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 8, issue 5, 1973

Financial Policy Models: Theory and Practice pp. 691-709

Willard T. Carleton, Charles L. Dick and David H. Downes

Cash Planning and Credit-Line Determination With a Financial Statement Simulator: A Case Report on Short-Term Financial Planning pp. 711-729

Bernell K. Stone

Optimal Financing Policy for a Firm With Uncertain Fund Requirements pp. 731-747

Manak C. Gupta

Corporate Financial Policy in Segmented Securities Markets pp. 749-761

Mark E. Rubinstein

Financing Decisions and the Theory of the Firm pp. 763-776

Isik Inselbag

Convertible Debt Financing pp. 777-792

Wilbur G. Lewellen and George A. Racette

The Bond Refunding Decision in an Efficient Market pp. 793-806

Alan Kraus

The Equilibrium Spread between Variable Rates and Fixed Rates on Long-Term Financing Instruments pp. 807-819

George von Furstenberg

Implied Fixed Costs of Long-Term Debt Issues pp. 821-833

James C. Van Horne

On Shareholders' Indifference to the Proceeds Price in Preemptive Rights Offerings pp. 835-836

Gary I. Wakoff

Reprint from June 1973 Journal of Financial and Quantitative Analysis pp. 846-846

Anonymous

Volume 8, issue 4, 1973

Optimal Equity Financing of the Corporation pp. 539-563

Clement G. Krouse and Wayne Y. Lee

Some Portfolio-Relevant Risk Characteristics of Long-Term Marketable Securities pp. 565-585

Richard W. McEnally

An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria pp. 587-608

R. Burr Porter

An Empirical Investigation of the Adjustment of Stock Prices to New Quarterly Earnings Information pp. 609-620

Ronald J. Jordan

A Linear Programming Formulation of the General Portfolio Selection Problem† pp. 621-636

Bernell K. Stone

The Effects of Control Status on Commercial Bank Profitability pp. 637-645

Alan S. McCall and David A. Walker

Registered Bank Holding Company Acquisitions: A Cross-Section Analysis pp. 647-661

R. Charles Moyer and Edward Sussna

Integer Programming in Capital Budgeting: A Note on Computational Experience pp. 665-672

Richard H. Pettway

A Note on Stock Market Indicators and Stock Prices pp. 673-682

Benton E. Gup

A Sufficient Condition for a Unique Nonnegative, Internal Rate of Return: A Comment pp. 683-684

Clovis de Faro

A Note on Modeling Simple Dynamic Cash Balance Problems pp. 685-687

Suresh Sethi

Volume 8, issue 3, 1973

Bayesian Models for Forecasting Future Security Prices pp. 387-405

Robert L. Winkler

Evidence on the Information Content of Accounting Numbers: Accounting-based and Market-based Estimates of Systematic Risk pp. 407-443

Nicholas J. Gonedes

The Information Inaccuracy of Stock Market Forecasts: Some New Evidence of Dependence on the New York Stock Exchange pp. 445-458

George C. Philippatos and David N. Nawrocki

Asset Selection with Changing Capital Structure pp. 459-474

Edwin J. Elton and Martin J. Gruber

More on Multidimensional Portfolio Analysis pp. 475-490

William H. Jean

Determination of an Optimal Revolving Credit Agreement pp. 491-497

Paul D. Berger and William K. Harper

The Cost of Warrants pp. 499-503

Harold Bierman

The Bias in Composite Performance Measures pp. 505-514

Robert C. Klemkosky

Risk, Ruin, and Investment Analysis: A Comment pp. 517-526

Edwin H. Neave and C. Harvey Rorke

Odd-Lot Trading in the Stock Market and Its Market Impact: A Comment pp. 527-533

Richard A. Stevenson

Odd-Lot Trading in the Stock Market and Its Market Impact: A Reply pp. 535-535

Hsiu-Kwang Wu

Volume 8, issue 2, 1973

A Financial Analysis of Acquisition and Merger Premiums pp. 139-148

James F. Nielsen and Ronald W. Melicher

Financial Characteristics of Merged Firms: A Multivariate Analysis pp. 149-158

Donald L. Stevens

Comment: A Financial Analysis of Acquisition and Merger Premiums pp. 159-162

Keith V. Smith

Comment: Financial Characteristics of Merged Firms: A Multivariate Analysis pp. 163-165

Robert J. Monroe

The Effect of Dual Markets on Common Stock Market Making pp. 167-182

Frank K. Reilly and William C. Slaughter

The Information Content of Daily Market Indicators pp. 183-190

John T. Emery

Comment: The Effect of Dual Markets on Common Stock Market Making pp. 191-192

William F. J. Wood

Comment: The Information Content of Daily Market Indicators pp. 193-194

Charles N. Dennis

A General Model for Accounts-Receivable Analysis and Control pp. 195-206

Wilbur G. Lewellen and Robert O. Edmister

The Demand for Liquid Asset Balances by U.S. Manufacturing Corporations: 1959–1970 pp. 207-218

Richard G. Marcis and V. Smith

Comment: A General Model for Accounts-Receivable Analysis and Control pp. 219-221

Richard V. Cotter

Comment: The Demand for Liquid Asset Balances by U.S. Manufacturing Corporations: 1959–1970 pp. 223-225

Cherukuri U. Rao

Abstract — Leverage and the Valuation of Risk Assets: An Empirical Test pp. 227-227

Robert H. Litzenberger, O. Maurice Joy and Charles P. Jones

Some Evidence on the Effect of Company Size on the Cost of Equity Capital pp. 229-242

W. W. Alberts and S. H. Archer

Comment: Some Evidence on the Effect of Company Size on the Cost of Equity Capital pp. 243-245

Maurice B. Goudzwaard

Trefftzs Award: The Variation of the Return on Stocks in Periods of Inflation pp. 247-258

Bruno A. Oudet

The Interdependent Structure of Security Returns pp. 259-272

Michael A. Simkowitz and Dennis E. Logue

The Capital Growth Model: An Empirical Investigation pp. 273-287

James L. Bicksler and Edward O. Thorp

Comment: The Interdependent Structure of Security Returns pp. 289-291

David F. Rush

Comment — The Capital Growth Model: An Empirical Investigation pp. 293-297

Nestor Gonzalez

Systematic Risk and the Horizon Problem pp. 299-316

Pao L. Cheng and M. King Deets

The Prediction of Systematic and Specific Risk in Common Stocks pp. 317-333

Barr Rosenberg and Walt McKibben

Natural Behavior toward Risk and the Question of Value Determination pp. 335-350

Blaine Huntsman

Comment: Systematic Risk and the Horizon Problem pp. 351-354

Nancy L. Jacob

Discussants pp. 355-355

Paul H. Cootner

Comment: Natural Behavior Toward Risk and the Question of Value Determination pp. 357-359

John P. Herzog

Proceedings of Western Finance Association Meeting, August 23–25, 1972 pp. 361-367

Anonymous

Presidential Presentation: The Future of Scholarship in Finance pp. 369-380

W. Scott Bauman

Volume 8, issue 1, 1973

Security Option Strategy under Risk Aversion: An Analysis pp. 1-15

James R. McGuigan and William R. King

Security Prices as Markov Processes pp. 17-36

Terence M. Ryan

Optimal Inventory and Credit-Granting Strategies under Inflation and Devaluation pp. 37-46

Alan Shapiro

Optimal Working Capital Policies: A Chance-Constrained Programming Approach pp. 47-59

L. J. Merville and L. A. Tavis

The Fundamental Theorem of Parameter-Preference Security Valuation pp. 61-69

Mark E. Rubinstein

Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios pp. 71-81

R. Burr Porter, James R. Wart and Donald L. Ferguson

Further Evidence on Short-Run Results for New Issue Investors pp. 83-90

Frank K. Reilly

On the Pricing of Unseasoned Equity Issues: 1965–1969 pp. 91-103

Dennis E. Logue

The Optimal Level of Forward Exchange Transactions pp. 105-110

William R. Folks

Capital Budgeting with Uncertain Future Opportunities: A Markovian Approach pp. 111-122

Shelby L. Brumelle and Bernhard Schwab

On the Weighted Average Cost of Capital pp. 123-126

Raymond R. Reilly and William E. Wecker

Capital Budgeting under Rationing: Comments on the Lusztig and Schwab Procedure pp. 127-135

G. A. Whitmore and Lloyd R. Amey