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 13, issue 5, 1978

Some New Capital Budgeting Theorems pp. 809-823

William Beranek

Some New Capital Budgeting Theorems: Comment pp. 825-829

Richard H. Bernhard

The Economic Life of an Investment and the Appropriate Discount Rate pp. 831-846

John R. Brick and Howard E. Thompson

Problems with the Concept of the Cost of Capital pp. 847-870

Charles W. Haley and Lawrence D. Schall

Sale-and-Leaseback Agreements and Enterprise Valuation pp. 871-883

E. Han Kim, Wilbur G. Lewellen and John J. McConnell

Competitive Bidding in the Underwriting of Public Utility Securities pp. 885-902

George G. C. Parker and Daniel Cooperman

Inflation and Optimal Portfolio Choices pp. 903-925

Bruno H. Solnik

Diversification in a Three-Moment World pp. 927-941

Michael A. Simkowitz and William L. Beedles

Sample Size Bias and Sharpe's Performance Measure: A Note pp. 943-946

Robert E. Miller and Adam K. Gehr

Multiplicative Risk Premiums pp. 947-963

Douglas D. Gregory

Short Interest: Its Influence as a Stabilizer of Stock Returns pp. 965-985

Luis Hurtado-Sanchez

The Expected Return to Equity and International Asset Prices pp. 987-1002

J. W. Elliott

Multivariate Time Series Analysis of Bank Financial Behavior pp. 1003-1017

Robert H. Cramer and Robert B. Miller

Volume 13, issue 4, 1978

Financial Intermediation and the Theory of Agency pp. 595-611

Dennis W. Draper and James W. Hoag

Capital Asset Pricing in a General Equilibrium Framework pp. 613-624

Paul H. Cootner and David H. Pyle

Comments: Capital Asset Pricing in a General Equilibrium Framework pp. 625-626

Stephen Ross

Duration Forty Years Later pp. 627-650

Jonathan E. Ingersoll, Jeffrey Skelton and Roman L. Weil

Discussion: Duration and Portfolio Strategy pp. 651-652

Edward Kane

Duration and Security Risk pp. 653-668

Ronald Lanstein and William Sharpe

Discussion; Duration and Security Risk pp. 669-670

Willard T. Carleton

Duration and Bond Portfolio Analysis: An Overview pp. 671-681

G. O. Bierwag, George G. Kaufman and Chulsoon Khang

Comment: Duration and Bond Portfolio Analysis pp. 683-685

Guilford C. Babcock

Interest Rate Changes and Commercial Bank Revenues and Costs pp. 687-700

Sherman J. Maisel and Robert Jacobson

Bank Capital Adequacy, Deposit Insurance and Security Values pp. 701-718

William Sharpe

Interest Rate Risk pp. 719-732

Roger N. Craine and James L. Pierce

Abstract: The Fundamental Determinants of Risk in Banking pp. 735-735

Barr Rosenberg and Philip R. Perry

Opec Surpluses and World Financial Stability pp. 737-743

Bruce K. MacLaury

The Impact of a Fuel Adjustment Clause on the Regulated Firm's Value and Cost of Capital pp. 745-757

Roger G. Clarke

Financial Planning in a Regulated Environment pp. 759-777

Ezequiel L. Machado and Willard T. Carleton

Abstract: Corporate Financial Strategies under Uncertainty: Valuation and Policies in Dynamic Disequilibrium pp. 779-781

Carl W. Hamilton

Abstract: Optimal Financial Policies under Threat of Bankruptcy pp. 783-784

Wayne Y. Lee and Russell P. Boisjoly

The Geographic Distribution of Papers at the Seven Academic Finance Associations in the United States* pp. 785-794

Glenn H. Petry and Russell J. Fuller

Minutes of the Annual Meeting pp. 796-796

Anonymous

Minutes of Executive Committee Meeting pp. 797-797

Anonymous

Treasurer's Report pp. 798-799

Anonymous

Managing Editor's Report pp. 800-801

Charles W. Haley

Volume 13, issue 3, 1978

An Assessment of the Performance of Mutual Fund Management: 1969–1975 pp. 385-406

Tye Kim

Necessary Conditions for Aggregation in Securities Markets pp. 407-418

Michael Brennan and Alan Kraus

Effects of Uncertain and Nonstationary Parameters upon Capital Market Equilibrium Conditions pp. 419-433

Christopher B. Barry

Bivariate Spectral Analysis of the Capital Asset Pricing Model pp. 435-459

Michael A. Goldberg and Ashok Vora

Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis pp. 461-474

Michael Brennan and Eduardo S. Schwartz

Risk Premia on Municipal Bonds pp. 475-485

Jess B. Yawitz

Optimal Equity and Financing Model of Krouse and Lee: Corrections and Extensions pp. 487-505

Suresh Sethi

The Impact of Option Expirations on Stock Prices pp. 507-518

Robert C. Klemkosky

Bond Portfolio Strategy Simulations: A Critique pp. 519-525

G. O. Bierwag and George Kaufman

Large Bank Failures and Investor Risk Perceptions: Evidence from the Debt Market pp. 527-532

Donald R. Fraser and J. Patrick McCormack

Minority Savings and Loan Associations: Hypotheses and Tests pp. 533-547

William Bradford

Effect of State Usury Laws on Housing Starts: Comments pp. 549-557

Bruce Yandle and Jim Proctor

The Price Elasticity of Discounted Bonds: Some Empirical Evidence pp. 559-566

Michael D. Joehnk, H. Russell Fogler and Charles E. Bradley

A Note on the Leverage Effect on Portfolio Performance Measures pp. 567-571

James S. Ang

A Note on Bond Risk Differential pp. 573-575

Ahmet Tezel

A Sufficient Condition for a unique Nonnegative Internal Rate of Return: Further Comments pp. 577-584

Clovis de Faro

A Note on Modeling Simple Dynamic Cash Balance Problem: Errata pp. 585-586

Suresh Sethi

Volume 13, issue 2, 1978

Financial Structure and Cost of Capital in the Multinational Corporation pp. 211-226

Alan C. Shapiro

On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk pp. 227-244

Rajnish Mehra

Optimal Foreign Borrowing Strategies with Operations in Forward Exchange Markets pp. 245-254

William R. Folks

Safety-First, Stochastic Dominance, and Optimal Portfolio Choice pp. 255-271

Vijay S. Bawa

The Inference of Tastes and Beliefs from Bond and Stock Market Data pp. 273-297

Robert R. Grauer

Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio pp. 299-312

Cheng F. Lee and Frank C. Jen

The Effect of Intervaling on Estimating Parameters of the Capital Asset Pricing Model pp. 313-332

Keith V. Smith

Some Problems in Applying the Continuous Portfolio Selection Model to the Discrete Capital Budgeting Problem pp. 333-344

Sanford Baum, Robert C. Carlson and James V. Jucker

Equivalent Mathematical Programming Models of Pure Capital Rationing pp. 345-361

Stephen P. Bradley and Sherwood C. Frey

The Unique, Real Internal Rate of Return: Caveat Emptor! pp. 363-370

Anthony Herbst

An Analytical Model of Bond Risk Differentials: A Comment pp. 371-377

Avery B. Cohan

An Analytical Model of Bond Risk Differentials: A Reply pp. 379-381

Harold Bierman and Jerome E. Hass

Volume 13, issue 1, 1978

On Multiperiod Stochastic Dominance pp. 1-13

C. C. Huang, I. Vertinsky and W. T. Ziemba

On the Boness and Black-Scholes Models for Valuation of Call Options pp. 15-27

Dan Galai

The Chicago Board Options Exchange and Market Efficiency pp. 29-38

Joseph E. Finnerty

Asset Pricing Models: Further Tests pp. 39-53

George Foster

Corporate Taxes, Inflation, the Rate of Interest, and the Return to Equity pp. 55-64

Jeffrey F. Jaffe

General Proof of Modigliani-Miller Propositions I and II Using Parameter-Preference Theory pp. 65-69

Jack Becker

A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks pp. 71-78

Gordon Alexander

Common Stock Return Distributions during Homogeneous Activity Periods pp. 79-92

C. Dwayne Dowell and R. Corwin Grube

An Empirical Examination of Index Efficiency: Implications for Index Funds pp. 93-100

Richard C. Burgess and Bruce T. O'Dell

Beta as a Random Coefficient pp. 101-116

Frank Fabozzi and Jack Clark Francis

Further Evidence on the Stationarity of Beta Coefficients pp. 117-121

Rodney L. Roenfeldt, Gary L. Griepentrog and Christopher C. Pflaum

Mean-Absolute-Deviation versus Least-Squares Regression Estimation of Beta Coefficients pp. 123-131

Bradford Cornell and J. Kimball Dietrich

Further Evidence on Seasonal Adjustment of Time Series Data pp. 133-141

David P. Rochester and Samuel C. Hadaway

Aspects of International Monetary Influences pp. 143-156

Dennis E. Logue and Richard James Sweeney

Some Further Evidence on the Performance of Property-Liability Insurance Companies' Stock Portfolios pp. 157-166

Richard A. Shick and James S. Trieschmann

Identifying the SSD Portion of the EV Frontier: A Note pp. 167-171

Stylianos Perrakis and John Zerbinis

Evaluating Negative Benefits pp. 173-176

William L. Beedles

Multidimensional Security Pricing: A Correction pp. 177-183

C. Schweser

Financial Applications of Discriminant Analysis: A Clarification pp. 185-195

Edward Altman and Robert Eisenbeis

Some Clarifying Comments on Discriminant Analysis pp. 197-200

O. Maurice Joy and John O. Tollefson

On the Financial Application of Discriminant Analysis: Comment pp. 201-205

Elton Scott