pettway, Richard H. [Downloadable!]
479-480 An Algorithm for Counting the Number of Possible Portfolios Given Linear Restrictions on the Weights by Hill, Rowland R. [Downloadable!]
481-484 A Note on the Uniqueness of Portfolio Choice by Davies, Laurie & Ronning, Gerd [Downloadable!]
485-503 Limited Liability, Short Selling, Bounded Utility, and Infinite-Variance Stable Distributions by Samuelson, Paul A. [Downloadable!]
505-509 On the Use of Two-Stage Least Squares in Financial Models: A Comment by Smith, V. Kerry [Downloadable!]
1976, Volume 11, Issue 02 171-193 The Geometry of Separation and Myopia by Brennan, M. J. & Kraus, A. [Downloadable!]
195-204 Performance of the Sharpe Portfolio Selection Model: A Comparison by Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P. [Downloadable!]
205-215 Insiders' Activity and Inside Information: A Multivariate Analysis by Finnerty, Joseph E. [Downloadable!]
217-235 Nonstationarity and Portfolio Choice by Barry, Christopher B. & Winkler, Robert L. [Downloadable!]
237-249 The Capital Asset Pricing Model Expressed as a Recursive System: An Empirical Investigation by Lee, Cheng F. & Lloyd, William P. [Downloadable!]
251-267 Portfolio Selection and Purchasing Power Risk?Recent Canadian Experience by Biger, Nahum [Downloadable!]
269-285 The Predictive Power of Stock Market Indicators by Branch, Ben [Downloadable!]
287-311 Solution Properties of Deterministic Auctions by Barr, James L. & Shaftel, Timothy L. [Downloadable!]
313-328 Credit Screening System Selection by Long, Michael S. [Downloadable!]
329-332 A Sufficient Condition for a Unique Nonnegative Internal Rate of Return?Comment by Aucamp, Donald C. & Eckardt, Walter L. [Downloadable!]
1976, Volume 11, Issue 01 1-12 Nonmarketable Assets, Market Segmentation, and the Level of Asset Prices by Mayers, David [Downloadable!]
13-37 Investor Behavior and Information by Winsen, Joseph K. [Downloadable!]
39-55 Further Results on Asymmetric Stable Distributions of Stock Price Chances by Fielitz, Bruce D. [Downloadable!]
57-71 Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function by Ohlson, J. A. & Ziemba, W. T. [Downloadable!]
73-86 A Note on the Interdependent Structure of Security Returns by Lee, Cheng F. [Downloadable!]
87-114 A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates by Echols, Michael E. & Elliott, Jan Walter [Downloadable!]
115-131 Risk, Return, and the Capital Market: The Insurer Case by Hammond, J. D. & Melander, E. R. & Shilling, N. [Downloadable!]
133-141 The Demand for Credit Union Shares by Koot, Ronald S. [Downloadable!]
143-153 Warrant Financing by Stone, Bernell K. [Downloadable!]
0 |1 |2 |3 |4 |5 |6 |7 |8 |9 Access
and download statistics
Did you know? IDEAS is not the only service displaying RePEc data. Choose on RePEc which service fits your needs best.
This page was last updated on 2009-12-14.
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 .