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Editor: B.M. Lucey
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Brian M. Lucey .
Series handle: RePEc:eee:finana
ISSN: 1057-5219
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Content
1993, Volume 2, Issue 1
1992, Volume 1, Issue 3
- 1-1 Letter from the editor
by Frankfurter, George M.
- 161-177 On knowledge of finance
by McGoun, Elton G.
- 179-193 Prices and hedge ratios of average exchange rate options
by Vorst, Ton
- 195-209 The characteristics of portfolios selected by n-degree Lower Partial Moment
by Nawrocki, David N.
- 211-224 Market reactions to corporate presentations to the New York Society of Security Analysts
by Lane, William R. & Orgeron, Stacy
- 225-236 Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process
by Hauser, Shmuel & Galai, Dan & Bagley, Charles
- 237-245 The predictive power of January returns and the political-business cycle
by Aggarwal, Raj & Schirm, David C.
1992, Volume 1, Issue 1
- 1-15 Financial theory and the growth of scientific knowledge: From Modigliani and Miller to "an organizational theory of capital structure"
by Frankfurter, George M. & Philippatos, George C.
- 17-37 The analytics of sensitivity analysis for mean-variance portfolio problems
by Best, Michael J. & Grauer, Robert R.
- 51-63 Pricing corporate debt with event-risk provisions
by Bicksler, James L. & Chen, Andrew H.
- 65-76 Stock returns, inflation, and interest rates: Ex post and ex ante relationships
by Boyle, Glenn W. & Young, Leslie
- 77-93 Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975
by Malliaris, A. G.
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