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Journal of Finance

1946 - 2019

From American Finance Association
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Volume 38, issue 5, 1983

Fixed versus Variable Rate Loans pp. 1363-80 Downloads
Anthony M Santomero
On the Distributional Conditions for a Consumption-Oriented Three Moment CAPM pp. 1381-91 Downloads
Alan Kraus and Robert Litzenberger
Some Empirical Tests of the Theory of Arbitrage Pricing pp. 1393-1414 Downloads
Nai-fu Chen
Bond Systematic Risk and the Option Pricing Model pp. 1415-29 Downloads
Mark I Weinstein
Spot and Futures Prices and the Law of One Price pp. 1431-55 Downloads
Aris Protopapadakis and Hans Stoll
Information Effects on the Bid-Ask Spread pp. 1457-69 Downloads
Thomas E Copeland and Dan Galai
Deviations from Purchasing Power Parity in the Long Run pp. 1471-87 Downloads
Michael Adler and Bruce Lehmann
Agency, Delayed Compensation, and the Structure of Executive Remuneration pp. 1489-1505 Downloads
Jonathan Eaton and Harvey Rosen
Screening, Market Signalling, and Capital Structure Theory pp. 1507-18 Downloads
Wayne L Lee, Anjan Thakor and Gautam Vora
The Effects of Inflation and Taxes on Growth Investments and Replacement Policies pp. 1519-28 Downloads
Menachem Brenner and Itzhak Venezia
Taxation of Interest Income, Deregulation and the Banking Industry pp. 1529-42 Downloads
Carl Walsh
On the Positive Role of Financial Intermediation in Allocation of Venture Capital in a Market with Imperfect Information pp. 1543-68 Downloads
Yuk-Shee Chan
The Determinants of Default on Insured Conventional Residential Mortgage Loans pp. 1569-81 Downloads
Tim S Campbell and J Kimball Dietrich
A Model of the Commercial Loan Rate pp. 1583-96 Downloads
Myron B Slovin and Marie Elizabeth Sushka
The Effect of Voluntary Spin-Off Announcements on Shareholder Wealth pp. 1597-1606 Downloads
James A Miles and James D Rosenfeld
Dividend Changes and Security Prices pp. 1607-15 Downloads
J Randall Woolridge
Bankruptcy Risk and Optimal Capital Structure pp. 1617-35 Downloads
Richard Castanias
The Market Model and Capital Asset Pricing Theory: A Note pp. 1637-42 Downloads
R C Stapleton and M G Subrahmanyam
Government Security Dealers' Positions, Information and Interest-Rate Expectations: A Note pp. 1643-49 Downloads
James C Van Horne and Hal B Heaton
Regulation and the Determination of Bank Capital Changes: A Note [Regulatory Influence on Bank Capital Investment] [Capital Investment in Commercial Banking and Its Relation to Portfolio Regulation] pp. 1651-58 Downloads
J Kimball Dietrich and Christopher James
An Examination of the Empirical Relationship between the Dividend and Investment Decisions: A Note pp. 1659-67 Downloads
Michael Smirlock and William Marshall
The Canadian Tax Reform and Its Effect on Stock Prices: A Note pp. 1669-75 Downloads
Amoako-Adu, Ben

Volume 38, issue 4, 1983

The Dynamics of Dealer Markets under Competition pp. 1053-74 Downloads
Thomas S Y Ho and Hans Stoll
The Relation between Common Stock Returns Trading Activity and Market Value pp. 1075-86 Downloads
Christopher M James and Robert O Edmister
Estimation Risk and Simple Rules for Optimal Portfolio Selection pp. 1087-93 Downloads
Son-Nan Chen and Stephen Brown
The Estimation of Quality-Adjusted Rates of Return in Stamp Auctions pp. 1095-110 Downloads
William M Taylor
The Postwar Stability of the Fisher Effect pp. 1111-24 Downloads
Joe Peek and James A Wilcox
Evidence of Financial Leverage Clienteles pp. 1125-32 Downloads
Harris, John M,, Rodney L Roenfeldt and Philip L Cooley
A Theoretical Model for Valuing Preferred Stock pp. 1133-55 Downloads
David Emanuel
Tax Reform and Ex-Dividend Day Behavior pp. 1157-79 Downloads
Josef Lakonishok and Theo Vermaelen
The Predictive Content of Earnings Forecasts and Dividends pp. 1181-99 Downloads
Stephen H Penman
Risk Aversion Revisited pp. 1201-16 Downloads
Roger A Morin and Antonio Fernandez Suarez
The Bank Capital Decision: A Time Series-Cross Section Analysis pp. 1217-32 Downloads
Alan Marcus
The Effect of Government Regulations on Personal Loan Markets: A Tobit Estimation of a Microeconomic Model pp. 1233-51 Downloads
Barth, James R, et al
Motivating Management to Reveal Inside Information pp. 1253-69 Downloads
Brett Trueman
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note pp. 1271-77 Downloads
Robert Geske, Richard Roll and Kuldeep Shastri
The Effect of Risk on the Firm's Optimal Capital Stock: A Note pp. 1279-84 Downloads
Kevin J Maloney, William J Marshall and Jess B Yawitz
The Effect of Three Mile Island on Electric Utility Stock Prices: A Note pp. 1285-92 Downloads
Joanne Hill and Thomas Schneeweis
The Pricing of When-Issued Common Stock: A Note pp. 1293-98 Downloads
Dosoung Choi and Robert A Strong
Usury Laws and Consumer Credit: A Note pp. 1299-1304 Downloads
Richard L Peterson
Money Market Funds, Money Supply, and Monetary Control: A Note pp. 1305-10 Downloads
Carl M Hubbard
The Pricing of Corporate Debt: A Further Note pp. 1311-13 Downloads
C G C Pitts and M J P Selby
Bank Forward Lending: A Note pp. 1315-22 Downloads
Joan E Ricart I Costa and Stuart I Greenbaum
The Reaction of Stock Prices to Unanticipated Changes in Money: A Note pp. 1323-33 Downloads
Douglas Pearce and V Vance Roley
Flotation Cost Allowance in Rate of Return Regulation: Comment pp. 1335-38 Downloads
Cleveland S Patterson
Flotation Cost Allowance in Rate of Return Regulation: A Reply pp. 1339-41 Downloads
Enrique R Arzac and Matityahu Marcus

Volume 38, issue 3, 1983

Stock Market Returns and Inflation Forecasts pp. 663-73 Downloads
N Bulent Gultekin
Taxes and the Pricing of Stock Index Futures pp. 675-94 Downloads
Bradford Cornell and Kenneth French
Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency pp. 695-710 Downloads
Stephen Figlewski and Thomas Urich
A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm pp. 711-43 Downloads
Stephen Brown and Mark I Weinstein
On the Class of Elliptical Distributions and Their Applications to the Theory of Portfolio Choice pp. 745-52 Downloads
Joel Owen and Ramon Rabinovitch
The Stability of UK Risk Measures and the Problem of Thin Trading pp. 753-83 Downloads
Elroy Dimson and P R Marsh
The Irrelevance of Capital Structure for the Impact of Inflation on Investment pp. 785-94 Downloads
Shalom J Hochman and Oded Palmon
The Allocation of Capital between Residential and Nonresidential Uses: Taxes, Inflation and Capital Market Constraints pp. 795-812 Downloads
Patric Hendershott and Sheng Cheng Hu
An Empirical Analysis of the Role of the Medium of Exchange in Mergers pp. 813-26 Downloads
Carleton, Willard T, et al
Controlling Monetary Aggregates: The Discount Window pp. 827-43 Downloads
Anthony M Santomero
The Carry-Forward Provision and Management of Bank Reserves pp. 845-55 Downloads
Richard M Friedman and William W Roberts
Valuation, Capital Structure, and Shareholder Unanimity for Depository Financial Intermediaries pp. 857-71 Downloads
Sealey, C W,
Lending Policies of Financial Intermediaries Facing Credit and Funding Risk pp. 873-86 Downloads
Sudhakar D Deshmukh, Stuart I Greenbaum and George Kanatas
Economies of Scale and Economies of Scope in Multiproduct Financial Institutions: A Study of British Columbia Credit Unions pp. 887-902 Downloads
John D Murray and Robert W White
Consensus Beliefs Equilibrium and Market Efficiency pp. 903-11 Downloads
David Easley and Robert Jarrow
Optimality of the Disclosure of Private Information in a Production-Exchange Economy pp. 913-24 Downloads
Brett Trueman
International Portfolio Choice and Corporation Finance: A Synthesis pp. 925-84 Downloads
Michael Adler and Bernard Dumas
Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note pp. 985-88 Downloads
Nai-fu Chen and Ingersoll, Jonathan E,
The Cost of Liquidity Services in Listed Options: A Note pp. 989-95 Downloads
Jerome B Baesel, George Shows and Edward Thorp
The Information Content of Municipal Bond Rating Changes: A Note pp. 997-1003 Downloads
Robert W Ingram, Leroy D Brooks and Ronald M Copeland
Beta Nonstationarity and the Use of the Chen and Lee Estimator: A Note pp. 1005-09 Downloads
Bill McDonald
Money Market Mutual Funds: An Experiment in Ad Hoc Deregulation: A Note pp. 1011-17 Downloads
Kenneth T Rosen and Lawrence Katz
The Effect of Common-Stock Dividend Reductions on the Returns of Nonconvertible Preferred Stocks: A Note pp. 1019-24 Downloads
James Rosenfeld
The Effect of Bank Deregulation on Small Business: A Note pp. 1025-31 Downloads
Peter L Struck and Lewis Mandell
Stochastic Choice in Insurance and Risk Sharing: A Comment pp. 1033-35 Downloads
Yoram Kroll
Stochastic Choice in Insurance and Risk Sharing: A Reply pp. 1037-38 Downloads
Neil A Doherty
Yield Approximations: A Historical Perspective: A Correction pp. 1039
Richard P Brief
Debt, Dividend Policy, Taxes, Inflation, and Market Valuation: Erratum pp. 1041-42 Downloads
Franco Modigliani

Volume 38, issue 2, 1983

Nonnegative or Not Nonnegative: A Question about CAPMs pp. 283-95 Downloads
Harry Markowitz
Corporate Acquisitions: A Theory of Special Cases? A Review of Event Studies Applied to Acquisitions pp. 297-317 Downloads
Paul Halpern
The Cities Service Takeover: A Case Study pp. 319-30 Downloads
Richard S Ruback
Tender Offers and Management Resistance pp. 331-43 Downloads
David P Baron
A Generalized Cash Flow Approach to Short-Term Financial Decisions pp. 349-60 Downloads
William L Sartoris and Ned C Hill
What Lockbox and Disbursement Models Really Do pp. 361-71 Downloads
Steven F Maier and James H Vander Weide
The Design of a Company's Banking System pp. 373-85 Downloads
Bernell K Stone
Asymmetry of Information, Regulatory Lags and Optimal Incentive Contracts: Theory and Evidence pp. 391-404 Downloads
Kose John and Anthony Saunders
Regulation, Regulatory Lag, and the Use of Futures Markets pp. 405-18 Downloads
Robert W Kolb, Roger A Morin and Gerald D Gay
Inflation Risk and Regulatory Lag pp. 419-31 Downloads
Willard T Carleton, Donald R Chambers and Josef Lakonishok
External Currency Market Equilibrium and Its Implications for Regulation of the Eurocurrency Market pp. 435-47 Downloads
Dennis E Logue and Lemma W Senbet
International Arbitrage Pricing Theory pp. 449-57 Downloads
Bruno Solnik
On the Determinants of Net Foreign Investment pp. 459-68 Downloads
René Stulz
Bankruptcy Costs and the New Bankruptcy Code pp. 477-88 Downloads
Michelle J White
The Behavior of the Common Stock of Bankrupt Firms pp. 489-504 Downloads
Truman A Clark and Mark I Weinstein
The Resolution of Claims in Financial Distress: The Case of Massey Ferguson pp. 505-16 Downloads
Carliss Y Baldwin and Scott P Mason
The Arbitrage Pricing Model and Returns on Assets under Uncertain Inflation pp. 525-37 Downloads
Edwin Elton, Martin Gruber and Joel Rentzler
Tests of the Fisher Hypothesis with International Data: Theory and Evidence pp. 539-51 Downloads
Alex Kane, Leonard Rosenthal and Greta Ljung
The Impact of Real Factors and Inflation on the Performance of the U.S. Stock Market from 1960 to 1980 pp. 553-63 Downloads
Myron J Gordon
The Interaction of Financing and Investment Decisions When the Firm Has Unused Tax Credits pp. 571-83 Downloads
Ian Cooper and Julian R Franks
A General Equilibrium Simulation Study of Subsidies to Municipal Expenditures pp. 585-94 Downloads
Roger Gordon and Joel Slemrod
Valuation of Safe Harbor Tax Benefit Transfer Leases pp. 595-606 Downloads
Frank Fabozzi and Uzi Yaari
An Empirical Analysis of the Pricing of Mortgage-Backed Securities pp. 612-23
Kenneth B Dunn and Kenneth Singleton
Relative Risk in Municipal and Corporate Debt pp. 625-34 Downloads
Jeffrey L Skelton
Stochastic Processes for Interest Rates and Equilibrium Bond Prices pp. 635-46 Downloads
Terry A Marsh and Eric R Rosenfeld

Volume 38, issue 1, 1983

The Fiscal and Monetary Linkage between Stock Returns and Inflation pp. 1-33 Downloads
Robert Geske and Richard Roll
The Relation between Stock Prices and Inflationary Expectations: The International Evidence pp. 35-48 Downloads
Bruno Solnik
Stock Market Returns and Inflation: Evidence from Other Countries pp. 49-65 Downloads
N Bulent Gultekin
Taxes and the Fisher Effect: A Clarifying Analysis pp. 67-77 Downloads
James A Miles
Economic Evaluation of Voting Power of Common Stock pp. 79-93 Downloads
Haim Levy
Estimating the Tax Advantage of Corporate Debt pp. 95-105 Downloads
Joseph Cordes and Steven Sheffrin
The Impact of Capital Structure Change on Firm Value: Some Estimates pp. 107-26 Downloads
Ronald Masulis
A Dynamic Theory of the Banking Firm pp. 127-40 Downloads
Maureen O'Hara
Interest Rate Uncertainty and the Financial Intermediary's Choice of Exposure pp. 141-47 Downloads
Sudhakar D Deshmukh, Stuart I Greenbaum and George Kanatas
A Capital Budgeting Analysis of Life Insurance Costs in the United States: 1950-1979 pp. 149-70 Downloads
David Babbel and Kim B Staking
Year-End Tax-Induced Sales and Stock Market Seasonality pp. 171-85 Downloads
Dan Givoly and Arie Ovadia
Stock Prices and Financial Analysts' Recommendations pp. 187-204 Downloads
James H Bjerring, Josef Lakonishok and Theo Vermaelen
Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates pp. 205-12 Downloads
Mahadevan Sundaresan
Displaced Diffusion Option Pricing pp. 213-17 Downloads
Mark Rubinstein
The Optimal Pricing Policy of a Monopolistic Marketmaker in the Equity Market pp. 218-31 Downloads
Eckart Mildenstein and Harold J Schleef
J. M. Keynes's Investment Performance: A Note pp. 232-35 Downloads
Jess H Chua and Richard S Woodward
A Bayesian Approach to the Optimal Growth Period Problem: A Note pp. 237-46 Downloads
Itzhak Venezia
Ex-Date Stock Price Adjustment to Stock Dividends: A Note pp. 247-55 Downloads
J Randall Woolridge
Testing an Aggressive Investment Strategy Using Value Line Ranks: A Comment pp. 257
N A Gregory
Testing an Aggressive Investment Strategy Using Value Line Ranks: A Comment pp. 259-62 Downloads
Mark Hanna
Testing an Aggressive Investment Strategy Using Value Line Ranks: A Reply pp. 263-70 Downloads
Clark Holloway
Page updated 2019-12-06