Journal of Finance

1946 - 2025

From American Finance Association
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Volume 38, issue 5, 1983

Fixed versus Variable Rate Loans pp. 1363-80

Anthony M Santomero

On the Distributional Conditions for a Consumption-Oriented Three Moment CAPM pp. 1381-91

Alan Kraus and Robert Litzenberger

Some Empirical Tests of the Theory of Arbitrage Pricing pp. 1393-1414

Nai-fu Chen

Bond Systematic Risk and the Option Pricing Model pp. 1415-29

Mark I Weinstein

Spot and Futures Prices and the Law of One Price pp. 1431-55

Aris Protopapadakis and Hans Stoll

Information Effects on the Bid-Ask Spread pp. 1457-69

Thomas E Copeland and Dan Galai

Deviations from Purchasing Power Parity in the Long Run pp. 1471-87

Michael Adler and Bruce Lehmann

Agency, Delayed Compensation, and the Structure of Executive Remuneration pp. 1489-1505

Jonathan Eaton and Harvey Rosen

Screening, Market Signalling, and Capital Structure Theory pp. 1507-18

Wayne L Lee, Anjan Thakor and Gautam Vora

The Effects of Inflation and Taxes on Growth Investments and Replacement Policies pp. 1519-28

Menachem Brenner and Itzhak Venezia

Taxation of Interest Income, Deregulation and the Banking Industry pp. 1529-42

Carl Walsh

On the Positive Role of Financial Intermediation in Allocation of Venture Capital in a Market with Imperfect Information pp. 1543-68

Yuk-Shee Chan

The Determinants of Default on Insured Conventional Residential Mortgage Loans pp. 1569-81

Tim S Campbell and J Kimball Dietrich

A Model of the Commercial Loan Rate pp. 1583-96

Myron B Slovin and Marie Elizabeth Sushka

The Effect of Voluntary Spin-Off Announcements on Shareholder Wealth pp. 1597-1606

James A Miles and James D Rosenfeld

Dividend Changes and Security Prices pp. 1607-15

J Randall Woolridge

Bankruptcy Risk and Optimal Capital Structure pp. 1617-35

Richard Castanias

The Market Model and Capital Asset Pricing Theory: A Note pp. 1637-42

R C Stapleton and M G Subrahmanyam

Government Security Dealers' Positions, Information and Interest-Rate Expectations: A Note pp. 1643-49

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

J Kimball Dietrich and Christopher James

An Examination of the Empirical Relationship between the Dividend and Investment Decisions: A Note pp. 1659-67

Michael Smirlock and William Marshall

The Canadian Tax Reform and Its Effect on Stock Prices: A Note pp. 1669-75

Ben Amoako-Adu

Volume 38, issue 4, 1983

The Dynamics of Dealer Markets under Competition pp. 1053-74

Thomas S Y Ho and Hans Stoll

The Relation between Common Stock Returns Trading Activity and Market Value pp. 1075-86

Christopher M James and Robert O Edmister

Estimation Risk and Simple Rules for Optimal Portfolio Selection pp. 1087-93

Son-Nan Chen and Stephen Brown

The Estimation of Quality-Adjusted Rates of Return in Stamp Auctions pp. 1095-110

William M Taylor

The Postwar Stability of the Fisher Effect pp. 1111-24

Joe Peek and James A Wilcox

Evidence of Financial Leverage Clienteles pp. 1125-32

Harris, John M,, Rodney L Roenfeldt and Philip L Cooley

A Theoretical Model for Valuing Preferred Stock pp. 1133-55

David Emanuel

Tax Reform and Ex-Dividend Day Behavior pp. 1157-79

Josef Lakonishok and Theo Vermaelen

The Predictive Content of Earnings Forecasts and Dividends pp. 1181-99

Stephen H Penman

Risk Aversion Revisited pp. 1201-16

Roger A Morin and Antonio Fernandez Suarez

The Bank Capital Decision: A Time Series-Cross Section Analysis pp. 1217-32

Alan Marcus

The Effect of Government Regulations on Personal Loan Markets: A Tobit Estimation of a Microeconomic Model pp. 1233-51

Barth, James R, et al

Motivating Management to Reveal Inside Information pp. 1253-69

Brett Trueman

Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note pp. 1271-77

Robert Geske, Richard Roll and Kuldeep Shastri

The Effect of Risk on the Firm's Optimal Capital Stock: A Note pp. 1279-84

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

Joanne Hill and Thomas Schneeweis

The Pricing of When-Issued Common Stock: A Note pp. 1293-98

Dosoung Choi and Robert A Strong

Usury Laws and Consumer Credit: A Note pp. 1299-1304

Richard L Peterson

Money Market Funds, Money Supply, and Monetary Control: A Note pp. 1305-10

Carl M Hubbard

The Pricing of Corporate Debt: A Further Note pp. 1311-13

C G C Pitts and M J P Selby

Bank Forward Lending: A Note pp. 1315-22

Joan E Ricart I Costa and Stuart I Greenbaum

The Reaction of Stock Prices to Unanticipated Changes in Money: A Note pp. 1323-33

Douglas Pearce and V Vance Roley

Flotation Cost Allowance in Rate of Return Regulation: Comment pp. 1335-38

Cleveland S Patterson

Flotation Cost Allowance in Rate of Return Regulation: A Reply pp. 1339-41

Enrique Arzac and Matityahu Marcus

Volume 38, issue 3, 1983

Stock Market Returns and Inflation Forecasts pp. 663-73

N Bulent Gultekin

Taxes and the Pricing of Stock Index Futures pp. 675-94

Bradford Cornell and Kenneth French

Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency pp. 695-710

Stephen Figlewski and Thomas Urich

A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm pp. 711-43

Stephen Brown and Mark I Weinstein

On the Class of Elliptical Distributions and Their Applications to the Theory of Portfolio Choice pp. 745-52

Joel Owen and Ramon Rabinovitch

The Stability of UK Risk Measures and the Problem of Thin Trading pp. 753-83

Elroy Dimson and P R Marsh

The Irrelevance of Capital Structure for the Impact of Inflation on Investment pp. 785-94

Shalom J Hochman and Oded Palmon

The Allocation of Capital between Residential and Nonresidential Uses: Taxes, Inflation and Capital Market Constraints pp. 795-812

Patric Hendershott and Sheng Cheng Hu

An Empirical Analysis of the Role of the Medium of Exchange in Mergers pp. 813-26

Carleton, Willard T, et al

Controlling Monetary Aggregates: The Discount Window pp. 827-43

Anthony M Santomero

The Carry-Forward Provision and Management of Bank Reserves pp. 845-55

Richard M Friedman and William W Roberts

Valuation, Capital Structure, and Shareholder Unanimity for Depository Financial Intermediaries pp. 857-71

Sealey, C W,

Lending Policies of Financial Intermediaries Facing Credit and Funding Risk pp. 873-86

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

John D Murray and Robert W White

Consensus Beliefs Equilibrium and Market Efficiency pp. 903-11

David Easley and Robert Jarrow

Optimality of the Disclosure of Private Information in a Production-Exchange Economy pp. 913-24

Brett Trueman

International Portfolio Choice and Corporation Finance: A Synthesis pp. 925-84

Michael Adler and Bernard Dumas

Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note pp. 985-88

Nai-fu Chen and Ingersoll, Jonathan E,

The Cost of Liquidity Services in Listed Options: A Note pp. 989-95

Jerome B Baesel, George Shows and Edward Thorp

The Information Content of Municipal Bond Rating Changes: A Note pp. 997-1003

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

Bill McDonald

Money Market Mutual Funds: An Experiment in Ad Hoc Deregulation: A Note pp. 1011-17

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

James Rosenfeld

The Effect of Bank Deregulation on Small Business: A Note pp. 1025-31

Peter L Struck and Lewis Mandell

Stochastic Choice in Insurance and Risk Sharing: A Comment pp. 1033-35

Yoram Kroll

Stochastic Choice in Insurance and Risk Sharing: A Reply pp. 1037-38

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

Franco Modigliani

Volume 38, issue 2, 1983

Nonnegative or Not Nonnegative: A Question about CAPMs pp. 283-95

Harry Markowitz

Corporate Acquisitions: A Theory of Special Cases? A Review of Event Studies Applied to Acquisitions pp. 297-317

Paul Halpern

The Cities Service Takeover: A Case Study pp. 319-30

Richard S Ruback

Tender Offers and Management Resistance pp. 331-43

David P Baron

A Generalized Cash Flow Approach to Short-Term Financial Decisions pp. 349-60

William L Sartoris and Ned C Hill

What Lockbox and Disbursement Models Really Do pp. 361-71

Steven F Maier and James H Vander Weide

The Design of a Company's Banking System pp. 373-85

Bernell K Stone

Asymmetry of Information, Regulatory Lags and Optimal Incentive Contracts: Theory and Evidence pp. 391-404

Kose John and Anthony Saunders

Regulation, Regulatory Lag, and the Use of Futures Markets pp. 405-18

Robert W Kolb, Roger A Morin and Gerald D Gay

Inflation Risk and Regulatory Lag pp. 419-31

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

Dennis E Logue and Lemma W Senbet

International Arbitrage Pricing Theory pp. 449-57

Bruno Solnik

On the Determinants of Net Foreign Investment pp. 459-68

René Stulz

Bankruptcy Costs and the New Bankruptcy Code pp. 477-88

Michelle J White

The Behavior of the Common Stock of Bankrupt Firms pp. 489-504

Truman A Clark and Mark I Weinstein

The Resolution of Claims in Financial Distress: The Case of Massey Ferguson pp. 505-16

Carliss Y Baldwin and Scott P Mason

The Arbitrage Pricing Model and Returns on Assets under Uncertain Inflation pp. 525-37

Edwin Elton, Martin Gruber and Joel Rentzler

Tests of the Fisher Hypothesis with International Data: Theory and Evidence pp. 539-51

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

Myron J Gordon

The Interaction of Financing and Investment Decisions When the Firm Has Unused Tax Credits pp. 571-83

Ian Cooper and Julian R Franks

A General Equilibrium Simulation Study of Subsidies to Municipal Expenditures pp. 585-94

Roger Gordon and Joel Slemrod

Valuation of Safe Harbor Tax Benefit Transfer Leases pp. 595-606

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

Jeffrey L Skelton

Stochastic Processes for Interest Rates and Equilibrium Bond Prices pp. 635-46

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

Robert Geske and Richard Roll

The Relation between Stock Prices and Inflationary Expectations: The International Evidence pp. 35-48

Bruno Solnik

Stock Market Returns and Inflation: Evidence from Other Countries pp. 49-65

N Bulent Gultekin

Taxes and the Fisher Effect: A Clarifying Analysis pp. 67-77

James A Miles

Economic Evaluation of Voting Power of Common Stock pp. 79-93

Haim Levy

Estimating the Tax Advantage of Corporate Debt pp. 95-105

Joseph Cordes and Steven Sheffrin

The Impact of Capital Structure Change on Firm Value: Some Estimates pp. 107-26

Ronald Masulis

A Dynamic Theory of the Banking Firm pp. 127-40

Maureen O'Hara

Interest Rate Uncertainty and the Financial Intermediary's Choice of Exposure pp. 141-47

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

David Babbel and Kim B Staking

Year-End Tax-Induced Sales and Stock Market Seasonality pp. 171-85

Dan Givoly and Arie Ovadia

Stock Prices and Financial Analysts' Recommendations pp. 187-204

James H Bjerring, Josef Lakonishok and Theo Vermaelen

Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates pp. 205-12

Mahadevan Sundaresan

Displaced Diffusion Option Pricing pp. 213-17

Mark Rubinstein

The Optimal Pricing Policy of a Monopolistic Marketmaker in the Equity Market pp. 218-31

Eckart Mildenstein and Harold J Schleef

J. M. Keynes's Investment Performance: A Note pp. 232-35

Jess H Chua and Richard S Woodward

A Bayesian Approach to the Optimal Growth Period Problem: A Note pp. 237-46

Itzhak Venezia

Ex-Date Stock Price Adjustment to Stock Dividends: A Note pp. 247-55

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

Mark Hanna

Testing an Aggressive Investment Strategy Using Value Line Ranks: A Reply pp. 263-70

Clark Holloway