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Journal of Financial and Quantitative Analysis

1966 - 2017

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.

Series data maintained by Keith Waters ().

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Volume 14, issue 05, 1979

Optimal Investment Financing Decisions and the Value of Confidentiality pp. 913-924 Downloads
Tim S. Campbell
Efficient Portfolios and Superfluous Diversification pp. 925-938 Downloads
George M. Frankfurter and Thomas J. Frecka
Capital Market Seasonality: The Case of Bond Returns pp. 939-958 Downloads
Thomas Schneeweis and J. Randall Woolridge
Inflation and the Holding Period Returns on Bonds pp. 959-979 Downloads
Jeffrey F. Jaffe and Gershon Mandelker
Statistical Analysis of Risk Surrogates for Nyse Stocks pp. 981-997 Downloads
Jack Clark Francis
Diversification, Financial Leverage and Conglomerate Systematic Risk pp. 999-1013 Downloads
James M. Gahlon and Roger D. Stover
An Analysis of Risk in Bull and Bear Markets pp. 1015-1025 Downloads
Moon K. Kim and J. Kenton Zumwalt
Autocorrelation, Market Imperfections, and the CAPM pp. 1027-1034 Downloads
Stewart L. Brown
The Cross-Sectional Stability of Financial Ratio Patterns pp. 1035-1048 Downloads
W. Bruce Johnson
On Costs of Capital in Programming Approaches to Capital Budgeting pp. 1049-1058 Downloads
Louis H. Ederington and William R. Henry
Estimating the Optimal Stochastic Dominance Efficient Set with a Mean-Semivariance Algorithm pp. 1059-1070 Downloads
Roger P. Bey
Portfolio Management and the Shrinking Knapsack Algorithm pp. 1071-1083 Downloads
Bernell K. Stone and Ned C. Hill
Bond Immunization When Short-Term Interest Rates Fluctuate More Than Long-Term Rates pp. 1085-1090 Downloads
Chulsoon Khang
Comment: The Unique, Real Internal Rate of Return pp. 1091-1094 Downloads
Robert Capettini, Richard A. Grimlund and Howard R. Toole
Comment: Evaluating Negative Benefits pp. 1095-1099 Downloads
James Miles and Dosoung Choi

Volume 14, issue 04, 1979

Abstract: An Exploration of Nondissipative Dividend-Signaling Structures pp. 667-668 Downloads
Sudipto Bhattacharya
Abstract: Optimal Investment Financing Decisions and the Value of Confidentiality pp. 669-669 Downloads
Tim S. Campbell
New Perspectives on Informational Asymmetry and Agency Relationships pp. 671-694 Downloads
Robert A. Haugen and Lemma W. Senbet
Communication of Aggregate Preferences through Market Prices pp. 695-703 Downloads
Alan Kraus and Gordon A. Sick
Comment: Bhattacharya Paper pp. 705-710 Downloads
Richard P. Castanias
Comment: Haugen and Senbet Paper pp. 711-714 Downloads
Avner Kalay
Comment: Kraus and Sick Paper pp. 715-716 Downloads
George Feiger
The Fantastic World of Finance: Progress and the Free Lunch pp. 717-734 Downloads
Nils H. Hakansson
Housing Choice and Relative Tenure Prices pp. 735-751 Downloads
William B. Brueggeman and Richard B. Peiser
An Appraisal of Residential Property Tax Regressivity pp. 753-768 Downloads
Robert H. Edelstein
A Study of the Demand for Housing by Low Versus High Income Households pp. 769-782 Downloads
James R. Follain
Assessing Hedonic Indexes for Housing pp. 783-800 Downloads
Charles W. Noland
Comment: Brueggeman-Peiser and Noland Papers pp. 801-803 Downloads
Lawrence B. Smith
Comment: Edelstein and Follain Papers pp. 805-806 Downloads
George G. Kaufman
Abstract: Stock Returns over Open and Closed Trading Periods pp. 807-811 Downloads
George S. Oldfield and Richard J. Rogalski
Market Makers and the Market Spread: A Review of Recent Literature pp. 813-835 Downloads
Kalman J. Cohen, Steven F. Maier, Robert A. Schwartz and David K. Whitcomb
Continuous Versus Intermittent Trading on Auction Markets pp. 837-866 Downloads
Seymour Smidt
Comment: Cohen, Maier, Schwartz and Whitcomb Paper pp. 867-868 Downloads
Alan Kraus
Comment: Smidt Paper pp. 869-872 Downloads
Thomas E. Copeland
Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium pp. 873-894 Downloads
Hans Stoll
A New Role for Options pp. 895-899 Downloads
Roger F. Murray

Volume 14, issue 03, 1979

International Capital Market Equilibrium and the Multinational Firm Financing and Investment Policies pp. 455-480 Downloads
Lemma W. Senbet
Graph Theoretic Approaches to Foreign Exchange Operations pp. 481-500 Downloads
N. Christofides, R. D. Hewins and G. R. Salkin
Bankruptcy Avoidance as a Motive For Merger pp. 501-515 Downloads
Ronald Shrieves and Donald L. Stevens
The Pricing of Premium Bonds pp. 517-527 Downloads
Miles Livingston
A State Preference Model of Capital Gains Taxation pp. 529-535 Downloads
Edward A. Dyl
A Capital Asset Pricing Model with Investors Taxes and Three Categories of Investment Income pp. 537-545 Downloads
Mitchell Trauring
An Effective Algorithm for Estimating Stochastic Dominance Efficient Sets pp. 547-552 Downloads
Richard B. Kearns and Richard C. Burgess
The Value of Information: Inferences from the Profitability of Insider Trading pp. 553-571 Downloads
Jerome B. Baesel and Garry R. Stein
Security–Relative Information Market Efficiency: Some Empirical Evidence pp. 573-593 Downloads
John Groth
Dynamic Estimation of Portfolio Betas pp. 595-614 Downloads
David A. Umstead and Gary L. Bergstrom
The Effects Of Sample Size And Correlation On The Accuracy Of The Ev Efficiency Criterion pp. 615-628 Downloads
Erwin Saniga, Nicolas Gressis and Jack Hayya
Comment: A Test of Stone's Two-Index Model of Returns pp. 629-639 Downloads
N. Bulent Gultekin and Richard J. Rogalski
Comment: A Test of Stone's Two-Index Model of Returns pp. 641-644 Downloads
Don M. Chance
Comment: The Optimal Price to Trade pp. 645-647 Downloads
Edward M. Miller
Reply: The Optimal Price to Trade pp. 649-651 Downloads
Ben Branch
On the Asymmetry of Market Returns pp. 653-660 Downloads
William L. Beedles

Volume 14, issue 02, 1979

On the Portfolio Effects of Nonmarketable Assets: Government Transfers and Human Capital Payments pp. 167-177 Downloads
C. Harvey Rorke
Stochastic Dominance With a Riskless Asset: An Imperfect Market pp. 179-204 Downloads
Yoram Kroll and Haim Levy
Relative Risk Aversion: Increasing or Decreasing? pp. 205-214 Downloads
Philip Graves
The Effect of Estimation Risk on Capital Market Equilibrium pp. 215-220 Downloads
Stephen Brown
An Analytical Comparison of Variance and Semivariance Capital Market Theories pp. 221-242 Downloads
Timothy J. Nantell and Barbara Price
Effects of Purchasing Power Risk on Portfolio Demand for Money pp. 243-254 Downloads
Andrew H. Chen
Borrowing, Short-Sales, Consumer Default, and the Creation of New Assets pp. 255-273 Downloads
Frank Milne
A Formal Dynamic Model of Market Making pp. 275-291 Downloads
James Bradfield
A Comparison of Relative Predictive Power for Financial Models of Rates of Return pp. 293-315 Downloads
Jerald H. Udinsky and Daniel Kirshner
Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers pp. 317-336 Downloads
James Ohlson
A More General Sufficient Condition for A Unique Nonnegative Internal Rate of Return pp. 337-341 Downloads
Richard H. Bernhard
Measuring Bond Price Volatility pp. 343-349 Downloads
Miles Livingston
The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model pp. 351-360 Downloads
Jack Clark Francis and Frank Fabozzi
Composite Measures for the Evaluation of Investment Performance pp. 361-384 Downloads
James S. Ang and Jess H. Chua
A General Test of a Filter Effect pp. 385-394 Downloads
P. D. Praetz
A Reexamination of the Ex Post Risk-Return Tradeoff on Common Stocks pp. 395-419 Downloads
Richard W. McEnally and David E. Upton
The Risk-Return Relationship and Stock Prices pp. 421-441 Downloads
Benjamin Bachrach and Dan Galai
A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy pp. 443-450 Downloads
George Constantinides

Volume 14, issue 01, 1979

Marketability of Assets and the Price of Risk pp. 1-10 Downloads
R. C. Stapleton and M. G. Subrahmanyam
Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates pp. 11-27 Downloads
Miles Livingston
Investment Performance and Investor Behavior pp. 29-57 Downloads
Wilbur G. Lewellen, Ronald C. Lease and Gary G. Schlarbaum
The Implications of Recursiveness in Capital Markets–Theory and Empirical Tests pp. 59-76 Downloads
J. Clay Singleton and Joseph R. Lauer
A Determination of the Risk of Ruin pp. 77-100 Downloads
Joseph D. Vinso
Equivalent Risk Classes: A Multidimensional Examination pp. 101-118 Downloads
John D. Martin, David F. Scott and Robert F. Vandell
The Empirical Relationship Between Investment and Financing: A New Look pp. 119-135 Downloads
George M. McCabe
Implementation of Large-Scale Financial Planning Models: Solution Efficient Transformations pp. 137-152 Downloads
Roy L. Crum, Darwin D. Klingman and Lee A. Tavis
Branch Banking and the Availability of Banking Services in Metropolitan Areas pp. 153-160 Downloads
William L. Seaver and Donald R. Fraser
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