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Series handle: RePEc:eee:jfinec
ISSN: 0304-405X
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Content
August 1983, Volume 12, Issue 2
- 237-261 Valuation of asset leasing contracts
by McConnell, John J. & Schallheim, James S.
- 263-278 Friction in the trading process and the estimation of systematic risk
by Cohen, Kalman J. & Hawawini, Gabriel A. & Maier, Steven F. & Schwartz, Robert A. & Whitcomb, David K.
- 279-283 Risk measurement when shares are subject to infrequent trading : Comment
by Fowler, David J. & Rorke, C. Harvey
- 285-286 Option pricing in a lognormal securities market with discrete trading : A comment
by Brown, David & Huang, Chi-fu
June 1983, Volume 12, Issue 1
- 1-1 Editorial data
by Jensen, Micahel C. & Long, John Jr. & Schwert, G. William & Smith, Clifford Jr. & Stulz, ReneM.
- 3-12 Size and stock returns, and other empirical regularities
by Schwert, G. William
- 13-32 Size-related anomalies and stock return seasonality : Further empirical evidence
by Keim, Donald B.
- 33-56 New evidence on the nature of size-related anomalies in stock prices
by Brown, Philip & Kleidon, Allan W. & Marsh, Terry A.
- 57-79 Transaction costs and the small firm effect
by Stoll, Hans R. & Whaley, Robert E.
- 81-88 Transaction costs and the small firm effect : A comment
by Schultz, Paul
- 89-104 The anomalous stock market behavior of small firms in January : Empirical tests for tax-loss selling effects
by Reinganum, Marc R.
- 105-127 Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence
by Brown, Philip & Keim, Donald B. & Kleidon, Allan W. & Marsh, Terry A.
- 129-156 The relationship between earnings' yield, market value and return for NYSE common stocks : Further evidence
by Basu, Sanjoy
April 1983, Volume 11, Issue 1-4
- 3-3 Preface
by Jensen, Michael C.
- 5-50 The market for corporate control : The scientific evidence
by Jensen, Michael C. & Ruback, Richard S.
- 51-83 Merger bids, uncertainty, and stockholder returns
by Asquith, Paul
- 85-119 Evidence on the capitalized value of merger activity for acquiring firms
by Schipper, Katherine & Thompson, Rex
- 121-139 The gains to bidding firms from merger
by Asquith, Paul & Bruner, Robert F. & Mullins, David Jr.
- 141-153 Assessing competition in the market for corporate acquisitions
by Ruback, Richard S.
- 155-181 The wealth effect of merger activity and the objective functions of merging firms
by Malatesta, Paul H.
- 183-206 The rationale behind interfirm tender offers : Information or synergy?
by Bradley, Michael & Desai, Anand & Kim, E. Han
- 207-224 The costs of antimerger lawsuits : Evidence from the stock market
by Wier, Peggy
- 225-240 Examining antitrust policy towards horizontal mergers
by Stillman, Robert
- 241-273 Horizontal mergers, collusion, and stockholder wealth
by Eckbo, B. Espen
- 275-300 Standstill agreements, privately negotiated stock repurchases, and the market for corporate control
by Dann, Larry Y. & DeAngelo, Harry
- 301-328 The wealth effects of targeted share repurchases
by Bradley, Michael & Wakeman, L. Macdonald
- 329-359 Antitakeover charter amendments and stockholder wealth
by DeAngelo, Harry & Rice, Edward M.
- 361-399 An empirical investigation of the impact of `antitakeover' amendments on common stock prices
by Linn, Scott C. & McConnell, John J.
- 401-438 On corporate governance : A study of proxy contests
by Dodd, Peter & Warner, Jerold B.
- 439-471 The market value of control in publicly-traded corporations
by Lease, Ronald C. & McConnell, John J. & Mikkelson, Wayne H.
December 1982, Volume 10, Issue 4
November 1982, Volume 10, Issue 3
- 237-268 On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis
by Stambaugh, Robert F.
- 269-287 Empirical anomalies based on unexpected earnings and the importance of risk adjustments
by Rendleman, Richard Jr. & Jones, Charles P. & Latane, Henry A.
- 289-321 The value line enigma (1965-1978) : A case study of performance evaluation issues
by Copeland, Thomas E. & Mayers, David
- 323-329 Do forecast errors or term premia really make the difference between long and short rates?
by Startz, Richard
- 331-345 Comments on the valuation of derivative assets
by Bick, Avi
- 347-369 Approximate option valuation for arbitrary stochastic processes
by Jarrow, Robert & Rudd, Andrew
July 1982, Volume 10, Issue 2
- 119-119 Editorial data
by Jensen, Michael C. & Schwert, G. William
- 121-159 Tax-induced clientele effects in the market for British government securities : Placing bounds on security values in an incomplete market
by Schaefer, Stephen M.
- 161-185 Options on the minimum or the maximum of two risky assets : Analysis and applications
by Stulz, ReneM.
- 187-194 Racetrack betting and informed behavior
by Asch, Peter & Malkiel, Burton G. & Quandt, Richard E.
- 195-210 Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information
by Grossman, Sanford J. & Shiller, Robert J.
- 211-233 Stockholder-bondholder conflict and dividend constraints
by Kalay, Avner
March 1982, Volume 10, Issue 1
December 1981, Volume 9, Issue 4
- 319-319 Editorial data
by Jensen, Michael C. & Schwert, G. William
- 321-346 The relation between forward prices and futures prices
by Cox, John C. & Ingersoll, Jonathan Jr. & Ross, Stephen A.
- 347-371 A continuous time equilibrium model of forward prices and futures prices in a multigood economy
by Richard, Scott F. & Sundaresan, M.
- 373-382 Forward contracts and futures contracts
by Jarrow, Robert A. & Oldfield, George S.
- 383-406 A model of international asset pricing
by Stulz, ReneM.
September 1981, Volume 9, Issue 3
- 221-235 Information aggregation in a noisy rational expectations economy
by Diamond, Douglas W. & Verrecchia, Robert E.
- 237-264 Convertible calls and security returns
by Mikkelson, Wayne H.
- 265-269 Does the investment interest limitation explain the existence of dividends?
by Feenberg, Daniel
- 271-280 Valuation of risky assets in arbitrage-free economies with transactions costs
by Garman, Mark B. & Ohlson, James A.
- 281-307 Risky debt, jump processes, and safety covenants
by Mason, Scott P. & Bhattacharya, Sudipto
- 309-315 Assimilating earnings and split information : Is the capital market becoming more efficient?
by Nichols, William D. & Brown, Stewart L.
June 1981, Volume 9, Issue 2
March 1981, Volume 9, Issue 1
December 1980, Volume 8, Issue 4
September 1980, Volume 8, Issue 3
- 203-203 Editorial data
by Jensen, Michael C.
- 205-258 Measuring security price performance
by Brown, Stephen J. & Warner, Jerold B.
- 259-282 Discretely adjusted option hedges
by Boyle, Phelim P. & Emanuel, David
- 283-317 Mutual fund insurance
by Gatto, Mary Ann & Geske, Robert & Litzenberger, Robert & Sosin, Howard
- 319-319 Call for papers
by Block, Stanley
June 1980, Volume 8, Issue 2
March 1980, Volume 8, Issue 1
December 1979, Volume 7, Issue 4
September 1979, Volume 7, Issue 3
June 1979, Volume 7, Issue 2
March 1979, Volume 7, Issue 1
- 1-1 Editorial data
by Jensen, Michael C.
- 3-28 Measuring portfolio performance and the empirical content of asset pricing models
by Mayers, David & Rice, Edward M.
- 29-61 Information dissemination, market efficiency and the frequency of transactions
by Barry Goldman, M. & Sosin, Howard B.
- 63-81 The valuation of compound options
by Geske, Robert
- 83-109 Financial leverage clienteles : Theory and evidence
by Han Kim, E. & Lewellen, Wilbur G. & McConnell, John J.
December 1978, Volume 6, Issue 4
1978, Volume 6, Issue 2-3
- 93-93 Editorial data
by Jensen, Michael C.
- 95-101 Some anomalous evidence regarding market efficiency
by Jensen, Michael C.
- 103-126 Anomalies in relationships between securities' yields and yield-surrogates
by Ball, Ray
- 151-186 The information content of discounts and premiums on closed-end fund shares
by Thompson, Rex
- 187-211 Empirical tests of boundary conditions for CBOE options
by Galai, Dan
- 213-234 The information content of option prices and a test of market efficiency
by Chiras, Donald P. & Manaster, Steven
- 235-264 The market valuation of cash dividends : A case to consider
by Long, John Jr.
- 265-296 Split information, stock returns and market efficiency-I
by Charest, Guy
- 297-330 Dividend information, stock returns and market efficiency-II
by Charest, Guy
March 1978, Volume 6, Issue 1
December 1977, Volume 5, Issue 3
- 271-271 Editorial data
by Jensen, Michael C.
- 273-307 Alternative methods for raising capital : Rights versus underwritten offerings
by Smith, Clifford Jr.
- 309-327 Estimating betas from nonsynchronous data
by Scholes, Myron & Williams, Joseph
- 351-373 Tender offers and stockholder returns : An empirical analysis
by Dodd, Peter & Ruback, Richard
- 375-387 The impact of variance estimation in option valuation models
by Boyle, Phelim P. & Ananthanarayanan, A. L.
- 389-418 An autoregressive jump process for common stock returns
by Oldfield, George Jr. & Rogalski, Richard J. & Jarrow, Robert A.
- 419-436 Taxes, transactions costs and the clientele effect of dividends
by Pettit, R. Richardson
November 1977, Volume 5, Issue 2
- 113-113 Editorial data
by Jensen, Michael C.
- 115-146 Asset returns and inflation
by Fama, Eugene F. & Schwert, G. William
- 147-175 Determinants of corporate borrowing
by Myers, Stewart C.
- 177-188 An equilibrium characterization of the term structure
by Vasicek, Oldrich
- 189-200 Capital market equilibrium in a mean-lower partial moment framework
by Bawa, Vijay S. & Lindenberg, Eric B.
- 201-218 Portfolio strategies and performance
by Bloomfield, Ted & Leftwich, Richard & Long, John Jr.
- 219-239 Capital asset prices with heterogeneous beliefs
by Williams, Joseph T.
- 241-249 On the pricing of contingent claims and the Modigliani-Miller theorem
by Merton, Robert C.
- 251-258 An analytic valuation formula for unprotected American call options on stocks with known dividends
by Roll, Richard
- 259-263 A note on qualitative results for investment proportions
by Rudd, Andrew
- 265-268 Comments on qualitative results for investment proportions
by Roll, Richard & Ross, Stephen A.
August 1977, Volume 5, Issue 1
May 1977, Volume 4, Issue 3
- 237-237 Editorial data
by Jensen, Michael C.
- 239-276 Bankruptcy, absolute priority, and the pricing of risky debt claims
by Warner, Jerold B.
- 277-288 Portfolio choice and equilibrium in capital markets with safety-first investors
by Arzac, Enrique R. & Bawa, Vijay S.
- 289-321 A contingent-claims valuation of convertible securities
by Ingersoll, Jonathan Jr.
- 323-338 Options: A Monte Carlo approach
by Boyle, Phelim P.
- 339-349 Long-term dependence in common stock returns
by Greene, Myron T. & Fielitz, Bruce D.
March 1977, Volume 4, Issue 2
January 1977, Volume 4, Issue 1
- 1-1 Editorial data
by Jensen, Michael C.
- 3-22 Trading rules, large blocks and the speed of price adjustment
by Dann, Larry Y. & Mayers, David & Raab, Robert Jr.
- 23-49 The impact of maturity regulation on high interest rate lenders and borrowers
by Benston, George J.
- 51-78 Stock exchange seats as capital assets
by Schwert, G. William
- 79-93 The valuation of warrants: Implementing a new approach
by Schwartz, Eduardo S.
- 95-125 Human capital and capital market equilibrium
by Fama, Eugene F. & Schwert, G. William
October 1976, Volume 3, Issue 4
June 1976, Volume 3, Issue 3
- 181-181 Editorial data
by Jensen, Michael C.
- 183-193 Corporate pension funding policy
by Sharpe, William F.
- 195-213 The pricing of equity-linked life insurance policies with an asset value guarantee
by Brennan, Michael J. & Schwartz, Eduardo S.
- 215-231 The effect of estimation risk on optimal portfolio choice
by Klein, Roger W. & Bawa, Vijay S.
- 233-256 Sharing rules and equilibrium in an international capital market under uncertainty
by Grauer, Frederick L. A. & Litzenberger, Robert H. & Stehle, Richard E.
- 257-275 Market microstructure
by Garman, Mark B.
- 277-294 Explicit solutions to some single-period investment problems for risky log-stable stocks
by Stuck, B. W.
- 295-296 Comment on Chen, Kim and Kon
by Constantinides, George M.
- 297-298 Cash demand, liquidation costs, and capital market equilibrium under uncertainty: Reply
by Chen, Andrew H. & Kim, E. Han & Kon, Stanley J.
- 299-300 Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104
by Constantinides, George M.
1976, Volume 3, Issue 1-2
December 1975, Volume 2, Issue 4
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