Printed from https://ideas.repec.org/s/bla/jfnres8.html
Content
September 1979, Volume 2, Issue 2
- 111-118 Re-Examining The Market Model Given Evidence Of Heteroskedasticity
by Son-Nan Chen - 119-131 Price Behavior In A Regional Over-The-Counter Securities Market
by Andrew J. Senchack Jr. & William L. Beedles - 133-142 An Analysis Of The Flotation Cost Of Utility Bonds, 1971–76
by M. Chapman Findlay III & Keith B. Johnson & T. Gregory Morton - 143-152 Differential Determinants Of Risk Premiums In The Public And Private Corporate Bond Markets
by Patrick A. Hays & Michael D. Joehnk & Ronald W. Melicher - 153-159 A Reevaluation Of The Arditti And Levy Capital Budgeting Procedure
by Barry R. Marks - 161-169 An Assessment Of Marketable Securities Management Practices
by Lawrence J. Gitman & Mark D. Goodwin - 171-183 Earnings Announcements And Auto-Correlation: An Empirical Test
by Stewart L. Brown
March 1979, Volume 2, Issue 1
- 1-1 From The Editors
by David F. Scott Jr. & J. William Petty II - 1-12 Constituencies, Attributes, And Goals In Financial Research
by Keith V. Smith - 13-26 Mean-Variance, Mean-Semivariance, And Dcf Estimates Of A Public Utility'S Cost Of Equity
by Roger P. Bey - 27-36 Aspects Of Corporate Bond Portfolio Diversification
by Richard W. McEnally & Calvin M. Boardman - 37-49 Return And Risk From Listed Option Investments
by Gary L. Trennepohl & William P. Dukes - 51-63 Earnings Reports And Market Efficiencies: An Analysis Of The Contrary Evidence
by O. M. Joy & C. P. Jones - 65-69 A Note On The Deceptive Nature Of Bayesian Forecasted Betas
by Dana J. Johnson & Richard E. Bennett & Richard J. Curcio - 71-80 Return, Dispersion, And Skewness: Synthesis And Investment Strategy
by William L. Beedles - 81-85 On The Nature Of Risk: A Comment
by Philip L. Cooley
December 1978, Volume 1, Issue 1
- 1-13 Systematic Return Risk And The Call Risk Of Corporate Debt Instruments
by Michael G. Ferri - 15-21 On The Use Of Certainty Equivalent Factors As Risk Proxies
by William L. Beedles - 23-33 Capital Budgeting And Search: An Overview
by Keith M. Howe - 35-44 Spreading Strategies In Cboe Options: Evidence On Market Performance
by Michael J. Gombola & Rodney L. Roenfeldt & Philip L. Cooley - 45-60 Research Output And Capital Market Efficiency Under Alternative Commission Rate Structures
by Nancy Jacob & Rich Pettit - 61-69 Does Branching Matter?
by Donald R. Fraser - 71-83 Factors Related To The Conversion Record Of Convertible Securities: The Canadian Experience 1946–1975
by Ronald G. Storey & Cecil R. Dipchand - 90-90 From The Editors
by David F. Scott Jr. & J. William Petty II