# Cambridge University Press

# Journal of Financial and Quantitative Analysis

Postal: Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK

Web page: http://journals.cambridge.org/jid_JFQ

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Web page: http://journals.cambridge.org/jid_JFQ

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### 1991, Volume 26, Issue 02

**201-222 The Call, Sinking Fund, and Term-To-Maturity Features of Corporate Bonds: An Empirical Investigation***by*Mitchell, Karlyn**223-231 The Multi-Period CAPM and the Valuation of Multi-Period Stochastic Cash Flows***by*Kazemi, Hossein B.**233-244 Share Repurchase as a Takeover Defense***by*Sinha, Sidharth**245-267 Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-Integration, and Stochastic Coefficients***by*Barnhart, Scott W. & Szakmary, Andrew C.**269-285 Seasonality in Daily Bond Returns***by*Jordan, Susan D. & Jordan, Bradford D.

### 1991, Volume 26, Issue 01

**1-10 Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets***by*John, Kose & Reisman, Haim**11-22 Equilibrium Factor Pricing with Heterogeneous Beliefs***by*Handa, Puneet & Linn, Scott C.**23-44 Day-of-the-Week Effects in Financial Futures: An Analysis of GNMA, T-Bond, T-Note, and T-Bill Contracts***by*Johnston, Elizabeth Tashijan & Kracaw, William A. & McConnell, John J.**45-61 The Ex-Dividend Behavior of Nonconvertible Preferred Stock Returns and Trading Volume***by*Stickel, Scott E.**63-81 Interest Rate Uncertainty and the Optimal Debt Maturity Structure***by*Brick, Ivan E. & Ravid, S. Abraham**83-95 The Loan Commitment as an Optimal Financing Contract***by*Berkovitch, Elazar & Greenbaum, Stuart I.**97-108 Segmentation in the Treasury Bill Market: Evidence from Cash Management Bills***by*Simon, David P.**109-127 The Influence of Production Technology on Risk and the Cost of Capital***by*Booth, Laurence**129-138 The Value of Early Exercise in Option Prices: An Empirical Investigation***by*Zivney, Terry L.

### 1990, Volume 25, Issue 04

**419-440 Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation***by*Heath, David & Jarrow, Robert & Morton, Andrew**441-468 The Dynamics of Stock Index and Stock Index Futures Returns***by*Stoll, Hans R. & Whaley, Robert E.**469-490 Asymmetric Information, Collateral, and Moral Hazard***by*Igawa, Kazuhiro & Kanatas, George**491-505 Valuation Effects of Greenmail Prohibitions***by*Eckbo, B. Espen**507-516 The Systematic Risk of Discretely Rebalanced Option Hedges***by*Gilster, John E.**517-533 Stock Market Seasonals and Prespecified Multifactor Pricing Relations***by*Chang, Eric C. & Pinegar, J. Michael**535-547 Price Reversals, Bid-Ask Spreads, and Market Efficiency***by*Atkins, Allen B. & Dyl, Edward A.**549-554 Stock Returns before and after Calls of Convertible Bonds***by*Cowan, Arnold R. & Nayar, Nandkumar & Singh, Ajai K.

### 1990, Volume 25, Issue 03

**291-306 Estimation of Stock Price Variances and Serial Covariances from Discrete Observations***by*Harris, Lawrence**307-321 Monetary Regimes and the Relation between Stock Returns and Inflationary Expectations***by*Kaul, Gautam**323-340 Time-Varying Return and Risk in the Corporate Bond Market***by*Chang, Eric C. & Huang, Roger D.**341-360 Securityholder Taxes and Corporate Restructurings***by*Mauer, David C. & Lewellen, Wilbur G.**361-376 The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications***by*Lee, Cheng F. & Wu, Chunchi & Wei, K. C. John**377-386 The Relation between Risk and Optimal Debt Maturity and the Value of Leverage***by*Wiggins, James B.**387-398 Stock Returns, Money, and Fiscal Deficits***by*Darrat, Ali F.**399-410 Stock Price Reactions to The Wall Street Journal's Securities Recommendations***by*Liu, Pu & Smith, Stanley D. & Syed, Azmat A.**411-415 A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction***by*Corrado, Charles J. & Schatzberg, John**417-418 A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment***by*Ashley, Richard & Patterson, Douglas

### 1990, Volume 25, Issue 02

**143-161 Large Shareholders and the Monitoring of Managers: The Case of Antitakeover Charter Amendments***by*Agrawal, Anup & Mandelker, Gershon N.**163-185 Multivariate Tests of Asset Pricing: The Comparative Power of Alternative Statistics***by*Affleck-Graves, John & McDonald, Bill**187-201 Stock Return Seasonalities and Earnings Information***by*Peterson, David R.**203-214 Stock Returns and Volatility***by*Baillie, Richard T. & DeGennaro, Ramon P.**215-227 An Algorithm for Computing Values of Options on the Maximum or Minimum of Several Assets***by*Boyle, Phelim P. & Tse, Y. K.**229-243 Informative Conversion Ratios: A Signalling Approach***by*Kim, Yong O.**245-259 Shelf Registration and the Reduced Due Diligence Argument: Implications of the Underwriter Certification and the Implicit Insurance Hypotheses***by*Blackwell, David W. & Marr, M. Wayne & Spivey, Michael F.**261-272 An Empirical Analysis of Common Stock Delistings***by*Sanger, Gary C. & Peterson, James D.**273-289 Short Interest: Explanations and Tests***by*Brent, Averil & Morse, Dale & Stice, E. Kay

### 1990, Volume 25, Issue 01

**1-24 The Role of Debt and Perferred Stock as a Solution to Adverse Investment Incentives***by*Heinkel, Robert & Zechner, Josef**25-43 A Multiperiod Theory of Corporate Financial Policy under Taxation***by*Lewis, Craig M.**45-64 Delivery Uncertainty and the Efficiency of Futures Markets***by*Kamara, Avraham**65-86 Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices***by*Barnhill, Theodore M.**87-100 Valuing Derivative Securities Using the Explicit Finite Difference Method***by*Hull, John & White, Alan**101-112 On the Presence of Speculative Bubbles in Stock Prices***by*Dezhbakhsh, Hashem & Demirguc-Kunt, Asli**113-125 Size, Seasonality, and Stock Market Overreaction***by*Zarowin, Paul**127-142 A Unified Approach to Term Structure Estimation: A Methodology for Estimating the Term Structure in a Market with Frictions***by*Prisman, Eliezer Z.

### 1989, Volume 24, Issue 04

**409-425 Executive Stock Option Plans and Corporate Dividend Policy***by*Lambert, Richard A. & Lanen, William N. & Larcker, David F.**427-446 Dynamic Recapitalization Policies and the Role of Call Premia and Issue Discounts***by*Fischer, Edwin O. & Heinkel, Robert & Zechner, Josef**447-457 Pricing Stock and Bond Options when the Default-Free Rate is Stochastic***by*Rabinovitch, Ramon**459-472 Mergers, Executive Risk Reduction, and Stockholder Wealth***by*Lewellen, Wilbur & Loderer, Claudio & Rosenfeld, Ahron**473-487 The Valuation of Forestry Resources under Stochastic Prices and Inventories***by*Morck, Randall & Schwartz, Eduardo & Stangeland, David**489-501 Assessing Credit Risk in a Financial Institution's Off-Balance Sheet Commitments***by*Hull, John**503-512 Security Analyst Monitoring Activity: Agency Costs and Information Demands***by*Moyer, R. Charles & Chatfield, Robert E. & Sisneros, Phillip M.**513-526 Errors in Recorded Security Prices and the Turn-ofthe-Year Effect***by*Thomson, James B.**527-532 Black-Scholes Approximations of Call Option Prices with Stochastic Volatilities: A Note***by*Finucane, Thomas J.**533-537 A New Linear Programming Approach to Bond Portfolio Management: A Comment***by*Ehrhardt, Michael C.

### 1989, Volume 24, Issue 03

**267-284 Pricing European Currency Options: A Comparison of the Modified Black-Scholes Model and a Random Variance Model***by*Chesney, Marc & Scott, Louis**285-311 Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence***by*Harlow, W. V. & Rao, Ramesh K. S.**313-331 Determinants of Hedging and Risk Premia in Commodity Futures Markets***by*Hirshleifer, David**333-355 Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data***by*Froot, Kenneth A.**357-365 Expectations and Risk in the Treasury Bill Market: An Instrumental Variables Approach***by*Simon, David P.**367-378 Bond Price Data and Bond Market Liquidity***by*Sarig, Oded & Warga, Arthur**379-394 The Incidence of Secured Debt: Evidence from the Small Business Community***by*Leeth, John D. & Scott, Jonathan A.**395-407 Seasonality in NASDAQ Dealer Spreads***by*Fortin, Richard D. & Grube, R. Corwin & Joy, O. Maurice

### 1989, Volume 24, Issue 02

**133-169 An Examination of the Robustness of the Weekend Effect***by*Connolly, Robert A.**171-184 Takeover Bids below the Expected Value of Minority Shares***by*Bebchuk, Lucian Arye**185-204 A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning, and Mean-Variance Efficiency***by*Jobson, J. D. & Korkie, Bob**205-216 A New Test of the Three-Moment Capital Asset Pricing Model***by*Lim, Kian-Guan**217-240 Hedging Interest Rate Risk with Futures Portfolios under Full-Rank Assumptions***by*Hilliard, Jimmy E. & Jordan, Susan D.**241-256 International Transmission of Stock Market Movements***by*Eun, Cheol S. & Shim, Sangdal**257-266 Signalling and the Valuation of Unseasoned New Issues Revisited***by*Krinsky, I. & Rotenberg, W.

### 1989, Volume 24, Issue 01

**1-12 The Pricing of Stock Index Options in a General Equilibrium Model***by*Bailey, Warren & Stulz, René M.**13-28 All Roads Lead to Risk Preference: A Turnpike Theorem for Conditionally Independent Returns***by*McCardle, Kevin F. & Winkler, Robert L.**29-45 A Day-End Transaction Price Anomaly***by*Harris, Lawrence**47-58 Stock Returns as Predictors of Interest Rates and Inflation***by*Titman, Sheridan & Warga, Arthur**59-74 Seasonal Fluctuations in Industrial Production and Stock Market Seasonals***by*Chang, Eric C. & Pinegar, J. Michael**75-90 Market-Making in Initial Public Offerings of Common Stocks:An Empirical Analysis***by*Hegde, Shantaram P. & Miller, Robert E.**91-103 On the Call Provision in Corporate Zero-Coupon Bonds***by*Narayanan, M. P. & Lim, Suk-Pil**105-116 The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses***by*Hall, Joyce A. & Brorsen, B. Wade & Irwin, Scott H.**117-127 An Equilibrium Model of Asset Pricing with Progressive Personal Taxes***by*Lai, Tsong-Yue**129-130 The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Comment***by*Panton, Don B.**131-131 The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Reply***by*Frankfurter, G. M. & Lamoureux, C. G.

### 1988, Volume 23, Issue 04

**351-368 The Relative Valuation of American Currency Spot and Futures Options: Theory and Empirical Tests***by*Ogden, Joseph P. & Tucker, Alan L.**369-385 Corporate Investment and Dividend Decisions under Differential Personal Taxation***by*Masulis, Ronald W. & Trueman, Brett**387-400 Tax Options and Corporate Capital Structures***by*Lewellen, Wilbur G. & Mauer, David C.**401-416 The Micromechanics of the Federal Funds Market: Implications for Day-of-the-Week Effects in Funds Rate Variability***by*Spindt, Paul A. & Hoffmeister, J. Ronald**417-423 On the Intertemporal Behavior of the Short-Term Rate of Interest***by*Sanders, Anthony B. & Unal, Haluk**425-435 Performance Evaluation of Market Timers: Theory and Evidence***by*Kane, Alex & Marks, Stephen Gary**437-449 The Early Exercise of Options on Treasury Bond Futures***by*Overdahl, James A.**451-464 Hedging with Mispriced Futures***by*Merrick, John J.**465-481 Trading Frictions and Futures Price Movements***by*Goldenberg, David H.

### 1988, Volume 23, Issue 03

**237-251 The Use of the Control Variate Technique in Option Pricing***by*Hull, John & White, Alan**253-267 Excess Stock Price Volatility as a Misspecified Euler Equation***by*Joerding, Wayne**269-283 The Dependence between Hourly Prices and Trading Volume***by*Jain, Prem C. & Joh, Gun-Ho**285-300 Some New Filter Rule Tests: Methods and Results***by*Sweeney, Richard J.**301-312 The Valuation Impacts of Specially Designated Dividends***by*Jayaraman, Narayanan & Shastri, Kuldeep**313-327 Tax-Adjusted Duration for Amortizing Debt Instruments***by*Stock, Duane & Simonson, Donald G.**329-336 Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model***by*Nielsen, Lars Tyge**337-341 The Delivery Option on Forward Contracts: A Note***by*Kane, Alex & Marcus, Alan J.**343-349 The Delivery Option on Forward Contracts: A Comment***by*Barnhill, Theodore M.

### 1988, Volume 23, Issue 02

**119-133 Withdrawn Security Offerings***by*Mikkelson, Wayne H. & Partch, M. Megan**135-151 International Listings and Stock Returns: Some Empirical Evidence***by*Alexander, Gordon J. & Eun, Cheol S. & Janakiramanan, S.**153-160 Producing Derivative Assets with Forward Contracts***by*Bick, Avi**161-174 Efficient Discrete Time Jump Process Models in Option Pricing***by*Omberg, Edward**175-197 The Information Content of Corporate Merger and Acquisition Offers***by*Stoughton, Neal M.**199-217 The Use of Excess Cash and Debt Capacity as a Motive for Merger***by*Bruner, Robert F.**219-230 On the Estimation of Bid-Ask Spreads: Theory and Evidence***by*Choi, J. Y. & Salandro, Dan & Shastri, Kuldeep**231-235 The Determinants of Bank Interest Margins: A Note***by*Allen, Linda

### 1988, Volume 23, Issue 01

**1-12 A Lattice Framework for Option Pricing with Two State Variables***by*Boyle, Phelim P.**13-22 An Empirical Examination of the Pricing of American Put Options***by*Blomeyer, Edward C. & Johnson, Herb**23-26 A Put Option Paradox***by*Grinblatt, Mark & Johnson, Herb**27-38 Bankruptcy and Agency Costs: Their Significance to the Theory of Optimal Capital Structure***by*Haugen, Robert A. & Senbet, Lemma W.**39-51 Debt versus Equity under Asymmetric Information***by*Narayanan, M. P.**53-70 Information Quality and Market Efficiency***by*Ho, Thomas S. Y. & Michaely, Roni**71-88 Measuring Event Impacts in Thinly Traded Stocks***by*Heinkel, Robert & Kraus, Alan**89-104 Immunizing Default-Free Bond Portfolios with a Duration Vector***by*Chambers, Donald R. & Carleton, Willard T. & McEnally, Richard W.**105-110 Long-Term Behavior of Yield Curves***by*Siegel, Andrew F. & Nelson, Charles R.**111-117 Default Risk, Yield Spreads, and Time to Maturity***by*Rodriguez, Ricardo J.

### 1987, Volume 22, Issue 04

**383-399 Effects of Classifying Equity or Debt on the Value of the Firm under Tax Asymmetry***by*Brick, Ivan E. & Fisher, Lawrence**401-417 A Comparison of Single and Multifactor Portfolio Performance Methodologies***by*Chen, Nai-Fu & Copeland, Thomas E. & Mayers, David**419-438 Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application***by*Scott, Louis O.**439-466 A New Linear Programming Approach to Bond Portfolio Management***by*Ronn, Ehud I.**467-482 Intra- and Interindustry Effects of Bank Securities Market Activities: The Case of Discount Brokerage***by*Saunders, Anthony & Smirlock, Michael**483-494 Security Price Reactions to Initial Reviews of Common Stock by the Value Line Investment Survey***by*Peterson, David R.**495-504 Event Studies and Systems Methods: Some Additional Evidence***by*McDonald, Bill**505-511 The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios***by*Frankfurter, George M. & Lamoureux, Christopher G.

### 1987, Volume 22, Issue 03

**259-275 On the Consistency of the Black-Scholes Model with a General Equilibrium Framework***by*Bick, Avi**277-283 Options on the Maximum or the Minimum of Several Assets***by*Johnson, Herb**285-297 Equilibrium under Uncertain Inflation: A Discrete Time Approach***by*Levy, Haim & Levy, Azriel**299-313 Estimating the Signaling Benefits of Debt Insurance: The Case of Municipal Bonds***by*Kidwell, David S. & Sorensen, Eric H. & Wachowicz, John M.**315-328 Optimal Managerial Incentive Contracts and the Value of Corporate Insurance***by*Campbell, Tim S. & Kracaw, William A.**329-343 The End of the Month as a Preferred Habitat: A Test of Operational Efficiency in the Money Market***by*Ogden, Joseph P.**345-351 The Influence of Market Conditions on Event-Study Residuals***by*Klein, April & Rosenfeld, James**353-363 How Many Stocks Make a Diversified Portfolio?***by*Statman, Meir**365-371 On the Bias of the Corporate Tax against High-Risk Projects***by*Heaton, Hal**373-376 A Risk-Return Measure of Hedging Effectiveness: A Comment***by*Chang, Jack S. K. & Shanker, Latha**377-381 A Risk-Return Measure of Hedging Effectiveness: A Reply***by*Howard, Charles T. & D'Antonio, Louis J.

### 1987, Volume 22, Issue 02

**127-141 Transaction Data Tests of the Mixture of Distributions Hypothesis***by*Harris, Lawrence**143-151 Option Pricing when the Variance Is Changing***by*Johnson, Herb & Shanno, David**153-167 Tests of an American Option Pricing Model on the Foreign Currency Options Market***by*Bodurtha, James N. & Courtadon, Georges R.**169-188 Commodity Contracts and Common Stocks as Hedges against Relative Consumer Price Risk***by*Bernard, Victor L. & Frecka, Thomas J.**189-207 Consolidation, Fragmentation, and Market Performance***by*Mendelson, Haim**209-225 An Optimal Financial Response to Variable Demand***by*Emery, Gary W.**227-236 A Mean-Variance Derivation of a Multi-Factor Equilibrium Model***by*Ehrhardt, Michael C.**237-247 Risk Decomposition: Variance or Standard Deviation—A Reexamination and Extension***by*van Zijl, Tony**249-258 Inflation and Asset Life: The Darby versus the Fisher Effect***by*Howe, Keith M. & Lapan, Harvey

### 1987, Volume 22, Issue 01

**1-15 Price Changes of Related Securities: The Case of Call Options and Stocks***by*Bhattacharya, Mihir**17-32 Performance Incentive Fees: An Agency Theoretic Approach***by*Starks, Laura T.**33-50 Short-Term Compensation Contracts and Executive Expenditure Decisions: The Case of Commercial Banks***by*Larcker, David F.**51-63 Seasonality in Canadian Stock Prices: A Test of the “Tax-Loss-Selling” Hypothesis***by*Tinic, Seha M. & Barone-Adesi, Giovanni & West, Richard R.**65-77 New Evidence on the Value Additivity Principle***by*Burns, Malcolm R.**79-87 The Delivery Option on Forward Contracts***by*Livingston, Miles**89-99 Risk and Inflation***by*Chang, Eric C. & Pinegar, J. Michael**101-108 Unit Roots Tests: Evidence from the Foreign Exchange Futures Market***by*Doukas, John & Rahman, Abdul**109-126 The Relation between Price Changes and Trading Volume: A Survey***by*Karpoff, Jonathan M.

### 1986, Volume 21, Issue 04

**361-376 The Microeconomics of Market Making***by*O'Hara, Maureen & Oldfield, George S.**377-392 An Empirical Test of a Valuation Model for American Options on Futures Contracts***by*Shastri, Kuldeep & Tandon, Kishore**393-413 Mergers and Investment Incentives***by*John, Teresa A.**415-426 Corporate Debt Management and the Value of the Firm***by*Lewellen, Wilbur G. & Emery, Douglas R.**427-436 State Taxes and Reserve Requirements as Major Determinants of Yield Spreads among Money Market Instruments***by*Fabozzi, Frank J. & Thurston, Thom B.**437-446 A General Derivation of the Jump Process Option Pricing Formula***by*Page, Frank H. & Sanders, Anthony B.**447-458 Using Jump-Diffusion Return Models to Measure Differential Information by Firm Size***by*Brauer, Greggory A.**459-471 Financial Innovation: The Last Twenty Years and the Next***by*Miller, Merton H.

### 1986, Volume 21, Issue 03

**239-263 Stochastic Control of Corporate Investment when Output Affects Future Prices***by*Langetieg, Terence C.**265-278 Normality, Solvency, and Portfolio Choice***by*Grauer, Robert R.**279-292 Bayes-Stein Estimation for Portfolio Analysis***by*Jorion, Philippe**293-305 An Empirical Bayes Approach to Efficient Portfolio Selection***by*Frost, Peter A. & Savarino, James E.**307-321 A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities***by*Hays, Patrick A. & Upton, David E.**323-333 SEC Trading Suspensions: Empirical Evidence***by*Howe, John S. & Schlarbaum, Gary G.**335-341 Skewness Persistence in Common Stock Returns***by*Singleton, J. Clay & Wingender, John**343-349 Interpreting Common Stock Returns around Proxy Statement Disclosures and Annual Shareholder Meetings***by*Brickley, James A.**351-359 Corporate Taxation and Leasing***by*Heaton, Hal

### 1986, Volume 21, Issue 02

**115-129 The Relationship between the Level of Capital Expenditures and Firm Value***by*Trueman, Brett**131-144 Evidence on the Impact of the Agency Costs of Debt on Corporate Debt Policy***by*Kim, Wi Saeng & Sorensen, Eric H.**145-160 Valuation of Foreign Currency Options: Some Empirical Tests***by*Shastri, Kuldeep & Tandon, Kishore**161-180 Market Line Deviations and Market Anomalies with Reference to Small and Large Firms***by*Korkie, Bob**181-196 The Effect of Management's Choice between Negotiated and Competitive Equity Offerings on Shareholder Wealth***by*Bhagat, Sanjai**197-208 Corporate Bond Price Data Sources and Return/Risk Measurement***by*Nunn, Kenneth P. & Hill, Joanne & Schneeweis, Thomas**209-220 Testing for Nonstationarity of Market Risk: An Exact Test and Power Considerations***by*Simonds, Richard R. & LaMotte, Lynn Roy & McWhorter, Archer**221-227 A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns***by*Ashley, Richard A. & Patterson, Douglas M.**229-233 An Analytic Approximation for the American Put Price for Options on Stocks with Dividends***by*Blomeyer, Edward C.**235-237 On the Equality of Two Lower Bounds on the Call Price: A Note***by*Sachdeva, Kanwal

### 1986, Volume 21, Issue 01

**1-25 Stock Exchange Listings, Firm Value, and Security Market Efficiency: The Impact of NASDAQ***by*Sanger, Gary C. & McConnell, John J.**27-38 Measuring Abnormal Performance: The Event Parameter Approach Using Joint Generalized Least Squares***by*Malatesta, Paul H.**39-46 Cross-Security Tests of the Mixture of Distributions Hypothesis***by*Harris, Lawrence**47-58 The Information Content of Dividends: A Signalling Approach***by*Bar-Yosef, Sasson & Huffman, Lucy**59-71 Some Observations on Capital Structure and the Impact of Recent Recapitalizations on Share Prices***by*Litzenberger, Robert H.**73-86 The Valuation of a Random Number of Put Options: An Application to Agricultural Price Supports***by*Marcus, Alan J. & Modest, David M.**87-94 Floating Rate Securities and Immunization: Some Further Results***by*Morgan, George Emir**95-106 Refunding Discounted Debt: A Clarifying Analysis***by*Finnerty, John D.**107-114 On the Listing of Corporate Debt: A Note***by*Boardman, Calvin M. & Dark, Frederick H. & Lease, Ronald C.

### 1985, Volume 20, Issue 04

**391-405 The Determinants of Firms' Hedging Policies***by*Smith, Clifford W. & Stulz, René M.**407-422 Differential Information and Security Market Equilibrium***by*Barry, Christopher B. & Brown, Stephen J.**423-434 Economic Events, Information Structure, and the Return-Generating Process***by*Damodaran, Aswath**435-450 Efficiency Analysis and Option Portfolio Selection***by*Booth, James R. & Tehranian, Hassan & Trennepohl, Gary L.**451-459 Market Timing and Risk Reduction***by*Pfeifer, Phillip E.**461-478 Predicting Tender Offer Success: A Logistic Analysis***by*Walkling, Ralph A.