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Journal of Financial and Quantitative Analysis

1966 - 2014

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 11, issue 05, 1976

Stochastic Dominance with Riskless Assets pp. 743-777 Downloads
Haim Levy and Yoram Kroll
Competition, Scale Economies, and Transaction Cost in the Stock Market pp. 779-802 Downloads
James L. Hamilton
On the Relationship between the Systematic Risk and the Investment Horizon pp. 803-815 Downloads
Cheng F. Lee
The Derivation of Efficient Sets pp. 817-830 Downloads
Gordon Alexander
Portfolio Selection with an Imperfectly Competitive Asset Market pp. 831-846 Downloads
John James
The Effects of Sampling Fluctuations on the Required Inputs of Security Analysis pp. 847-854 Downloads
Richard C. Burgess and Keith H. Johnson
A Stock Price Predictive Model Based on Changes in Ratios of Short Interest to Trading Volume pp. 857-872 Downloads
Mark Hanna
Investor Behavior and Changes in Accounting Methods pp. 873-881 Downloads
J. Winsen and D. Ng
An Integrated Theory of Exchange Rate Equilibrium pp. 883-892 Downloads
Ian H. Giddy
International Cash Management–The Determination of Multicurrency Cash Balances pp. 893-900 Downloads
Alan C. Shapiro
Comment: Assessing the Impact of Stock Exchange Specialists on Stock Volatility pp. 901-908 Downloads
Robert A. Schwartz and David K. Whitcomb
Reply: Specialists' Performance and Serial Dependence of Stock Price Changes pp. 909-911 Downloads
Amir Barnea

Volume 11, issue 04, 1976

E-V and E-S Capital Asset Pricing Models: Some Empirical Tests pp. 513-528 Downloads
Ali Jahankhani
The Challenge of Economic Leadership pp. 529-539 Downloads
Sidney L. Jones
A Near-Term Look at the Capital Shortage pp. 541-547 Downloads
Henry C. Wallich
Abstract: An Analysis of the Erosion of Shareholder Equity among Short-Term Real Estate Investment Trusts pp. 549-549 Downloads
Brian M. Neuberger and Michael A. Hughes
Abstract: Transactions Costs and Hedging Strategies in Secondary Mortgage Markets pp. 551-551 Downloads
Allen A. Abrahamson and John T. Emery
Abstract: Stochastic Demand and the Equity Capitalization Rate pp. 553-553 Downloads
Mike Long and George Racette
The Intertemporal Behavior of Corporate Debt Policy pp. 555-566 Downloads
James S. Ang
Abstract: On the Portfolio Effects of Nonmarketable Assets: Government Transfers and Human Capital Payments pp. 567-567 Downloads
C. H. Rorke
Abstract: A Theory of the Impact of Monetary and Regulatory Policy on Bank Portfolio Composition pp. 569-569 Downloads
Tim S. Campbell
Abstract: Deposit Ceilings and the Efficiency of Financial Intermediation pp. 571-571 Downloads
Lewis J. Spellman
Abstract: A Multivariate Analysis of Stock versus Mutual Performance in the Savings and Loan Industry pp. 573-573 Downloads
James A. Verbrugge
Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration pp. 575-575 Downloads
Edward . Altman and Menachem Brenner
Stock Price Movement Associated with Temporary Trading Suspensions: Bear Market versus Bull Market pp. 577-590 Downloads
Michael H. Hopewell and Arthur L. Schwartz
Teaching the Financial Markets Course pp. 591-594 Downloads
Robert Haney Scott
Classroom Simulation as a Pedagogical Device in Teaching Money and Banking pp. 595-606 Downloads
William Breen and John Boyd
Teaching of the Basic Money and Financial Institutions Course pp. 607-612 Downloads
George G. Kaufman
Panel Discussion on the Teaching of Money and Banking pp. 613-616 Downloads
Edward Kane
Industry Effects and Multivariate Stock Price Behavior pp. 617-624 Downloads
John W. Aber
Abstract: A CAPM View of VRMs pp. 625-625 Downloads
M. Chapman Findlay, Rocky A. Tarantello and Richard V. Eastin
Degree of Industry Concentration and Market Risk-Return Performance pp. 627-635 Downloads
Ronald W. Melicher, David F. Rush and Daryl N. Winn
Abstract: Functional Form, Skewness Effect, and Risk-Return Relationship pp. 637-637 Downloads
Cheng F. Lee
Abstract: Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals pp. 639-639 Downloads
Robert A. Schwartz and David K. Whitcomb
Abstract: The Efficiency of the Market for Foreign Exchange under Floating Exchange Rates pp. 641-641 Downloads
W. Bradford Cornell and J. Kimball Dietrich
Abstract: Bond Risk Premia pp. 643-644 Downloads
Jack Clark Francis
Abstract: Rate-of-Return Characteristics and Risk-Return Relationships of Low-Priced, Highly Speculative Securities pp. 645-645 Downloads
Norman D. Gardner

Volume 11, issue 03, 1976

A Model for Corporate Debt Maturity Decisions pp. 339-357 Downloads
James R. Morris
Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks pp. 359-380 Downloads
Hans Stoll
Capital Asset Pricing with Price Level Changes pp. 381-391 Downloads
Robert L. Hagerman and E. Han Kim
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction pp. 393-402 Downloads
Barr Rosenberg and James Ohlson
Flotation Costs and the Weighted Average Cost of Capital pp. 403-413 Downloads
John R. Ezzell and R. Burr Porter
Comovement of International Equity Markets: A Taxonomic Approach pp. 415-432 Downloads
Don B. Panton, V. Parker Lessig and O. Maurice Joy
Valuation of a Mortgage Company's Servicing Portfolio pp. 433-453 Downloads
John J. McConnell
An Empirical Analysis of the Impact of Branching on Demand Deposit Variability pp. 455-464 Downloads
R. N. Anderson, John A. Haslem and John B. Leonard
The Effects of Large Bank Failures upon Investors' Risk Cognizance in the Commercial Banking Industry pp. 465-477 Downloads
Richard H. Pettway
An Algorithm for Counting the Number of Possible Portfolios Given Linear Restrictions on the Weights pp. 479-480 Downloads
Rowland R. Hill
A Note on the Uniqueness of Portfolio Choice pp. 481-484 Downloads
Laurie Davies and Gerd Ronning
Limited Liability, Short Selling, Bounded Utility, and Infinite-Variance Stable Distributions pp. 485-503 Downloads
Paul Samuelson
On the Use of Two-Stage Least Squares in Financial Models: A Comment pp. 505-509 Downloads
V. Smith

Volume 11, issue 02, 1976

The Geometry of Separation and Myopia pp. 171-193 Downloads
Michael Brennan and A. Kraus
Performance of the Sharpe Portfolio Selection Model: A Comparison pp. 195-204 Downloads
George M. Frankfurter, Herbert E. Phillips and John P. Seagle
Insiders' Activity and Inside Information: A Multivariate Analysis pp. 205-215 Downloads
Joseph E. Finnerty
Nonstationarity and Portfolio Choice pp. 217-235 Downloads
Christopher B. Barry and Robert L. Winkler
The Capital Asset Pricing Model Expressed as a Recursive System: An Empirical Investigation pp. 237-249 Downloads
Cheng F. Lee and William P. Lloyd
Portfolio Selection and Purchasing Power Risk–Recent Canadian Experience pp. 251-267 Downloads
Nahum Biger
The Predictive Power of Stock Market Indicators pp. 269-285 Downloads
Ben Branch
Solution Properties of Deterministic Auctions pp. 287-311 Downloads
James L. Barr and Timothy L. Shaftel
Credit Screening System Selection pp. 313-328 Downloads
Michael S. Long
A Sufficient Condition for a Unique Nonnegative Internal Rate of Return–Comment pp. 329-332 Downloads
Donald C. Aucamp and Walter L. Eckardt

Volume 11, issue 01, 1976

Nonmarketable Assets, Market Segmentation, and the Level of Asset Prices pp. 1-12 Downloads
David Mayers
Investor Behavior and Information pp. 13-37 Downloads
Joseph K. Winsen
Further Results on Asymmetric Stable Distributions of Stock Price Chances pp. 39-55 Downloads
Bruce D. Fielitz
Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function pp. 57-71 Downloads
James Ohlson and W. T. Ziemba
A Note on the Interdependent Structure of Security Returns pp. 73-86 Downloads
Cheng F. Lee
A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates pp. 87-114 Downloads
Michael E. Echols and Jan Walter Elliott
Risk, Return, and the Capital Market: The Insurer Case pp. 115-131 Downloads
J. D. Hammond, E. R. Melander and N. Shilling
The Demand for Credit Union Shares pp. 133-141 Downloads
Ronald S. Koot
Warrant Financing pp. 143-153 Downloads
Bernell K. Stone
A Note on Optimal Equity Financing of the Corporation pp. 157-164 Downloads
Stylianos Perrakis
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