Journal of Finance 1985 |
Title | Subject | Authors |
Adjustment costs and capital asset pricing. (and discussion) ( ) | Business | Singleton, 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) | Business | Saunders, Anthony, Spindt, Paul A., Ho, Thomas S.Y. |
A model for the determination of 'fair' premiums on lease cancellation insurance policies. | Business | McConnell, John J., Schalleheim, James S. |
An analysis of mortgage contracting: prepayment penalties and the due-on-sale clause. | Business | Spatt, Chester S., Dunn, Kenneth B. |
An investigation of commodity futures prices using the consumption-based intertemporal capital asset pricing model. | Business | Jagannathan, 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) | Business | Ord, 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) | Business | Romer, David, Mankiw, N. Gregory, Shapiro, Matthew D., Shiller, Robert |
Approximate factor structures: interpretations and implications for empirical tests. | Business | Grinblatt, Mark, Titman, Sheridan |
A rational expectations model of term premia with some implications for empirical asset demand equations. | Business | Walsh, Carl E. |
A sequential signalling model of convertible debt call policy. | Business | Harris, 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) | Business | Loderer, 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) | Business | Fogler, 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. | Business | James, Christopher, Koreisha, Sergio, Partch, Megan |
Bank funding risks, risk aversion, and the choice of futures hedging instrument. | Business | Koppenhaver, G.D. |
Capital asset pricing compatible with observed market value weights. | Business | Grauer, 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) | Business | Shapiro, 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) | Business | Ross, 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) | Business | Chan, Yuk-Shee, Mak, King-Tim, Heinkel, Robert |
Derivation of the capital asset pricing model without normality or quadratic preference: a note. | Business | Kwon, 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) | Business | Smith, 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. | Business | Ajinkya, Bipin B., Gift, Michael J. |
Divergence of opinion in complete markets: a note. | Business | Varian, 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) | Business | Thaler, Richard, De Bondt, Werner F.M., Bernstein, Peter L. |
Government bond returns, measurement of interest rate risk, and the arbitrage pricing theory. | Business | Rogalski, Richard J., Gultekin, N. Bulent |
Implications of the discreteness of observed stock prices. | Business | Gottlieb, 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) | Business | Treynor, 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) | Business | Evnine, Jeremy, Rudd, Andrew, MacBeth, James D. |
Interest rate term structure estimation with exponential splines: a note. | Business | Shea, Gary S. |
International asset pricing under mild segmentation: theory and test. | Business | Errunza, Vihang, Losq, Etienne |
Introducing recursive partitioning for financial classification: the case of financial distress. | Business | Frydman, Halina, Altman, Edward I., Kao, Duen-Li |
Managerial incentives for short-term results. | Business | Narayanan, M.P. |
Marginal tax rates: evidence from nontaxable corporate bonds: a note. | Business | Ang, James, Peterson, David, Peterson, Pamela |
Moral hazard and information sharing: a model of financial information gathering agencies. | Business | Thakor, Anjan V., Millon, Marcia H. |
More on estimation risk and simple rules for optimal portfolio selection. | Business | Resnick, 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) | Business | Dhrymes, 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) | Business | Van 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 ) | Business | Summers, Lawrence |
On jumps in common stock prices and their impact on call option pricing. | Business | Ball, Clifford A., Torous, Walter N. |
On the feasibility of automated market making by a programmed specialist. | Business | Hakansson, Nils H., Beja, Avraham, Kale, Jivendra |
On the optimality of portfolio insurance. | Business | Benninga, Simon, Blume, Marshall |
On the relevance of debt maturity structure. | Business | Brick, Ivan E., Ravid, S. Abraham |
Option pricing and replication with transactions costs. | Business | Leland, Hayne E. |
Options on the spot and options on futures. | Business | Brenner, 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. | Business | Schultz, Paul |
Reformulating tax shield valuation: a note. | Business | Miles, James A., Ezzell, John R. |
Returns to speculators and the theory of normal backwardation. | Business | Chang, 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) | Business | Mendelson, Haim, Forsythe, Robert, De Jong, Douglas V., Lundholm, Russell J. |
Risk aversion and arbitrage. | Business | Green, 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) | Business | Ang, 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) | Business | Spatt, 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) | Business | Marcus, 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) | Business | Constantinides, George M., Statman, Meir, Shefrin, Hersh |
The effect of voluntary sell-off announcements on shareholder wealth. | Business | Jain, 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 ) | Business | Bicksler, James L., Chen, Andrew H., Babcock, Guilford C. |
The price elasticity of demand for whole life insurance. | Business | Babbel, 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) | Business | Kyle, Albert S., Miller, Merton H., Upton, Charles W. |
The puzzle of financial leverage clienteles. | Business | Scott, James, Sarig, Oded |
The Rule 415 experiment: equity markets. | Business | Bhagat, Sanjai, Marr, M. Wayne, Thompson, G. Rodney |
The trading decision and market clearing under transaction price uncertainty. | Business | Ho, 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) | Business | Logue, 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. | Business | Dotsey, Michael |
The valuation of options on futures contracts. | Business | Sundaresan, 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) | Business | Garman, Mark B., Huang, Chi-Fu |
Weekend effects on stock returns: a comment. | Business | Dyl, Edward A., Martin, Stanley A. Jr. |
Weekend effects on stock returns: a reply. | Business | Lakonishok, Josef, Levi, Maurice |
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