Contact information of American Finance Association
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:bla:jfinan. 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: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/afaaaea.html .
Content
May 1983, Volume 38, Issue 2
- 489-504 The Behavior of the Common Stock of Bankrupt Firms
by Clark, Truman A & Weinstein, Mark I
- 505-516 The Resolution of Claims in Financial Distress: The Case of Massey Ferguson
by Baldwin, Carliss Y & Mason, Scott P
- 525-537 The Arbitrage Pricing Model and Returns on Assets under Uncertain Inflation
by Elton, Edwin & Gruber, Martin & Rentzler, Joel
- 539-551 Tests of the Fisher Hypothesis with International Data: Theory and Evidence
by Kane, Alex & Rosenthal, Leonard & Ljung, Greta
- 553-563 The Impact of Real Factors and Inflation on the Performance of the U.S. Stock Market from 1960 to 1980
by Gordon, Myron J
- 571-583 The Interaction of Financing and Investment Decisions When the Firm Has Unused Tax Credits
by Cooper, Ian & Franks, Julian R
- 585-594 A General Equilibrium Simulation Study of Subsidies to Municipal Expenditures
by Gordon, Roger H & Slemrod, Joel
- 595-606 Valuation of Safe Harbor Tax Benefit Transfer Leases
by Fabozzi, Frank J & Yaari, Uzi
- 612-623 An Empirical Analysis of the Pricing of Mortgage-Backed Securities
by Dunn, Kenneth B & Singleton, Kenneth J
- 625-634 Relative Risk in Municipal and Corporate Debt
by Skelton, Jeffrey L
- 635-646 Stochastic Processes for Interest Rates and Equilibrium Bond Prices
by Marsh, Terry A & Rosenfeld, Eric R
March 1983, Volume 38, Issue 1
- 1-33 The Fiscal and Monetary Linkage between Stock Returns and Inflation
by Geske, Robert & Roll, Richard
- 35-48 The Relation between Stock Prices and Inflationary Expectations: The International Evidence
by Solnik, Bruno
- 49-65 Stock Market Returns and Inflation: Evidence from Other Countries
by Gultekin, N Bulent
- 67-77 Taxes and the Fisher Effect: A Clarifying Analysis
by Miles, James A
- 79-93 Economic Evaluation of Voting Power of Common Stock
by Levy, Haim
- 95-105 Estimating the Tax Advantage of Corporate Debt
by Cordes, Joseph J & Sheffrin, Steven M
- 107-126 The Impact of Capital Structure Change on Firm Value: Some Estimates
by Masulis, Ronald W
- 127-140 A Dynamic Theory of the Banking Firm
by O'Hara, Maureen
- 141-147 Interest Rate Uncertainty and the Financial Intermediary's Choice of Exposure
by Deshmukh, Sudhakar D & Greenbaum, Stuart I & Kanatas, George
- 149-170 A Capital Budgeting Analysis of Life Insurance Costs in the United States: 1950-1979
by Babbel, David F & Staking, Kim B
- 171-185 Year-End Tax-Induced Sales and Stock Market Seasonality
by Givoly, Dan & Ovadia, Arie
- 187-204 Stock Prices and Financial Analysts' Recommendations
by Bjerring, James H & Lakonishok, Josef & Vermaelen, Theo
- 205-212 Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates
by Sundaresan, Mahadevan
- 213-217 Displaced Diffusion Option Pricing
by Rubinstein, Mark
- 218-231 The Optimal Pricing Policy of a Monopolistic Marketmaker in the Equity Market
by Mildenstein, Eckart & Schleef, Harold J
- 232-235 J. M. Keynes's Investment Performance: A Note
by Chua, Jess H & Woodward, Richard S
- 237-246 A Bayesian Approach to the Optimal Growth Period Problem: A Note
by Venezia, Itzhak
- 247-255 Ex-Date Stock Price Adjustment to Stock Dividends: A Note
by Woolridge, J Randall
- 257-257 Testing an Aggressive Investment Strategy Using Value Line Ranks: A Comment
by Gregory, N A
- 259-262 Testing an Aggressive Investment Strategy Using Value Line Ranks: A Comment
by Hanna, Mark
- 263-270 Testing an Aggressive Investment Strategy Using Value Line Ranks: A Reply
by Holloway, Clark
December 1982, Volume 37, Issue 5
- 1129-1140 The Arbitrage Pricing Theory: Is It Testable?
by Shanken, Jay
- 1141-1150 A Theory of Capital Structure Relevance under Imperfect Information
by Heinkel, Robert
- 1151-1167 Managerial Incentives in a Stock Market Economy
by Beck, Paul J & Zorn, Thomas S
- 1169-1181 Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange
by Hakansson, Nils H & Kunkel, J Gregory & Ohlson, James A
- 1183-1197 Difference Systems in Financial Futures Markets
by Kilcollin, Thomas Eric
- 1199-1207 Rational Expectations and Risk Premia in Forward Markets: Primary Metals at the London Metals Exchange
by Hsieh, David A & Kulatilaka, Nalin
- 1209-1228 The Impact of Merger Bids on the Participating Firms' Security Holders
by Asquith, K Paul & Kim, E Han
- 1229-1237 Tests of Two Models for Valuing Call Options on Stocks with Dividends
by Sterk, William
- 1239-1246 Municipal Bond Pricing and the New York City Fiscal Crisis
by Kidwell, David S & Trzcinka, Charles A
- 1247-1257 Optimum Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model
by Giaccotto, Carmelo & Ali, Mukhtar M
- 1259-1275 An Analysis of the Impact of Deposit Rate Ceilings on the Market Values of Thrift Institutions
by Dann, Larry Y & James, Christopher M
- 1277-1293 A Disequilibrium Model of Savings and Loan Associations
by Smith, Gary N & Brainard, William C
- 1295-1298 Additive Insurance Premiums: A Note
by Borch, Karl
- 1299-1303 Stochastic Dominance Rules for Truncated Normal Distributions: A Note
by Levy, Haim
- 1305-1309 The Demand for Life Insurance: An Application of the Economics of Uncertainty: A Comment
by Economides, Nicholas
September 1982, Volume 37, Issue 4
- 907-923 The Pricing of Tax-Exempt Bonds and the Miller Hypothesis
by Trzcinka, Charles A
- 925-940 Bank Forward Lending in Alternative Funding Environments
by Deshmukh, Sudhakar D & Greenbaum, Stuart I & Kanatas, George
- 941-954 An Analysis of the Impact of Interest Rate Ceilings
by Villegas, Daniel J
- 955-976 A Model of the Demand for Investment Banking Advising and Distribution Services for New Issues
by Baron, David P
- 977-1004 Changes in the Financial Market: Welfare and Price Effects and the Basic Theorems of Value Conservation
by Hakansson, Nils H
- 1005-1013 Sufficient Conditions for Public Information to Have Social Value in a Production and Exchange Economy
by Kunkel, J Gregory
- 1015-1028 The Determination of Fair Profits for the Property-Liability Insurance Firm
by Kraus, Alan & Ross, Stephen A
- 1029-1035 On Unit Roots and the Empirical Modeling of Exchange Rates
by Meese, Richard A & Singleton, Kenneth J
- 1037-1042 A Multivariate Linear Regression Test for the Arbitrage Pricing Theory
by Jobson, John D
- 1043-1057 Option Prices as Predictors of Equilibrium Stock Prices
by Manaster, Steven & Rendleman, Richard J, Jr
- 1059-1070 The Ex-Dividend Pay Behavior of Stock Prices: A Re-Examination of the Clientele Effect
by Kalay, Avner
- 1071-1086 Dividends and Capital Asset Prices
by Morgan, Ieuan G
- 1087-1093 Determinants of Brokerage Commission Rates for Institutional Investors: A Note
by Edmister, Robert O & Subramanian, N
- 1095-1096 Information Production, Market Signalling, and the Theory of Financial Intermediation: A Comment
by Chan, Yuk-Shee
- 1097-1099 Information Production, Market Signalling, and the Theory of Financial Intermediation: A Reply
by Campbell, Tim S & Kracaw, William A
- 1101-1101 On Diversification Given Asymmetry in Returns: Erratum
by Conine, Thomas E, Jr & Tamarkin, Maurry
June 1982, Volume 37, Issue 3
- 651-665 Direct Equity Financing: A Resolution of a Paradox
by Hansen, Robert S & Pinkerton, John M
- 667-677 The Effect of Errors in Variables on Tests for a Risk Premium in Forward Exchange Rates
by Jacobs, Rodney L
- 679-691 Risk Assessments and Risk Premiums in the Eurodollar Market
by Feder, Gershon & Ross, Knud Z
- 693-715 The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement
by McFarland, James W & Pettit, R Richardson & Sung, Sam K
- 717-739 An Exploration of Competitive Signalling Equilibria with "Third Party" Information Production: The Case of Debt Insurance
by Thakor, Anjan V
- 741-749 Investment Risk, Bankruptcy Risk, and Pension Reform in Canada
by Pesando, James E
- 751-761 Debt Financing, Corporate Financial Intermediaries and Firm Valuation
by Franks, Julian R & Pringle, John J
- 763-782 Optimal Sequential Investment When Capital Is Not Readily Reversible
by Baldwin, Carliss Y
- 783-795 On the Effectiveness of the Federal Reserve's Margin Requirement
by Luckett, Dudley G
- 797-807 Inflation, Taxation, and Interest Rates
by Gandolfi, Arthur E
- 809-825 An Analysis of Bank Loan Rate Indexation
by James, Christopher
- 827-842 The Effects of Anticipated Inflation on Housing Market Equilibrium
by Titman, Sheridan D
- 843-855 Variance and Lower Partial Moment Measures of Systematic Risk: Some Analytical and Empirical Results
by Price, Kelly & Price, Barbara & Nantell, Timothy J
- 857-870 Time-Variance Relationship of Security Returns: Implications for the Return-Generating Stochastic Process
by Perry, Philip R
- 871-875 Stochastic Dominance: A Note
by Kroll, Yoram & Levy, Haim
- 877-881 The Relative Price Volatility of Taxable and Non-Taxable Bonds: A Note
by Arditti, Fred D & Livingston, Miles
- 883-889 Weekend Effects on Stock Returns: A Note
by Lakonishok, Josef & Levi, Maurice
May 1982, Volume 37, Issue 2
- 255-273 Debt, Dividend Policy, Taxes, Inflation and Market Valuation
by Modigliani, Franco
- 275-287 Optimal Managerial Contracts and Equilibrium Security Prices
by Diamond, Douglas W & Verrecchia, Robert E
- 289-300 Regulation and Corporate Investment Policy
by Brennan, Michael J & Schwartz, Eduardo S
- 301-319 Miller's Equilibrium, Shareholder Leverage Clienteles, and Optimal Capital Structure
by Kim, E Han
- 320-321 Regulation and Corporate Investment Policy: Discussion
by Myers, S C
- 321-323 Miller's Equilibrium, Shareholder Leverage Clienteles, and Optimal Capital Structure: Discussion
by Taggart, R A, Jr
- 325-338 Single Factor Duration Models in a Discrete General Equilibrium Framework
by Bierwag, G O & Kaufman, George G & Toevs, Alden L
- 339-348 Term Structure Modeling Using Exponential Splines
by Vasicek, Oldrich A & Fong, H Gifford
- 349-352 Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves
by Constantinides, George M & Ingersoll, Jonathan E, Jr
- 352-354 Single Factor Duration Models in a Discrete General Equilibrium Framework: Discussion
by Fisher, L
- 354-356 Term Structure Modeling Using Exponential Splines: Discussion
by Jordan, J V
- 357-369 A General Equilibrium Money and Banking Paradigm
by Santomero, Anthony M & Siegel, Jeremy J
- 371-384 Aspects of Monetary and Banking Theory and Moral Hazard
by Bhattacharya, Sudipto
- 385-393 Structural Disequilibrium and the Banking Act of 1980
by Smith, Paul F
- 393-395 A General Equilibrium Money and Banking Paradigm: Discussion
by Lombra, R E
- 395-397 Aspects of Monetary and Banking Theory and Moral Hazard: Discussion
by Hester, D D
- 397-398 Structural Disequilibrium and the Banking Act of 1980: Discussion
by Lindsey, D E
- 399-411 Estimating Security Price Risk Using Duration and Price Elasticity
by Williams, Alex O & Pfeifer, Phillip E
- 413-413 Estimating Security Price Risk Using Duration and Price Elasticity: Discussion
by Schulman, E
- 415-428 To Pay or Not to Pay Dividend
by Hakansson, Nils H
- 429-443 The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects?
by Litzenberger, Robert H & Ramaswamy, Krishna
- 445-456 The Ex-Dividend Day Behavior of Stock Returns: Further Evidence on Tax Effects
by Hess, Patrick J
- 457-470 Costly Contracting and Optimal Payout Constraints
by John, Kose & Kalay, Avner
- 470-472 To Pay or Not to Pay Dividend: Discussion
by Constantinides, G M
- 472-474 The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects? Discussion
by Summers, L H
- 474-476 The Ex-Dividend Day Behavior of Stock Returns: Further Evidence on Tax Effects: Discussion
by Gibbons, M R
- 476-479 Costly Contracting and Optimal Payout Constraints: Discussion
by Kim, E Han
- 481-491 The Regulation of Financial and Other Futures Markets
by Houthakker, Hendrik S
- 493-504 Best Execution in Securities Markets: An Application of Signaling and Agency Theory
by Garbade, Kenneth D & Silber, William L
- 505-517 Rule 144 Volume Limitations and the Sale of Restricted Stock in the Over-the-Counter Market
by Osborne, Alfred E, Jr
- 517-519 The Regulation of Financial and Other Futures Markets: Discussion
by Edwards, F R
- 519-521 Best Execution in Securities Markets: An Application of Signaling and Agency Theory: Discussion
by Smidt, S
- 521-523 Rule 144 Volume Limitations and the Sale of Restricted Stock in the Over-the-Counter Market: Discussion
by Kalay, A
- 525-539 The Pricing of Commodity-Linked Bonds
by Schwartz, Eduardo S
- 540-541 The Pricing of Commodity-Linked Bonds: Discussion
by Ingersoll, J E
- 543-554 Factor-Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency
by Rosenberg, Barr & Rudd, Andrew
- 555-561 Risk Adjusted Equity Performance Measurement
by Nagorniak, John
- 563-573 Valuation Model Bias and the Scale Structure of Dividend Discount Returns
by Michaud, Richard O & Davis, Paul L
- 573-576 Return Expectations in Active Investment Management: Discussion
by Renwick, F B
- 577-584 Projecting the Financial Condition of a Pension Plan Using Simulation Analysis
by Kingsland, Louis
- 585-594 Plasm: Pension Liability and Asset Simulation Model
by Winklevoss, Howard E
- 595-604 SOFASIM: A Dynamic Insurance Model with Investment Structure, Policy Benefits and Taxes
by Goldstein, Alice B & Markowitz, Barbara G
- 604-606 Combining Financial and Actuarial Risk: Simulation Analysis: Discussion
by Sharpe, W F
- 606-607 Combining Financial and Actuarial Risk: Simulation Analysis: Discussion
by Tepper, Irwin
- 609-614 Minimax Behavior in Portfolio Selection
by Krasker, William S
- 615-624 Stochastic Portfolio Theory and Stock Market Equilibrium
by Fernholz, Robert & Shay, Brian
- 625-635 Prologue to a Unified Portfolio Theory
by Ayres, Herbert F & Barry, John Y
March 1982, Volume 37, Issue 1
- 1-10 Signaling and the Valuation of Unseasoned New Issues
by Downes, David H & Heinkel, Robert
- 11-25 Tests for Price Effects of New Issues of Seasoned Securities
by Hess, Alan C & Frost, Peter A
- 27-35 A Direct Test of Roll's Conjecture on the Firm Size Effect
by Reinganum, Marc R
- 37-62 Effects of Shifting Saving Patterns on Interest Rates and Economic Activity
by Friedman, Benjamin M
- 63-72 Monetary Policy and Short-Term Interest Rates: An Efficient Markets-Rational Expectations Approach
by Mishkin, Frederic S
- 73-85 The Behavior of the Interest Rate Differential between Tax-Exempt Revenue and General Obligation Bonds: A Test of Risk Preferences and Market Segmentation
by Kidwell, David S & Koch, Timothy W
- 87-102 Information Diversity and Market Behavior
by Figlewski, Stephen
- 103-119 Common Stock Returns and Rating Changes: A Methodological Comparison
by Griffin, Paul A & Sanvicente, Antonio Z
- 121-144 The Choice between Equity and Debt: An Empirical Study
by Marsh, Paul
- 145-156 Yield Approximations: A Historical Perspective
by Hawawini, Gabriel A & Vora, Ashok
- 157-167 Flattening of Bond Yield Curves for Long Maturities
by Livingston, Miles B & Jain, Suresh K
- 169-183 Borrower Risk under Alternative Mortgage Instruments
by Webb, Bruce G
- 185-217 Expectations Models of Asset Prices: A Survey of Theory
by LeRoy, Stephen F
- 219-226 The Administrative Costs of Corporate Bankruptcy: A Note
by Ang, James S & Chua, Jess H & McConnell, John J
- 227-230 The Calculation of Implied Variances from the Black-Scholes Model: A Note [The Pricing of Options and Corporate Liabilities]
by Manaster, Steven & Koehler, Gary
- 231-236 Expectations, Tobin's q, and Investment: A Note [Expectations, Tobin's q, and Industry Investment]
by Chappell, Henry W, Jr & Cheng, David C
- 237-241 The Demand for Preferred Stock with Sinking Funds and without: A Note
by Sorensen, Eric H & Hawkins, Clark A
December 1981, Volume 36, Issue 5
- 997-1009 Estimating the Divisional Cost of Capital: An Analysis of the Pure-Play Technique
by Fuller, Russell J & Kerr, Halbert S
- 1011-1021 The Meaning of Internal Rates of Return
by Dorfman, Robert
- 1023-1034 Time Dominance Efficiency Analysis
by Ekern, Steinar
- 1035-1045 Forward and Futures Prices: Evidence from the Foreign Exchange Markets
by Cornell, Bradford & Reinganum, Marc R
- 1047-1061 Estimating the Information Value of Immediate Disclosure of the FOMC Policy Directive
by O'Brien, James M
- 1063-1072 Market Response to the Weekly Money Supply Announcements in the 1970s
by Urich, Thomas & Wachtel, Paul
- 1073-1084 Bank Reserves and Financial Stability
by Siegel, Jeremy J
- 1085-1101 Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation
by Flannery, Mark J
- 1103-1126 The Determinants of the Treasury Security Yield Curve
by Roley, V Vance
- 1127-1142 The Effect of Taxation on Immunization Rules and Duration Estimation
by Hessel, Christopher A & Huffman, Lucy
- 1143-1155 On Diversification Given Asymmetry in Returns
by Conine, Thomas E, Jr & Tamarkin, Maurry, J
- 1157-1168 The Economic Impact of the Federal Credit Union Usury Ceiling
by Wolken, John D & Navratil, Frank J
- 1169-1176 A Note on Taxes and the Pricing of Treasury Bill Futures Contracts
by Cornell, Bradford
- 1177-1186 One Way Arbitrage, Foreign Exchange and Securities Markets: A Note
by Callier, Philippe
- 1187-1189 The Pricing of Corporate Debt: A Note
by Lee, C Jevons
- 1191-1197 Potential Corporate Takeovers and Market Efficiency: A Note
by Madden, Gerald P
- 1199-1202 Flotation Cost Allowance in Rate of Return Regulation: A Note
by Arzac, Enrique R & Marcus, Matityahu
- 1203-1209 An Examination of the Relationship between Pure Residual and Market Risk: A Note
by Chen, Son-Nan & Keown, Arthur J
September 1981, Volume 36, Issue 4
- 769-799 A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates
by Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A
- 801-824 Pension Funding, Share Prices, and National Savings
by Feldstein, Martin & Seligman, Stephanie
- 825-840 A Theoretical Framework for Evaluating the Impact of Universal Reserve Requirements
by Sprenkle, Case M & Stanhouse, Bryan E
- 841-853 Effects of the 1970 Bank Holding Company Act: Evidence from Capital Markets
by Aharony, Joseph & Swary, Itzhak
- 855-869 Merger Announcements and Insider Trading Activity: An Empirical Investigation
by Keown, Arthur J & Pinkerton, John M
- 871-877 Portfolio Analysis with Factors and Scenarios
by Markowitz, Harry M & Perold, Andre F
- 879-888 A Possible Explanation of the Small Firm Effect
by Roll, Richard
- 889-908 Performance Hypothesis Testing with the Sharpe and Treynor Measures
by Jobson, J D & Korkie, Bob M
- 909-921 Optimal Regulation under Uncertainty
by Marshall, William J & Yawitz, Jess B & Greenberg, Edward
- 923-934 On the Effects of Barriers to International Investment
by Stulz, Rene M
- 935-940 Reserve Requirements and the Structure of the CD Market: A Note
by Lawler, Thomas A
- 941-947 Risk Decomposition and Portfolio Diversification When Beta Is Nonstationary: A Note
by Chen, Son-Nan & Keown, Arthur J
- 949-953 Reinsurance under Conditions of Capital Market Equilibrium: A Note
by Doherty, N A & Tinic, S M
- 955-962 Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest: A Comment
by Taylor, Herbert
- 963-969 Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest: A Reply
by Levi, Maurice D & Makin, John H
- 971-974 FHLB Advances and the Cost and Availability of Funds to S&Ls: A Comment [A Note on the Impact of FHLB Advances and the Cost and Availability of Funds at S&Ls]
by Maris, Brian A
June 1981, Volume 36, Issue 3
- 569-581 An Equilibrium Analysis of Debt Financing under Costly Tax Arbitrage and Agency Problems
by Barnea, Amir & Haugen, Robert A & Senbet, Lemma W
- 583-597 Transaction Costs and the Pricing of Assets
by Mayshar, Joram
- 599-616 Valuation of GNMA Mortgage-Backed Securities
by Dunn, Kenneth B & McConnell, John J
- 617-627 The Effects of Mission-Oriented Public R&D Spending on Private Industry
by Carmichael, Jeffrey
- 629-647 Resolving the Agency Problems of External Capital through Options
by Haugen, Robert A & Senbet, Lemma W
- 649-659 The Weekend Eurodollar Game
by Coats, Warren L, Jr
- 661-675 Interest Rates, Uncertainty and the Livingston Data
by Bomberger, William A & Frazer, William J, Jr
- 677-684 The Impact of Federal Interest Rate Regulations on the Small Saver: Further Evidence
by Lawrence, Edward C & Elliehausen, Gregory E
- 685-695 Efficient Funds in a Financial Market with Options: A New Irrelevance Proposition
by John, Kose
- 697-703 A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis
by Cumby, Robert E & Obstfeld, Maurice
- 705-710 A Note on the Efficiency of Black Markets in Foreign Currencies
by Gupta, Sanjeev
- 711-719 A Note on Testing an Aggressive Investment Strategy Using Value Line Ranks
by Holloway, Clark
- 721-737 A Note on Real and Nominal Efficient Sets
by Sercu, Piet
- 739-741 Makin's MA RP: A Comment [Portfolio Theory and the Problem of Foreign Exchange Risk]
by Friedman, Daniel
- 743-745 Portfolio Theory and the Problem of Foreign Exchange Risk: Reply
by Makin, John H
- 747-748 The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables: Comment
by Kim, Kee S
- 749-750 The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables: Reply
by Bowman, Robert G
May 1981, Volume 36, Issue 2
Printed from https://ideas.repec.org/s/bla/jfinan17.html
