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Content
March 1985, Volume 40, Issue 1
- 309-317 Divergence of Opinion in Complete Markets: A Note
by Varian, Hal R
- 319-325 Interest Rate Term Structure Estimation with Exponential Splines: A Note
by Shea, Gary S
- 327-332 Marginal Tax Rates: Evidence from Nontaxable Corporate Bonds: A Note
by Ang, James & Peterson, David & Peterson, Pamela
- 333-343 Personal Income Taxes and the January Effect: Small Firm Stock Returns before the War Revenue Act of 1917: A Note
by Schultz, Paul
- 345-345 Acknowledgment: Kinks on the Mean-Variance Frontier
by Dybvig, Philip H
- 347-349 Weekend Effects on Stock Returns: A Comment
by Dyl, Edward A & Martin, Stanley A, Jr
- 351-352 Weekend Effects on Stock Returns: A Reply
by Lakonishok, Josef & Levi, Maurice
December 1984, Volume 39, Issue 5
- 1257-1292 An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns
by Dimson, Elroy & Marsh, Paul R
- 1293-1310 Stock Returns, Inflation, and Economic Activity: The Survey Evidence
by Hasbrouck, Joel
- 1311-1324 Estimating the Correlation Structure of International Share Prices
by Eun, Cheol S & Resnick, Bruce G
- 1325-1344 Shareholder Benefits from Corporate International Diversification
by Fatemi, Ali M
- 1345-1357 Are Real Interest Rates Equal across Countries? An Empirical Investigation of International Parity Conditions
by Mishkin, Frederic S
- 1359-1382 Credit Rationing and Financial Disorder
by Guttentag, Jack & Herring, Richard
- 1383-1396 Stability of the U.S. Short-run Money Demand Function, 1959-81
by Lin, Kuan-Pin & Oh, John S
- 1397-1415 New Evidence that Taxes Affect the Valuation of Dividends
by Poterba, James M & Summers, Lawrence H
- 1417-1435 The Structure of Asset Prices and Socially Useless-Useful Information
by Ohlson, James A
- 1437-1448 Additional Evidence on the Relation between Divestiture Announcements and Shareholder Wealth
by Rosenfeld, James D
- 1449-1468 Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets
by Shalit, Haim & Yitzhaki, Shlomo
- 1469-1483 Portfolio Analysis Using Single Index, Multi-index, and Constant Correlation Models: A Unified Treatment
by Kwan, Clarence C Y
- 1485-1502 On Testing the Arbitrage Pricing Theory: Inter-battery Factor Analysis
by Cho, David Chinhyung
- 1503-1509 A Simple Formula for the Expected Rate of Return of an Option over a Finite Holding Period
by Rubinstein, Mark
- 1511-1524 The American Put Option Valued Analytically
by Geske, Robert & Johnson, Herb E
- 1525-1539 The Valuation of Options When Asset Returns Are Generated by a Binomial Process
by Stapleton, Richard C & Subrahmanyam, Marti G
- 1541-1546 A Risk Minimizing Strategy for Portfolio Immunization
by Fong, H Gifford & Vasicek, Oldrich A
- 1547-1570 Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects
by Hilliard, Jimmy E
- 1571-1595 Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model
by Grinols, Earl L
- 1597-1602 The Impact of Seniority and Security Covenants on Bond Yields: A Note
by Roberts, Gordon S & Viscione, Jerry A
- 1603-1614 New Findings Regarding Day-of-the-Week Returns over Trading and Non-trading Periods: A Note
by Rogalski, Richard J
- 1615-1618 Direct Equity Financing; A Resolution of a Paradox: A Comment
by Smith, Richard L & Dhatt, Manjeet
- 1619-1624 Direct Equity Financing; A Resolution of a Paradox: A Reply
by Hansen, Robert S & Pinkerton, John M
September 1984, Volume 39, Issue 4
- 937-953 Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets
by Silber, William L
- 955-981 Futures Markets and Informational Efficiency: A Laboratory Examination
by Forsythe, Robert & Palfrey, Thomas R & Plott, Charles R
- 983-1010 Theory and Behavior of Multiple Unit Discriminative Auctions
by Cox, James C & Smith, Vernon L & Walker, James M
- 1011-1020 Money Market Funds and Shareholder Dilution
by Lyon, Andrew B
- 1021-1039 Some Results in the Theory of Arbitrage Pricing
by Ingersoll, Jonathan E, Jr
- 1041-1054 Arbitrage Pricing Theory and Utility Stock Returns
by Bower, Dorothy H & Bower, Richard S & Logue, Dennis E
- 1055-1065 The Leasing Puzzle
by Ang, James & Peterson, Pamela P
- 1067-1089 A Further Empirical Investigation of the Bankruptcy Cost Question
by Altman, Edward I
- 1091-1099 Earnings and Dividend Announcements: Is There a Corroboration Effect?
by Kane, Alex & Lee, Young Ki & Marcus, Alan
- 1101-1117 Continuous Maturity Diversification of Default-Free Bond Portfolios and a Generalization of Efficient Diversification
by Heaney, W John & Cheng, Pao L
- 1119-1125 Rational Expectations and the Measurement of a Stock's Elasticity of Demand
by Allen, Franklin & Postlewaite, Andrew
- 1127-1139 A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
by Roll, Richard
- 1141-1153 The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions
by Flannery, Mark J & James, Christopher M
- 1155-1168 A Theoretic Framework for the Analysis of Credit Union Decision Making
by Smith, Donald J
- 1169-1176 Taxes and the Theory of Trade Debt
by Brick, Ivan E & Fung, William K H
- 1177-1188 The Effects of Inflation and Money Supply Announcements on Interest Rates
by Urich, Thomas J & Wachtel, Paul
- 1189-1197 Rankings of Finance Departments by Faculty Representation on Editorial Boards of Professional Journals: A Note
by Kaufman, George G
- 1199-1206 Bank Income Taxes and Interest Rate Risk Management: A Note
by Gurel, Eitan & Pyle, David
- 1207-1213 Comparing Time-Series and Survey Forecasts of Weekly Changes in Money: A Methodological Note
by Hafer, R W
- 1215-1221 The Effects of Transaction Costs and Different Borrowing and Lending Rates on the Option Pricing Model: A Note
by Gilster, John E, Jr & Lee, William
- 1223-1229 Ordering Uncertain Options under Inflation: A Note
by Levy, Haim & Levy, Azriel
- 1231-1237 Signaling and the Valuation of Unseasoned New Issues: A Comment
by Ritter, Jay R
July 1984, Volume 39, Issue 3
- 575-592 The Capital Structure Puzzle
by Myers, Stewart C
- 593-607 Optimal Financial Policy and Firm Valuation
by Brennan, Michael J & Schwartz, Eduardo S
- 607-609 Optimal Financial Policy and Firm Valuation: Discussion
by Emanuel, David
- 611-625 Contingent Claims Analysis of Corporate Capital Structures: An Empirical Investigation
by Jones, E Philip & Mason, Scott P & Rosenfeld, Eric
- 625-627 Contingent Claims Analysis of Corporate Capital Structures: An Empirical Investigation
by Fisher, Lawrence
- 629-642 Estimation of Implicit Bankruptcy Costs
by Kalaba, Robert E, et al
- 643-645 Estimation of Implicit Bankruptcy Costs: Discussion
by Ruback, Richard
- 647-655 Consumption Betas and Backwardation in Commodity Markets
by Hazuka, Thomas B
- 657-669 Hedging Performance and Basis Risk in Stock Index Futures
by Figlewski, Stephen
- 671-682 The Behavior of U.S. Short-Term Interest Rates since October 1979
by Clarida, Richard H & Friedman, Benjamin M
- 682-683 The Behavior of U.S. Short-Term Interest Rates since October 1979: Discussion
by Craine, Roger
- 685-696 Expectations, Surprises and Treasury Bill Rates: 1960-82
by Hendershott, Patric H
- 696-698 Expectations, Surprises and Treasury Bill Rates: 1960-82
by Mullineaux, Donald J
- 699-712 Inflation and Real Interest Rates on Assets with Different Risk Characteristics
by Huizinga, John & Mishkin, Frederic S
- 712-714 Inflation and Real Interest Rates on Assets with Different Risk Characteristics: Discussion
by Curran, Ward S
- 715-724 Purchasing Power Parity as a Trading Strategy
by Bilson, John F O
- 724-725 Purchasing Power Parity as a Trading Strategy: Discussion
by Cornell, Bradford
- 727-743 International Corporate Diversification, Market Valuation, and Size-Adjusted Evidence
by Errunza, Vihang R & Senbet, Lemma W
- 743-745 International Corporate Diversification, Market Valuation, and Size-Adjusted Evidence: Discussion
by Bicksler, James L
- 747-755 Term Premia on Euro Rates
by Logue, Dennis E & Sweeney, Richard James
- 755-757 Term Premia on Euro Rates: Discussion
by Herring, Richard J
- 759-772 Technological and Regulatory Forces in the Developing Fusion of Financial-Services Competition
by Kane, Edward J
- 772-773 Technological and Regulatory Forces in the Developing Fusion of Financial-Services Competition: Discussion
by Kidwell, David S
- 775-785 Deposit Insurance in a Deregulated Environment
by Campbell, Tim S & Glenn, David
- 785-787 Deposit Insurance in a Deregulated Environment: Discussion
by Horvitz, Paul M
- 789-803 Consequences of Deregulation for Commercial Banking
by Kaufman, George G & Mote, Larry R & Rosenblum, Harvey
- 803-805 Consequences of Deregulation for Commercial Banking: Discussion
by Eisenbeis, Robert A
- 807-815 Anomalies in Security Returns and the Specification of the Market Model
by Brown, Stephen J & Barry, Christopher B
- 815-817 Anomalies in Security Returns and the Specification of the Market Model: Discussion
by French, Kenneth R
- 819-835 A Further Investigation of the Weekend Effect in Stock Returns
by Keim, Donald B & Stambaugh, Robert F
- 835-837 A Further Investigation of the Weekend Effect in Stock Returns
by Rogalski, Richard J
- 837-840 Valuation Anomalies-Empirical: Discussion: What the Anomalies Mean
by Reinganum, Marc R
- 841-853 How Big Is the Tax Advantage to Debt?
by Kane, Alex & Marcus, Alan J & McDonald, Robert L
- 853-855 How Big Is the Tax Advantage to Debt? Discussion
by Masulis, Ronald W
- 857-878 On the Existence of an Optimal Capital Structure: Theory and Evidence
by Bradley, Michael & Jarrell, Gregg A & Kim, E Han
- 878-880 On the Existence of an Optimal Capital Structure: Theory and Evidence: Discussion
by Mikkelson, Wayne H
- 881-892 Benefits of Bank Diversification: The Evidence from Shareholder Returns
by Eisenbeis, Robert A & Harris, Robert S & Lakonishok, Josef
- 893-894 Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion
by Brown, Stephen J
- 895-908 External Financing and Liquidity
by Huberman, Gur
- 908-910 External Financing and Liquidity: Discussion
by Chen, Andrew H
- 911-924 Non-Standard C.A.P.M.'s and the Market Portfolio
by Elton, Edwin J & Gruber, Martin J
June 1984, Volume 39, Issue 2
- 323-346 A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory
by Dhrymes, Phoebus J & Friend, Irwin & Gultekin, N Bulent
- 347-350 A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply
by Roll, Richard & Ross, Stephen A
- 351-376 Intertemporal Commodity Futures Hedging and the Production Decision
by Ho, Thomas S Y
- 377-392 Seasonality Estimation in Thin Markets
by Theobald, Michael & Price, Vera
- 393-406 Tax Effects in Term Structure Estimation
by Jordan, James V
- 407-424 The Demand for Borrowed Reserves: A Switching Regression Model
by Dutkowsky, Donald H
- 425-442 Conditions for Myopic Valuation and Serial Independence of the Market Excess Return in Discrete Time Models
by Franke, Gunter
- 443-455 On Valuing American Call Options with the Black-Scholes European Formula
by Geske, Robert & Roll, Richard
- 457-476 The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects
by Booth, Laurence D & Johnston, David J
- 477-491 Investment Management and Risk Sharing with Multiple Managers
by Barry, Christopher B & Starks, Laura T
- 493-502 Real Stock Returns and Inflation
by Day, Theodore E
- 503-517 Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs
by Alexander, Gordon J & Benson, P George & Kampmeyer, Joan M
- 519-525 Option Pricing Bounds in Discrete Time
by Perrakis, Stylianos & Ryan, Peter J
- 527-534 The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance
by Jean, William H
- 535-539 Municipal Bond Demand Premiums and Bond Price Volatility: A Note
by Stock, Duane & Schrems, Edward L
- 541-550 A General Diversification Theorem: A Note
by MacMinn, Richard D
- 551-556 The Ex-Dividend Day Behavior of Stock Prices; a Re-Examination of the Clientele Effect: A Comment
by Elton, Edwin J & Gruber, Martin J & Rentzler, Joel
- 556-561 The Ex-Dividend Day Behavior of Stock Prices; a Re-Examination of the Clientele Effect: A Reply
by Kalay, Avner
- 563-563 Erratum: Flotation Cost Adjustment in Rate of Return Regulation: A Reply
by Arzac, Enrique R & Marcus, Matityahu
March 1984, Volume 39, Issue 1
- 1-22 An International Study of Tax Effects on Government Bonds
by Litzenberger, Robert H & Rolfo, Jacques
- 23-45 Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options
by Ho, Thomas S Y & Macris, Richard G
- 47-61 Mean-Variance versus Direct Utility Maximization
by Kroll, Yoram & Levy, Haim & Markowitz, Harry M
- 63-75 On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio
by Kandel, Shmuel
- 77-92 Consumption and Equilibrium Interest Rates in Stochastic Production Economies
by Sundaresan, Mahadevan
- 93-103 Capital Structure Equilibrium under Market Imperfections and Incompleteness
by Senbet, Lemma W & Taggart, Robert A, Jr
- 105-126 Taxes, Inflation and Corporate Financial Policy
by Schall, Lawrence D
- 127-145 Corporate Behavior in Adjusting to Capital Structure and Dividend Targets: An Econometric Study
by Jalilvand, Abolhassan & Harris, Robert S
- 147-165 Models of Stock Returns-A Comparison
by Kon, Stanley J
- 167-183 A Partial Theory of Takeover Bids
by Ashton, D J & Atkins, D R
- 185-192 The Turn-of-the-Year in China
by Berges, Angel & McConnell, John J & Schlarbaum, Gary G
- 193-206 Commodity Bonds and Consumption Risks
by O'Hara, Maureen
- 207-228 The Valuation of Multivariate Contingent Claims in Discrete Time Models
by Stapleton, Richard C & Subrahmanyam, Marti G
- 229-238 The Valuation of Assets under Moral Hazard
by Ramakrishnan, Ram T S & Thakor, Anjan V
- 239-244 Short Sales Restrictions and Kinks on the Mean Variance Frontier
by Dybvig, Philip H
- 245-251 On the Jensen Measure and Marginal Improvements in Portfolio Performance: A Note
by Jobson, J D & Korkie, Bob
- 253-259 The Value of the Tax Treatment of Original-Issue Deep-Discount Bonds: A Note
by Arak, Marcelle & Silver, Andrew
- 261-265 Option Pricing When the Underlying Asset Earns a Below-Equilibrium Rate of Return: A Note
by McDonald, Robert & Siegel, Daniel
- 267-273 Stock Market Returns and Real Activity: A Note
by Huang, Roger D & Kracaw, William A
- 275-281 Conglomerate Merger, Wealth Redistribution and Debt: A Note
by Lam, Chun H & Boudreaux, Kenneth J
- 283-288 Negative Cash Flows, Duration, and Immunization: A Note
by Little, Patricia Knain
- 289-291 Flotation Cost Allowance for the Regulated Firm: A Comment
by Howe, Keith M
- 293-294 Flotation Cost Allowance for the Regulated Firm: A Reply
by Arzac, E R & Marcus, M
- 295-297 Information Diversity and Market Behavior: A Comment
by Minassian, Donald P
- 299-302 Information Diversity and Market Behavior: A Reply
by Figlewski, Stephen
- 303-308 Notes on Multiperiod Valuation and the Pricing of Options: A Comment
by Stapleton, Richard C & Subrahmanyam, Marti G
- 309-312 Notes on Multiperiod Valuation and the Pricing of Options: A Reply
by Bhattacharya, Sudipto
December 1983, Volume 38, Issue 5
- 1363-1380 Fixed versus Variable Rate Loans
by Santomero, Anthony M
- 1381-1391 On the Distributional Conditions for a Consumption-Oriented Three Moment CAPM
by Kraus, Alan & Litzenberger, Robert
- 1393-1414 Some Empirical Tests of the Theory of Arbitrage Pricing
by Chen, Nai-fu
- 1415-1429 Bond Systematic Risk and the Option Pricing Model
by Weinstein, Mark I
- 1431-1455 Spot and Futures Prices and the Law of One Price
by Protopapadakis, Aris & Stoll, Hans R
- 1457-1469 Information Effects on the Bid-Ask Spread
by Copeland, Thomas E & Galai, Dan
- 1471-1487 Deviations from Purchasing Power Parity in the Long Run
by Adler, Michael & Lehmann, Bruce
- 1489-1505 Agency, Delayed Compensation, and the Structure of Executive Remuneration
by Eaton, Jonathan & Rosen, Harvey S
- 1507-1518 Screening, Market Signalling, and Capital Structure Theory
by Lee, Wayne L & Thakor, Anjan V & Vora, Gautam
- 1519-1528 The Effects of Inflation and Taxes on Growth Investments and Replacement Policies
by Brenner, Menachem & Venezia, Itzhak
- 1529-1542 Taxation of Interest Income, Deregulation and the Banking Industry
by Walsh, Carl E
- 1543-1568 On the Positive Role of Financial Intermediation in Allocation of Venture Capital in a Market with Imperfect Information
by Chan, Yuk-Shee
- 1569-1581 The Determinants of Default on Insured Conventional Residential Mortgage Loans
by Campbell, Tim S & Dietrich, J Kimball
- 1583-1596 A Model of the Commercial Loan Rate
by Slovin, Myron B & Sushka, Marie Elizabeth
- 1597-1606 The Effect of Voluntary Spin-Off Announcements on Shareholder Wealth
by Miles, James A & Rosenfeld, James D
- 1607-1615 Dividend Changes and Security Prices
by Woolridge, J Randall
- 1617-1635 Bankruptcy Risk and Optimal Capital Structure
by Castanias, Richard
- 1637-1642 The Market Model and Capital Asset Pricing Theory: A Note
by Stapleton, R C & Subrahmanyam, M G
- 1643-1649 Government Security Dealers' Positions, Information and Interest-Rate Expectations: A Note
by Van Horne, James C & Heaton, Hal B
- 1651-1658 Regulation and the Determination of Bank Capital Changes: A Note [Regulatory Influence on Bank Capital Investment] [Capital Investment in Commercial Banking and Its Relation to Portfolio Regulation]
by Dietrich, J Kimball & James, Christopher
- 1659-1667 An Examination of the Empirical Relationship between the Dividend and Investment Decisions: A Note
by Smirlock, Michael & Marshall, William
- 1669-1675 The Canadian Tax Reform and Its Effect on Stock Prices: A Note
by Amoako-Adu, Ben
September 1983, Volume 38, Issue 4
- 1053-1074 The Dynamics of Dealer Markets under Competition
by Ho, Thomas S Y & Stoll, Hans R
- 1075-1086 The Relation between Common Stock Returns Trading Activity and Market Value
by James, Christopher M & Edmister, Robert O
- 1087-1093 Estimation Risk and Simple Rules for Optimal Portfolio Selection
by Chen, Son-Nan & Brown, Stephen J
- 1095-1110 The Estimation of Quality-Adjusted Rates of Return in Stamp Auctions
by Taylor, William M
- 1111-1124 The Postwar Stability of the Fisher Effect
by Peek, Joe & Wilcox, James A
- 1125-1132 Evidence of Financial Leverage Clienteles
by Harris, John M, Jr & Roenfeldt, Rodney L & Cooley, Philip L
- 1133-1155 A Theoretical Model for Valuing Preferred Stock
by Emanuel, David
- 1157-1179 Tax Reform and Ex-Dividend Day Behavior
by Lakonishok, Josef & Vermaelen, Theo
- 1181-1199 The Predictive Content of Earnings Forecasts and Dividends
by Penman, Stephen H
- 1201-1216 Risk Aversion Revisited
by Morin, Roger A & Fernandez Suarez, Antonio
- 1217-1232 The Bank Capital Decision: A Time Series-Cross Section Analysis
by Marcus, Alan J
- 1233-1251 The Effect of Government Regulations on Personal Loan Markets: A Tobit Estimation of a Microeconomic Model
by Barth, James R, et al
- 1253-1269 Motivating Management to Reveal Inside Information
by Trueman, Brett
- 1271-1277 Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note
by Geske, Robert & Roll, Richard & Shastri, Kuldeep
- 1279-1284 The Effect of Risk on the Firm's Optimal Capital Stock: A Note
by Maloney, Kevin J & Marshall, William J & Yawitz, Jess B
- 1285-1292 The Effect of Three Mile Island on Electric Utility Stock Prices: A Note
by Hill, Joanne & Schneeweis, Thomas
- 1293-1298 The Pricing of When-Issued Common Stock: A Note
by Choi, Dosoung & Strong, Robert A
- 1299-1304 Usury Laws and Consumer Credit: A Note
by Peterson, Richard L
- 1305-1310 Money Market Funds, Money Supply, and Monetary Control: A Note
by Hubbard, Carl M
- 1311-1313 The Pricing of Corporate Debt: A Further Note
by Pitts, C G C & Selby, M J P
- 1315-1322 Bank Forward Lending: A Note
by Ricart I Costa, Joan E & Greenbaum, Stuart I
- 1323-1333 The Reaction of Stock Prices to Unanticipated Changes in Money: A Note
by Pearce, Douglas K & Roley, V Vance
- 1335-1338 Flotation Cost Allowance in Rate of Return Regulation: Comment
by Patterson, Cleveland S
- 1339-1341 Flotation Cost Allowance in Rate of Return Regulation: A Reply
by Arzac, Enrique R & Marcus, Matityahu
June 1983, Volume 38, Issue 3
- 663-673 Stock Market Returns and Inflation Forecasts
by Gultekin, N Bulent
- 675-694 Taxes and the Pricing of Stock Index Futures
by Cornell, Bradford & French, Kenneth R
- 695-710 Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency
by Figlewski, Stephen & Urich, Thomas
- 711-743 A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm
by Brown, Stephen J & Weinstein, Mark I
- 745-752 On the Class of Elliptical Distributions and Their Applications to the Theory of Portfolio Choice
by Owen, Joel & Rabinovitch, Ramon
- 753-783 The Stability of UK Risk Measures and the Problem of Thin Trading
by Dimson, E & Marsh, P R
- 785-794 The Irrelevance of Capital Structure for the Impact of Inflation on Investment
by Hochman, Shalom J & Palmon, Oded
- 795-812 The Allocation of Capital between Residential and Nonresidential Uses: Taxes, Inflation and Capital Market Constraints
by Hendershott, Patric H & Hu, Sheng Cheng
- 813-826 An Empirical Analysis of the Role of the Medium of Exchange in Mergers
by Carleton, Willard T, et al
- 827-843 Controlling Monetary Aggregates: The Discount Window
by Santomero, Anthony M
- 845-855 The Carry-Forward Provision and Management of Bank Reserves
by Friedman, Richard M & Roberts, William W
- 857-871 Valuation, Capital Structure, and Shareholder Unanimity for Depository Financial Intermediaries
by Sealey, C W, Jr
- 873-886 Lending Policies of Financial Intermediaries Facing Credit and Funding Risk
by Deshmukh, Sudhakar D & Greenbaum, Stuart I & Kanatas, George
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