Journal of Finance 1984 - Abstracts

Journal of Finance 1984
TitleSubjectAuthors
Additional evidence on the relation between divestiture announcements and shareholder wealth.BusinessRosenfeld, James D.
An analysis of brokers' and analysts' unpublished forecasts of UK stock returns.BusinessDimson, Elroy, Marsh, Paul
An International Study of Tax Effects on Government Bonds.BusinessLitzenberger, R.H., Rolfo, J.
A Partial Theory of Takeover Bids.BusinessAtkins, D.R., Ashton, D.J.
Are real interest rates equal across countries? An empirical investigation of international parity conditions.BusinessMishkin, Frederic S.
A risk minimizing strategy for portfolio immunization.BusinessFong, H. Gifford, Vasicek, Oldrich A.
A simple formula for the expected rate of return of an option over a finite holding period.BusinessRubinstein, Mark
Capital Structure Equilibrium under Market Imperfections and Incompleteness.BusinessSenbet, L.W., Taggart, R.A.Jr.
Commodity Bonds and Consumption Risks.BusinessO'Hara, M.
Conglomerate Merger, Wealth Redistribution and Debt: A Note.BusinessLam, C.H., Boudreaux, K.J.
Consumption and Equilibrium Interest Rates in Stochastic Production Economies.BusinessSundaresan, M.
Corporate Behavior in Adjusting to Capital Structure and Dividend Targets: An Econometric Study.BusinessJalilvand, A., Harris, R.S.
Credit rationing and financial disorder.BusinessGuttentag, Jack, Herring, Richard
Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some Amex Options.BusinessHo, T.S., Macris, R.G.
Direct equity financing; a resolution of a paradox: a comment.BusinessSmith, Richard L., Dhatt, Manjeet
Direct equity financing; a resolution of a paradox: a reply.BusinessHansen, Robert S., Pinkerton, John M.
Estimating the correlation structure of international share prices.BusinessEun, Cheol S., Resnick, Bruce G.
Hedging interest rate risk with futures portfolios under term structure effects.BusinessHilliard, Jimmy E.
Mean-Gini, portfolio theory, and the pricing of risky assets.BusinessShalit, Haim, Yitzhaki, Shlomo
Mean-Variance Versus Direct Utility Maximization.BusinessLevy, H., Kroll, Y., Markowitz, H.M.
Models of Stock Returns - A Comparison.BusinessKon, S.J.
Negative Cash Flows, Duration, and Immunization: A Note.BusinessLittle, P.K.
New evidence that taxes affect the valuation of dividends.BusinessPoterba, James M., Summers, Lawrence
New findings regarding day-of-the-week returns over trading and non-trading periods: a note.BusinessRogalski, Richard J.
On testing the Arbitrage Pricing Theory: inter-battery factor analysis.BusinessCho, D. Chinhyung
On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio.BusinessKandel, S.
On the Jensen Measure and Marginal Improvements in Portfolio Performance: A Note.BusinessJobson, J.D., Korkie, B.
Option Pricing When the Underlying Asset Returns a Below-Equilibrium Rate of Return: A Note.BusinessMcDonald R., Siegel, D.
Portfolio analysis using single index, multi-index, and constant correlation models: a unified treatment.BusinessKwan, Clarence C.
Production and risk leveling in the intertemporal capital asset pricing model.BusinessGrinols, Earl L.
Shareholder benefits from corporate international diversification.BusinessFatemi, Ali M.
Short Sales Restrictions and Kings on the Mean Variance Frontier.BusinessDybvig, P.H.
Stability of the U.S. short-run money demand function, 1959-81.BusinessLin, Kuan-Pin, Oh, John S.
Stock Market Returns and Real Activity: A Note.BusinessHuang, R.D., Kracaw, W.A.
Stock returns, inflation, and economic activity: the survey evidence.BusinessHasbrouck, Joel
Taxes, Inflation and Corporate Financial Policy.BusinessSchall, L.D.
The American put option valued analytically.BusinessGeske, Robert, Johnson, H.E.
The impact of seniority and security covenants on bond yields: a note.BusinessRoberts, Gordon S., Viscione, Jerry A.
The structure of asset prices and socially useless - useful information.BusinessOhlson, James A.
The Turn-of-the-Year in Canada.BusinessBerges, A., McConnell, J.J., Schlarbaum, G.G.
The Valuation of Assets under Moral Hazard.BusinessThakor, A.V., Ramakrishnan, R.T.
The Valuation of Multivariate Contingent Claims in Discrete Time Models.BusinessStapleton, R.C., Subrahmanyam, M.G.
The valuation of options when asset returns are generated by a binomial process.BusinessStapleton, R.C., Subrahmanyam, M.G.
The Value of the Tax Treatment of Original-Issue Deep-Discount Bonds: A Note.BusinessArak, M., Silver, A.
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