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 7, issue s1, 1972

Issues Confronting the Stock Markets in a Period of Rising Institutionalization pp. 1687-1690

William C. Freund

Institutionalization of Savings and the Long-Term Outlook for the Securities Industry pp. 1691-1695

Irwin Friend

Competition: Key to Market Structure pp. 1696-1701

Donald E. Weeden

Discussion pp. 1702-1705

David K. Eiteman, Charles A. D'Ambrosio and James C. Van Horne

Volume 7, issue 5, 1972

Descriptive Theories of Financial Institutions under Uncertainty pp. 2009-2029

David H. Pyle

Optimal Management of Bank Reserves pp. 2031-2054

George F. Brown

A Recursive Programming Approach to Bank Asset Management pp. 2055-2075

David A. Walker

The Cost of Bank Loans pp. 2077-2086

Bernell K. Stone

Deposit Variability and Bank Size pp. 2087-2096

George G. Kaufman

A Reestimation of the Benston-Bell-Murphy Cost Functions for a Larger Sample with Greater Size and Geographic Dispersion pp. 2097-2105

Neil B. Murphy

Parallel Trading by Institutional Investors pp. 2107-2138

Alan Kraus and Hans Stoll

Treasury Advanced Refundings: An Empirical Investigation pp. 2139-2150

William R. Bryan

Optimal Reinsurance pp. 2151-2155

Steven A. Lippman

Errata pp. 2164-2164

Anonymous

Volume 7, issue 4, 1972

An Analytic Derivation of the Efficient Portfolio Frontier pp. 1851-1872

Robert Merton

Mean-Variance Analysis in a Finite World pp. 1873-1880

Nils H. Hakansson

Computation of the Efficient Boundary in the E-S Portfolio Selection Model pp. 1881-1896

William W. Hogan and James M. Warren

Random Walk and Forward Exchange Rates: A Spectral Analysis pp. 1897-1905

Roger B. Upson

Margin Levels and the Behavior of Futures Prices pp. 1907-1930

Robert M. Bear

The Effect of Regulation, Population Characteristics, and Competition on the Market for Personal Cash Loans pp. 1931-1956

William L. Sartoris

The Dynamics of Corporate Debt Management, Decision Rules, and Some Empirical Evidence pp. 1957-1965

John C. G. Boot and George M. Frankfurter

On Relations among Stock Price Behavior and Changes in the Capital Structure of the Firm pp. 1967-1982

A. James Boness, Andrew H. Chen and Som Jatusipitak

On Geometric and Arithmetic Portfolio Performance Indexes pp. 1983-1992

Marvin Rothstein

Note on “Optimal Growth Portfolios When Yields are Serially Correlated” pp. 1995-2000

William T. Ziemba

Equilibrium in the Pricing of Capital Assets, Risk-Bearing Debt Instruments, and the Question of Optimal Capital structure: A Comment pp. 2001-2003

Yutaka Imai and Mark Rubinstein

Equilibrium in the Pricing of Capital Assets, Risk-bearing Debt Instruments, and the Question of Optimal Capital Structure: A Reply pp. 2005-2008

Robert A. Haugen and James L. Pappas

Volume 7, issue 3, 1972

Errata pp. i-i

Anonymous

Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market pp. 1707-1727

Seha Tinic and Richard R. West

Determinants of Municipal Bond Yields pp. 1729-1748

K. Larry Hastie

The Demand for Credit Union Shares: A Cross-Sectional Analysis pp. 1749-1756

Ryland A. Taylor

Dividend Policy and Increasing Discount Rates: A Clarification pp. 1757-1762

Robert C. Higgins

Equivalent-Risk Class Hypothesis: An Empirical Study pp. 1763-1771

N. Krishna Rao

An Analysis of Portfolio Accumulation Strategies Employing Low-Priced Common Stocks pp. 1773-1796

George E. Pinches and Gary M. Simon

Closed-Form Stock Price Models pp. 1797-1808

Harold Bierman, David H. Downes and Jerome E. Hass

Solving Nonlinear Programming Problems with Stochastic Objective Functions pp. 1809-1827

William T. Ziemba

Safety First — An Expected Utility Principle pp. 1829-1834

Haim Levy and Marshall Sarnat

A Sufficient Condition for a Unique Nonnegative Internal Rate of Return pp. 1835-1839

Carl J. Norstrøm

A Note on the Cash-Flow Approach to Valuation and Depreciation of Productive Assets pp. 1841-1846

Amir Barnea

A Note on Model Specification pp. 1847-1850

Larry E. Richards and William H. Parks

Volume 7, issue 2, 1972

Abstract: A Probability Distribution of Discounted Payback for Evaluating Investment Decisions pp. 1439-1442

Virgil V. Miller, Leslie P. Anderson and Spencer S. Josephs

Portfolio Theory and Industry Cost of Capital Estimates pp. 1443-1462

Robert H. Litzenberger and C. U. Rao

Comment: Portfolio Theory and Industry Cost-of-Capital Estimates pp. 1463-1467

James L. Bicksler

Abstract: Stock Price Movements of Firms Engaging in Large Acquisitions pp. 1469-1475

Ronald W. Melicher and Thomas R. Harter

An Empirical Test of Financial Ratio Analysis for Small Business Failure Prediction pp. 1477-1493

Robert O. Edmister

Comment: An Empirical Test of Financial Ratio Analysis pp. 1495-1497

J. L. Dake

Forecasting and Analysis of Corporate Financial Performance with an Econometric Model of the Firm pp. 1499-1526

J. Walter Elliott

The Corporate Dividend-Saving Decision pp. 1527-1541

Robert C. Higgins

Comment: Forecasting and Analysis of Corporate Financial Performance with an Econometric Model of the Firm pp. 1543-1548

Seha Tinic

Comment: The Corporate Dividend-Saving Decision pp. 1549-1554

Jacob Cohen

The Monetary Approach to Balance-of-Payments Theory pp. 1555-1572

Harry G. Johnson

Abstract: A Theory of the Valuation of the Firm pp. 1573-1574

William A. Longbrake

Deposit Insurance in the United States: Evaluation and Reform pp. 1575-1594

William E. Gibson

Portfolio Performance of Property-Liability Insurance Companies pp. 1595-1611

Robert J. Monroe and James S. Trieschmann

Comment: Deposit Insurance in the United States—Evaluation and Reform pp. 1613-1618

Christian T. L. Janssen

Comment: Portfolio Performance of Property-Liability Insurance Companies pp. 1619-1623

Paul Swadener

The Strange Journey of Monetary Indicators pp. 1625-1639

George G. Kaufman

Four Ways of Aggregating Monies pp. 1641-1641

B. P. Pesek

Comment: The Strange Journey of Monetary Indicators pp. 1643-1646

Jerry L. Jordan

Abstract: Usefulness of Historical Risk Data to Estimate the Probability of Future Loss for Common Stocks pp. 1647-1647

Shannon P. Pratt and Frank T. Magiera

A Model of Capital Asset Risk pp. 1649-1668

R. Richardson Pettit and Randolph Westerfield

Abstract: An Exploratory Analysis of the Simultaneity of Stock Price Movements pp. 1669-1672

Charles P. Jones and Michael A. Simkowitz

Comment: A Model of Capital Asset Risk pp. 1673-1677

Michael H. Hopewell

Volume 7, issue 1, 1972

Control, Size, Growth, and Financial Performance in the Firm pp. 1309-1320

J. W. Elliott

Odd-Lot Trading in the Stock Market and Its Market Impact pp. 1321-1341

Hsiu-Kwang Wu

Size and Timing of Corporate Bond Flotations pp. 1343-1359

Robert H. Litzenberger and David P. Rutenberg

Ruin Considerations and Debt Issuance pp. 1361-1378

Harold Bierman and L. Joseph Thomas

Submarginal Credit Risk Classification pp. 1379-1385

Sylvia Lane

Rates of Return to Stockholders of Acquired Companies pp. 1387-1398

Robert A. Haugen and Jon G. Udell

Dimensional Analysis and the Interpretation of Regression Coefficients pp. 1399-1406

Craig G. Johnson

Decentralization on the Basis of Price Schedules in Linear Decomposable Resource-Allocation Problems pp. 1407-1417

Peter Jennergren

An Investment Paradox pp. 1421-1422

Arthur Carol

Estimation Risk in the Portfolio Selection Model: A Comment pp. 1423-1424

George M. Frankfurter, Herbert E. Phillips and John P. Seagle

A Note on the Flow of Capital in Outstanding Common and Preferred Shares between Canada and the United States pp. 1425-1427

Matthew Robertson

Distribution Moments and Equilibrium: A Comment pp. 1429-1433

Fred D. Arditti and Haim Levy

Distribution Moments and Equilibrium: Reply pp. 1435-1437

William H. Jean