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December 1986, Volume 41, Issue 5
September 1986, Volume 41, Issue 4
- 779-793 Sample-Dependent Results Using Accounting and Market Data: Some Evidence
by Banz, Rolf W & Breen, William J
- 795-814 The Impact of Preferred-for-Common Exchange Offers on Firm Value
by Pinegar, J Michael & Lease, Ronald C
- 815-829 Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
by Harris, Lawrence E & Gurel, Eitan
- 831-842 Asset Price Volatility, Bubbles, and Process Switching
by Flood, Robert P & Hodrick, Robert J
- 843-855 The Pricing of Futures and Options Contracts on the Value Line Index
by Eytan, T Hanan & Harpaz, Giora
- 857-870 Futures Options and the Volatility of Futures Prices
by Ball, Clifford A & Torous, Walter N
- 871-895 Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model
by Ronn, Ehud I & Verma, Avinash K
- 897-914 A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership
by Eun, Cheol S & Janakiramanan, S
- 915-921 The Relationship between Arbitrage and First Order Stochastic Dominance
by Jarrow, Robert
- 923-933 The Duration of an Adjustable-Rate Mortgage and the Impact of the Index
by Ott, Robert A, Jr
- 935-949 Callable Bonds: A Risk-Reducing Signalling Mechanism
by Robbins, Edward Henry & Schatzberg, John D
- 951-974 Volume for Winners and Losers: Taxation and Other Motives for Stock Trading
by Lakonishok, Josef & Smidt, Seymour
- 975-979 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition
by Gilles, Christian & Leroy, Stephen F
- 981-985 A Note on Unanticipated Money Growth and Interest Rate Surprises: Mishkin and Makin Revisited
by Grier, Kevin B
July 1986, Volume 41, Issue 3
- 529-543 Noise
by Black, Fischer
- 545-557 Valuation of Risky Assets in Arbitrage Free Economies with Frictions
by Prisman, Eliezer Z
- 557-560 Valuation of Risky Assets in Arbitrage Free Economies with Frictions: Discussion
by Ronn, Ehud I
- 561-576 LYON Taming
by McConnell, John J & Schwartz, Eduardo S
- 576-577 LYON Taming: Discussion
by Mason, Scott P
- 579-590 Do Demand Curves for Stocks Slope Down?
by Shleifer, Andrei
- 591-601 Does the Stock Market Rationally Reflect Fundamental Values?
by Summers, Lawrence H
- 601-602 Does the Stock Market Rationally Reflect Fundamental Values? Discussion
by Stambaugh, Robert F
- 603-614 Integration vs. Segmentation in the Canadian Stock Market
by Jorion, Philippe & Schwartz, Eduardo
- 614-616 Integration vs. Segmentation in the Canadian Stock Market: Discussion
by Bodurtha, James N, Jr
- 617-630 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates
by Brown, Stephen J & Dybvig, Philip H
- 630-632 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates: Discussion
by Ferson, Wayne E
- 633-643 Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects
by Fung, W K H & Rudd, Andrew
- 643-644 Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects: Discussion
by Taggart, Robert A, Jr
- 645-655 An Economic Analysis of Interest Rate Swaps
by Bicksler, James & Chen, Andrew H
- 657-668 Inflation, Uncertainty, and Investment
by Baldwin, Carliss Y & Ruback, Richard S
- 668-669 Inflation, Uncertainty, and Investment: Discussion
by Auerbach, Alan J
- 671-682 Returns and Risks of U.S. Bank Foreign Currency Activities
by Grammatikos, Theoharry & Saunders, Anthony & Swary, Itzhak
- 682-683 Returns and Risks of U.S. Bank Foreign Currency Activities: Discussion
by Brickley, James A
- 685-696 The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects
by Klein, April
- 696-697 The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects: Discussion
by Hite, Gailen L
- 699-713 Discrete Expectational Data and Portfolio Performance
by Elton, Edwin J & Gruber, Martin J & Grossman, Seth
- 713-714 Discrete Expectational Data and Portfolio Performance: Discussion
by Logue, Dennis E
- 715-730 On Timing and Selectivity
by Admati, Anat R, et al
- 730-732 On Timing and Selectivity: Discussion
by Verrecchia, Robert E
- 733-746 Optimal Portfolio Choice under Incomplete Information
by Gennotte, Gerard
- 747-749 Optimal Portfolio Choice under Incomplete Information: Discussion
by Feldman, David
- 751-762 Tax Clienteles and Asset Pricing
by Dybvig, Philip H & Ross, Stephen A
- 762-763 Tax Clienteles and Asset Pricing: Discussion
by Williams, Joseph
June 1986, Volume 41, Issue 2
- 295-312 Benchmark Portfolio Inefficiency and Deviations from the Security Market Line
by Green, Richard C
- 313-329 International Arbitrage Pricing Theory: An Empirical Investigation
by Cho, D Chinhyung & Eun, Cheol S & Senbet, Lemma W
- 331-337 On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension
by Shanken, Jay
- 339-346 The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return
by Kandel, Shmuel
- 347-368 On the Number of Factors in the Arbitrage Pricing Model
by Trzcinka, Charles A
- 369-382 Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy
by Dothan, Michael U & Feldman, David
- 383-391 Asset Pricing in a Production Economy with Incomplete Information
by Detemple, Jerome B
- 393-410 The Pricing of Interest-Rate Risk: Evidence from the Stock Market
by Sweeney, Richard J & Warga, Arthur D
- 411-424 Options, Taxes, and Ex-Dividend Day Behavior
by Kaplanis, Costas P
- 425-435 Loan Commitment Contracts, Terms of Lending, and Credit Allocation
by Melnik, Arie & Plaut, Steven
- 437-450 Deposit Insurance and the Discount Window: Pricing under Asymmetric Information
by Kanatas, George
- 451-463 Shelf Registrations and Shareholder Wealth: A Comparison of Shelf and Traditional Equity Offerings
by Moore, Norman H & Peterson, David R & Peterson, Pamela P
- 465-480 A Model of Dynamic Takeover Behavior
by Giammarino, Ronald M & Heinkel, Robert L
- 481-499 Price Movements as Indicators of Tender Offer Success
by Samuelson, William & Rosenthal, Leonard
- 501-513 Moral Hazard and Adverse Selection: The Question of Financial Structure
by Darrough, Masako N & Stoughton, Neal M
- 515-520 A Discrete Time Option Model Dependent on Expected Return: A Note
by O'Brien, Thomas J
March 1986, Volume 41, Issue 1
- 1-18 Rights versus Underwritten Offerings: An Asymmetric Information Approach
by Heinkel, Robert L & Schwartz, Eduardo S
- 19-37 Asymmetric Information and Risky Debt Maturity Choice
by Flannery, Mark J
- 39-52 Informational Efficiency and Information Subsets
by Latham, Mark
- 53-66 The Effects of Different Taxes on Risky and Risk-free Investment and on the Cost of Capital
by Zhu, Yu & Friend, Irwin
- 67-92 A Utility-based Model of Common Stock Price Movements
by Litzenberger, Robert H & Ronn, Ehud I
- 93-105 Stock Price Movements in Response to Stock Issues under Asymmetric Information
by Krasker, William S
- 107-125 Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets
by Jennings, Robert & Starks, Laura
- 127-150 Valuation of American Futures Options: Theory and Empirical Tests
by Whaley, Robert E
- 151-162 Efficiency Tests of the Foreign Currency Options Market
by Bodurtha, James N, Jr & Courtadon, Georges R
- 163-182 Beating the Foreign Exchange Market
by Sweeney, Richard J
- 183-193 A Defense of Traditional Hypotheses about the Term Structure of Interest Rates
by Campbell, John Y
- 195-207 Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
by Kane, Alex & Marcus, Alan J
- 209-223 Asset Pricing and Expected Inflation
by Stulz, Rene M
- 225-241 Excess Asset Reversions and Shareholder Wealth
by Alderson, Michael J & Chen, K C
- 243-247 LaPlace Transforms as Present Value Rules: A Note
by Buser, Stephen A
- 249-253 Some Aspects of Equilibrium for a Cross-section of Firms Signalling Profitability with Dividends: A Note
by Makhija, Anil K & Thompson, Howard E
- 255-261 The Effect of Three Mile Island on Utility Bond Risk Premia: A Note
by Barrett, W Brian & Heuson, Andrea J & Kolb, Robert W
- 263-267 A Note on the Welfare Consequences of New Option Markets
by Schachter, Barry
- 269-276 Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note
by Shanken, Jay
- 277-286 Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note
by McInish, Thomas H & Wood, Robert A
December 1985, Volume 40, Issue 5
- 1263-1281 A Sequential Signalling Model of Convertible Debt Call Policy
by Harris, Milton & Raviv, Artur
- 1283-1301 Option Pricing and Replication with Transactions Costs
by Leland, Hayne E
- 1303-1317 Options on the Spot and Options on Futures
by Brenner, Menachem & Courtadon, Georges & Subrahmanyam, Marti
- 1319-1340 The Valuation of Options on Futures Contracts
by Ramaswamy, Krishna & Sundaresan, Suresh M
- 1341-1352 On the Optimality of Portfolio Insurance
by Benninga, Simon & Blume, Marshall E
- 1353-1365 Dispersion of Financial Analysts' Earnings Forecasts and the (Option Model) Implied Standard Deviaitons of Stock Returns
by Ajinkya, Bipin B & Gift, Michael J
- 1367-1373 Approximate Factor Structures: Interpretations and Implications for Empirical Tests
by Grinblatt, Mark & Titman, Sheridan
- 1375-1384 A VARMA Analysis of the Causal Relations among Stock Returns, Real Output, and Nominal Interest Rates
by James, Christopher & Koreisha, Sergio & Partch, Megan
- 1385-1401 The Rule 415 Experiment: Equity Markets
by Bhagat, Sanjai & Marr, M Wayne & Thompson, G Rodney
- 1403-1422 Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies
by Millon, Marcia H & Thakor, Anjan V
- 1423-1437 On the Relevance of Debt Maturity Structure
by Brick, Ivan E & Ravid, S Abraham
- 1439-1457 A Model for the Determination of "Fair" Premiums on Lease Cancellation Insurance Policies
by Schallheim, James S & McConnell, John J
- 1459-1467 The Puzzle of Financial Leverage Clienteles
by Sarig, Oded & Scott, James
- 1469-1484 Managerial Incentives for Short-term Results
by Narayanan, M P
- 1485-1492 Reformulating Tax Shield Valuation: A Note
by Miles, James A & Ezzell, John R
- 1493-1503 The Use of Electronic Funds Transfers to Capture the Effects of Cash Management Practices on the Demand for Demand Deposits: A Note
by Dotsey, Michael
- 1505-1509 Derivation of the Capital Asset Pricing Model without Normality or Quadratic Preference: A Note
by Kwon, Young K
September 1985, Volume 40, Issue 4
- 1031-1051 Dividend Policy under Asymmetric Information
by Miller, Merton H & Rock, Kevin
- 1053-1070 Dividends, Dilution, and Taxes: A Signalling Equilibrium
by John, Kose & Williams, Joseph
- 1071-1094 Optimal Release of Information by Firms
by Diamond, Douglas W
- 1095-1114 The Structure and Incentive Effects of Corporate Tax Liabilities
by Green, Richard C & Talmor, Eli
- 1115-1125 The Impact of Inflation on the Aggregate Debt-Asset Ratio
by Hochman, Shalom & Palmon, Oded
- 1127-1140 Taxes, Default Risk, and Yield Spreads
by Yawitz, Jess B & Maloney, Kevin J & Ederington, Louis H
- 1141-1158 Asset Returns, Discount Rate Changes, and Market Efficiency
by Smirlock, Michael J & Yawitz, Jess B
- 1159-1171 Optimal Bank Behavior under Uncertain Inflation
by Landskroner, Yoram & Ruthenberg, David
- 1173-1188 Yes, the APT Is Testable
by Dybvig, Philip H & Ross, Stephen A
- 1189-1196 Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?]
by Shanken, Jay
- 1197-1217 Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach
by Levy, Haim
- 1219-1233 On Option Pricing Bounds
by Ritchken, Peter H
- 1235-1243 A Complete Analysis of Full Pareto Efficiency in Financial Markets for Arbitrary Preferences
by Amershi, Amin H
- 1245-1250 Easy Proofs of Unanimity and Optimality without Spanning: A Pedagogical Note
by Makowski, Louis & Pepall, Lynne
- 1251-1253 Asset Pricing, Higher Moments, and the Market Risk Premium: A Note
by Sears, R Stephen & Wei, K C John
July 1985, Volume 40, Issue 3
- 621-631 Of Financial Innovations and Excesses
by Van Horne, James C
- 633-635 On Economics and Finance
by Summers, Lawrence H
- 637-657 Debt and Taxes and Uncertainty
by Ross, Stephen A
- 657-658 Debt and Taxes and Uncertainty: Discussion
by Constantinides, George M
- 659-674 New Tests of the APT and Their Implications
by Dhrymes, Phoebus J, et al
- 674-675 New Tests of the APT and Their Implications: Discussion
by Kraus, Alan
- 677-687 An Unbiased Reexamination of Stock Market Volatility
by Mankiw, N Gregory & Romer, David & Shapiro, Matthew D
- 688-689 An Unbiased Reexamination of Stock Market Volatility: Discussion
by Shiller, Robert
- 691-705 Adjustment Costs and Capital Asset Pricing
by Huffman, Gregory W
- 705-709 Adjustment Costs and Capital Asset Pricing: Discussion
by Singleton, Kenneth J
- 711-719 A Theoretical Analysis of Real Estate Returns
by Fogler, H Russell & Granito, Michael R & Smith, Laurence R
- 719-721 A Theoretical Analysis of Real Estate Returns: Discussion
by Statman, Meir
- 723-739 An Investigation of Transactions Data for NYSE Stocks
by Wood, Robert A & McInish, Thomas H & Ord, J Keith
- 739-741 An Investigation of Transactions Data for NYSE Stocks: Discussion
by Tauchen, George
- 743-756 Index Options: The Early Evidence
by Evnine, Jeremy & Rudd, Andrew
- 756-756 Index Options: The Early Evidence: Discussion
by MacBeth, James D
- 757-773 In Defense of Technical Analysis
by Treynor, Jack L & Ferguson, Robert
- 773-775 In Defense of Technical Analysis: Discussion
by Sorensen, Eric H
- 777-790 The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
by Shefrin, Hersh & Statman, Meir
- 791-792 The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion
by Constantinides, George M
- 793-805 Does the Stock Market Overreact?
by De Bondt, Werner F M & Thaler, Richard
- 806-808 Does the Stock Market Overreact? Discussion
by Bernstein, Peter L
- 809-820 Ripoffs, Lemons, and Reputation Formation in Agency Relationships: A Laboratory Market Study
by DeJong, Douglas V & Forsythe, Robert & Lundholm, Russell J
- 820-823 Ripoffs, Lemons, and Reputation Formation in Agency Relationships: A Laboratory Market Study: Discussion
by Mendelson, Haim
- 825-844 Risk Aversion and Information Structure: An Experimental Study of Price Variability in the Securities Markets
by Ang, James S & Schwarz, Thomas
- 845-846 Risk Aversion and Information Structure: An Experimental Study of Price Variability in the Securities Markets: Discussion
by Cohen, Kalman J
- 847-861 Towards a Semigroup Pricing Theory
by Garman, Mark B
- 861-862 Towards a Semigroup Pricing Theory: Discussion
by Huang, Chi-fu
- 863-878 Risky Debt, Investment Incentives, and Reputation in a Sequential Equilibrium
by John, Kose & Nachman, David C
- 878-880 Risky Debt, Investment Incentives, and Reputation in a Sequential Equilibrium: Discussion
by Spatt, Chester S
- 881-891 Currency Risk and Country Risk in International Banking
by Shapiro, Alan C
- 892-893 Currency Risk and Country Risk in International Banking: Discussion
by Flood, Eugene
- 895-908 Determinants of Corporate Leasing Policy
by Smith, Clifford W, Jr & Wakeman, L MacDonald
- 909-910 Determinants of Corporate Leasing Policy: Discussion
by Hawkins, Gregory D
- 911-924 Spinoff-Terminations and the Value of Pension Insurance
by Marcus, Alan J
- 924-926 Spinoff-Terminations and the Value of Pension Insurance: Discussion
by Merville, Larry
- 927-940 The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective
by Pesando, James E
- 940-942 The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective: Discussion
by Logue, Dennis E
- 943-955 The Integration of Insurance and Taxes in Corporate Pension Strategy
by Bicksler, James L
- 955-957 The Integration of Insurance and Taxes in Corporate Pension Strategy: Discussion
by Babcock, Guilford C
- 959-974 Depositors' Welfare, Deposit Insurance, and Deregulation
by Chan, Yuk-Shee & Mak, King-Tim
- 975-975 Depositors' Welfare, Deposit Insurance, and Deregulation: Discussion
by Heinkel, Robert
- 977-988 A Micro Model of the Federal Funds Market
by Ho, Thomas S Y & Saunders, Anthony
- 988-990 A Micro Model of the Federal Funds Market: Discussion
by Spindt, Paul A
- 991-1006 A Test of the OPEC Cartel Hypothesis: 1974-1983
by Loderer, Claudio
- 1006-1008 A Test of the OPEC Cartel Hypothesis: 1974-1983: Discussion
by Castanias, Richard P
- 1009-1018 The Pricing of Oil and Gas: Some Further Results
by Miller, Merton H & Upton, Charles W
- 1018-1020 The Pricing of Oil and Gas: Some Further Results: Discussion
by Kyle, Albert S
June 1985, Volume 40, Issue 2
- 359-381 A Simple Econometric Approach for Utility-based Asset Pricing Models
by Brown, David P & Gibbons, Michael R
- 383-399 Differential Information and Performance Measurement Using a Security Market Line
by Dybvig, Philip H & Ross, Stephen A
- 401-416 The Analytics of Performance Measurement Using a Security Market Line
by Dybvig, Philip H & Ross, Stephen A
- 417-431 On Determination of Stochastic Dominance Optimal Sets
by Bawa, Vijay S, et al
- 433-454 The Week-End Effect in Common Stock Returns: The International Evidence
by Jaffe, Jeffrey F & Westerfield, Randolph
- 455-480 Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978
by Rubinstein, Mark
- 481-500 Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options
by Halpern, Paul J & Turnbull, Stuart M
- 501-517 On the Interaction of Real and Financial Decisions of the Firm under Uncertainty
by Dotan, Amihud & Ravid, S Abraham
- 519-536 Corporate Combinations and Common Stock Returns: The Case of Joint Ventures
by McConnell, John J & Nantell, Timothy J
- 537-548 Return, Risk, and Yield: Evidence from Ex Ante Data
by Ang, James S & Peterson, David R
- 549-561 The Choice of Call Provision Terms: Evidence of the Existence of Agency Costs of Debt
by Thatcher, Janet Solverson
- 563-575 Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments
by Lam, Chun H & Chen, Andrew H
- 577-581 On the Theory of Rational Insurance Purchasing: A Note
by Briys, Eric P & Louberge, Henri
- 583-588 The Weekly Pattern in Stock Returns: Cash versus Futures: A Note
by Cornell, Bradford
- 589-594 The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes]
by Jordan, Bradford D & Pettway, Richard H
- 595-599 Expected Inflation and Interest Rates in a Multi-asset Model: A Note
by Mitchell, Douglas W
- 601-602 Mean-Variance versus Direct Utility Maximization: A Comment
by Pulley, Lawrence B
- 603-605 Optimal Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Comment
by Lehmann, Bruce & Warga, Arthur
- 607-607 Optimal Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Reply
by Giaccotto, Carmelo & Ali, Mukhtar M
March 1985, Volume 40, Issue 1
- 1-20 On the Feasibility of Automated Market Making by a Programmed Specialist
by Hakansson, Nils H & Beja, Avraham & Kale, Jivendra
- 21-42 The Trading Decision and Market Clearing under Transaction Price Uncertainty
by Ho, Thomas S Y & Schwartz, Robert A & Whitcomb, David K
- 43-61 Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory
by Gultekin, N Bulent & Rogalski, Richard J
- 63-83 A Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations
by Walsh, Carl E
- 85-103 Capital Asset Pricing Compatible with Observed Market Value Weights
by Best, Michael J & Grauer, Robert R
- 105-124 International Asset Pricing under Mild Segmentation: Theory and Test
by Errunza, Vihang & Losq, Etienne
- 125-133 More on Estimation Risk and Simple Rules for Optimal Portfolio Selection
by Alexander, Gordon J & Resnick, Bruce G
- 135-153 Implications of the Discreteness of Observed Stock Prices
by Gottlieb, Gary & Kalay, Avner
- 155-173 On Jumps in Common Stock Prices and Their Impact on Call Option Pricing
by Ball, Clifford A & Torous, Walter N
- 175-191 An Investigation of Commodity Futures Prices Using the Consumption-based Intertemporal Capital Asset Pricing Model
by Jagannathan, Ravi
- 193-208 Returns to Speculators and the Theory of Normal Backwardation
by Chang, Eric C
- 209-224 The Effect of Voluntary Sell-off Announcements on Shareholder Wealth
by Jain, Prem C
- 225-239 The Price Elasticity of Demand for Whole Life Insurance
by Babbel, David F
- 241-255 Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument
by Koppenhaver, G D
- 257-268 Risk Aversion and Arbitrage
by Green, Richard C & Srivastava, Sanjay
- 269-291 Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress
by Frydman, Halina & Altman, Edward I & Kao, Duen-Li
- 293-308 An Analysis of Mortgage Contracting: Prepayment Penalties and the Due-on-Sale Clause
by Dunn, Kenneth B & Spatt, Chester S
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