IDEAS home Printed from
   My bibliography  Save this article

A Simplified Jump Process for Common Stock Returns


  • Ball, Clifford A.
  • Torous, Walter N.


No abstract is available for this item.

Suggested Citation

  • Ball, Clifford A. & Torous, Walter N., 1983. "A Simplified Jump Process for Common Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(01), pages 53-65, March.
  • Handle: RePEc:cup:jfinqa:v:18:y:1983:i:01:p:53-65_01

    Download full text from publisher

    File URL:
    File Function: link to article abstract page
    Download Restriction: no

    References listed on IDEAS

    1. Halloran, John A, 1979. "A Note on the Impact of FHLB Advances on the Cost and Availability of Funds at S&Ls," Journal of Finance, American Finance Association, vol. 34(5), pages 1255-1261, December.
    2. Timothy H. Hannan & Ferdinand Mavinga, 1980. "Expense Preference and Managerial Control: the Case of the Banking Firm," Bell Journal of Economics, The RAND Corporation, vol. 11(2), pages 671-682, Autumn.
    3. Jensen, Michael C. & Meckling, William H., 1976. "Theory of the firm: Managerial behavior, agency costs and ownership structure," Journal of Financial Economics, Elsevier, vol. 3(4), pages 305-360, October.
    4. Hannan, Timothy H, 1979. "Expense-Preference Behavior in Banking: A Reexamination," Journal of Political Economy, University of Chicago Press, vol. 87(4), pages 891-895, August.
    5. Hakansson, Nils H, 1970. "Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions," Econometrica, Econometric Society, vol. 38(5), pages 587-607, September.
    6. Goldfeld, Stephen M & Jaffee, Dwight M, 1970. "The Determinants of Deposit-Rate Setting by Savings and Loan Associations," Journal of Finance, American Finance Association, vol. 25(3), pages 615-632, June.
    7. Jolivet, Vincent M., 1966. "The Control of Savings and Loan Associations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 1(04), pages 58-71, December.
    8. Baltensperger, Ernst, 1980. "Alternative approaches to the theory of the banking firm," Journal of Monetary Economics, Elsevier, vol. 6(1), pages 1-37, January.
    9. Sherman J. Maisel, 1981. "Risk and Capital Adequacy in Commercial Banks," NBER Books, National Bureau of Economic Research, Inc, number mais81-1, January.
    Full references (including those not matched with items on IDEAS)

    More about this item


    Access and download statistics


    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:v:18:y:1983:i:01:p:53-65_01. 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: (Keith Waters). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.