Economics at your fingertips  

Journal of Finance

1946 - 2019

From American Finance Association
Contact information at EDIRC.

Bibliographic data for series maintained by Wiley Content Delivery ().

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 34, issue 5, 1979

Two-State Option Pricing pp. 1093-1110 Downloads
Rendleman, Richard J, and Brit J Bartter
Path Dependent Options: "Buy at the Low, Sell at the High" pp. 1111-27 Downloads
M Barry Goldman, Howard B Sosin and Mary Ann Gatto
Currency Options Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings pp. 1129-39 Downloads
George M Feiger and Bertrand Jacquillat
Put-Call Parity and Market Efficiency pp. 1141-55 Downloads
Robert C Klemkosky and Bruce G Resnick
A Proposal for Indexes for Traded Call Options pp. 1157-72 Downloads
Dan Galai
An Empirical Examination of the Black-Scholes Call Option Pricing Model pp. 1173-86 Downloads
James D MacBeth and Larry J Merville
The Efficacy of Trading Suspensions: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information pp. 1187-1200 Downloads
Lawrence Kryzanowski
Heteroscedasticity, R2 and Thin Trading on the Toronto Stock Exchange pp. 1201-10 Downloads
David J Fowler, C Harvey Rorke and Vijay M Jog
Utility Bond Rates and Tax Normalization pp. 1211-20 Downloads
Ernst R Berndt, Karen Chant Sharp and G Campbell Watkins
Mean-Variance Efficient Sets and Expected Utility pp. 1221-29 Downloads
Jack Meyer
Evaluating and Comparing Projects: Simple Detection of False Alarms pp. 1231-42 Downloads
John W Pratt and Hammond, John S,
Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination pp. 1243-50 Downloads
Frank Fabozzi and Jack C Francis
A Note on Capital Budgeting Techniques and the Reinvestment Rate pp. 1251-54 Downloads
Richard L Meyer
A Note on the Impact of FHLB Advances on the Cost and Availability of Funds at S&Ls pp. 1255-61 Downloads
John A Halloran
A Note on Information in the Loan Evaluation Process pp. 1263-69 Downloads
Bryan Stanhouse and Larry Sherman
Time-Variance Relationship: Evidence on Correlation in Common Stock Returns: Comment pp. 1271-72 Downloads
Meir I Schneller
On Time-Variance Analysis: Reply pp. 1273-75 Downloads
Robert A Schwartz and David K Whitcomb

Volume 34, issue 4, 1979

Tax Differentials and Callable Bonds pp. 825-38 Downloads
W M Boyce and A J Kalotay
Equity Rights Issues and the Efficiency of the UK Stock Market pp. 839-62 Downloads
Paul Marsh
The Impact of Underwriting Method and Bidder Competition upon Corporate Bond Interest Cost pp. 863-70 Downloads
Eric H Sorensen
The Search for Information by Underwriters and Its Impact on Municipal Interest Cost pp. 871-85 Downloads
Earl Benson
Sinking Funds and the Cost of Corporate Debt pp. 887-93 Downloads
Edward A Dyl and Michael D Joehnk
The Efficiency of the Treasury Bill Futures Market pp. 895-914 Downloads
Rendleman, Richard J, and Christopher E Carabini
The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model pp. 915-29 Downloads
Menachem Brenner
Debt Capacity pp. 931-40 Downloads
Stuart M Turnbull
Inflationary Effects in the Capital Investment Process: An Empirical Examination pp. 941-50 Downloads
Moon K Kim
Corporate Debt and Corporate Taxes pp. 951-56 Downloads
Bierman, Harold, and Oldfield, George S,
A Proof of the Existence of "Consensus Beliefs." pp. 957-63 Downloads
Robert E Verrecchia
Interest Rate Expectations versus Forward Rates: Evidence from an Expectations Survey pp. 965-73 Downloads
Benjamin M Friedman
Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates? pp. 975-86 Downloads
J Walter Elliott and Jerome R Baier
Changes in Federal Reserve Membership: A Risk-Return Profitability Analysis pp. 987-97 Downloads
Louis J D'Antonio and Ronald W Melicher
Graduated Reserve Requirements and Monetary Control pp. 999-1012 Downloads
Dennis E Farley and Thomas D Simpson
Underutilization of Forward Markets or Rational Behavior? pp. 1013-17 Downloads
Maurice Levi
Interest Rates as Predictors of Inflation in a High-Inflation Semi-Industrialized Economy pp. 1019-25 Downloads
Leonardo Leiderman
Risk and Return pp. 1027-30 Downloads
Gehr, Adam K,
The Stable Paretian Distribution, Subordinated Stochastic Processes, and Asymptotic Lognormality: An Empirical Investigation pp. 1031-39 Downloads
David E Upton and Donald S Shannon
Simple Rules for Optimal Portfolio Selection in Stable Paretian Markets pp. 1041-47 Downloads
Vijay S Bawa, Edwin J Elton and Martin J Gruber
Discount Points and Housing Prices: Comment pp. 1049-54 Downloads
Peter F Colwell, Karl L Guntermann and C F Sirmans
Discount Points and Housing Prices: A Reply pp. 1055-60 Downloads
William B Brueggeman and Robert H Zerbst
Some Observations on Risk-Adjusted Discount Rates: A Comment pp. 1061-63 Downloads
Stephen E Celec and Richard H Pettway
Reply to Pettway and Celec [Some Observations on Risk-Adjusted Discount Rates] pp. 1065-66 Downloads
Wilbur G Lewellen

Volume 34, issue 3, 1979

Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk pp. 577-93 Downloads
Kenneth Garbade and William L Silber
Market Prices vs. Equilibrium Prices: Returns' Variance, Serial Correlation, and the Role of the Specialist pp. 595-607 Downloads
M Barry Goldman and Avraham Beja
Endogenous Marginal Income Tax Rates, Investor Behavior and the Capital Asset Pricing Model pp. 609-16 Downloads
Ronald F Singer
The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables pp. 617-30 Downloads
Robert G Bowman
Determinants of Financial Structure: A New Methodological Approach pp. 631-44 Downloads
Michael G Ferri and Wesley H Jones
Testing for a Flat Spectrum on Efficient Market Price Data pp. 645-58 Downloads
Peter D Praetz
Market Responses to Federal Reserve Changes in the Initial Margin Requirement pp. 659-74 Downloads
R Corwin Grube, O Maurice Joy and Don B Panton
A Bayesian Analysis of Project Selection and of Post Audit Evaluations pp. 675-88 Downloads
Seymour Smidt
Credit Rationing in the Commercial Loan Market: Estimates of a Structural Model under Conditions of Disequilibrium pp. 689-702 Downloads
Sealey, C W,
The Ratio of Currency to Demand Deposits in the United States pp. 703-15 Downloads
Gillian Garcia and Simon Pak
Standardized Unexpected Earnings--1971-77 pp. 717-24 Downloads
Henry A Latane and Charles P Jones
Comparative Costs of Competitive and Negotiated Underwritings in the State and Local Bond Market pp. 725-31 Downloads
Michael D Joehnk and David S Kidwell
Interest Rates and Inflationary Expectations: Tests for Structural Change, 1952-1976 pp. 733-41 Downloads
Alexander B Holmes and Myron L Kwast
The Relationship between Stock Market Returns and Rates of Inflation pp. 743-49 Downloads
Michael Firth
The Risk Structure of Interest Rates and the Penn-Central Crisis pp. 751-60 Downloads
David S Kidwell and Charles Trzcinka
An Analysis of the Forecast Error Impact of Alternative Beta Adjustment Techniques and Risk Classes pp. 761-76 Downloads
Eubank, Arthur A, and J Kenton Zumwalt
Aspects of the Production of Significant Financial Research pp. 777-86 Downloads
Louis H Ederington
Foreign Exchange Market Efficiency under Flexible Exchange Rates: Comment pp. 787-89 Downloads
Marc A Miles and D Sykes Wilford
Foreign Exchange Market Efficiency under Flexible Exchange Rates: Reply pp. 791-93 Downloads
John Burt, Fred R Kaen and G Geoffrey Booth
The Effect of Bond Refunding on Shareholder Wealth: Comment pp. 795-99 Downloads
Gene Laber
The Effect of Bond Refunding on Shareholder Wealth: Comment pp. 801-04 Downloads
Miles Livingston
The Effect of Bond Refunding on Shareholder Wealth: Reply pp. 805-09 Downloads
Jess B Yawitz and James A Anderson

Volume 34, issue 2, 1979

The Capital Formation Problem in the United States pp. 291-306 Downloads
Burton G Malkiel
The Tax Effects of Investment in Marketable Securities on Firm Valuation pp. 307-24 Downloads
Scott, James H,
General Equilibrium with Financial Markets: Existence, Uniqueness, and Implications for Corporate Finance pp. 325-39 Downloads
Simon Benninga
Financial Markets and Business Finance: Discussion pp. 339-42 Downloads
Rex Thompson
Financial Markets and Business Finance: Discussion pp. 342-45 Downloads
Sudipto Bhattacharya
Financial Theory and Taxation in an Inflationary World: Some Public Policy Issues pp. 347-69 Downloads
Robert S Hamada
Theories of Corporate Debt Policy: A Synthesis pp. 371-84 Downloads
Andrew H Chen and E Han Kim
State-of-the-Art Studies in Financial Theory: Discussion pp. 385-86 Downloads
Long, John B,
State-of-the-Art Studies in Financial Theory: Discussion pp. 386-87 Downloads
Eduardo S Schwartz
An Immunization Strategy Is a Minimax Strategy pp. 389-99 Downloads
G O Bierwag and Chulsoon Khang
On Contingent Claims That Insure Ex-post Optimal Stock Market Timing pp. 401-13 Downloads
M Barry Goldman, Howard B Sosin and Lawrence A Shepp
Capital Market Theory: Discussion pp. 413-14 Downloads
Simon Benninga
Foreign Exchange Rate Forecasting Techniques: Implications for Business and Policy pp. 415-27 Downloads
Stephen H Goodman
Nonparametric Estimates of LDC Repayment Prospects pp. 429-36 Downloads
Charles Fisk and Frank Rimlinger
New Techniques for Assessing International Risk: Discussion pp. 436-38 Downloads
Robert Z Aliber
Macroinformation and the Variability of Stock Market Prices pp. 439-50 Downloads
Castanias, Richard P,
Specification Tests for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research pp. 451-65 Downloads
Stanley J Kon and W Patrick Lau
Empirical Research on Capital Markets: Discussion pp. 465-69 Downloads
Bruce D Fielitz
Empirical Research on Capital Markets: Discussion pp. 470-72 Downloads
R Richardson Pettit
Burnsian Monetary Policy: Eight Years of Progress? pp. 473-84 Downloads
William Poole
The Political Economy of Arthur Burns pp. 485-96 Downloads
James L Pierce
Monetary Policy: Assessing the Burns Years: Discussion pp. 496-98 Downloads
Jerry L Jordan
Monetary Policy: Assessing the Burns Years: Discussion pp. 498-501 Downloads
Raymond E Lombra
Monetary Policy: Assessing the Burns Years: Discussion pp. 501-04 Downloads
Thomas Mayer
Anti-Diversification or Optimal Programmes for Infrequently Revised Portfolios pp. 505-16 Downloads
M Barry Goldman
Dynamics of Borrower-Lender Interaction: Partitioning Final Payoff in Venture Capital Finance pp. 517-29 Downloads
Ian A Cooper and Willard T Carleton
Multiperiod Financial Models: Discussion pp. 529-31 Downloads
Stephen A Buser
Multiperiod Financial Models: Discussion pp. 531-33 Downloads
Jonathan Ingersoll
"q" and the Theory of Investment pp. 535-47 Downloads
Gary Fromm and John Ciccolo
Expectations, Tobin's q, and Industry Investment pp. 549-61 Downloads
Burton G Malkiel, George von Furstenberg and Harry S Watson
The Channels of Influence of Tobin-Brainards "q" on Investment: Discussion pp. 561-64 Downloads
Walter J Reinhart

Volume 34, issue 1, 1979

The Simultaneity of Bank Decision-making, Market Structure, and Bank Performance pp. 1-18 Downloads
Duane B Graddy and Kyle, Reuben,
Portfolio Diversification at Commercial Banks pp. 19-34 Downloads
Edward Kane and Stephen A Buser
Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest pp. 35-52 Downloads
Maurice Levi and John Makin
The Pricing of Contingent Claims in Discrete Time Models pp. 53-68 Downloads
Michael Brennan
The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty pp. 69-83 Downloads
Frederick L A Grauer and Robert H Litzenberger
Investment, Market Structure, and the Cost of Capital pp. 85-92 Downloads
Varouj Aivazian and Jeffrey L Callen
Real and Nominal Efficient Sets pp. 93-102 Downloads
Steven Manaster
The Relationship between Equity Indices on World Exchanges pp. 103-14 Downloads
Jimmy E Hilliard
Liquidity Changes Following Stock Splits pp. 115-41 Downloads
Thomas E Copeland
Market Timing Strategies in Convertible Debt Financing pp. 143-55 Downloads
Gordon Alexander, Roger D Stover and David B Kuhnau
The Hedging Performance of the New Futures Markets pp. 157-70 Downloads
Louis H Ederington
Marketplace Fragmentation, Competition, and the Efficiency of the Stock Exchange pp. 171-87 Downloads
James L Hamilton
Bond Taxation and the Shape of the Yield-to-Maturity Curve pp. 189-96 Downloads
Miles B Livingston
Some Additional Evidence on Survival Biases pp. 197-206 Downloads
Ray Ball and Ross Watts
Investment Policy, Optimality, and the Mean-Variance Model: Review Article pp. 207-32 Downloads
David P Baron
Portfolio Selection in a "Winner-Take-All" Environment pp. 233-36 Downloads
Paul D Berger and Zvi Bodie
The Recognition Lag of the Federal Advisory Council pp. 237-40 Downloads
Selby, Edward B,
A Note on the Issuance of Long-Term Pure Discount Bonds pp. 241-46 Downloads
Miles Livingston
Bankruptcy, Secured Debt, and Optimal Capital Structure: Comment pp. 247-51 Downloads
Smith, Clifford W, and Jerold B Warner
Bankruptcy, Secured Debt, and Optimal Capital Structure: Reply pp. 253-60 Downloads
Scott, James H,
Beta Regression Tendencies: Statistical and Real Causes pp. 261-63 Downloads
Pieter T Elgers, James R Haltiner and William H Hawthorne
Betas and Their Regression Tendencies: Some Further Evidence pp. 265-67 Downloads
Marshall E Blume
Page updated 2019-12-13