Contact information of Cambridge University Press
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:jfinqa. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/jfq .
Content
September 1980, Volume 15, Issue 3
- 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.
- 323-330 Stochastic Dominance and the Performance of U.K. Unit Trusts
by Saunders, Anthony & Ward, Charles & Woodward, Richard
- 331-339 Evidence of Intertemporal Systematic Risks in the Dailty Price Movements of NYSE and AMEX Common Stocks
by Hawawini, Gabriel A. & Vora, Ashok
- 341-355 The Day Trader: Some Additional Evidence
by Van Landingham, M. H.
- 357-377 Portfolio Selection: An Analytic Approach for Selecting Securities from a Large Universe
by Frankfurter, George M. & Phillips, Herbert E.
- 379-389 On the Social Optimality of the Value Maximization Criterion
by Lee, Wayne Y. & Senchack, Andrew J.
- 391-406 The AB Procedure and Capital Budgeting
by Beranek, William
- 407-419 Asset Growth, Abandonment Value and the Replacement Decision of Like-for-Like Capital Assets
by Gaumnitz, Jack E. & Emery, Douglas R.
- 421-423 A Further Note on Unrecovered Investment, Uniqueness of the Internal Rate, and the Question of Project Acceptability
by Bernhard, Richard H. & Norstrøm, Carl J.
- 425-434 A Note on Capital Asset Pricing Model under Uncertain Inflation
by Pyun, C. S.
- 435-447 An Analysis of the Relationship between Underwriter Spread and the Pricing of Municipal Bonds
by Sorensen, Eric H.
- 449-456 Comment on: “A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Ratesâ€
by Fogler, H. Russell & Ganapathy, S.
- 457-468 The Allocation of Risk: Some Implications of Fixed versus Index-Linked Mortgages
by Baesel, Jerome B. & Biger, Nahum
- 469-480 Bank Dividend Policy and Holding Company Affiliation
by Mayne, Lucille S.
- 485-496 15th Annual Conference of the Western Finance Association
by Anonymous
March 1980, Volume 15, Issue 1
- 1-1 Errata
by Anonymous
- 1-9 Spanning the State Space with Options
by Arditti, Fred D. & John, Kose
- 11-24 The Pricing of Options on Debt Securities
by Rendleman, Richard J. & Bartter, Brit J.
- 25-40 The Price Effects of Rights Offerings
by White, R. W. & Lusztig, P. A.
- 41-52 The Term of a Risk-Free Security
by Haugen, Robert A. & Wichern, Dean W.
- 53-83 Nonspeculative Behavior and the Term Structure
by Lee, Wayne Y. & Maness, Terry S. & Tuttle, Donald L.
- 85-97 Market Structure versus Information Costs as Determinants of Underwriters' Spreads on Municipal Bonds
by Higgins, W. W. & Moore, B. J.
- 99-122 A General Equilibrium Analysis of the Capital Asset Pricing Model
by Harris, Richard G.
- 123-137 On the Estimation and Stability of Beta
by Alexander, Gordon J. & Chervany, Norman L.
- 139-149 Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk
by Hawawini, Gabriel A.
- 151-174 Time Aggregation, Autocorrelation, and Systematic Risk Estimates–Additive versus Multiplicative Assumptions
by Chen, Son-Nan
- 175-189 Price Effects of Stock Repurchasing: A Random Coefficient Regression Approach
by Dielman, Terry & Nantell, Timothy J. & Wright, Roger L.
- 191-200 A Note on Debt, Assets and Lending under Default Risk
by Feder, Gershon
- 201-209 A Simplification and an Extension of the Bernhard-deFaro Sufficient Condition for a Unique Non-Negative Internal Rate of Return
by Bernhard, Richard H.
- 211-217 On the Interpretation of Individual Variables in Multiple Discriminant Analysis
by Karson, Marvin J. & Martell, Terrence F.
- 219-236 Potential Insolvency, Market Efficiency, and Bank Regulation of Large Commercial Banks
by Pettway, Richard H.
- 239-252 15th Annual Conference of the Western Finance Association
by Anonymous
December 1979, Volume 14, Issue 5
- 913-924 Optimal Investment Financing Decisions and the Value of Confidentiality
by Campbell, Tim S.
- 925-938 Efficient Portfolios and Superfluous Diversification
by Frankfurter, George M. & Frecka, Thomas J.
- 939-958 Capital Market Seasonality: The Case of Bond Returns
by Schneeweis, Thomas & Woolridge, J. Randall
- 959-979 Inflation and the Holding Period Returns on Bonds
by Jaffe, Jeffrey F. & Mandelker, Gershon
- 981-997 Statistical Analysis of Risk Surrogates for Nyse Stocks
by Francis, Jack Clark
- 999-1013 Diversification, Financial Leverage and Conglomerate Systematic Risk
by Gahlon, James M. & Stover, Roger D.
- 1015-1025 An Analysis of Risk in Bull and Bear Markets
by Kim, Moon K. & Zumwalt, J. Kenton
- 1027-1034 Autocorrelation, Market Imperfections, and the CAPM
by Brown, Stewart L.
- 1035-1048 The Cross-Sectional Stability of Financial Ratio Patterns
by Johnson, W. Bruce
- 1049-1058 On Costs of Capital in Programming Approaches to Capital Budgeting
by Ederington, Louis H. & Henry, William R.
- 1059-1070 Estimating the Optimal Stochastic Dominance Efficient Set with a Mean-Semivariance Algorithm
by Bey, Roger P.
- 1071-1083 Portfolio Management and the Shrinking Knapsack Algorithm
by Stone, Bernell K. & Hill, Ned C.
- 1085-1090 Bond Immunization When Short-Term Interest Rates Fluctuate More Than Long-Term Rates
by Khang, Chulsoon
- 1091-1094 Comment: The Unique, Real Internal Rate of Return
by Capettini, Robert & Grimlund, Richard A. & Toole, Howard R.
- 1095-1099 Comment: Evaluating Negative Benefits
by Miles, James & Choi, Dosoung
November 1979, Volume 14, Issue 4
- 667-668 Abstract: An Exploration of Nondissipative Dividend-Signaling Structures
by Bhattacharya, Sudipto
- 669-669 Abstract: Optimal Investment Financing Decisions and the Value of Confidentiality
by Campbell, Tim S.
- 671-694 New Perspectives on Informational Asymmetry and Agency Relationships
by Haugen, Robert A. & Senbet, Lemma W.
- 695-703 Communication of Aggregate Preferences through Market Prices
by Kraus, Alan & Sick, Gordon A.
- 705-710 Comment: Bhattacharya Paper
by Castanias, Richard P.
- 711-714 Comment: Haugen and Senbet Paper
by Kalay, Avner
- 715-716 Comment: Kraus and Sick Paper
by Feiger, George
- 717-734 The Fantastic World of Finance: Progress and the Free Lunch
by Hakansson, Nils H.
- 735-751 Housing Choice and Relative Tenure Prices
by Brueggeman, William B. & Peiser, Richard B.
- 753-768 An Appraisal of Residential Property Tax Regressivity
by Edelstein, Robert H.
- 769-782 A Study of the Demand for Housing by Low Versus High Income Households
by Follain, James R.
- 783-800 Assessing Hedonic Indexes for Housing
by Noland, Charles W.
- 801-803 Comment: Brueggeman-Peiser and Noland Papers
by Smith, Lawrence B.
- 805-806 Comment: Edelstein and Follain Papers
by Kaufman, George G.
- 807-811 Abstract: Stock Returns over Open and Closed Trading Periods
by Oldfield, George S. & Rogalski, Richard J.
- 813-835 Market Makers and the Market Spread: A Review of Recent Literature
by Cohen, Kalman J. & Maier, Steven F. & Schwartz, Robert A. & Whitcomb, David K.
- 837-866 Continuous Versus Intermittent Trading on Auction Markets
by Smidt, Seymour
- 867-868 Comment: Cohen, Maier, Schwartz and Whitcomb Paper
by Kraus, Alan
- 869-872 Comment: Smidt Paper
by Copeland, Thomas E.
- 873-894 Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium
by Stoll, Hans R.
- 895-899 A New Role for Options
by Murray, Roger F.
- 900-901 Minutes of the Annual Meeting
by Anonymous
- 902-903 Minutes of the Executive Committee Meeting
by Anonymous
- 904-905 Treasurer's Report1
by Anonymous
September 1979, Volume 14, Issue 3
- 455-480 International Capital Market Equilibrium and the Multinational Firm Financing and Investment Policies
by Senbet, Lemma W.
- 481-500 Graph Theoretic Approaches to Foreign Exchange Operations
by Christofides, N. & Hewins, R. D. & Salkin, G. R.
- 501-515 Bankruptcy Avoidance as a Motive For Merger
by Shrieves, Ronald E. & Stevens, Donald L.
- 517-527 The Pricing of Premium Bonds
by Livingston, Miles
- 529-535 A State Preference Model of Capital Gains Taxation
by Dyl, Edward A.
- 537-545 A Capital Asset Pricing Model with Investors Taxes and Three Categories of Investment Income
by Trauring, Mitchell
- 547-552 An Effective Algorithm for Estimating Stochastic Dominance Efficient Sets
by Kearns, Richard B. & Burgess, Richard C.
- 553-571 The Value of Information: Inferences from the Profitability of Insider Trading
by Baesel, Jerome B. & Stein, Garry R.
- 573-593 Security–Relative Information Market Efficiency: Some Empirical Evidence
by Groth, John C.
- 595-614 Dynamic Estimation of Portfolio Betas
by Umstead, David A. & Bergstrom, Gary L.
- 615-628 The Effects Of Sample Size And Correlation On The Accuracy Of The Ev Efficiency Criterion
by Saniga, Erwin & Gressis, Nicolas & Hayya, Jack
- 629-639 Comment: A Test of Stone's Two-Index Model of Returns
by Gultekin, N. Bulent & Rogalski, Richard J.
- 641-644 Comment: A Test of Stone's Two-Index Model of Returns
by Chance, Don M.
- 645-647 Comment: The Optimal Price to Trade
by Miller, Edward M.
- 649-651 Reply: The Optimal Price to Trade
by Branch, Ben
- 653-660 On the Asymmetry of Market Returns
by Beedles, William L.
June 1979, Volume 14, Issue 2
- 167-177 On the Portfolio Effects of Nonmarketable Assets: Government Transfers and Human Capital Payments
by Rorke, C. Harvey
- 179-204 Stochastic Dominance With a Riskless Asset: An Imperfect Market
by Kroll, Yoram & Levy, Haim
- 205-214 Relative Risk Aversion: Increasing or Decreasing?
by Graves, Philip E.
- 215-220 The Effect of Estimation Risk on Capital Market Equilibrium
by Brown, S.
- 221-242 An Analytical Comparison of Variance and Semivariance Capital Market Theories
by Nantell, Timothy J. & Price, Barbara
- 243-254 Effects of Purchasing Power Risk on Portfolio Demand for Money
by Chen, Andrew H.
- 255-273 Borrowing, Short-Sales, Consumer Default, and the Creation of New Assets
by Milne, Frank
- 275-291 A Formal Dynamic Model of Market Making
by Bradfield, James
- 293-315 A Comparison of Relative Predictive Power for Financial Models of Rates of Return
by Udinsky, Jerald H. & Kirshner, Daniel
- 317-336 Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers
by Ohlson, James A.
- 337-341 A More General Sufficient Condition for A Unique Nonnegative Internal Rate of Return
by Bernhard, Richard H.
- 343-349 Measuring Bond Price Volatility
by Livingston, Miles
- 351-360 The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model
by Francis, Jack Clark & Fabozzi, Frank J.
- 361-384 Composite Measures for the Evaluation of Investment Performance
by Ang, James S. & Chua, Jess H.
- 385-394 A General Test of a Filter Effect
by Praetz, P. D.
- 395-419 A Reexamination of the Ex Post Risk-Return Tradeoff on Common Stocks
by McEnally, Richard W. & Upton, David E.
- 421-441 The Risk-Return Relationship and Stock Prices
by Bachrach, Benjamin & Galai, Dan
- 443-450 A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy
by Constantinides, George M.
March 1979, Volume 14, Issue 1
- 1-10 Marketability of Assets and the Price of Risk
by Stapleton, R. C. & Subrahmanyam, M. G.
- 11-27 Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates
by Livingston, Miles
- 29-57 Investment Performance and Investor Behavior
by Lewellen, Wilbur G. & Lease, Ronald C. & Schlarbaum, Gary G.
- 59-76 The Implications of Recursiveness in Capital Markets–Theory and Empirical Tests
by Singleton, J. Clay & Lauer, Joseph R.
- 77-100 A Determination of the Risk of Ruin
by Vinso, Joseph D.
- 101-118 Equivalent Risk Classes: A Multidimensional Examination
by Martin, John D. & Scott, David F. & Vandell, Robert F.
- 119-135 The Empirical Relationship Between Investment and Financing: A New Look
by McCabe, George M.
- 137-152 Implementation of Large-Scale Financial Planning Models: Solution Efficient Transformations
by Crum, Roy L. & Klingman, Darwin D. & Tavis, Lee A.
- 153-160 Branch Banking and the Availability of Banking Services in Metropolitan Areas
by Seaver, William L. & Fraser, Donald R.
December 1978, Volume 13, Issue 5
- 809-823 Some New Capital Budgeting Theorems
by Beranek, William
- 825-829 Some New Capital Budgeting Theorems: Comment
by Bernhard, Richard H.
- 831-846 The Economic Life of an Investment and the Appropriate Discount Rate
by Brick, John R. & Thompson, Howard E.
- 847-870 Problems with the Concept of the Cost of Capital
by Haley, Charles W. & Schall, Lawrence D.
- 871-883 Sale-and-Leaseback Agreements and Enterprise Valuation
by Kim, E. Han & Lewellen, Wilbur G. & McConnell, John J.
- 885-902 Competitive Bidding in the Underwriting of Public Utility Securities
by Parker, George G. C. & Cooperman, Daniel
- 903-925 Inflation and Optimal Portfolio Choices
by Solnik, Bruno H.
- 927-941 Diversification in a Three-Moment World
by Simkowitz, Michael A. & Beedles, William L.
- 943-946 Sample Size Bias and Sharpe's Performance Measure: A Note
by Miller, Robert E. & Gehr, Adam K.
- 947-963 Multiplicative Risk Premiums
by Gregory, Douglas D.
- 965-985 Short Interest: Its Influence as a Stabilizer of Stock Returns
by Hurtado-Sanchez, Luis
- 987-1002 The Expected Return to Equity and International Asset Prices
by Elliott, J. W.
- 1003-1017 Multivariate Time Series Analysis of Bank Financial Behavior
by Cramer, Robert H. & Miller, Robert B.
November 1978, Volume 13, Issue 4
- 595-611 Financial Intermediation and the Theory of Agency
by Draper, Dennis W. & Hoag, James W.
- 613-624 Capital Asset Pricing in a General Equilibrium Framework
by Cootner, Paul H. & Pyle, David H.
- 625-626 Comments: Capital Asset Pricing in a General Equilibrium Framework
by Ross, Stephen A.
- 627-650 Duration Forty Years Later
by Ingersoll, Jonathan E. & Skelton, Jeffrey & Weil, Roman L.
- 651-652 Discussion: Duration and Portfolio Strategy
by Kane, Edward J.
- 653-668 Duration and Security Risk
by Lanstein, Ronald & Sharpe, William F.
- 669-670 Discussion; Duration and Security Risk
by Carleton, Willard T.
- 671-681 Duration and Bond Portfolio Analysis: An Overview
by Bierwag, G. O. & Kaufman, George G. & Khang, Chulsoon
- 683-685 Comment: Duration and Bond Portfolio Analysis
by Babcock, Guilford C.
- 687-700 Interest Rate Changes and Commercial Bank Revenues and Costs
by Maisel, Sherman J. & Jacobson, Robert
- 701-718 Bank Capital Adequacy, Deposit Insurance and Security Values
by Sharpe, William F.
- 719-732 Interest Rate Risk
by Craine, Roger N. & Pierce, James L.
- 735-735 Abstract: The Fundamental Determinants of Risk in Banking
by Rosenberg, Barr & Perry, Philip R.
- 737-743 Opec Surpluses and World Financial Stability
by MacLaury, Bruce K.
- 745-757 The Impact of a Fuel Adjustment Clause on the Regulated Firm's Value and Cost of Capital
by Clarke, Roger G.
- 759-777 Financial Planning in a Regulated Environment
by Machado, Ezequiel L. & Carleton, Willard T.
- 779-781 Abstract: Corporate Financial Strategies under Uncertainty: Valuation and Policies in Dynamic Disequilibrium
by Hamilton, Carl W.
- 783-784 Abstract: Optimal Financial Policies under Threat of Bankruptcy
by Lee, Wayne Y. & Boisjoly, Russell P.
- 785-794 The Geographic Distribution of Papers at the Seven Academic Finance Associations in the United States
by Petry, Glenn H. & Fuller, Russell J.
- 796-796 Minutes of the Annual Meeting
by Anonymous
- 797-797 Minutes of Executive Committee Meeting
by Anonymous
- 798-799 Treasurer's Report
by Anonymous
- 800-801 Managing Editor's Report
by Haley, Charles W.
September 1978, Volume 13, Issue 3
- 385-406 An Assessment of the Performance of Mutual Fund Management: 1969–1975
by Kim, Tye
- 407-418 Necessary Conditions for Aggregation in Securities Markets
by Brennan, M. J. & Kraus, Alan
- 419-433 Effects of Uncertain and Nonstationary Parameters upon Capital Market Equilibrium Conditions
by Barry, Christopher B.
- 435-459 Bivariate Spectral Analysis of the Capital Asset Pricing Model
by Goldberg, Michael A. & Vora, Ashok
- 461-474 Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
by Brennan, Michael J. & Schwartz, Eduardo S.
- 475-485 Risk Premia on Municipal Bonds
by Yawitz, Jess B.
- 487-505 Optimal Equity and Financing Model of Krouse and Lee: Corrections and Extensions
by Sethi, Suresh P.
- 507-518 The Impact of Option Expirations on Stock Prices
by Klemkosky, Robert C.
- 519-525 Bond Portfolio Strategy Simulations: A Critique
by Bierwag, G. O. & Kaufman, George
- 527-532 Large Bank Failures and Investor Risk Perceptions: Evidence from the Debt Market
by Fraser, Donald R. & McCormack, J. Patrick
- 533-547 Minority Savings and Loan Associations: Hypotheses and Tests
by Bradford, William D.
- 549-557 Effect of State Usury Laws on Housing Starts: Comments
by Yandle, Bruce & Proctor, Jim
- 559-566 The Price Elasticity of Discounted Bonds: Some Empirical Evidence
by Joehnk, Michael D. & Fogler, H. Russell & Bradley, Charles E.
- 567-571 A Note on the Leverage Effect on Portfolio Performance Measures
by Ang, James S.
- 573-575 A Note on Bond Risk Differential
by Tezel, Ahmet
- 577-584 A Sufficient Condition for a unique Nonnegative Internal Rate of Return: Further Comments
by de Faro, Clovis
- 585-586 A Note on Modeling Simple Dynamic Cash Balance Problem: Errata
by Sethi, Suresh P.
June 1978, Volume 13, Issue 2
- 211-226 Financial Structure and Cost of Capital in the Multinational Corporation
by Shapiro, Alan C.
- 227-244 On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk
by Mehra, Rajnish
- 245-254 Optimal Foreign Borrowing Strategies with Operations in Forward Exchange Markets
by Folks, William R.
- 255-271 Safety-First, Stochastic Dominance, and Optimal Portfolio Choice
by Bawa, Vijay S.
- 273-297 The Inference of Tastes and Beliefs from Bond and Stock Market Data
by Grauer, Robert R.
- 299-312 Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio
by Lee, Cheng F. & Jen, Frank C.
- 313-332 The Effect of Intervaling on Estimating Parameters of the Capital Asset Pricing Model
by Smith, Keith V.
- 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.
- 345-361 Equivalent Mathematical Programming Models of Pure Capital Rationing
by Bradley, Stephen P. & Frey, Sherwood C.
- 363-370 The Unique, Real Internal Rate of Return: Caveat Emptor!
by Herbst, Anthony
- 371-377 An Analytical Model of Bond Risk Differentials: A Comment
by Cohan, Avery B.
- 379-381 An Analytical Model of Bond Risk Differentials: A Reply
by Bierman, Harold & Hass, Jerome E.
March 1978, Volume 13, Issue 1
- 1-13 On Multiperiod Stochastic Dominance
by Huang, C. C. & Vertinsky, I. & Ziemba, W. T.
- 15-27 On the Boness and Black-Scholes Models for Valuation of Call Options
by Galai, Dan
- 29-38 The Chicago Board Options Exchange and Market Efficiency
by Finnerty, Joseph E.
- 39-53 Asset Pricing Models: Further Tests
by Foster, George
- 55-64 Corporate Taxes, Inflation, the Rate of Interest, and the Return to Equity
by Jaffe, Jeffrey F.