Journal of Finance 1985 - Abstracts

Journal of Finance 1985
TitleSubjectAuthors
Adjustment costs and capital asset pricing. (and discussion) ( )BusinessSingleton, Kenneth J., Huffman, Gregory W.
A micro model of the federal funds market. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessSaunders, Anthony, Spindt, Paul A., Ho, Thomas S.Y.
A model for the determination of 'fair' premiums on lease cancellation insurance policies.BusinessMcConnell, John J., Schalleheim, James S.
An analysis of mortgage contracting: prepayment penalties and the due-on-sale clause.BusinessSpatt, Chester S., Dunn, Kenneth B.
An investigation of commodity futures prices using the consumption-based intertemporal capital asset pricing model.BusinessJagannathan, Ravi
An investigation of transactions data for NYSE (New York Stock Exchange) stocks. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessOrd, J. Keith, Tauchen, George, Wood, Robert A., McInish, Thomas H.
An unbiased reexamination of stock market volatility. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessRomer, David, Mankiw, N. Gregory, Shapiro, Matthew D., Shiller, Robert
Approximate factor structures: interpretations and implications for empirical tests.BusinessGrinblatt, Mark, Titman, Sheridan
A rational expectations model of term premia with some implications for empirical asset demand equations.BusinessWalsh, Carl E.
A sequential signalling model of convertible debt call policy.BusinessHarris, Milton, Raviv, Artur
A test of the OPEC (Organization of Petroleum Exporting Countries) cartel hypothesis: 1974-1983. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessLoderer, Claudio, Castanias, Richard P.
A theoretical analysis of real estate returns. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessFogler, H. Russell, Granito, Michael R., Smith, Laurence R., Statman, Meir
A VARMA analysis of the causal relations among stock returns, real output, and nominal interest rates.BusinessJames, Christopher, Koreisha, Sergio, Partch, Megan
Bank funding risks, risk aversion, and the choice of futures hedging instrument.BusinessKoppenhaver, G.D.
Capital asset pricing compatible with observed market value weights.BusinessGrauer, Robert R., Best, Michael J.
Currency risk and country risk in international banking. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessShapiro, Alan C., Flood, Eugene
Debt and taxes and uncertainty. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessRoss, Stephen A., Constantinides, George M.
Depositors' welfare, deposit insurance, and deregulation. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas Texas, on December 28 through December 30, 1984)BusinessChan, Yuk-Shee, Mak, King-Tim, Heinkel, Robert
Derivation of the capital asset pricing model without normality or quadratic preference: a note.BusinessKwon, Young K.
Determinants of corporate leasing policy. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessSmith, Clifford W., Jr., Wakeman, L. MacDonald, Hwkins, Gregory D.
Dispersion of financial analysts' earnings forecasts and the (option model) implied standard deviations of stock returns.BusinessAjinkya, Bipin B., Gift, Michael J.
Divergence of opinion in complete markets: a note.BusinessVarian, Hal R.
Does the stock market overreact? (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessThaler, Richard, De Bondt, Werner F.M., Bernstein, Peter L.
Government bond returns, measurement of interest rate risk, and the arbitrage pricing theory.BusinessRogalski, Richard J., Gultekin, N. Bulent
Implications of the discreteness of observed stock prices.BusinessGottlieb, Gary, Kalay, Avner
In defense of technical analysis. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessTreynor, Jack L., Ferguson, Robert, Sorensen, Eric H.
Index options: the early evidence. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessEvnine, Jeremy, Rudd, Andrew, MacBeth, James D.
Interest rate term structure estimation with exponential splines: a note.BusinessShea, Gary S.
International asset pricing under mild segmentation: theory and test.BusinessErrunza, Vihang, Losq, Etienne
Introducing recursive partitioning for financial classification: the case of financial distress.BusinessFrydman, Halina, Altman, Edward I., Kao, Duen-Li
Managerial incentives for short-term results.BusinessNarayanan, M.P.
Marginal tax rates: evidence from nontaxable corporate bonds: a note.BusinessAng, James, Peterson, David, Peterson, Pamela
Moral hazard and information sharing: a model of financial information gathering agencies.BusinessThakor, Anjan V., Millon, Marcia H.
More on estimation risk and simple rules for optimal portfolio selection.BusinessResnick, Bruce G., Alexander, Gordon J.
New tests of the APT (arbitrage pricing theory) and their implications. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessDhrymes, Phoebus J., Friend, Irwin, Gultekin, Mustafa N., Gultekin, N. Bulent, Kraus, Alan
Of financial innovations and excesses. (presidential address for the forty-third annual meeting of the American Finance Association held in Dallas, Texas on December 28 through December 30, 1984) (transcript)BusinessVan Horne, James C.
On economics and finance. (research in the two related fields of economics and finance) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December )BusinessSummers, Lawrence
On jumps in common stock prices and their impact on call option pricing.BusinessBall, Clifford A., Torous, Walter N.
On the feasibility of automated market making by a programmed specialist.BusinessHakansson, Nils H., Beja, Avraham, Kale, Jivendra
On the optimality of portfolio insurance.BusinessBenninga, Simon, Blume, Marshall
On the relevance of debt maturity structure.BusinessBrick, Ivan E., Ravid, S. Abraham
Option pricing and replication with transactions costs.BusinessLeland, Hayne E.
Options on the spot and options on futures.BusinessBrenner, Menachem, Courtadon, Georges, Subrahmanyam, Marti
Personal income taxes and the January effect: small firm stock returns before the war revenue act of 1917: a note.BusinessSchultz, Paul
Reformulating tax shield valuation: a note.BusinessMiles, James A., Ezzell, John R.
Returns to speculators and the theory of normal backwardation.BusinessChang, Eric C.
Ripoffs, lemons, and reputation formation in agency relationships: a laboratory market study. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessMendelson, Haim, Forsythe, Robert, De Jong, Douglas V., Lundholm, Russell J.
Risk aversion and arbitrage.BusinessGreen, Richard C., Srivastava, Sanjay
Risk aversion and information structure: an experimental study of price variability in the securities markets. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessAng, James S., Schwarz, Thomas, Cohen, Kalman J.
Risky debt, investment incentives, and reputation in a sequential equilibrium. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessSpatt, Chester S., John, Kose, Nachman, David C.
Spinoff-terminations and the value of pension insurance. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessMarcus, Alan J., Merville, Larry
The disposition to sell winners too early and ride losers too long: theory and evidence. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessConstantinides, George M., Statman, Meir, Shefrin, Hersh
The effect of voluntary sell-off announcements on shareholder wealth.BusinessJain, Pren C.
The integration of insurance and taxes in corporate pension strategy. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December )BusinessBicksler, James L., Chen, Andrew H., Babcock, Guilford C.
The price elasticity of demand for whole life insurance.BusinessBabbel, David F.
The pricing of oil and gas: some further results. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessKyle, Albert S., Miller, Merton H., Upton, Charles W.
The puzzle of financial leverage clienteles.BusinessScott, James, Sarig, Oded
The Rule 415 experiment: equity markets.BusinessBhagat, Sanjai, Marr, M. Wayne, Thompson, G. Rodney
The trading decision and market clearing under transaction price uncertainty.BusinessHo, Thomas Y., Schwartz, Robert A., Whitcomb, David K.
The usefulness of the wind-up measure of pension liabilities: a labor market perspective. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessLogue, Dennis E., Pesando, James E.
The use of electronic funds transfer to capture the effects of cash management practices on the demand for demand deposits: a note.BusinessDotsey, Michael
The valuation of options on futures contracts.BusinessSundaresan, Suresh M., Ramaswamy, Krishna
Towards a semigroup pricing theory. (and discussion) (papers and proceedings of the forty-third annual meeting of the American Finance Association, held in Dallas, Texas, on December 28 through December 30, 1984)BusinessGarman, Mark B., Huang, Chi-Fu
Weekend effects on stock returns: a comment.BusinessDyl, Edward A., Martin, Stanley A. Jr.
Weekend effects on stock returns: a reply.BusinessLakonishok, Josef, Levi, Maurice
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