Journal of Financial and Quantitative Analysis

1966 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 16, issue 5, 1981

Global Purchasing Power View of Exchange Risk pp. 639-650

Cheol S. Eun

Projecting Debt Servicing Capacity of Developing Countries pp. 651-669

Gershon Feder, Richard Just and Knud Ross

A Utility Theoretic Basis for “Generalized” Mean-Coefficient of Variation (MCV) Analysis pp. 671-683

Ronald Shrieves and John M. Wachowicz

Systematic Variation in Yield Spreads for Tax-Exempt General Obligation Bonds pp. 685-702

Earl Benson, David S. Kidwell, Timothy W. Koch and Robert J. Rogowski

Informational Differences Between Limit and Market Orders for a Market Maker pp. 703-724

Robert M. Conroy and Robert L. Winkler

Self-Selection and the Pricing of Bank Services: an Analysis of the Market for Loan Commitments and the Role of Compensating Balance Requirements pp. 725-746

Christopher James

Beta Stationarity and Estimation Period: Some Analytical Results pp. 747-757

Michael Theobald

A Determination of the Risk of Ruin: Comment pp. 759-764

Kenneth O. Cogger and Gary W. Emery

A Determination of The Risk of Ruin: Reply pp. 765-772

Joseph D. Vinso

Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates: Comment pp. 773-777

Stephen M. Schaefer

Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates: Reply pp. 779-781

Miles Livingston

Volume 16, issue 4, 1981

Asymmetric Information, Signaling, and Optimal Corporate Financial Decisions pp. 413-435

Eli Talmor

Discussion: Asymmetric Information, Signaling, and Optimal Corporate Financial Decisions pp. 437-438

Gordon Sick

A New Empirical Perspective on the CAPM pp. 439-462

Marc R. Reinganum

The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence pp. 463-476

Stephen Figlewski

Sorting Equilibria in Financial Markets: The Incentive Problem pp. 477-492

Tim S. Campbell and William A. Kracaw

Discussion: Sorting Equilibria in Financial Markets: The Incentive Problem pp. 493-494

Robert Heinkel

Information Sets, Macroeconomic Reform, and Stock Prices pp. 495-510

Josef Lakonishok and Simcha Sadan

Discussion: Information Sets, Macroeconomic Reform, and Stock Prices pp. 511-513

Dennis W. Draper

On the Pricing of Preferred Stock pp. 515-528

Eric H. Sorensen and Clark A. Hawkins

Discussion: on the Pricing of Preferred Stock pp. 529-531

J. Ronald Hoffmeister

A Normative Approach to Pension Fund Management pp. 533-555

George M. Frankfurter and Joanne M. Hill

Discussion: A Normative Approach to Pension Fund Management pp. 557-558

Michael Keenan

An Analysis of the Effects of a Multi-Tiered Stock Market pp. 559-575

Frank K. Reilly and Eugene F. Drzycimski

Discussion: An Analysis of the Effects of a Multi-Tiered Stock Market pp. 577-579

Kelly Price

The Determinants of Bank Interest Margins: Theory and Empirical Evidence pp. 581-600

Thomas S. Y. Ho and Anthony Saunders

Discussion: The Determinants of Bank Interest Margins: Theory and Empirical Evidence pp. 601-602

Eugene M. Lerner

Equal Access and Miller's Equilibrium pp. 603-623

Judy Shelton

Minutes of the Annual Meeting pp. 625-626

Anonymous

Minutes of the Executive Committee Meeting pp. 627-628

Anonymous

Treasurer's Report pp. 629-629

Anonymous

Report of the Program Chairman pp. 631-633

James C. van Horne

Volume 16, issue 3, 1981

The Systematic Risk of Corporate Bonds pp. 257-278

Mark Weinstein

Optimal Portfolio Insurance pp. 279-300

Michael Brennan and R. Solanki

The Design of a Cash Concentration System pp. 301-322

Bernell K. Stone and Ned C. Hill

Negotiated versus Competitive Underwritings of Public Utility Bonds: Just One More Time pp. 323-339

Frank Fabozzi and Richard R. West

Investing with Ben Graham: An Ex Ante Test of the Efficient Markets Hypothesis pp. 341-360

Henry R. Oppenheimer and Gary G. Schlarbaum

A General Mean-Variance Approximation to Expected Utility for Short Holding Periods pp. 361-373

Lawrence B. Pulley

Beta Instability When Interest Rate Levels Change pp. 375-380

John S. Bildersee and Gordon Roberts

A FORTRAN Program for Applying Sturm's Theorem in Counting Internal Rates of Return pp. 381-388

Don B. Panton and William A. Verdini

A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix pp. 389-395

Peter J. Ryan and Jean Lefoll

The Pricing of Premium Bonds: Comment pp. 397-401

John Caks

The Pricing of Premium Bonds: Reply pp. 403-406

Miles Livingston

Volume 16, issue 2, 1981

Risk Policy and Long–Term Investment pp. 147-167

Richard O. Michaud

Necessary and Sufficient Conditions for the Mean-Variance Portfolio Model With Constant Risk Aversion pp. 169-176

Thomas W. Epps

An Econometric Approach to the FNMA Free Market System Auction pp. 177-192

Mike Miles and R. Stephen Sears

Efficient Market Tests of the Informational Content of Dividend Announcements: Critique and Extension pp. 193-206

Clarence C. Y. Kwan

Factors Affecting Seasoned Corporate Bond Prices pp. 207-226

Calvin M. Boardman and Richard W. McEnally

The Impact of Regulatory and Monetary Factors on Bank Loan Charges pp. 227-246

Michael A. Goldberg

Finding the Integer Efficient Frontier for Quadratic Capital Budgeting Problems pp. 247-253

Richard D. McBride

Volume 16, issue 1, 1981

Correction pp. i-ii

Anonymous

A Comparison of Growth Optimal and Mean Variance Investment Policies pp. 1-21

Robert R. Grauer

Divergence of Opinion and Risk pp. 23-34

John Bart and Isidore J. Masse

Information Effects and Stock Market Response to Signs of Firm Deterioration pp. 35-51

Edward Altman and Menachem Brenner

Extensions to Portfolio Theory to Reflect Vast Wealth Differences among Investors pp. 53-70

Christopher A. Hessel

Associations between Alternative Accounting Profitability Measures and Security Returns pp. 71-93

Cheng Few Lee and J. Kenton Zumwalt

Beta Nonstationarity, Portfolio Residual Risk and Diversification pp. 95-111

Son-Nan Chen

Investor Benefits from Corporate International Diversification pp. 113-126

H. L. Brewer

A Note on Estimating the Parameters of the Diffusion-Jump Model of Stock Returns pp. 127-140

Stan Beckers