American Finance Association
Journal of Finance
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June 1978, Volume 33, Issue 3
- 777-792 Some Notes on Financial Incentive-Signalling Models, Activity Choice and Risk Preferences
by Ross, Stephen A - 792-794 Recent Theoretical Developments in Financial Theory: Discussion
by Willig, Robert D - 795-802 The New Exchange Rate Regime and the Developing Countries
by Kafka, Alexandre - 803-813 The Balance of Payments Adjustment Process Revisited
by Junz, Helen B - 813-815 International Finance: Discussion
by Black, Stanley W - 815-817 International Finance: Discussion
by Salomon, Robert - 819-832 Technology, Communication and the Performance of Financial Markets: 1840-1975
by Garbade, Kenneth D & Silber, William L - 833-845 Who Puts the Inflation Premium into Nominal Interest Rates?
by Friedman, Benjamin M - 845-847 Money and Capital Markets: Discussion
by Edwards, Franklin R - 849-861 The Cost of Equity Capital: A Reconsideration
by Gordon, Myron J & Gould, L I - 863-877 Recent Developments in the Cost of Debt Capital
by Chen, Andrew H - 878-881 Cost of Capital Theory: State of the Art: Discussion
by Crockett, Jean - 881-883 Cost of Capital Theory: State of the Art: Discussion
by Yawitz, Jess B - 885-901 The Current Status of the Capital Asset Pricing Model (CAPM)
by Ross, Stephen A - 903-917 New Evidence on the Capital Asset Pricing Model
by Friend, Irwin & Westerfield, Randolph & Granito, Michael - 917-920 Capital Asset Pricing Theory: Discussion
by Sharpe, William F - 921-932 Getting Along without Regulation Q: Testing the Standard View of Deposit-Rate Competition during the "Wild-Card Experience."
by Kane, Edward J - 933-946 Estimates of the Effectiveness of Stabilization Policies for the Mortgage and Housing Markets
by Jaffee, Dwight M & Rosen, Kenneth T - 947-961 Taxation and the Incidence of Homeownership across Income Groups
by Litzenberger, Robert H & Sosin, Howard B - 961-962 Financial and Tax Incentives to Home Ownership: Obstacles to Reform: Discussion
by Guttentag, Jack - 962-964 Financial and Tax Incentives to Home Ownership: Obstacles to Reform: Discussion
by Tucker, Donald P - 965-975 Capital Formation and the Recent Productivity Slowdown
by Clark, Peter K - 977-988 The U.S. Productivity Growth Recession: History and Prospects for the Future
by McCarthy, Michael D - 989-1001 The Long-Term Effects of Government Deficits on the U.S. Output Potential
by von Furstenberg, George M - 1001-1006 Slowdown in the Growth of Productivity in the United States: Discussion
by Norsworthy, John R - 1006-1010 Slowdown in the Growth of Productivity in the United States: Discussion
by Denison, Edward F - 1011-1018 Foreign Exchange Hedging and the Capital Asset Pricing Model
by Robichek, Alexander A & Eaker, Mark R - 1019-1030 The Theory of the Trading Firm Revisited
by Dumas, B - 1030-1031 Capital Asset Pricing in International Finance: Discussion
by Giddy, Ian H - 1031-1033 Capital Asset Pricing in International Finance: Discussion
by Grauer, Frederick L A
May 1978, Volume 33, Issue 2
- 383-393 The Insignificance of Bankruptcy Costs to the Theory of Optimal Capital Structure
by Haugen, Robert A & Senbet, Lemma W - 395-401 The Equivalence of Alternative Mean-Variance Capital Budgeting Models
by Senbet, Lemma W & Thompson, Howard E - 403-412 Evaluating Investments in Accounts Receivable: A Wealth Maximizing Framework
by Kim, Yong H & Atkins, Joseph C - 413-428 Capital Markets and the Short Run Behavior of Life Cycle Savers
by Dolde, Walter - 429-441 The Common-Stock-Portfolio Performance Record of Individual Investors: 1964-70
by Schlarbaum, Gary G & Lewellen, Wilbur G & Lease, Ronald C - 443-455 The Performance of the British Investment Trust Industry
by Guy, James R F - 457-475 Estimation of Time-Varying Systematic Risk and Performance for Mutual Fund Portfolios: An Application of Switching Regression
by Kon, Stanley J & Jen, Frank C - 477-486 Commission Cost Structure: Shifts and Scale Economies
by Edmister, Robert O - 487-503 Marketplace Organization and Marketability: NASDAQ, the Stock Exchange, and the National Market System
by Hamilton, James L - 505-516 Valuation Consequences of Cash Tender Offers
by Kummer, Donald R & Hoffmeister, J Ronald - 517-534 Portfolio Theory and the Problem of Foreign Exchange Risk
by Makin, John H - 535-552 A Portfolio-Balance Model of Corporate Working Capital
by Yardeni, Edward E - 553-574 Ordering Uncertain Options with Borrowing and Lending
by Levy, Haim & Kroll, Yoram - 575-587 Nonhomogeneous Expectations and Information in the Capital Asset Market
by Rabinovitch, Ramon & Owen, Joel - 589-601 Portfolio Selection in an Economy with Marketability and Short Sales Restrictions
by Brito, Ney O - 603-616 Market Risk Adjustment in Project Valuation
by Constantinides, George M - 617-625 The Pricing of Options with Stochastic Dividend Yield
by Geske, Robert - 626-630 Interest Rate Risk and Systematic Risk: An Interpretation
by Eddy, Albert R - 631-639 The Predictability of Real Portfolio Risk Levels
by Klemkosky, Robert C & Maness, Terry S - 640-644 Block Recursive Systems in Asset Pricing Models: An Extension
by Lee, Cheng F & Lloyd, William P - 645-649 An Analytic Approach to Sensitivity Analysis of the Internal Rate of Return Model
by Hsiao, Frank S T & Smith, W James - 650-656 Tax Shield Valuation and the Capital Structure Decision
by Wrightsman, Dwayne - 657-669 Valuation of Financial Lease Contracts: A Note
by Franks, Julian R & Hodges, Stewart D - 670-672 Synergism in Mergers: Some British Results
by Firth, Michael
March 1978, Volume 33, Issue 1
- 1-16 The Superiority of Analyst Forecasts as Measures of Expectations: Evidence from Earnings
by Brown, Lawrence D & Rozeff, Michael S - 17-28 Earnings Changes, Stock Prices, and Market Efficiency
by Brown, Stewart L - 29-44 The Adjustment of Stock Prices to Bond Rating Changes
by Pinches, George E & Singleton, J Clay - 45-63 A Mean-Variance Theory of Optimal Capital Structure and Corporate Debt Capacity
by Kim, E Han - 65-73 The Valuation and Cost of Capital of the Levered Firm with Growth Opportunities
by Arditti, Fred D & Pinkerton, John M - 75-92 Estimating Term Structure Equations with Individual Bond Data
by Dobson, Steven W - 93-103 Time Series Analysis of Interest Rates: Some Additional Evidence
by Brick, John R & Thompson, Howard E - 105-116 Risk Premiums on Federal Agency Debt
by Garbade, Kenneth D & Hunt, Joseph F - 117-127 Monetary Policy, Inflation Forecasting and the Term Structure of Interest Rates
by Cornell, W Bradford - 129-147 Common Stock Volatility Expectations Implied by Option Premia
by Schmalensee, Richard & Trippi, Robert R - 149-167 The Returns Generation Process, Returns Variance, and the Effect of Thinness in Securities Markets
by Cohen, Kalman J, et al - 169-176 Call Option Pricing when the Exercise Price Is Uncertain, and the Valuation of Index Bonds
by Fischer, Stanley - 177-186 The Value of an Option to Exchange One Asset for Another
by Margrabe, William - 187-198 Consistent Empirical Results with Almon's Method: Implications for the Monetary versus Fiscal Policy Debate
by Harper, Charles P & Fry, Clifford L - 199-213 On the Distributional Impact of Federal Interest Rate Restrictions
by Clotfelter, Charles T & Lieberman, Charles - 215-230 The Determination of Savings and Loan Association Deposit Rates in the Absence of Rate Ceilings: A Cross-Section Approach
by Lapp, John S - 231-244 A Model of the Market for Lines of Credit
by Campbell, Tim S - 245-258 Competition between Banks and Finance Companies: A Cross Section Study of Personal Loan Debtors
by Boczar, Gregory E - 259-280 Economies of Scale and Organizational Efficiency in Banking: A Profit-Function Approach
by Mullineaux, Donald J - 281-287 Survey and Analysis of Capital Budgeting Methods
by Schall, Lawrence D & Sundem, Gary L & Geijsbeek, William R, Jr - 288-292 A Note on Skewness and Data Errors
by Beedles, William L & Simkowitz, Michael A - 293-295 Duration and Risk Assessment for Bonds and Common Stocks: A Note
by Livingston, Miles - 296-302 Simple Criteria for Optimal Portfolio Selection: Tracing out the Efficient Frontier
by Elton, Edwin J & Gruber, Martin J & Padberg, Manfred W - 303-310 Goal Programming and the Selection of Portfolios by Dual-Purpose Funds
by Kumar, P C & Philippatos, George C & Ezzell, John R - 311-318 Nonmember Banks and Empirical Measures of the Variability of Reserves and Money: A Theoretical Appraisal
by Kopecky, Kenneth J - 319-323 On the Monetary Approach to the Balance of Payments: The Small, Open Economy
by Wilford, D Sykes & Wilford, Walton T - 325-335 "A Multivariate Analysis of Industrial Bond Ratings" and the Role of Subordination: A Comment
by Eisenbeis, Robert A - 336-344 "A Multivariate Analysis of Industrial Bond Ratings" and the Role of Subordination: Reply
by Pinches, George E - 345-348 Portfolio Efficiency Analysis in Three Moments-The Multiperiod Case: Comment
by Granito, Michael & Walsh, Patrick - 349-353 Bond Refunding: One or Two Faces?
by Mayor, Thomas H & McCoin, Kenneth G - 354-356 The Two Faces of Bond Refunding: Reply
by Ang, James S
December 1977, Volume 32, Issue 5
- 1403-1431 Capital Rationing: n Authors in Search of a Plot
by Weingartner, H Martin - 1433-1455 The Theory of Recapitalizations and the Evidence of Dual Purpose Funds
by Litzenberger, Robert H & Sosin, Howard B - 1457-1465 Standardized Unexpected Earnings-A Progress Report
by Latane, Henry A & Jones, Charles P - 1467-1484 A Model of Corporate Financing Decisions
by Taggart, Robert A, Jr - 1485-1500 Optimal Investment and Financing Patterns for a Firm Subject to Regulation with a Lag
by Elton, Edwin J & Gruber, Martin J - 1501-1512 Comparison of Historical Cost and General Price Level Adjusted Cost Rate Base Regulation
by Gordon, Myron J - 1513-1525 An Industry Study of the Profitability of Mergers in the United Kingdom
by Franks, J R & Broyles, J E & Hecht, M J - 1527-1537 Co-Insurance and Conglomerate Merger
by Lee, Li Way - 1539-1556 On the Incidence of Selective Credit and Related Policies in a Multi-Asset Framework
by O'Brien, James M - 1557-1569 Installment Credit Controls, Consumer Expenditures and the Allocation of Real Resources
by Hamburger, Michael J & Zwick, Burton - 1571-1586 Illiquidity, the Demand for Residential Housing, and Monetary Policy
by Kearl, J R & Mishkin, Frederic S - 1587-1604 The Impact of De Novo Commercial Bank Entry
by McCall, Alan S & Peterson, Manferd O - 1605-1616 The Effects of Regulation on Bank Balance Sheet Decisions
by Mingo, John J & Wolkowitz, Benjamin - 1617-1637 An Analysis of the Effectiveness of FHLBB Liquidity Policy, 1971-1975
by Weinrobe, Maurice D - 1639-1646 Evaluation of Some Money Stock Forecasting Models
by Pfaff, Philip - 1647-1656 Commercial Bank Bidding on Municipal Revenue Bonds: New Evidence
by Hopewell, Michael H & Kaufman, George G - 1657-1669 The Stability of Exchange Rate Expectations and Canadian Capital Flows
by Kohlhagen, Steven W - 1671-1681 Intertemporal Determination of the Market Price of Risk
by Landskroner, Yoram - 1683-1697 On the Utility Theoretic Foundations of Mean-Variance Analysis
by Baron, David P - 1699-1715 Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion
by Brennan, M J & Schwartz, Eduardo S - 1717-1728 Pareto-Optimality of Authentic Information
by Ng, David S - 1729-1737 On Some Definitional Problems with the Method of Certainty Equivalents
by Bar-Yosef, Sasson & Mesznik, Roger - 1738-1746 The Effect of Bond Refunding on Shareholder Wealth
by Yawitz, Jess B & Anderson, James A - 1747-1751 A Theory of Humpbacked Bond Yield Curves
by Livingston, Miles - 1752-1758 Income Velocity and Commercial Bank Portfolios
by Sutherland, Ronald J - 1759-1765 Grouping Procedures for Portfolio Formation
by Morgan, I G - 1766-1773 FHA and VA Mortgage Discount Points and Housing Prices
by Zerbst, Robert H & Brueggeman, William B - 1774-1778 Regional Differences in Mortgage Financing Costs: A Reexamination
by Ostas, James R - 1779-1780 Cost of Capital for a Division of a Firm: Comment
by Weston, J Fred & Lee, Wayne Y - 1781-1782 Cost of Capital for a Division of a Firm: Reply
by Gordon, Myron J & Halpern, Paul J - 1783-1789 Analysis of a Commercial Bank Minority Lending Program: Comment
by Bates, Timothy M & Hester, Donald D - 1790-1794 Improving the Selection of Credit Risks: An Analysis of a Commercial Bank Minority Lending Program: Reply
by Edelstein, Robert H - 1795-1801 Additional Evidence on the Time Series Properties of Reported Earnings Per Share: Comment
by Salamon, Gerald L & Smith, E Dan - 1802-1808 Reply to Salamon and Smith: [Additional Evidence on the Time Series Properties of Reported Earnings Per Share]
by Ball, Ray & Watts, Ross L - 1809-1810 On the Effects of Statutory Interest Rate Ceilings: Comment
by Peterson, Richard L - 1811-1813 On the Effects of Statutory Interest Rate Ceilings: Reply
by Avio, Kenneth L - 1814-1817 A Negative View of the Negative Money Multiplier: Comment
by Auerbach, Robert D & Rutner, Jack L - 1818-1821 The Negative View of the Negative Money Multiplier: Reply
by Steindl, Frank G
September 1977, Volume 32, Issue 4
- 975-999 The Theory of Speculation under Alternative Regimes of Markets
by Hirshleifer, Jack - 1001-1015 Intertemporal Stability of the Relationship between Interest Rates and Price Changes
by Cargill, Thomas F & Meyer, Robert A - 1017-1030 Stock Returns, Money Supply and the Direction of Causality
by Rogalski, Richard J & Vinso, Joseph D - 1031-1048 Inflation and the Market Value of the Firm: Theory and Tests
by Hong, Hai - 1049-1055 Investor Recognition of Corporate International Diversification
by Agmon, Tamir & Lessard, Donald R - 1057-1067 New Issue Corporate Bonds, Seasoned Market Efficiency and Yield Spreads
by Lindvall, John R - 1069-1080 A Reexamination of Stock Splits Using Moving Betas
by Bar-Yosef, Sasson & Brown, Lawrence D - 1081-1092 A Simple Model of Non-Stationarity of Systematic Risk
by Brenner, Menachem & Smidt, Seymour - 1093-1099 Stability Tests for Alphas and Betas over Bull and Bear Market Conditions
by Fabozzi, Frank J & Francis, Jack Clark - 1101-1107 Indexation, the Risk-Free Asset, and Capital Market Equilibrium
by Siegel, Jeremy J & Warner, Jerold B - 1109-1123 Marketability Restrictions and the Valuation of Capital Assets under Uncertainty
by Brito, Ney O - 1125-1142 Market Value and Systematic Risk
by Turnbull, Stuart M - 1143-1149 Externalities and Risky Investments
by Yawitz, Jess B - 1151-1168 Risk, Uncertainty, and Divergence of Opinion
by Miller, Edward M - 1169-1194 Rate Ceiling Implications of the Cost Structure of Consumer Finance Companies
by Benston, George J - 1195-1200 Adam Smith on Usury Laws
by Jadlow, Joseph M - 1201-1206 Price Distortions Induced by the Revenue Structure of Federally-Sponsored Mortgage Loan Programs
by McConnell, John J - 1207-1216 Market Structure, Risk and Profitability in Commercial Banking
by Heggestad, Arnold A - 1217-1233 A Micro-Econometric Investigation of Multi-Objective Firms
by Beedles, William L - 1235-1250 On the Theory of Conglomerate Mergers
by Scott, James H, Jr - 1251-1266 Inputs, Outputs, and a Theory of Production and Cost at Depository Financial Institutions
by Sealey, Calvin W, Jr & Lindley, James T - 1267-1282 Determining an Optimal Capital Standard for the Banking Industry
by Santomero, Anthony M & Watson, Ronald D - 1283-1303 A Spatial Model of the Banking Industry
by Ali, Mukhtar M & Greenbaum, Stuart I - 1305-1312 An Optimal Temporary Loan Model for State Borrowers
by Butler, Arthur D & Warren, Stanton A - 1313-1319 Intra-Equilibrium and Inter-Equilibrium Analysis in Capital Market Theory: A Clarification
by Brenner, Menachem & Subrahmanyam, Marti G - 1320-1324 Canadian Evidence of Heteroscedasticity in the Market Model
by Belkaoui, Ahmed - 1325-1330 Foreign Exchange Market Efficiency under Flexible Exchange Rates
by Burt, John & Kaen, Fred R & Booth, G Geoffrey - 1331-1337 Some Observations on Risk-Adjusted Discount Rates
by Lewellen, Wilbur G - 1339-1344 Usury Legislation and Market Structure: An Alternative Approach: Comment
by Brucker, Eric - 1345-1347 Usury Legislation and Market Structure: Reply
by Greer, Douglas F - 1348-1353 The Cost of Capital and Valuation of a Two-Country Firm: Comment
by Goldberg, Michael A & Lee, Wayne Y - 1354-1357 The Cost of Capital and Valuation of a Two-Country Firm: Reply
by Adler, Michael - 1358-1361 An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investment: A Further Comment
by Lee, Cheng F & Gupta, Manak - 1362-1362 An Inter-Temporal Approach to the Optimization of Dividend Policy with Pre-Determined Investment: Reply
by Franke, Gunter - 1363-1366 A Note on the Inclusion of Earnings Risk in Measures of Return: A Comment
by Pappas, James L - 1367-1367 A Note on the Inclusion of Earnings Risk in Measures of Return: A Reply
by Brief, Richard P & Owen, Joel - 1368-1371 An Investor Expectations Stock Price Predictive Model Using Closed-End Fund Premiums: Comment
by Hanna, Mark - 1372-1373 International Reserve Flows: A Comment
by Leite, Sergio Pereira
June 1977, Volume 32, Issue 3
- 649-661 The Competitive Condition of U. S. Banking Markets and the Impact of Structural Reform
by Heggestad, Arnold A & Mingo, John J - 663-682 Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis
by Basu, S - 683-694 Investment Banking: An Economic Analysis of Optimal Underwriting Contracts
by Mandelker, Gershon & Raviv, Artur - 695-707 Graduated Interest Rate Ceilings and Operating Costs by Size of Small Consumer Cash Loans
by Benston, George J - 709-717 Dynamic Portfolio-Balance Behavior of Time Deposits and 'Money.'
by Moosa, Suleman A - 719-733 The Fisher Effect: Graphical Treatment and Some Econometric Implications
by Bomberger, W A & Makinen, G E - 735-748 The Demand for Money and Price Expectations in Australia
by Valentine, T J - 749-759 An Empirical Test of the Larson-Gonedes Exchange Ratio Determination Model
by Conn, Robert L & Nielsen, James F - 761-768 'White-Noise' in Imperfect Markets: The Case of the Franc/Dollar Exchange Rate
by Logue, Dennis E & Sweeney, Richard James - 769-774 Relative Risk-Aversion and the Demand for Cash Balances
by Ahsan, Syed M - 775-787 Evidence of Non-Homogeneity of Capital Costs within "Risk-Classes."
by Boness, A James & Frankfurter, George M - 789-809 Capital Structure Rearrangements and Me-First Rules in an Efficient Capital Market
by Kim, E Han & McConnell, John J & Greenwood, Paul R - 811-821 Joint Determination of Rate of Return and Capital Structure: An Econometric Analysis
by Carleton, Willard T & Silberman, Irwin H - 823-835 Valuation Parameters of Property-Liability Companies
by Foster, George J - 837-846 Portfolio Performance and the "Cost" of Timing Decisions
by Grant, Dwight - 847-859 The Valuation of Closed-End Investment-Company Shares
by Malkiel, Burton G - 861-874 Industry Movements of Common Stocks
by Livingston, Miles - 875-900 Pitfalls in the Application of Discriminant Analysis in Business, Finance, and Economics
by Eisenbeis, Robert A - 901-907 The Institutional
by Klemkosky, Robert C & Tuttle, Donald L - 908-910 The Doctoral Origins of Contributors to the Journal of Finance from 1964 through 1975
by Schweser, Carl - 911-916 The Stability of the Demand for Money Function, 1900-1974
by Laumas, G S & Mehra, Y P - 917-920 On the St. Louis Equation and an Alternative Definition of the Money Supply
by Koot, Ronald S - 921-926 Stochastic Choice in Insurance and Risk Sharing
by Doherty, N A - 927-929 The Demand for Assets under Conditions of Risk: Comment
by Aivazian, Varouj - 930-932 The Demand for Assets under Conditions of Risk: Reply
by Levy, Haim - 933-936 Ambiguities in the Cross-Section Analysis of Per Share Financial Data: Comment
by Scott, James H, Jr - 937-938 Invariance and Scaling in the Per Share Analysis of Financial Data: Reply
by Davis, E G & Dunn, D M & Williams, W H - 939-948 The Interest-Induced Wealth Effect and the Behavior of Real and Nominal Interest Rates: A Comment
by Meyer, Laurence H & Yawitz, Jess B - 949-950 The Interest-Induced Wealth Effect and the Behavior of Real and Nominal Interest Rates: A Reply
by Zwick, Burton
May 1977, Volume 32, Issue 2
- 261-275 Debt and Taxes
by Miller, Merton H - 277-289 Term Structure with Uncertain Inflation
by Brealey, Richard & Schaefer, Stephen M - 291-304 Dynamic Market Processes and the Rewards to Up-to-Date Information
by Beja, Avraham & Hakansson, Nils H - 304-305 Business Finance and Capital Market Theory: Discussion
by Kraus, Alan - 306-306 Dynamic Market Processes and the Rewards of Up-to-Date Information
by Tepper, Irwin - 307-319 Market Imperfections, Capital Market Equilibrium and Corporation Finance
by Stapleton, R C & Subrahmanyam, Marti G - 321-333 Capital Budgeting and the Capital Asset Pricing Model: Good News and Bad News
by Myers, Stewart C & Turnbull, Stuart M - 333-336 Corporate Finance and the Capital Asset Pricing Model: Discussion
by Hamada, Robert S - 337-347 Bankruptcy Costs: Some Evidence
by Warner, Jerold B - 349-365 Corporate Mergers and the Co-insurance of Corporate Debt
by Kim, E Han & McConnell, John J