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Journal of Finance

1946 - 2019

From American Finance Association
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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