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Journal of Financial and Quantitative Analysis

1966 - 2016

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

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Volume 13, issue 05, 1978

Some New Capital Budgeting Theorems pp. 809-823 Downloads
William Beranek
Some New Capital Budgeting Theorems: Comment pp. 825-829 Downloads
Richard H. Bernhard
The Economic Life of an Investment and the Appropriate Discount Rate pp. 831-846 Downloads
John R. Brick and Howard E. Thompson
Problems with the Concept of the Cost of Capital pp. 847-870 Downloads
Charles W. Haley and Lawrence D. Schall
Sale-and-Leaseback Agreements and Enterprise Valuation pp. 871-883 Downloads
E. Han Kim, Wilbur G. Lewellen and John J. McConnell
Competitive Bidding in the Underwriting of Public Utility Securities pp. 885-902 Downloads
George G. C. Parker and Daniel Cooperman
Inflation and Optimal Portfolio Choices pp. 903-925 Downloads
Bruno H. Solnik
Diversification in a Three-Moment World pp. 927-941 Downloads
Michael A. Simkowitz and William L. Beedles
Sample Size Bias and Sharpe's Performance Measure: A Note pp. 943-946 Downloads
Robert E. Miller and Adam K. Gehr
Multiplicative Risk Premiums pp. 947-963 Downloads
Douglas D. Gregory
Short Interest: Its Influence as a Stabilizer of Stock Returns pp. 965-985 Downloads
Luis Hurtado-Sanchez
The Expected Return to Equity and International Asset Prices pp. 987-1002 Downloads
J. W. Elliott
Multivariate Time Series Analysis of Bank Financial Behavior pp. 1003-1017 Downloads
Robert H. Cramer and Robert B. Miller

Volume 13, issue 04, 1978

Financial Intermediation and the Theory of Agency pp. 595-611 Downloads
Dennis W. Draper and James W. Hoag
Capital Asset Pricing in a General Equilibrium Framework pp. 613-624 Downloads
Paul H. Cootner and David H. Pyle
Comments: Capital Asset Pricing in a General Equilibrium Framework pp. 625-626 Downloads
Stephen A. Ross
Duration Forty Years Later pp. 627-650 Downloads
Jonathan E. Ingersoll, Jeffrey Skelton and Roman L. Weil
Discussion: Duration and Portfolio Strategy pp. 651-652 Downloads
Edward Kane
Duration and Security Risk pp. 653-668 Downloads
Ronald Lanstein and William Sharpe
Discussion; Duration and Security Risk pp. 669-670 Downloads
Willard T. Carleton
Duration and Bond Portfolio Analysis: An Overview pp. 671-681 Downloads
G. O. Bierwag, George G. Kaufman and Chulsoon Khang
Comment: Duration and Bond Portfolio Analysis pp. 683-685 Downloads
Guilford C. Babcock
Interest Rate Changes and Commercial Bank Revenues and Costs pp. 687-700 Downloads
Sherman J. Maisel and Robert Jacobson
Bank Capital Adequacy, Deposit Insurance and Security Values pp. 701-718 Downloads
William Sharpe
Interest Rate Risk pp. 719-732 Downloads
Roger N. Craine and James L. Pierce
Abstract: The Fundamental Determinants of Risk in Banking pp. 735-735 Downloads
Barr Rosenberg and Philip R. Perry
Opec Surpluses and World Financial Stability pp. 737-743 Downloads
Bruce K. MacLaury
The Impact of a Fuel Adjustment Clause on the Regulated Firm's Value and Cost of Capital pp. 745-757 Downloads
Roger G. Clarke
Financial Planning in a Regulated Environment pp. 759-777 Downloads
Ezequiel L. Machado and Willard T. Carleton
Abstract: Corporate Financial Strategies under Uncertainty: Valuation and Policies in Dynamic Disequilibrium pp. 779-781 Downloads
Carl W. Hamilton
Abstract: Optimal Financial Policies under Threat of Bankruptcy pp. 783-784 Downloads
Wayne Y. Lee and Russell P. Boisjoly
The Geographic Distribution of Papers at the Seven Academic Finance Associations in the United States pp. 785-794 Downloads
Glenn H. Petry and Russell J. Fuller
Managing Editor's Report pp. 800-801 Downloads
Charles W. Haley

Volume 13, issue 03, 1978

An Assessment of the Performance of Mutual Fund Management: 1969–1975 pp. 385-406 Downloads
Tye Kim
Necessary Conditions for Aggregation in Securities Markets pp. 407-418 Downloads
Michael Brennan and Alan Kraus
Effects of Uncertain and Nonstationary Parameters upon Capital Market Equilibrium Conditions pp. 419-433 Downloads
Christopher B. Barry
Bivariate Spectral Analysis of the Capital Asset Pricing Model pp. 435-459 Downloads
Michael A. Goldberg and Ashok Vora
Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis pp. 461-474 Downloads
Michael Brennan and Eduardo S. Schwartz
Risk Premia on Municipal Bonds pp. 475-485 Downloads
Jess B. Yawitz
Optimal Equity and Financing Model of Krouse and Lee: Corrections and Extensions pp. 487-505 Downloads
Suresh Sethi
The Impact of Option Expirations on Stock Prices pp. 507-518 Downloads
Robert C. Klemkosky
Bond Portfolio Strategy Simulations: A Critique pp. 519-525 Downloads
G. O. Bierwag and George Kaufman
Large Bank Failures and Investor Risk Perceptions: Evidence from the Debt Market pp. 527-532 Downloads
Donald R. Fraser and J. Patrick McCormack
Minority Savings and Loan Associations: Hypotheses and Tests pp. 533-547 Downloads
William Bradford
Effect of State Usury Laws on Housing Starts: Comments pp. 549-557 Downloads
Bruce Yandle and Jim Proctor
The Price Elasticity of Discounted Bonds: Some Empirical Evidence pp. 559-566 Downloads
Michael D. Joehnk, H. Russell Fogler and Charles E. Bradley
A Note on the Leverage Effect on Portfolio Performance Measures pp. 567-571 Downloads
James S. Ang
A Note on Bond Risk Differential pp. 573-575 Downloads
Ahmet Tezel
A Sufficient Condition for a unique Nonnegative Internal Rate of Return: Further Comments pp. 577-584 Downloads
Clovis de Faro
A Note on Modeling Simple Dynamic Cash Balance Problem: Errata pp. 585-586 Downloads
Suresh Sethi

Volume 13, issue 02, 1978

Financial Structure and Cost of Capital in the Multinational Corporation pp. 211-226 Downloads
Alan C. Shapiro
On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk pp. 227-244 Downloads
Rajnish Mehra
Optimal Foreign Borrowing Strategies with Operations in Forward Exchange Markets pp. 245-254 Downloads
William R. Folks
Safety-First, Stochastic Dominance, and Optimal Portfolio Choice pp. 255-271 Downloads
Vijay S. Bawa
The Inference of Tastes and Beliefs from Bond and Stock Market Data pp. 273-297 Downloads
Robert R. Grauer
Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio pp. 299-312 Downloads
Cheng F. Lee and Frank C. Jen
The Effect of Intervaling on Estimating Parameters of the Capital Asset Pricing Model pp. 313-332 Downloads
Keith V. Smith
Some Problems in Applying the Continuous Portfolio Selection Model to the Discrete Capital Budgeting Problem pp. 333-344 Downloads
Sanford Baum, Robert C. Carlson and James V. Jucker
Equivalent Mathematical Programming Models of Pure Capital Rationing pp. 345-361 Downloads
Stephen P. Bradley and Sherwood C. Frey
The Unique, Real Internal Rate of Return: Caveat Emptor! pp. 363-370 Downloads
Anthony Herbst
An Analytical Model of Bond Risk Differentials: A Comment pp. 371-377 Downloads
Avery B. Cohan
An Analytical Model of Bond Risk Differentials: A Reply pp. 379-381 Downloads
Harold Bierman and Jerome E. Hass

Volume 13, issue 01, 1978

On Multiperiod Stochastic Dominance pp. 1-13 Downloads
C. C. Huang, I. Vertinsky and W. T. Ziemba
On the Boness and Black-Scholes Models for Valuation of Call Options pp. 15-27 Downloads
Dan Galai
The Chicago Board Options Exchange and Market Efficiency pp. 29-38 Downloads
Joseph E. Finnerty
Asset Pricing Models: Further Tests pp. 39-53 Downloads
George Foster
Corporate Taxes, Inflation, the Rate of Interest, and the Return to Equity pp. 55-64 Downloads
Jeffrey F. Jaffe
General Proof of Modigliani-Miller Propositions I and II Using Parameter-Preference Theory pp. 65-69 Downloads
Jack Becker
A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks pp. 71-78 Downloads
Gordon Alexander
Common Stock Return Distributions during Homogeneous Activity Periods pp. 79-92 Downloads
C. Dwayne Dowell and R. Corwin Grube
An Empirical Examination of Index Efficiency: Implications for Index Funds pp. 93-100 Downloads
Richard C. Burgess and O'Dell, Bruce T.
Beta as a Random Coefficient pp. 101-116 Downloads
Frank Fabozzi and Jack Clark Francis
Further Evidence on the Stationarity of Beta Coefficients pp. 117-121 Downloads
Rodney L. Roenfeldt, Gary L. Griepentrog and Christopher C. Pflaum
Mean-Absolute-Deviation versus Least-Squares Regression Estimation of Beta Coefficients pp. 123-131 Downloads
Bradford Cornell and J. Kimball Dietrich
Further Evidence on Seasonal Adjustment of Time Series Data pp. 133-141 Downloads
David P. Rochester and Samuel C. Hadaway
Aspects of International Monetary Influences pp. 143-156 Downloads
Dennis E. Logue and Richard James Sweeney
Some Further Evidence on the Performance of Property-Liability Insurance Companies' Stock Portfolios pp. 157-166 Downloads
Richard A. Shick and James S. Trieschmann
Identifying the SSD Portion of the EV Frontier: A Note pp. 167-171 Downloads
Stylianos Perrakis and John Zerbinis
Evaluating Negative Benefits pp. 173-176 Downloads
William L. Beedles
Multidimensional Security Pricing: A Correction pp. 177-183 Downloads
C. Schweser
Financial Applications of Discriminant Analysis: A Clarification pp. 185-195 Downloads
Edward I. Altman and Robert Eisenbeis
Some Clarifying Comments on Discriminant Analysis pp. 197-200 Downloads
O. Maurice Joy and John O. Tollefson
On the Financial Application of Discriminant Analysis: Comment pp. 201-205 Downloads
Elton Scott
Page updated 2016-12-06