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Journal of Finance

1946 - 2019

From American Finance Association
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Volume 41, issue 5, 1986

An Analysis of Divestiture Effects Resulting from Deregulation pp. 997-1010 Downloads
Andrew H Chen and Larry J Merville
Term Structure Movements and Pricing Interest Rate Contingent Claims pp. 1011-29 Downloads
Thomas S Y Ho and Sang-bin Lee
Price Regulation in Property-Liability Insurance: A Contingent-Claims Approach pp. 1031-50 Downloads
Neil A Doherty and James R Garven
Positively Weighted Portfolios on the Minimum-Variance Frontier pp. 1051-68 Downloads
Richard Green
A Theory of Trading Volume pp. 1069-87 Downloads
Jonathan Karpoff
Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements pp. 1089-1102 Downloads
P C Venkatesh and R Chiang
Commercial Bank Portfolio Behavior and Endogenous Uncertainty pp. 1103-14 Downloads
Bryan Stanhouse
Can Tax-Loss Selling Explain the January Seasonal in Stock Returns? pp. 1115-28 Downloads
K C Chan
Contributing Authors and Institutions to the Journal of Finance: 1946-1985 pp. 1129-40 Downloads
J Louis Heck, Philip L Cooley and Carl M Hubbard
A Note on Optimal Credit and Pricing Policy under Uncertainty: A Contingent-Claims Approach pp. 1141-48 Downloads
Chun H Lam and Andrew H Chen
The Weekly Pattern in Stock Index Futures: A Further Note pp. 1149-52 Downloads
Edward A Dyl and Edwin Maberly
Homogeneity Restrictions on the Translog Cost Model: A Note [Scale Economies in Banking: A Restructuring and Reassessment] pp. 1153-55 Downloads
Asghar Zardkoohi, Nanda Rangan and James Kolari
The Role of Options in the Resolution of Agency Problems: A Comment [Theory of the Firm: Managerial Behaviour, Agency Costs and Ownership Structure] pp. 1157-70 Downloads
Roger Farmer and Ralph Winter
The Role of Options in the Resolution of Agency Problems: A Reply pp. 1171-73 Downloads
Robert A Haugen and Lemma W Senbet
Performance Hypothesis Testing with the Sharpe and Treynor Measures: A Comment pp. 1175-76 Downloads
Charles Cadsby
Mean-Variance versus Direct Utility Maximization: A Comment pp. 1177-79 Downloads
Donald W Reid and Bernard V Tew
Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach--Erratum pp. 1181
Haim Levy

Volume 41, issue 4, 1986

Sample-Dependent Results Using Accounting and Market Data: Some Evidence pp. 779-93 Downloads
Rolf W Banz and William J Breen
The Impact of Preferred-for-Common Exchange Offers on Firm Value pp. 795-814 Downloads
J Michael Pinegar and Ronald C Lease
Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures pp. 815-29 Downloads
Lawrence E Harris and Eitan Gurel
Asset Price Volatility, Bubbles, and Process Switching pp. 831-42 Downloads
Robert Flood and Robert Hodrick
The Pricing of Futures and Options Contracts on the Value Line Index pp. 843-55 Downloads
T Hanan Eytan and Giora Harpaz
Futures Options and the Volatility of Futures Prices pp. 857-70 Downloads
Clifford A Ball and Walter N Torous
Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model pp. 871-95 Downloads
Ehud I Ronn and Avinash K Verma
A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership pp. 897-914 Downloads
Cheol S Eun and S Janakiramanan
The Relationship between Arbitrage and First Order Stochastic Dominance pp. 915-21 Downloads
Robert Jarrow
The Duration of an Adjustable-Rate Mortgage and the Impact of the Index pp. 923-33 Downloads
Ott, Robert A,
Callable Bonds: A Risk-Reducing Signalling Mechanism pp. 935-49 Downloads
Edward Henry Robbins and John D Schatzberg
Volume for Winners and Losers: Taxation and Other Motives for Stock Trading pp. 951-74 Downloads
Josef Lakonishok and Seymour Smidt
A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition pp. 975-79 Downloads
Christian Gilles and Stephen LeRoy
A Note on Unanticipated Money Growth and Interest Rate Surprises: Mishkin and Makin Revisited pp. 981-85 Downloads
Kevin Grier

Volume 41, issue 3, 1986

Noise pp. 529-43 Downloads
Fischer Black
Valuation of Risky Assets in Arbitrage Free Economies with Frictions pp. 545-57 Downloads
Eliezer Z Prisman
Valuation of Risky Assets in Arbitrage Free Economies with Frictions: Discussion pp. 557-60 Downloads
Ehud I Ronn
LYON Taming pp. 561-76 Downloads
John J McConnell and Eduardo S Schwartz
LYON Taming: Discussion pp. 576-77 Downloads
Scott P Mason
Do Demand Curves for Stocks Slope Down? pp. 579-90 Downloads
Andrei Shleifer
Does the Stock Market Rationally Reflect Fundamental Values? pp. 591-601 Downloads
Lawrence Summers
Does the Stock Market Rationally Reflect Fundamental Values? Discussion pp. 601-02 Downloads
Robert Stambaugh
Integration vs. Segmentation in the Canadian Stock Market pp. 603-14 Downloads
Philippe Jorion and Eduardo Schwartz
Integration vs. Segmentation in the Canadian Stock Market: Discussion pp. 614-16 Downloads
Bodurtha, James N,
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates pp. 617-30 Downloads
Stephen Brown and Philip Dybvig
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates: Discussion pp. 630-32 Downloads
Wayne E Ferson
Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects pp. 633-43 Downloads
W K H Fung and Andrew Rudd
Pricing New Corporate Bond Issues: An Analysis of Issue Cost and Seasoning Effects: Discussion pp. 643-44 Downloads
Taggart, Robert A,
An Economic Analysis of Interest Rate Swaps pp. 645-55 Downloads
James Bicksler and Andrew H Chen
Inflation, Uncertainty, and Investment pp. 657-68 Downloads
Carliss Y Baldwin and Richard S Ruback
Inflation, Uncertainty, and Investment: Discussion pp. 668-69 Downloads
Alan Auerbach
Returns and Risks of U.S. Bank Foreign Currency Activities pp. 671-82 Downloads
Theoharry Grammatikos, Anthony Saunders and Itzhak Swary
Returns and Risks of U.S. Bank Foreign Currency Activities: Discussion pp. 682-83 Downloads
James A Brickley
The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects pp. 685-96 Downloads
April Klein
The Timing and Substance of Divestiture Announcements: Individual, Simultaneous and Cumulative Effects: Discussion pp. 696-97 Downloads
Gailen L Hite
Discrete Expectational Data and Portfolio Performance pp. 699-713 Downloads
Edwin J Elton, Martin J Gruber and Seth Grossman
Discrete Expectational Data and Portfolio Performance: Discussion pp. 713-14 Downloads
Dennis E Logue
On Timing and Selectivity pp. 715-30 Downloads
Admati, Anat R, et al
On Timing and Selectivity: Discussion pp. 730-32 Downloads
Robert E Verrecchia
Optimal Portfolio Choice under Incomplete Information pp. 733-46 Downloads
Gerard Gennotte
Optimal Portfolio Choice under Incomplete Information: Discussion pp. 747-49 Downloads
David Feldman
Tax Clienteles and Asset Pricing pp. 751-62 Downloads
Philip Dybvig and Stephen Ross
Tax Clienteles and Asset Pricing: Discussion pp. 762-63 Downloads
Joseph Williams

Volume 41, issue 2, 1986

Benchmark Portfolio Inefficiency and Deviations from the Security Market Line pp. 295-312 Downloads
Richard Green
International Arbitrage Pricing Theory: An Empirical Investigation pp. 313-29 Downloads
D Chinhyung Cho, Cheol S Eun and Lemma W Senbet
On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension pp. 331-37 Downloads
Jay Shanken
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return pp. 339-46 Downloads
Shmuel Kandel
On the Number of Factors in the Arbitrage Pricing Model pp. 347-68 Downloads
Charles Trzcinka
Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy pp. 369-82 Downloads
Michael U Dothan and David Feldman
Asset Pricing in a Production Economy with Incomplete Information pp. 383-91 Downloads
Jerome B Detemple
The Pricing of Interest-Rate Risk: Evidence from the Stock Market pp. 393-410 Downloads
Richard J Sweeney and Arthur D Warga
Options, Taxes, and Ex-Dividend Day Behavior pp. 411-24 Downloads
Costas P Kaplanis
Loan Commitment Contracts, Terms of Lending, and Credit Allocation pp. 425-35 Downloads
Arie Melnik and Steven Plaut
Deposit Insurance and the Discount Window: Pricing under Asymmetric Information pp. 437-50 Downloads
George Kanatas
Shelf Registrations and Shareholder Wealth: A Comparison of Shelf and Traditional Equity Offerings pp. 451-63 Downloads
Norman H Moore, David R Peterson and Pamela P Peterson
A Model of Dynamic Takeover Behavior pp. 465-80 Downloads
Ronald M Giammarino and Robert L Heinkel
Price Movements as Indicators of Tender Offer Success pp. 481-99 Downloads
William Samuelson and Leonard Rosenthal
Moral Hazard and Adverse Selection: The Question of Financial Structure pp. 501-13 Downloads
Masako N Darrough and Neal M Stoughton
A Discrete Time Option Model Dependent on Expected Return: A Note pp. 515-20 Downloads
Thomas J O'Brien

Volume 41, issue 1, 1986

Rights versus Underwritten Offerings: An Asymmetric Information Approach pp. 1-18 Downloads
Robert L Heinkel and Eduardo S Schwartz
Asymmetric Information and Risky Debt Maturity Choice pp. 19-37 Downloads
Mark Flannery
Informational Efficiency and Information Subsets pp. 39-52 Downloads
Mark Latham
The Effects of Different Taxes on Risky and Risk-free Investment and on the Cost of Capital pp. 53-66 Downloads
Yu Zhu and Irwin Friend
A Utility-based Model of Common Stock Price Movements pp. 67-92 Downloads
Robert H Litzenberger and Ehud I Ronn
Stock Price Movements in Response to Stock Issues under Asymmetric Information pp. 93-105 Downloads
William S Krasker
Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets pp. 107-25 Downloads
Robert Jennings and Laura Starks
Valuation of American Futures Options: Theory and Empirical Tests pp. 127-50 Downloads
Robert E Whaley
Efficiency Tests of the Foreign Currency Options Market pp. 151-62 Downloads
Bodurtha, James N, and Georges R Courtadon
Beating the Foreign Exchange Market pp. 163-82 Downloads
Richard J Sweeney
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates pp. 183-93 Downloads
John Campbell
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market pp. 195-207 Downloads
Alex Kane and Alan Marcus
Asset Pricing and Expected Inflation pp. 209-23 Downloads
René Stulz
Excess Asset Reversions and Shareholder Wealth pp. 225-41 Downloads
Michael J Alderson and K C Chen
LaPlace Transforms as Present Value Rules: A Note pp. 243-47 Downloads
Stephen A Buser
Some Aspects of Equilibrium for a Cross-section of Firms Signalling Profitability with Dividends: A Note pp. 249-53 Downloads
Anil K Makhija and Howard E Thompson
The Effect of Three Mile Island on Utility Bond Risk Premia: A Note pp. 255-61 Downloads
W Brian Barrett, Andrea J Heuson and Robert W Kolb
A Note on the Welfare Consequences of New Option Markets pp. 263-67 Downloads
Barry Schachter
Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note pp. 269-76 Downloads
Jay Shanken
Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note pp. 277-86 Downloads
Thomas McInish and Robert A Wood
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