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Journal of Financial and Quantitative Analysis

1966 - 2017

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.

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Volume 15, issue 05, 1980

Orthogonal Portfolios pp. 1005-1023 Downloads
Richard Roll
Consumption, Investment, Market Price of Risk, and the Risk-Free Rate pp. 1025-1040 Downloads
Winston T. Lin and Frank C. Jen
Asset Pricing Under a Subset of Linear Risk Tolerance Functions and Log-Normal Market Returns pp. 1041-1061 Downloads
Jimmy E. Hilliard
Applying the Market Model to Long-Term Corporate Bonds pp. 1063-1080 Downloads
Gordon Alexander
Empirical Properties of the Black-Scholes Formula Under Ideal Conditions pp. 1081-1105 Downloads
Mihir Bhattacharya
Generalized Functional Form for Mutual Fund Returns pp. 1107-1120 Downloads
Frank Fabozzi, Jack C. Francis and Cheng F. Lee
An Analytical Examination of the Intervaling Effect on Skewness and Other Moments pp. 1121-1127 Downloads
Gabriel Hawawini
Asymmetrical Information in Securities Markets and Trading Volume pp. 1129-1148 Downloads
Dale Morse
Inter-Temporal Correlation of Cash Flows and the Risk of Multi-Period Investment Projects pp. 1149-1162 Downloads
Russell J. Fuller and Sang-Hoon Kim
The Influence of Dividends, Growth, and Leverage on Share Prices in the Electric Utility Industry: An Econometric Study pp. 1163-1196 Downloads
Dileep R. Mehta, Edward A. Moses, Benoit Deschamps and Michael C. Walker

Volume 15, issue 04, 1980

Real and Nominal Magnitudes in Economics pp. 773-783 Downloads
Kenneth Arrow
A Normative Approach to Bank Capital Adequacy pp. 785-811 Downloads
Eli Talmor
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending pp. 813-832 Downloads
Edward I. Altman
The Theory of Housing and Interest Rates pp. 833-847 Downloads
James Kau and Donald Keenan
Discussion: The Theory of Housing and Interest Rates pp. 849-850 Downloads
Steve Wyatt
Abstract: The Investment Banking Contract for New Issues Under Asymmetric Information: Delegation and the Incentive Problem pp. 851-851 Downloads
D. P. Baron and B. R. Holmström
Abstract: Innovation and Communication: Signaling with Partial Disclosure pp. 853-854 Downloads
Sudipto Bhattacharya and Jay Ritter
Signaling, Information Content, and the Reluctance to Cut Dividends pp. 855-869 Downloads
Avner Kalay
Discussion: Signaling, Information Content, and the Reluctance to Cut Dividends pp. 871-873 Downloads
Lemma W. Senbet
Term-Risk Structures and the Valuation of Projects pp. 875-905 Downloads
Uri Dothan and Joseph Williams
Analyzing Convertible Bonds pp. 907-929 Downloads
Michael Brennan and Eduardo S. Schwartz
Discussion: Analyzing Convertible Bonds pp. 931-932 Downloads
Stephen M. Schaefer
The Denomination of Foreign Trade Contracts Once Again pp. 933-944 Downloads
Bradford Cornell
Discussion: The Denomination of Foreign Trade Contracts Once Again pp. 945-947 Downloads
Richard M. Levich
Inflation and Foreign Exchange Rates Under Production and Monetary Uncertainty pp. 949-967 Downloads
Mark B. Garman and Steven W. Kohlhagen
Disscussion: Inflation and Foreign Exchange Rates Under Production and Monetary Uncertainty pp. 969-972 Downloads
Tamir Agmon
The Exposure of Long-Term Foreign Currency Bonds pp. 973-994 Downloads
Michael Adler and Bernard Dumas
Discussion: The Exposure of Long-Term Foreign Currency Bonds pp. 995-996 Downloads
Robert C. Higgins

Volume 15, issue 03, 1980

The Cost of Information and Equilibrium in the Capital Asset Market pp. 497-508 Downloads
Joel Owen and Ramon Rabinovitch
Divergent Rates, Financial Restrictions and Relative Prices in Capital Market Equilibrium pp. 509-540 Downloads
Pao L. Cheng
The Market Prefers Republicans: Myth or Reality pp. 541-560 Downloads
William B. Riley and William A. Luksetich
The Capital Asset Pricing Model, Inflation, and the Investment Horizon: The Israeli Experience pp. 561-593 Downloads
Haim Levy
Accounting Betas, Systematic Operating Risk, and Financial Leverage: A Risk-Composition Approach to the Determinants of Systematic Risk pp. 595-637 Downloads
Ned C. Hill and Bernell K. Stone
Nonstationarity and Evaluation of Mutual Fund Performance pp. 639-654 Downloads
Tom W. Miller and Nicholas Gressis
Sampling Errors and Portfolio Efficient Analysis pp. 655-688 Downloads
Yoram Kroll and Haim Levy
Merger and Stockholder Risk pp. 689-717 Downloads
Terence C. Langetieg, Robert A. Haugen and Dean W. Wichern
The Weighted Average Cost of Capital, Perfect Capital Markets, and Project Life: A Clarification pp. 719-730 Downloads
James A. Miles and John R. Ezzell
An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach pp. 731-742 Downloads
Morgan J. Lynge and J. Kenton Zumwalt
Interest Rates in the $Eurobond Market pp. 743-755 Downloads
Joseph E. Finnerty, Thomas Schneeweis and Shantaram P. Hegde
A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior pp. 757-770 Downloads
John C. Wiginton

Volume 15, issue 02, 1980

Capital Asset Pricing with Proportional Transaction Costs pp. 253-266 Downloads
Frank Milne and Clifford W. Smith
Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis pp. 267-287 Downloads
David F. Larcker, Lawrence A. Gordon and George E. Pinches
Total Risk, Diversifiable Risk and Nondiversifiable Risk: A Pedagogic Note pp. 289-297 Downloads
Moshe Ben-Horim and Haim Levy
Additional Evidence of Heteroscedasticity in the Market Model pp. 299-322 Downloads
Roger P. Bey and George E. Pinches
Stochastic Dominance and the Performance of U.K. Unit Trusts pp. 323-330 Downloads
Anthony Saunders, Charles Ward and Richard Woodward
Evidence of Intertemporal Systematic Risks in the Dailty Price Movements of NYSE and AMEX Common Stocks pp. 331-339 Downloads
Gabriel Hawawini and Ashok Vora
The Day Trader: Some Additional Evidence pp. 341-355 Downloads
M. H. Van Landingham
Portfolio Selection: An Analytic Approach for Selecting Securities from a Large Universe pp. 357-377 Downloads
George M. Frankfurter and Herbert E. Phillips
On the Social Optimality of the Value Maximization Criterion pp. 379-389 Downloads
Wayne Y. Lee and Andrew J. Senchack
The AB Procedure and Capital Budgeting pp. 391-406 Downloads
William Beranek
Asset Growth, Abandonment Value and the Replacement Decision of Like-for-Like Capital Assets pp. 407-419 Downloads
Jack E. Gaumnitz and Douglas R. Emery
A Further Note on Unrecovered Investment, Uniqueness of the Internal Rate, and the Question of Project Acceptability pp. 421-423 Downloads
Richard H. Bernhard and Carl J. Norstrøm
A Note on Capital Asset Pricing Model under Uncertain Inflation pp. 425-434 Downloads
C. S. Pyun
An Analysis of the Relationship between Underwriter Spread and the Pricing of Municipal Bonds pp. 435-447 Downloads
Eric H. Sorensen
Comment on: “A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates” pp. 449-456 Downloads
H. Russell Fogler and S. Ganapathy
The Allocation of Risk: Some Implications of Fixed versus Index-Linked Mortgages pp. 457-468 Downloads
Jerome B. Baesel and Nahum Biger
Bank Dividend Policy and Holding Company Affiliation pp. 469-480 Downloads
Lucille S. Mayne

Volume 15, issue 01, 1980

Spanning the State Space with Options pp. 1-9 Downloads
Fred D. Arditti and Kose John
The Pricing of Options on Debt Securities pp. 11-24 Downloads
Richard J. Rendleman and Brit J. Bartter
The Price Effects of Rights Offerings pp. 25-40 Downloads
R. W. White and P. A. Lusztig
The Term of a Risk-Free Security pp. 41-52 Downloads
Robert A. Haugen and Dean W. Wichern
Nonspeculative Behavior and the Term Structure pp. 53-83 Downloads
Wayne Y. Lee, Terry S. Maness and Donald L. Tuttle
Market Structure versus Information Costs as Determinants of Underwriters' Spreads on Municipal Bonds pp. 85-97 Downloads
W. W. Higgins and Basil Moore
A General Equilibrium Analysis of the Capital Asset Pricing Model pp. 99-122 Downloads
Richard Harris
On the Estimation and Stability of Beta pp. 123-137 Downloads
Gordon Alexander and Norman L. Chervany
Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk pp. 139-149 Downloads
Gabriel Hawawini
Time Aggregation, Autocorrelation, and Systematic Risk Estimates–Additive versus Multiplicative Assumptions pp. 151-174 Downloads
Son-Nan Chen
Price Effects of Stock Repurchasing: A Random Coefficient Regression Approach pp. 175-189 Downloads
Terry Dielman, Timothy J. Nantell and Roger L. Wright
A Note on Debt, Assets and Lending under Default Risk pp. 191-200 Downloads
Gershon Feder
A Simplification and an Extension of the Bernhard-deFaro Sufficient Condition for a Unique Non-Negative Internal Rate of Return pp. 201-209 Downloads
Richard H. Bernhard
On the Interpretation of Individual Variables in Multiple Discriminant Analysis pp. 211-217 Downloads
Marvin J. Karson and Terrence F. Martell
Potential Insolvency, Market Efficiency, and Bank Regulation of Large Commercial Banks pp. 219-236 Downloads
Richard H. Pettway
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