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
September 1981, Volume 36, Issue 4
- 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
- 217-234 Decentralized Investment Management
by Sharpe, W F
- 235-251 Pareto Optimality and Competition
by Stiglitz, Joseph E
- 253-270 The Allocational Role of Takeover Bids in Situations of Asymmetric Information
by Grossman, Sanford J & Hart, Oliver D
- 271-276 The Prevention of Default
by Allen, Franklin
- 277-289 The Effect of Inflation on Stock Prices: International Evidence
by Cohn, Richard A & Lessard, Donald R
- 291-304 The Use of Volatility Measures in Assessing Market Efficiency
by Shiller, Robert J
- 304-307 Are Markets Efficient? Tests of Alternative Hypotheses: Discussion
by Long, John B, Jr
- 307-311 Are Markets Efficient? Tests of Alternative Hypotheses: Discussion
by Lintner, John
- 313-321 The Arbitrage Pricing Theory: Some Empirical Results
by Reinganum, Marc R
- 323-335 Three Factors, Interest Rate Differentials and Stock Groups
by Fogler, H Russell & John, Kose & Tipton, James
- 337-350 Treasury Bill Factors and Common Stock Returns
by Oldfield, George S, Jr & Rogalski, Richard J
- 350-352 Empirical Tests of Multi-Factor Pricing Model: Discussion
by Friend, Irwin
- 352-353 Empirical Tests of Multi-Factor Pricing Model: Discussion
by Brennan, M J
- 355-367 Accelerating Inflation, Technological Innovation, and the Decreasing Effectiveness of Banking Regulation
by Kane, Edward J
- 369-381 Institutional Investors and Concentration of Financial Power: Berle and Means Revisited
by Farrar, Donald E & Girton, Lance
- 383-393 Rate-of-Return Regulation and Utility Capital Structure Decisions
by Taggart, Robert A, Jr
- 393-395 Impact of Regulation on Economic Behavior: Discussion
by Sametz, A W
- 395-397 Impact of Regulation on Economic Behavior: Discussion
by Tinic, S M
- 397-399 Impact of Regulation on Economic Behavior: Discussion
by Bower, R S
- 401-417 The Effects of International Operations on the Market Value of the Firm: Theory and Evidence
by Errunza, Vihang R & Senbet, Lemma W
- 419-426 The Numeraire Problem and Foreign Exchange Risk
by Eaker, Mark R
- 427-438 Corporate Exchange Risk Management: Theme and Aberrations
by Rodriguez, Rita M
- 439-440 International Finance: Discussion
by Logue, D E
- 440-442 International Finance: Discussion
by Makin, J H
- 442-444 International Finance: Discussion
by Hawkins, R G
- 445-456 Futures Trading and Volatility in the GNMA Market
by Figlewski, Stephen
- 457-469 The Impact of the GNMA Pass-through Program on FHA Mortgage Costs
by Black, Deborah G & Garbade, Kenneth D & Silber, William L
- 471-484 A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities
by Dunn, Kenneth B & McConnell, John J
- 484-486 GNMA Passthrough Securities: Discussion
by Seiders, David F
- 486-487 GNMA Passthrough Securities: Discussion
by Curley, Anthony J
- 489-496 The Impact of Uncertainty on the Feasibility of Humphrey-Hawkins Objectives
by Tinsley, P, et al
- 497-505 New Concepts of Aggregated Money
by Barnett, William & Offenbacher, Edward & Spindt, Paul
- 507-515 Uncertainty in the Monetary Aggregates:
by Pierce, David A, et al
- 515-517 Current Monetary Policy Research at the Federal Reserve Board: Discussion
by Sims, Christopher A
- 519-528 An Economic Theory of a Credit Union
by Smith, Donald J & Cargill, Thomas F & Meyer, Robert A
- 529-538 Credit Union Structure, Growth and Regulatory Problems
by Black, Harold & Dugger, Robert H
- 539-549 An Aggregate Model of the Credit Union Industry
by Navratil, Frank J
- 550-552 Credit Unions: Discussion
by Peterson, Richard
- 552-554 Credit Unions: Discussion
by Gambs, Carl M
- 554-556 Credit Unions: Discussion
by Flannery, Mark J
March 1981, Volume 36, Issue 1
- 1-13 Taxation and Corporate Pension Policy
by Tepper, Irwin
- 15-29 The Adjustment of Stock Prices to Information about Inflation
by Schwert, G William
- 31-41 The Monetary Approach to Exchange Rate in an Efficient Foreign Exchange Market: Tests Based on Volatility
by Huang, Roger D
- 43-49 Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium
by Longworth, David
- 51-60 Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital
by Buser, Stephen A & Chen, Andrew H & Kane, Edward J
- 61-79 An Analysis of Countercyclical Policies of the FHLBB
by Kent, Richard J
- 81-96 On the Rate Structure of the American Life Insurance Market
by Winter, Ralph A
- 97-111 On the Matter of Parity among Financial Obligations
by Lewellen, Wilbur G & Emery, Douglas R
- 113-125 Variable Rate Debt Instruments and Corporate Debt Policy
by Agmon, T & Ofer, A R & Tamir, A
- 127-141 Investment Policy Implications of the Capital Asset Pricing Model
by Grauer, Robert R
- 143-161 An Equilibrium Model of Asset Trading with Sequential Information Arrival
by Jennings, Robert H & Starks, Laura T & Fellingham, John C
- 163-180 Notes on Multiperiod Valuation and the Pricing of Options
by Bhattacharya, Sudipto
- 181-186 A Note on Concentration and Checking Account Prices
by Osborne, D K & Wendel, Jeanne
- 187-190 Investor Recognition of Corporation International Diversification: Comment
by Adler, Michael
- 191-192 Investor Recognition of Corporate International Diversification: Reply
by Agmon, Tamir & Lessard, Donald
- 193-195 A Note on Capital Budgeting Techniques and the Reinvestment Rate: Comment
by Nicol, David J
December 1980, Volume 35, Issue 5
- 1073-1103 An Empirical Investigation of the Arbitrage Pricing Theory
by Roll, Richard & Ross, Stephen A
- 1105-1113 Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices
by Jarrow, Robert A
- 1115-1138 The Investment Banking Contract for New Issues under Asymmetric Information: Delegation and the Incentive Problem
by Baron, David P & Holmstrom, Bengt
- 1139-1154 Deposit Rate-Setting, Risk Aversion, and the Theory of Depository Financial Intermediaries
by Sealey, C W, Jr
- 1155-1172 The Demand for Life Insurance: An Application of the Economics of Uncertainty
by Campbell, Ritchie A
- 1173-1188 Asset Accumulation in Early Married Life
by Ferber, Robert & Lee, Lucy Chao
- 1189-1207 A Catastrophe Model of Bank Failure
by Ho, Thomas S Y & Saunders, Anthony
- 1209-1221 On the Valuation of Federal Loan Guarantees to Corporations
by Sosin, Howard B
- 1223-1234 A Rationale for Debt Maturity Structure and Call Provisions in the Agency Theoretic Framework
by Barnea, Amir & Haugen, Robert A & Senbet, Lemma W
- 1235-1244 Regulation of Bank Capital and Portfolio Risk
by Koehn, Michael & Santomero, Anthony M
- 1245-1250 Debt, Taxes and Leasing-A Note
by Brealey, R A & Young, C M
- 1251-1256 A Note on Ambiguity in Portfolio Performance Measures
by Peterson, David & Rice, Michael L
- 1257-1265 The Financial Consequences of Corporate Growth
by Gup, Benton E
- 1267-1271 Error Rates in CRSP and COMPUSTAT: A Second Look
by Bennin, Robert
- 1273-1279 The Hedging Performance of the New Futures Markets: Comment
by Franckle, Charles T
September 1980, Volume 35, Issue 4
- 863-882 Information Production, Market Signalling, and the Theory of Financial Intermediation
by Campbell, Tim S & Kracaw, William A
- 883-896 Stationarity of Market Risk: Random Coefficients Tests for Individual Stocks
by Sunder, Shyam
- 897-913 Co-Skewness and Capital Asset Pricing
by Friend, Irwin & Westerfield, Randolph
- 915-919 On the Direction of Preference for Moments of Higher Order Than the Variance
by Scott, Robert C & Horvath, Philip A
- 921-931 Stock Market Return Expectations: Some General Properties
by Lakonishok, Josef
- 933-949 Predictive Ability and Descriptive Validity of Earnings Forecasting Models
by Deschamps, Benoit & Mehta, Dileep R
- 951-957 Affiliated Bank Performance and the Simultaneity of Financial Decision-Making
by Graddy, Duane B & Kyle, Reuben, III
- 959-971 A Microeconomic Model of Federal Home Loan Mortgage Corporation Activity
by Rosen, Kenneth T & Bloom, David E
- 973-980 Relationships between the Two Sides of the Balance Sheet: A Canonical Correlation Analysis
by Stowe, John D & Watson, Collin J & Robertson, Terry D
- 981-999 The Cost of Capital and U.S. Capital Investment: A Test of Alternative Concepts
by Elliott, J Walter
- 1001-1016 An Analysis of Risk and Return Characteristics of Corporate Bankruptcy Using Capital Market Data
by Aharony, Joseph & Jones, Charles P & Swary, Itzhak
- 1017-1026 Ratio Stability and Corporate Failure
by Dambolena, Ismael G & Khoury, Sarkis J
- 1027-1031 Nontransferable Interest-Bearing National Debt
by Bryant, John
- 1033-1037 Corporate Debt and Corporate Taxes: An Extension
by Conine, Thomas E, Jr
- 1039-1043 Back on the Track with the Efficient Markets Hypothesis
by Losey, Robert L & Talbott, John C, Jr
- 1045-1047 On Forecasting Long-Term Interest Rates: Is the Success of the No-Change Prediction Surprising?
by Pesando, James E
- 1049-1050 Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates-A Reply
by Elliott, J Walter & Baier, J R
- 1051-1054 Future Investment Opportunities and the Value of the Call Provision on a Bond: Comment
by Aivazian, Varouj A & Callen, Jeffrey L
- 1055-1056 Future Investment Opportunities and the Value of the Call Provision on a Bond: Reply
by Bodie, Zvi & Taggart, Robert A, Jr
June 1980, Volume 35, Issue 3
- 627-643 Capital Asset Prices and the Temporal Resolution of Uncertainty
by Epstein, Larry G & Turnbull, Stuart M
- 645-659 Taxes and Corporate Capital Structure in an Incomplete Market
by Taggart, Robert A, Jr
- 661-673 The Constant Elasticity of Variance Model and Its Implications for Option Pricing
by Beckers, Stan
- 675-684 A Dynamic Equilibrium for the Ross Arbitrage Model
by Ohlson, James A & Garman, Mark B
- 685-691 General Risk Aversion and Attitude towards Risk
by Amihud, Yakov
- 693-716 Valuation of Underwriting Agreements for UK Rights Issues
by Marsh, Paul
- 717-727 The Demand for Tax-Exempt Securities by Financial Institutions
by Hendershott, Patric H & Koch, Timothy W
- 729-751 A Theory of Common Stock Returns over Trading and Non-Trading Periods
by Oldfield, George S, Jr & Rogalski, Richard J
- 753-768 An Analysis of the Portfolio Behavior of Black-Owned Commercial Banks
by Bates, Timothy M & Bradford, William D
- 769-777 Economies of Scale in Credit Unions: Further Evidence
by Wolken, John D & Navratil, Frank J
- 779-785 The Demand for Money by Firms: The Stability and Other Issues Reexamined
by Ungar, Meyer & Zilberfarb, Benzion
- 787-794 Money Demand and Foreign Exchange Risk: The German Case, 1972-1976
by Akhtar, M A & Putnam, Bluford H
- 795-798 Stochastic Demand, Output and the Cost of Capital: A Clarification
by Booth, Laurence D
- 799-800 The Rate of Return on New Investment in the UK
by Hodges, S D & Brealey, R A
- 801-805 A Comment on "Nonmember Banks and Empirical Measures of the Variability of Reserves and Money: A Theoretical Appraisal"
by Starleaf, Dennis R
- 807-807 Nonmember Banks and Monetary Control: Reply
by Kopecky, Kenneth J
May 1980, Volume 35, Issue 2
- 221-234 Market Incompleteness and Divergences between Forward and Future Interest Rates
by Kane, Edward J
- 235-248 On the Dynamic Behavior of Prices in Disequilibrium
by Beja, Avraham & Goldman, M Barry
- 249-257 Implications of Microstructure Theory for Empirical Research on Stock Price Behavior
by Cohen, Kalman J, et al
- 259-267 On Dealer Markets under Competition
by Ho, Thomas & Stoll, Hans R
- 267-268 Discussion [On Dealer Markets under Competition]
by Van Horne, James C
- 269-281 The Relative Efficiency of Various Portfolios: Some Further Evidence
by Blume, Marshall E
- 281-283 Discussion [The Relative Efficiency of Various Portfolios: Some Further Evidence]
by Banz, Rolf W
- 285-301 Tests of the Black-Scholes and Cox Call Option Valuation Models
by MacBeth, James D & Merville, Larry J
- 301-303 Discussion [Tests of the Black-Scholes and Cox Call Option Valuation Models]
by Manaster, Steven
- 305-319 Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes
by Masulis, Ronald W
- 319-321 Discussion [Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes]
by Downes, David
- 323-334 Disclosure Laws and Takeover Bids
by Grossman, S J & Hart, O D
- 335-344 Distinguishing Beliefs and Preferences in Equilibrium Prices
by Kraus, Alan & Sick, Gordon A
- 344-346 Discussion [Distinguishing Beliefs and Preferences in Equilibrium Prices]
by Allen, Beth
- 347-358 The Effect of Fuel Adjustment Clauses on the Systematic Risk and Market Values of Electric Utilities
by Clarke, Roger G
- 359-368 Admissible Rate Bases, Fair Rates of Return and the Structure of Regulation
by Greenwald, Bruce C
- 369-383 On the CAP M Approach to the Estimation of a Public Utility's Cost of Equity Capital
by Litzenberger, Robert & Ramaswamy, Krishna & Sosin, Howard
- 383-385 Financial Issues for Regulated Firms: Discussion
by Bower, Richard S
- 385-387 Financial Issues for Regulated Firms: Discussion
by Marshall, William
- 389-403 An Analysis of Variable Rate Loan Contracts
by Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A
- 405-417 Conditional Predictions of Bond Prices and Returns
by Brennan, Michael J & Schwartz, Eduardo S
- 417-419 Discussion [Conditional Predictions of Bond Prices and Returns]
by Schaefer, Stephen M
- 421-435 Equilibrium Term Structure Models: Test Methodology
by Marsh, Terry
- 435-438 Discussion [Equilibrium Term Structure Models: Test Methodology]
by Breeden, Douglas T
- 439-449 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing
by Constantinides, George M & Scholes, Myron S
- 450-452 Discussion [Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing]
by Richard, Scott F
- 453-464 Leverage and Dividend Irrelevancy under Corporate and Personal Taxation
by DeAngelo, Harry & Masulis, Ronald W
- 465-467 Discussion [Leverage and Dividend Irrelevancy under Corporate and Personal Taxation]
by McConnell, John J
- 469-482 Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium
by Litzenberger, Robert H & Ramaswamy, Krishna
- 482-485 Discussion [Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium]
by Hess, Patrick J
- 487-498 Hedging and Joint Production: Theory and Illustrations
by Anderson, Ronald W & Danthine, Jean-Pierre
- 498-501 Discussion [Hedging and Joint Production: Theory and Illustrations]
by Rausser, Gordon C
- 503-520 Consumption Risk in Futures Markets
by Breeden, Douglas T
- 521-533 Externalities and Financial Reporting
by Foster, George
- 534-535 Discussion [Externalities and Financial Reporting]
by Baiman, Stanley
- 537-547 Toward a Theory of Financial Accounting
by Ohlson, James A & Buckman, A Gregory
- 547-551 Discussion [Toward a Theory of Financial Accounting]
by Wolfson, Mark A
- 553-565 Corporate Capital Investment, Accounting Methods and Earnings: A Test of the Control Hypothesis
by Sunder, Shyam
- 565-568 Discussion [Corporate Capital Investment, Accounting Methods and Earnings: A Test of the Control Hypothesis]
by Zimmerman, Jerold L
- 569-580 Towards Indices of Real Estate Value and Return
by Hoag, James W
- 581-594 Who Should Buy Portfolio Insurance?
by Leland, Hayne E
- 595-596 Discussion [Who Should Buy Portfolio Insurance?]
by Schwartz, Eduardo S
- 597-607 The "Market Model" in Investment Management
by Rudd, Andrew & Rosenberg, Barr
- 607-609 Discussion [The "Market Model" in Investment Management]
by McKibben, Walt
March 1980, Volume 35, Issue 1
- 1-12 Qtrly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis
by Aharony, Joseph & Swary, Itzhak
- 13-21 On the Predictability of Corporate Earnings Per Share Behavior
by Chant, Peter D
- 23-29 Yields on Privately Placed Corporate Bonds
by Zwick, Burton
- 31-47 Retractable and Extendible Bonds: The Canadian Experience
by Ananthanarayanan, A L & Schwartz, Eduardo S
- 49-55 Biased Estimators and Unstable Betas
by Scott, Elton & Brown, Stewart
- 57-70 The Term Structure of Inflationary Expectations and Market Efficiency
by Cargill, Thomas F & Meyer, Robert A
- 71-97 A Multivariate Model of the Term Structure
by Langetieg, Terence C
- 99-117 Taxes, Failure Costs, and Optimal Industry Capital Structure: An Empirical Test
by Flath, David & Knoeber, Charles R
- 119-127 Taxes and the Optimal Capital Structure of the Firm
by Schneller, Meir I
- 129-136 Deposit Ceilings and the Efficiency of Financial Intermediation
by Spellman, Lewis J
- 137-150 Establishing On-Site Bank Examination Priorities: An Early-Warning System Using Accounting and Market Information
by Pettway, Richard H & Sinkey, Joseph F, Jr
- 151-158 The Geometric Mean and Stochastic Dominance
by Jean, William H
- 159-171 Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance
by Tehranian, Hassan
- 173-176 Speculation and the Forward Foreign Exchange Rate: A Note
by Callier, Philippe
- 177-180 A Note on Inflation, Taxation and Investment Returns
by Cross, Stephen M
- 181-189 Further Evidence on the Value of A Priori Information
by Smith, Gary
- 191-195 Bond Refunding Reconsidered: Comment
by Livingston, Miles
- 197-200 Bond Refunding Recondsidered: Reply
by Ofer, Aharon R & Taggart, Robert A
- 201-202 Horse Racing: Testing the Efficient Markets Model: Comment
by Vannebo, Olav
December 1979, Volume 34, Issue 5
- 1093-1110 Two-State Option Pricing
by Rendleman, Richard J, Jr & Bartter, Brit J
- 1111-1127 Path Dependent Options: "Buy at the Low, Sell at the High"
by Goldman, M Barry & Sosin, Howard B & Gatto, Mary Ann
- 1129-1139 Currency Options Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings
by Feiger, George M & Jacquillat, Bertrand
Printed from https://ideas.repec.org/s/bla/jfinan18.html
