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Elsevier

Journal of Financial Economics

Contact information of Elsevier:
Web page: http://www.elsevier.com/locate/inca/505576

Download restrictions: Full text for ScienceDirect subscribers only
Editor:
For technical questions regarding this series, please contact (Heidi Boesdal)
Series handle: repec:eee:jfinec

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1977, Volume 4, Issue 3

339-349 Long-term dependence in common stock returns
by Greene, Myron T. & Fielitz, Bruce D. [Downloadable! (restricted)]

1977, Volume 4, Issue 2

127-127 Editorial data
by Jensen, Michael C. [Downloadable! (restricted)]
129-176 A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
by Roll, Richard [Downloadable! (restricted)]
177-202 Leverage, output effects, and the M-M theorems
by Hite, Gailen L. [Downloadable! (restricted)]
203-230 The structure and management of dual purpose funds
by Litzenberger, Robert H. & Sosin, Howard B. [Downloadable! (restricted)]
231-236 An algorithmic approach to deriving the minimum-variance zero-beta portfolio
by Alexander, Gordon J. [Downloadable! (restricted)]

1977, Volume 4, Issue 1

1-1 Editorial data
by Jensen, Michael C. [Downloadable! (restricted)]
3-22 Trading rules, large blocks and the speed of price adjustment
by Dann, Larry Y. & Mayers, David & Raab, Robert Jr. [Downloadable! (restricted)]
23-49 The impact of maturity regulation on high interest rate lenders and borrowers
by Benston, George J. [Downloadable! (restricted)]
51-78 Stock exchange seats as capital assets
by Schwert, G. William [Downloadable! (restricted)]
79-93 The valuation of warrants: Implementing a new approach
by Schwartz, Eduardo S. [Downloadable! (restricted)]
95-125 Human capital and capital market equilibrium
by Fama, Eugene F. & Schwert, G. William [Downloadable! (restricted)]

1976, Volume 3, Issue 4

303-303 Editorial data
by Jensen, Michael C. [Downloadable! (restricted)]
305-360 Theory of the firm: Managerial behavior, agency costs and ownership structure
by Jensen, Michael C. & Meckling, William H. [Downloadable! (restricted)]
361-377 Forward rates as predictors of future spot rates
by Fama, Eugene F. [Downloadable! (restricted)]
379-402 Capital market seasonality: The case of stock returns
by Rozeff, Michael S. & Kinney, William Jr. [Downloadable! (restricted)]
403-427 An algebra for evaluating hedge portfolios
by Garman, Mark B. [Downloadable! (restricted)]

1976, Volume 3, Issue 3

181-181 Editorial data
by Jensen, Michael C. [Downloadable! (restricted)]
183-193 Corporate pension funding policy
by Sharpe, William F. [Downloadable! (restricted)]
195-213 The pricing of equity-linked life insurance policies with an asset value guarantee
by Brennan, Michael J. & Schwartz, Eduardo S. [Downloadable! (restricted)]
215-231 The effect of estimation risk on optimal portfolio choice
by Klein, Roger W. & Bawa, Vijay S. [Downloadable! (restricted)]
233-256 Sharing rules and equilibrium in an international capital market under uncertainty
by Grauer, Frederick L. A. & Litzenberger, Robert H. & Stehle, Richard E. [Downloadable! (restricted)]
257-275 Market microstructure
by Garman, Mark B. [Downloadable! (restricted)]
277-294 Explicit solutions to some single-period investment problems for risky log-stable stocks
by Stuck, B. W. [Downloadable! (restricted)]
295-296 Comment on Chen, Kim and Kon
by Constantinides, George M. [Downloadable! (restricted)]
297-298 Cash demand, liquidation costs, and capital market equilibrium under uncertainty: Reply
by Chen, Andrew H. & Kim, E. Han & Kon, Stanley J. [Downloadable! (restricted)]
299-300 Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104
by Constantinides, George M. [Downloadable! (restricted)]

1976, Volume 3, Issue 1-2

1-1 Editorial data
by Jensen, Michael C. [Downloadable! (restricted)]
3-51 Option pricing : A review
by Smith, Clifford Jr. [Downloadable! (restricted)]
53-81 The option pricing model and the risk factor of stock
by Galai, Dan & Masulis, Ronald W. [Downloadable! (restricted)]
83-123 A theoretical and empirical investigation of the dual purpose funds : An application of contingent-claims analysis
by Ingersoll, Jonathan Jr. [Downloadable! (restricted)]
125-144 Option pricing when underlying stock returns are discontinuous
by Merton, Robert C. [Downloadable! (restricted)]
145-166 The valuation of options for alternative stochastic processes
by Cox, John C. & Ross, Stephen A. [Downloadable! (restricted)]
167-179 The pricing of commodity contracts
by Black, Fischer [Downloadable! (restricted)]

1975, Volume 2, Issue 4

323-339 Bank funds management in an efficient market
by Black, Fischer [Downloadable! (restricted)]
341-360 Capital asset prices versus time series models as predictors of inflation: The expected real rate of interest and market efficiency
by Hess, Patrick J. & Bicksler, James L. [Downloadable! (restricted)]
361-376 Prediction of return with the minimum variance zero-beta portfolio
by Morgan, I. G. [Downloadable! (restricted)]
377-381 A note on default risk, leverage and the MM theorem
by Stapleton, R. C. [Downloadable! (restricted)]

1975, Volume 2, Issue 3

233-233 Editorial data
by Jensen, Michael C. [Downloadable! (restricted)]
235-272 Price performance of common stock new issues
by Ibbotson, Roger G. [Downloadable! (restricted)]
273-292 Motivating managers to make investment decisions
by Heckerman, Donald G. [Downloadable! (restricted)]
293-308 Cash demand, liquidation costs and capital market equilibrium under uncertainty
by Chen, Andrew H. & Kim, E. Han & Kon, Stanley J. [Downloadable! (restricted)]
309-320 Delayed risks and risk premiums
by Caperaa, Philippe & Eeckhoudt, Louis [Downloadable! (restricted)]

1975, Volume 2, Issue 2

123-123 Editorial data
by Jensen, Michael C. [Downloadable! (restricted)]
125-164 SEC product-line reporting and market efficiency
by Collins, Daniel W. [Downloadable! (restricted)]
165-185 Choice over asset economies: Default risk and corporate leverage
by Milne, Frank [Downloadable! (restricted)]
187-203 Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model
by Richard, Scott F. [Downloadable! (restricted)]
205-229 Stochastic dominance and portfolio analysis
by Ali, Mukhtar M. [Downloadable! (restricted)]

1975, Volume 2, Issue 1

3-28 On the optimality of international capital market integration
by Subrahmanyam, Marti G. [Downloadable! (restricted)]
29-51 Seasonality in Australian capital markets : Market efficiency and empirical issues
by Officer, R. R. [Downloadable! (restricted)]
53-70 Information accuracy and social welfare under homogeneous beliefs
by Ng, David S. [Downloadable! (restricted)]
71-94 Uncertainty, competition, and costs in corporate bond underwriting
by Ederington, Louis H. [Downloadable! (restricted)]
95-121 Optimal rules for ordering uncertain prospects
by Bawa, Vijay S. [Downloadable! (restricted)]

1974, Volume 1, Issue 4

303-335 Risk and return: The case of merging firms
by Mandelker, Gershon [Downloadable! (restricted)]
337-352 International capital market equilibrium with investment barriers
by Black, Fischer [Downloadable! (restricted)]
353-364 Determinants of bid-asked spreads in the over-the-counter market
by Benston, George J. & Hagerman, Robert L. [Downloadable! (restricted)]
365-372 A note on diversification and the reduction of dispersion
by Johnson, K. H. & Shannon, D. S. [Downloadable! (restricted)]

1974, Volume 1, Issue 3

201-224 Convergence to isoelastic utility and policy in multiperiod portfolio choice
by Hakansson, Nils H. [Downloadable! (restricted)]
225-244 An aggregation theorem for securities markets
by Rubinstein, Mark [Downloadable! (restricted)]
245-302 Money and stock prices : Market efficiency and the lag in effect of monetary policy
by Rozeff, Michael S. [Downloadable! (restricted)]

1974, Volume 1, Issue 2

105-129 Transactions costs and the relationship between put and call prices
by Gould, J. P. & Galai, D. [Downloadable! (restricted)]
131-170 Stock prices, inflation, and the term structure of interest rates
by Long, John Jr. [Downloadable! (restricted)]
171-198 Portfolio turnpike theorems for constant policies
by Ross, Stephen A. [Downloadable! (restricted)]

1974, Volume 1, Issue 1

1-22 The effects of dividend yield and dividend policy on common stock prices and returns
by Black, Fischer & Scholes, Myron [Downloadable! (restricted)]
23-42 Portfolio theory, job choice and the equilibrium structure of expected wages
by Mayers, David [Downloadable! (restricted)]
43-66 Tests of the multiperiod two-parameter model
by Fama, Eugene F. & MacBeth, James D. [Downloadable! (restricted)]
67-94 Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
by Merton, Robert C. & Samuelson, Paul A. [Downloadable! (restricted)]
95-95 Comment on Merton and Samuelson
by Hakansson, Nils H. [Downloadable! (restricted)]
97-103 A negative report on the `near optimality' of the max-expected-log policy as applied to bounded utilities for long lived programs
by Goldman, M. Barry [Downloadable! (restricted)]

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