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March 1990, Volume 25, Issue 01
December 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.
September 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
June 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.
March 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.
December 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.
September 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.
June 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
March 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.
December 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.
September 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.
June 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
March 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.
December 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.
September 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
June 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
March 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.
December 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.
- 479-499 Debt Policy and the Rate of Return Premium to Leverage
by Kane, Alex & Marcus, Alan J. & McDonald, Robert L.
- 501-515 The Application of Errors-in-Variables Methodology to Capital Market Research: Evidence on the Small-Firm Effect
by Booth, James R. & Smith, Richard L.
- 517-523 Portfolio Serial Correlation and Nonsynchronous Trading
by Perry, Philip R.
September 1985, Volume 20, Issue 03
- 277-297 The Market for Managerial Labor Services and Capital Market Equilibrium
by Campbell, Tim S. & Kracaw, William A.
- 299-313 Arbitrage Equilibrium with Skewed Asset Returns
by Barone-Adesi, Giovanni
- 315-334 An Examination of Event Dependency and Structural Change in Security Pricing Models
by Brown, Keith C. & Lockwood, Larry J. & Lummer, Scott L.
- 335-351 Daily Cash Forecasting and Seasonal Resolution: Alternative Models and Techniques for Using the Distribution Approach
by Miller, Tom W. & Stone, Bernell K.
- 353-369 Simple Optimal Policy for Cash Management: The Average Balance Requirement Case
by Vickson, R. G.
- 371-379 The Impact of Financial Futures on the Cash Market for Treasury Bills
by Simpson, W. Gary & Ireland, Timothy C.
- 381-384 On the Necessary Condition for Linear Sharing and Separation: A Note
by Huang, Chi-fu & Litzenberger, Robert
- 385-389 On Mergers, Divestments, and Options: A Note
by Sarig, Oded H.
June 1985, Volume 20, Issue 02
- 127-149 Forecasting Systematic Risk: Estimates of “Raw” Beta that Take Account of the Tendency of Beta to Change and the Heteroskedasticity of Residual Returns
by Fisher, Lawrence & Kamin, Jules H.
- 151-168 Conditioning the Return-Generating Process on Firm-Specific Events: A Discussion of Event Study Methods
by Thompson, Rex
- 169-172 Introduction to Japanese Finance: Markets, Institutions, and Firms
by Higgins, Robert C.
- 173-191 Some Aspects of Japanese Corporate Finance
by Hodder, James E. & Tschoegl, Adrian E.
- 193-210 Recent Developments of Interdealer Brokerage in the Japanese Secondary Bond Markets
by Maru, Junko & Takahashi, Toshiharu
- 211-229 Implicit Contracts in the Japanese Bank Loan Market
by Osano, Hiroshi & Tsutsui, Yoshiro
- 231-241 Valuation of Underwriting Agreements for Raising Capital in the Japanese Capital Market
by Kunimura, Michio & Iihara, Yoshio
- 243-260 Seasonal and Size Anomalies in the Japanese Stock Market
by Kato, Kiyoshi & Schallheim, James S.
- 261-272 Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects
by Jaffe, Jeffrey & Westerfield, Randolph
- 273-276 Data Sources for Research in Japanese Finance
by Roehl, Tom
March 1985, Volume 20, Issue 01
- 1-17 A Comparison of the Information Content of Insider Trading and Management Earnings Forecasts
by Penman, Stephen H.
- 19-27 The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms
by Titman, Sheridan
- 29-44 Inflation, the Interest Rate, and the Required Return on Equity
by Jaffe, Jeffrey F.
- 45-71 Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques
by Geske, Robert & Shastri, Kuldeep
- 73-94 Explanations for the Instability of Equity Beta: Risk-Free Rate Changes and Leverage Effects
by DeJong, Douglas V. & Collins, Daniel W.
- 95-105 The Relative Tax Benefits of Alternative Call Features in Corporate Debt
by Brick, Ivan E. & Wallingford, Buckner A.
- 107-117 Lifting the Lid on Closed-End Investment Companies: A Case of Abnormal Returns
by Brickley, James A. & Schallheim, James S.
- 119-122 On the Geometric Mean Index: A Note
by Brennan, Michael J. & Schwartz, Eduardo S.
- 123-126 Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note
by Giliberto, Michael
December 1984, Volume 19, Issue 04
- 351-363 Professional Expectations: Accurary and Diagonosis of Errors
by Elton, Edwin J. & Gruber, Martin J. & Gultekin, Mustafa N.
- 365-373 Currency Risk and Relative Price Risk
by Shapiro, Alan C.
- 375-393 Unbiased Estimators of Long-Run Expected Returns Revisited
by Cheng, Pao L.
- 395-402 On Information Dissemination and Equilibrium Asset Prices: A Note
by Jennings, Robert H. & Barry, Christopher B.
- 403-412 On Measuring the Risk of Common Stocks Implied by Options Prices: A Note
by Brenner, Menachem & Galai, Dan
- 413-424 A Two-Factor Model of the Term Structure: An Approximate Analytical Solution
by Schaefer, Stephen M. & Schwartz, Eduardo S.
- 425-448 The Effects of Inflation and Income Taxes on Interest Rates: Some New Evidence
by Yun, Young-Sup
- 449-466 Size and Earnings/Price Ratio Anomalies: One Effect or Two?
by Cook, Thomas J. & Rozeff, Michael S.
- 467-483 Pricing Municipal Debt
by Robbins, Edward Henry
September 1984, Volume 19, Issue 03
- 233-252 A New Approach to Estimation of the Term Structure of Interest Rates
by Chambers, Donald R. & Carleton, Willard T. & Waldman, Donald W.
- 253-269 Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations
by Shea, Gary S.
- 271-285 A Pure Financial Explanation for Trade Credit
by Emery, Gary W.
- 287-298 Consumption Basket, Exchange Risk, and Asset Demand
by Choi, Jongmoo Jay
- 299-310 Firm Size and the Informational Content of Financial Statements
by Zeghal, Daniel
- 311-328 Difference Equation Solutions to the Valuation of Lease Contracts
by Steele, Anthony
- 329-338 Gini's Mean Difference and Portfolio Selection: An Empirical Evaluation
by Bey, Roger P. & Howe, Keith M.