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December 1979, Volume 34, Issue 5
- 1141-1155 Put-Call Parity and Market Efficiency
by Klemkosky, Robert C & Resnick, Bruce G
- 1157-1172 A Proposal for Indexes for Traded Call Options
by Galai, Dan
- 1173-1186 An Empirical Examination of the Black-Scholes Call Option Pricing Model
by MacBeth, James D & Merville, Larry J
- 1187-1200 The Efficacy of Trading Suspensions: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information
by Kryzanowski, Lawrence
- 1201-1210 Heteroscedasticity, R2 and Thin Trading on the Toronto Stock Exchange
by Fowler, David J & Rorke, C Harvey & Jog, Vijay M
- 1211-1220 Utility Bond Rates and Tax Normalization
by Berndt, Ernst R & Sharp, Karen Chant & Watkins, G Campbell
- 1221-1229 Mean-Variance Efficient Sets and Expected Utility
by Meyer, Jack
- 1231-1242 Evaluating and Comparing Projects: Simple Detection of False Alarms
by Pratt, John W & Hammond, John S, III
- 1243-1250 Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination
by Fabozzi, Frank J & Francis, Jack C
- 1251-1254 A Note on Capital Budgeting Techniques and the Reinvestment Rate
by Meyer, Richard L
- 1255-1261 A Note on the Impact of FHLB Advances on the Cost and Availability of Funds at S&Ls
by Halloran, John A
- 1263-1269 A Note on Information in the Loan Evaluation Process
by Stanhouse, Bryan & Sherman, Larry
- 1271-1272 Time-Variance Relationship: Evidence on Correlation in Common Stock Returns: Comment
by Schneller, Meir I
- 1273-1275 On Time-Variance Analysis: Reply
by Schwartz, Robert A & Whitcomb, David K
September 1979, Volume 34, Issue 4
- 825-838 Tax Differentials and Callable Bonds
by Boyce, W M & Kalotay, A J
- 839-862 Equity Rights Issues and the Efficiency of the UK Stock Market
by Marsh, Paul
- 863-870 The Impact of Underwriting Method and Bidder Competition upon Corporate Bond Interest Cost
by Sorensen, Eric H
- 871-885 The Search for Information by Underwriters and Its Impact on Municipal Interest Cost
by Benson, Earl D
- 887-893 Sinking Funds and the Cost of Corporate Debt
by Dyl, Edward A & Joehnk, Michael D
- 895-914 The Efficiency of the Treasury Bill Futures Market
by Rendleman, Richard J, Jr & Carabini, Christopher E
- 915-929 The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model
by Brenner, Menachem
- 931-940 Debt Capacity
by Turnbull, Stuart M
- 941-950 Inflationary Effects in the Capital Investment Process: An Empirical Examination
by Kim, Moon K
- 951-956 Corporate Debt and Corporate Taxes
by Bierman, Harold, Jr & Oldfield, George S, Jr
- 957-963 A Proof of the Existence of "Consensus Beliefs."
by Verrecchia, Robert E
- 965-973 Interest Rate Expectations versus Forward Rates: Evidence from an Expectations Survey
by Friedman, Benjamin M
- 975-986 Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates?
by Elliott, J Walter & Baier, Jerome R
- 987-997 Changes in Federal Reserve Membership: A Risk-Return Profitability Analysis
by D'Antonio, Louis J & Melicher, Ronald W
- 999-1012 Graduated Reserve Requirements and Monetary Control
by Farley, Dennis E & Simpson, Thomas D
- 1013-1017 Underutilization of Forward Markets or Rational Behavior?
by Levi, Maurice D
- 1019-1025 Interest Rates as Predictors of Inflation in a High-Inflation Semi-Industrialized Economy
by Leiderman, Leonardo
- 1027-1030 Risk and Return
by Gehr, Adam K, Jr
- 1031-1039 The Stable Paretian Distribution, Subordinated Stochastic Processes, and Asymptotic Lognormality: An Empirical Investigation
by Upton, David E & Shannon, Donald S
- 1041-1047 Simple Rules for Optimal Portfolio Selection in Stable Paretian Markets
by Bawa, Vijay S & Elton, Edwin J & Gruber, Martin J
- 1049-1054 Discount Points and Housing Prices: Comment
by Colwell, Peter F & Guntermann, Karl L & Sirmans, C F
- 1055-1060 Discount Points and Housing Prices: A Reply
by Brueggeman, William B & Zerbst, Robert H
- 1061-1063 Some Observations on Risk-Adjusted Discount Rates: A Comment
by Celec, Stephen E & Pettway, Richard H
- 1065-1066 Reply to Pettway and Celec [Some Observations on Risk-Adjusted Discount Rates]
by Lewellen, Wilbur G
June 1979, Volume 34, Issue 3
- 577-593 Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk
by Garbade, Kenneth D & Silber, William L
- 595-607 Market Prices vs. Equilibrium Prices: Returns' Variance, Serial Correlation, and the Role of the Specialist
by Goldman, M Barry & Beja, Avraham
- 609-616 Endogenous Marginal Income Tax Rates, Investor Behavior and the Capital Asset Pricing Model
by Singer, Ronald F
- 617-630 The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables
by Bowman, Robert G
- 631-644 Determinants of Financial Structure: A New Methodological Approach
by Ferri, Michael G & Jones, Wesley H
- 645-658 Testing for a Flat Spectrum on Efficient Market Price Data
by Praetz, Peter D
- 659-674 Market Responses to Federal Reserve Changes in the Initial Margin Requirement
by Grube, R Corwin & Joy, O Maurice & Panton, Don B
- 675-688 A Bayesian Analysis of Project Selection and of Post Audit Evaluations
by Smidt, Seymour
- 689-702 Credit Rationing in the Commercial Loan Market: Estimates of a Structural Model under Conditions of Disequilibrium
by Sealey, C W, Jr
- 703-715 The Ratio of Currency to Demand Deposits in the United States
by Garcia, Gillian & Pak, Simon
- 717-724 Standardized Unexpected Earnings--1971-77
by Latane, Henry A & Jones, Charles P
- 725-731 Comparative Costs of Competitive and Negotiated Underwritings in the State and Local Bond Market
by Joehnk, Michael D & Kidwell, David S
- 733-741 Interest Rates and Inflationary Expectations: Tests for Structural Change, 1952-1976
by Holmes, Alexander B & Kwast, Myron L
- 743-749 The Relationship between Stock Market Returns and Rates of Inflation
by Firth, Michael
- 751-760 The Risk Structure of Interest Rates and the Penn-Central Crisis
by Kidwell, David S & Trzcinka, Charles A
- 761-776 An Analysis of the Forecast Error Impact of Alternative Beta Adjustment Techniques and Risk Classes
by Eubank, Arthur A, Jr & Zumwalt, J Kenton
- 777-786 Aspects of the Production of Significant Financial Research
by Ederington, Louis H
- 787-789 Foreign Exchange Market Efficiency under Flexible Exchange Rates: Comment
by Miles, Marc A & Wilford, D Sykes
- 791-793 Foreign Exchange Market Efficiency under Flexible Exchange Rates: Reply
by Burt, John & Kaen, Fred R & Booth, G Geoffrey
- 795-799 The Effect of Bond Refunding on Shareholder Wealth: Comment
by Laber, Gene
- 801-804 The Effect of Bond Refunding on Shareholder Wealth: Comment
by Livingston, Miles
- 805-809 The Effect of Bond Refunding on Shareholder Wealth: Reply
by Yawitz, Jess B & Anderson, James A
May 1979, Volume 34, Issue 2
- 291-306 The Capital Formation Problem in the United States
by Malkiel, Burton G
- 307-324 The Tax Effects of Investment in Marketable Securities on Firm Valuation
by Scott, James H, Jr
- 325-339 General Equilibrium with Financial Markets: Existence, Uniqueness, and Implications for Corporate Finance
by Benninga, Simon
- 339-342 Financial Markets and Business Finance: Discussion
by Thompson, Rex
- 342-345 Financial Markets and Business Finance: Discussion
by Bhattacharya, Sudipto
- 347-369 Financial Theory and Taxation in an Inflationary World: Some Public Policy Issues
by Hamada, Robert S
- 371-384 Theories of Corporate Debt Policy: A Synthesis
by Chen, Andrew H & Kim, E Han
- 385-386 State-of-the-Art Studies in Financial Theory: Discussion
by Long, John B, Jr
- 386-387 State-of-the-Art Studies in Financial Theory: Discussion
by Schwartz, Eduardo S
- 389-399 An Immunization Strategy Is a Minimax Strategy
by Bierwag, G O & Khang, Chulsoon
- 401-413 On Contingent Claims That Insure Ex-post Optimal Stock Market Timing
by Goldman, M Barry & Sosin, Howard B & Shepp, Lawrence A
- 413-414 Capital Market Theory: Discussion
by Benninga, Simon
- 415-427 Foreign Exchange Rate Forecasting Techniques: Implications for Business and Policy
by Goodman, Stephen H
- 429-436 Nonparametric Estimates of LDC Repayment Prospects
by Fisk, Charles & Rimlinger, Frank
- 436-438 New Techniques for Assessing International Risk: Discussion
by Aliber, Robert Z
- 439-450 Macroinformation and the Variability of Stock Market Prices
by Castanias, Richard P, II
- 451-465 Specification Tests for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research
by Kon, Stanley J & Lau, W Patrick
- 465-469 Empirical Research on Capital Markets: Discussion
by Fielitz, Bruce D
- 470-472 Empirical Research on Capital Markets: Discussion
by Pettit, R Richardson
- 473-484 Burnsian Monetary Policy: Eight Years of Progress?
by Poole, William
- 485-496 The Political Economy of Arthur Burns
by Pierce, James L
- 496-498 Monetary Policy: Assessing the Burns Years: Discussion
by Jordan, Jerry L
- 498-501 Monetary Policy: Assessing the Burns Years: Discussion
by Lombra, Raymond E
- 501-504 Monetary Policy: Assessing the Burns Years: Discussion
by Mayer, Thomas
- 505-516 Anti-Diversification or Optimal Programmes for Infrequently Revised Portfolios
by Goldman, M Barry
- 517-529 Dynamics of Borrower-Lender Interaction: Partitioning Final Payoff in Venture Capital Finance
by Cooper, Ian A & Carleton, Willard T
- 529-531 Multiperiod Financial Models: Discussion
by Buser, Stephen A
- 531-533 Multiperiod Financial Models: Discussion
by Ingersoll, Jonathan
- 535-547 "q" and the Theory of Investment
by Fromm, Gary & Ciccolo, John
- 549-561 Expectations, Tobin's q, and Industry Investment
by Malkiel, Burton G & von Furstenberg, George M & Watson, Harry S
- 561-564 The Channels of Influence of Tobin-Brainards "q" on Investment: Discussion
by Reinhart, Walter J
March 1979, Volume 34, Issue 1
- 1-18 The Simultaneity of Bank Decision-making, Market Structure, and Bank Performance
by Graddy, Duane B & Kyle, Reuben, III
- 19-34 Portfolio Diversification at Commercial Banks
by Kane, Edward J & Buser, Stephen A
- 35-52 Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest
by Levi, Maurice D & Makin, John H
- 53-68 The Pricing of Contingent Claims in Discrete Time Models
by Brennan, M J
- 69-83 The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty
by Grauer, Frederick L A & Litzenberger, Robert H
- 85-92 Investment, Market Structure, and the Cost of Capital
by Aivazian, Varouj A & Callen, Jeffrey L
- 93-102 Real and Nominal Efficient Sets
by Manaster, Steven
- 103-114 The Relationship between Equity Indices on World Exchanges
by Hilliard, Jimmy E
- 115-141 Liquidity Changes Following Stock Splits
by Copeland, Thomas E
- 143-155 Market Timing Strategies in Convertible Debt Financing
by Alexander, Gordon J & Stover, Roger D & Kuhnau, David B
- 157-170 The Hedging Performance of the New Futures Markets
by Ederington, Louis H
- 171-187 Marketplace Fragmentation, Competition, and the Efficiency of the Stock Exchange
by Hamilton, James L
- 189-196 Bond Taxation and the Shape of the Yield-to-Maturity Curve
by Livingston, Miles B
- 197-206 Some Additional Evidence on Survival Biases
by Ball, Ray & Watts, Ross
- 207-232 Investment Policy, Optimality, and the Mean-Variance Model: Review Article
by Baron, David P
- 233-236 Portfolio Selection in a "Winner-Take-All" Environment
by Berger, Paul D & Bodie, Zvi
- 237-240 The Recognition Lag of the Federal Advisory Council
by Selby, Edward B, Jr
- 241-246 A Note on the Issuance of Long-Term Pure Discount Bonds
by Livingston, Miles
- 247-251 Bankruptcy, Secured Debt, and Optimal Capital Structure: Comment
by Smith, Clifford W, Jr & Warner, Jerold B
- 253-260 Bankruptcy, Secured Debt, and Optimal Capital Structure: Reply
by Scott, James H, Jr
- 261-263 Beta Regression Tendencies: Statistical and Real Causes
by Elgers, Pieter T & Haltiner, James R & Hawthorne, William H
- 265-267 Betas and Their Regression Tendencies: Some Further Evidence
by Blume, Marshall E
December 1978, Volume 33, Issue 5
- 1279-1296 Default Risk under Alternative Mortgage Instruments
by Vandell, Kerry D
- 1297-1315 Corporate Debt Decisions: A New Analytical Framework
by Caks, John
- 1317-1331 Project Valuation with Mean-Reverting Cash Flow Streams
by Bhattacharya, Sudipto
- 1333-1342 Pricing of Warrants and the Value of the Firm
by Galai, Dan & Schneller, Meir I
- 1343-1354 The Seasoning Process of New Corporate Bond Issues
by Weinstein, Mark I
- 1355-1373 Temporary Trading Suspensions in Individual NYSE Securities
by Hopewell, Michael H & Schwartz, Arthur L, Jr
- 1375-1384 Are Betas Best?
by Elton, Edwin J & Gruber, Martin J & Urich, Thomas J
- 1385-1399 Some Direct Evidence on the Dividend Clientele Phenomenon
by Lewellen, Wilbur G, et al
- 1401-1424 Perceived Risk and Capital Asset Pricing
by Gooding, Arthur E
- 1425-1438 An Examination of the Effects of International Diversification from the British Viewpoint on Both Hypothetical and Real Portfolios
by Guy, James R F
- 1439-1445 A Note on Taxation and Investment
by Jaffe, Jeffrey F
- 1447-1453 Interactions in Corporate Financing and Investment Decisions-Implications for Capital Budgeting: A Further Comment
by Ashton, D J & Atkins, D R
- 1455-1456 Financial Risk and the St. Petersburg Paradox: Comment
by Epps, Thomas W
- 1457-1460 Sensitivity Analysis of Rates of Return: Comment
by Smith, W James
- 1461-1461 Sensitivity Analysis of Rates of Return: Reply
by Joy, O Maurice & Bradley, Jerry O
September 1978, Volume 33, Issue 4
- 1051-1069 Ambiguity when Performance is Measured by the Securities Market Line
by Roll, Richard
- 1071-1085 On Individual Loans' Pricing, Credit Rationing, and Interest Rate Regulation
by Kalay, Avner & Rabinovitch, Ramon
- 1087-1094 On Economies of Scale in Credit Unions
by Koot, Ronald S
- 1095-1107 The Nature of the Conflict between Transactors' Expectations of Capital Gain
by Bart, John T
- 1109-1118 Horse Racing: Testing the Efficient Markets Model
by Snyder, Wayne W
- 1119-1131 Market Timing and Portfolio Management
by Grant, Dwight
- 1133-1151 The Supply of Dealer Services in Securities Markets
by Stoll, Hans R
- 1153-1172 The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks
by Stoll, Hans R
- 1173-1186 The Impact of Taxes, Risk and Relative Security Supplies on Interest Rate Differentials
by Cook, Timothy Q & Hendershott, Patric H
- 1187-1200 Future Investment Opportunities and the Value of the Call Provision on a Bond
by Bodie, Zvi & Taggart, Robert A, Jr
- 1201-1212 The Cost of Equity Capital with Personal Income Taxes and Flotation Costs
by Gordon, Myron J & Gould, L I
- 1213-1221 More Evidence on the Distribution of Security Returns
by Hagerman, Robert L
- 1222-1227 A Comment on Investment Decisions, Repetitive Games, and the Unequal Distribution of Wealth
by Schwartz, Eli & Greenleaf, James A
- 1228-1234 Neutral Recapitalizations: Predictions and Tests Concerning Valuation and Welfare
by Sosin, Howard B
- 1235-1240 The Relationship between Yield, Risk and Return of Corporate Bonds
by Jarrow, Robert A
- 1241-1243 Comments on Single Valued Duration Measures
by Carr, J L & Halpern, P J & McCallum, John S
- 1244-1249 Risk Efficiency Using Stochastic Dominance and Expected Gain-Confidence Limits
by Robison, Lindon J & Barry, Peter J
- 1250-1253 The Rate of Return of Selected Investment Projects
by Brown, Keith C
June 1978, Volume 33, Issue 3
- 693-705 Regulation and Modern Finance Theory
by Robichek, Alexander A
- 707-721 Rate Regulation, Capital Structure and the Sharing of Interest Rate Risk in the Electric Utility Industry
by Haugen, Robert A & Stroyny, A L & Wichern, D W
- 723-736 Limit Orders, Market Structure, and the Returns Generation Process
by Cohen, Kalman J, et al
- 737-750 Elimination of the Double Taxation of Dividends and Corporate Financial Policy
by Litzenberger, Robert H & Van Horne, James C
- 750-751 Valuation with Public Policy Implications: Discussion
by Carleton, Willard T
- 752-754 Valuation with Public Policy Implications: Discussion
by Reilly, Frank K
- 754-757 Valuation with Public Policy Implications: Discussion
by Kim, E Han
- 759-776 Welfare Aspects of Options and Supershares
by Hakansson, Nils H
- 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
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