Journal of Financial and Quantitative Analysis

1966 - 2012

from Cambridge University Press
The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK.
Series data maintained by Duncan Rule ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 9, issue 06, 1974

The Market Model Applied to European Common Stocks: Some Empirical Results pp. 917-944

Gerald A. Pogue and Bruno H. Solnik

On the Stability of the Distribution of the Market Component in Stock Price Changes pp. 945-961

Menachem Brenner

Seasonal Variations in Prices of Individual Dow Jones Industrial Stocks pp. 963-991

Joseph M. Bonin and Edward A. Moses

Utility Analysis of Chance-Constrained Portfolio Selection pp. 993-1007

Enrique R. Arzac

An Investigation of the Firm Effects Influence in the Analysis of Earnings to Price Ratios of Industrial Common Stocks pp. 1009-1029

Peter S. Chung

The Traditional Approach to Valuing Levered–Growth Stocks: A Clarification pp. 1031-1044

Robert A. Haugen and Prem Kumar

Comment: “On the Use of Principal Components Analysis to Interpret Cross-Sectional Differences among Commercial Banks” pp. 1047-1051

Marion L. Chiattello

Further Comment: “Cross-Sectional Differences among Commercial Banks” pp. 1053-1055

Robert J. Saunders

Comment: “Safety First–An Expected Utility Principle” pp. 1057-1061

Nicolas Gressis and William A. Remaley

Reply: “Safety First – An Expected Utility Principle” pp. 1063-1064

Haim Levy and Marshall Sarnat

Comment: “The Dynamics of Corporate Debt Management, Decision Rules, and Some Empirical Evidence” pp. 1065-1066

Rashmi B. Thakkar

Reply: “The Dynamics of Corporate Debt Management, Decision Rules and Some Empirical Evidence” pp. 1067-1068

John C. G. Boot and George M. Frankfurter

More on the Weighted Average Cost of Capital: A Comment and Analysis pp. 1069-1080

Charles M. Linke and Moon K. Kim

A Note on a Property of the Inverse of a Bordered Matrix and Its Implication for the Theory of Portfolio Selection pp. 1081-1087

M. W. Jones-Lee

Volume 9, issue 05, 1974

The Value of Risk-Reducing Information pp. 697-707

Jeffrey F. Jaffe and Larry J. Merville

Systematic Interest-Rate Risk in a Two-Index Model of Returns pp. 709-721

Bernell K. Stone

Comment: Systematic Interest-Rate Risk in a Two-Index Model of Returns pp. 723-725

Bob M. Korkie

Abstract–Third-Market Efficiency and NASDAQ pp. 727-727

E. P. Mampe

Abstract–Capital Adequacy and Net Recoveries from Failed Banks pp. 729-729

Yair E. Orgler

Abstract–Banking Markets and the Measurement of Competition pp. 731-731

Peter S. Rose and Donald R. Fraser

Monetary and Credit Restraint in 1973 and Early 1974 pp. 733-741

Richard G. Davis

The Re-Politicization of the Fed pp. 743-752

Edward J. Kane

Comment: Monetary and Credit Restraint in 1973 and Early 1974 pp. 753-755

Lionel Kalish

Comment: The Re-Politicization of the Fed pp. 757-759

Maurice Mann

Abstract–Intertemporal Cash Flows in Capital Budgeting Decisions pp. 761-761

Roger P. Bey

Abstract–Behavioral Risk Constraints in Capital Budgeting pp. 763-763

O. Maurice Joy and F. Hutton Barron

Abstract–Some Evidence on Unexpected Empirical Relationships between Operating Risk and Financial Leverage pp. 765-765

Dwight Grant

Abstract–The West German Capital Market: Some Empirical Results pp. 767-767

Rolf Mirus

Abstract–The Risk-Return Performance of Real Estate Investment Trusts pp. 769-769

Robert Radcliffe, William Brueggeman and David Ennis

A Portfolio Analysis of the Teaching of Investments pp. 771-780

David K. Eiteman and Keith V. Smith

Teaching of Investments: A “Utilitarian” View pp. 781-787

George A. Christy

The Teaching of Investments - is “Witchcraft” Still Appropriate? pp. 789-793

Richard R. West

Regulatory Reform for the Deposit Financial Institutions–Retrospect and Prospects pp. 795-802

Almarin Phillips

Reform of Financial Institutions pp. 803-814

William E. Gibson

Toward a Central Market System: Wall Street's Slow Retreat into the Future pp. 815-827

Donald E. Farrar

Abstract–The Stock Market: Some Considerations of Its Future Structure pp. 829-829

Morris Mendelson

Comment: Regulatory Reform for the Deposit Financial Institutions–Retrospect and Prospects pp. 831-833

J. Fred Weston

Comment: Reform of Financial Institutions pp. 835-837

Bernard Shull

Comment: Stock Market Reforms pp. 839-842

Frank K. Reilly

Comment: The Stock Market: Come Considerations of Its Future Structure pp. 843-845

William C. Freund

Abstract–Risk and Price Distributions pp. 847-847

Allen A. Abrahamson and John T. Emery

Management of Foreign Exchange Risk in the U.S. Multinationals pp. 849-857

Rita M. Rodriguez

A Framework for Financial Decisions in Multinational Corporations–Summary of Recent Research pp. 859-874

Ruediger Naumann-Etienne

A Comparative International Study of Growth, Profitability, and Risk as Determinants of Corporate Debt Ratios in the Manufacturing Sector pp. 875-886

Norman Toy, Arthur Stonehill, Lee Remmers, Richard Wright and Theo Beekhuisen

Comment: Issue of Foreign Exchange Management in U.S. Multinationals pp. 887-888

Cheukuen Kwan

Abstract–Homogeneous Investor Groups: Their Demographic Differences and Their Perceptions pp. 889-889

Arthur E. Gooding

Abstract–The Mutual Fund Industry and Its Comparative Performance pp. 891-891

Manak C. Gupta

Abstract–Determinants of Systematic Risk pp. 893-893

Robert W. White

Abstract–Valuation of Corporate Bonds, Leverage, and Security Yields pp. 895-895

Pao Lun Cheng

Abstract–Municipal Bond Credit Ratings: A Suggested Methodology pp. 897-897

Ronald Forbes, Alan Frankle and Arthur Hierl

Abstract–The Term Structure of Interest Rates: A Micro Approach pp. 899-899

Gordon S. Roberts

The Effect of Interest-Rate Risk on Liquidity Premiums: An Empirical Investigation pp. 901-910

Robert A. Olsen

Comment: The Effect of Interest-Rate Risk on Liquidity Premiums: An Empirical Investigation pp. 911-913

Burton Zwick

Managing Editor's Report pp. 914-916

Charles W. Haley

Volume 9, issue 04, 1974

Performance Evaluation of New York Stock Exchange Specialists pp. 511-535

Amir Barnea

An International Market Model of Security Price Behavior pp. 537-554

Bruno H. Solnik

Information, Investment Behavior, and Efficient Portfolios pp. 555-566

David P. Baron

Evaluating Alternative Stock Option Timing Strategies pp. 567-578

James McGuigan and William R. King

Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns pp. 579-605

R. Richardson Pettit and Randolph Westerfield

Are Cash Management Optimization Models Worthwhile? pp. 607-626

Hans G. Daellenbach

On the Association between Operating Leverage and Risk pp. 627-641

Baruch Lev

An Economic Model of Trade Credit pp. 643-657

Robert A. Schwartz

Recursive Models for Forecasting Seasonal Processes pp. 659-684

James E. Reinmuth and Dick R. Wittink

A Note on the Implications of Quadratic Utility for Portfolio Theory pp. 687-689

Marshall Sarnat

Volume 9, issue 03, 1974

Objectives and Performance of Mutual Funds, 1960–1969 pp. 311-333

John G. McDonald

Credit Policy in Lending Institutions pp. 335-356

Robert O. Edmister and Gary G. Schlarbaum

Optimal Financial Strategies for Trusteed Pension Plans pp. 357-376

Irwin Tepper

Some Empirical Evidence on the Determinants of Trade Credit at the Industry Level of Aggregation pp. 377-394

Anthony F. Herbst

An Operational Model for Security Analysis and Valuation pp. 395-422

James M. Warren

Alternative Industry Performance and Risk pp. 423-446

Frank K. Reilly and Eugene F. Drzycimski

The Reliability of Estimation Procedures in Portfolio Analysis pp. 447-462

J. P. Dickinson

Imputing Expected Security Returns from Portfolio Composition pp. 463-472

William F. Sharpe

When Does Diversification between Two Investments Pay? pp. 473-483

Shelby L. Brumelle

A Note on Measurement of Skewness pp. 485-489

H. Russell Fogler and Robert C. Radcliffe

On the Dummy Variable Technique and Covariance Analysis in Testing Equality among Sets of Coefficients in Linear Regressions: An Expository Note pp. 491-495

Feng-Yao Lee

The Interpretation of the Geometric Mean: A Note pp. 497-504

Stewart Hodges and Stephen Schaefer

The Geometric Index Revisited: A Rejoinder pp. 505-506

Marvin Rothstein

Volume 9, issue 02, 1974

Efficient Capital Markets and the Information Content of Accounting Numbers pp. 139-149

John T. Emery

Comment: Efficient Capital Markets and the Information Content of Accounting Numbers pp. 151-153

Bryan Heathcotte

The Cost of Inefficient Coupons on Municipal Bonds pp. 155-164

Michael H. Hopewell and George G. Kaufman

A Study of Underwriters' Experience With Unseasoned New Issues pp. 165-177

Brian M. Neuberger and Carl T. Hammond

Comment: A Study of Underwriters' Experience with Unseasoned New Issues pp. 179-180

Edward A. Nelson

Direct Investment, Research Intensity, and Profitability pp. 181-190

Alan K. Severn and Martin M. Laurence

Comment: Direct Investment, Research Intensity, and Profitability pp. 191-193

Roger B. Upson

Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience pp. 195-211

Edward . Altman, Michel Margaine, Michel Schlosser and Pierre Vernimmen

Comment: Financial and Statistical Analysis for Commercial Loan Evaluation: a French Experience pp. 213-214

Gunter Dufey

The Effects of Conglomerate Merger Activity on Systematic Risk pp. 215-225

Michael D. Joehnk and James F. Nielsen

Comment: The Effects of Conglomerate Merger Activity on Systematic Risk pp. 227-230

J. L. Bicksler

Financial Factors Which Influence Beta Variations within an Homogeneous Industry Environment pp. 231-241

Ronald W. Melicher

Comment: Financial Factors Which Influence Beta Variations within an Homogeneous Industry Environment pp. 243-245

Edward Gordon

The Predictive Content of Some Leading Economic Indicators for Future Stock Prices pp. 247-258

Bryan Heathcotte and Vincent P. Apilado

Comment: The Predictive Content of Some Leading Economic Indicators for Future Stock Prices pp. 259-261

Donald G. Simonson

Extra-Market Components of Covariance in Security Returns pp. 263-274

Barr Rosenberg

Evaluative Techniques in Consumer Finance—Experimental Results and Policy Implications for Financial Institutions pp. 275-283

Vincent P. Apilado, Don C. Warner and Joel J. Dauten

Comment: Evaluative Techniques in Consumer Finance— Experimental Results and Policy Implications for Financial Institutions pp. 285-286

Nelson C. Mark

A Canonical Analysis of Bank Performance pp. 287-295

Donald R. Fraser, Wallace Phillips and Peter S. Rose

Comment: a Canonical Analysis of Bank Performance pp. 297-299

Santosh K. Choudhury

Volume 9, issue 01, 1974

Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance pp. 1-11

William W. Hogan and James M. Warren

The Economic Effects of NASDAQ: Some Preliminary Results pp. 13-24

Anthony M. Santomero

Stochastic Dominance and Mutual Fund Performance pp. 25-31

O. Maurice Joy and R. Burr Porter

An Estimate of Convertible Bond Premiums pp. 33-56

Edward H. Jennings

Money Supply and Stock Prices: A Probabilistic Approach pp. 57-68

Manak C. Gupta

The Imperfect-Markets Model of Commercial Bank Financial Management pp. 69-87

John J. Pringle

The Investment Performance of the Common Stock Portfolios of Property-Liability Insurance Companies pp. 89-106

Gary G. Schlarbaum

A Total Real Asset Planning System pp. 107-115

L. J. Merville and L. A. Tavis

A Model for Funding Interrelated Research and Development Projects Under Uncertainty pp. 117-128

Carole A. Aldrich

A Note on Diversification pp. 131-136

Gordon Pye