| Journal of Finance 1986 |
| Title | Subject | Authors |
|---|
| A defense of traditional hypotheses about the term structure of interest rates. | Business | Campbell, John Y. |
| A discrete time option model dependent on expected return: a note. (stock option valuation research) | Business | O'Brien, Thomas J. |
| A model of dynamic takeover behavior. | Business | Giammarino, Ronald M., Heinkel, Robert L. |
| A model of international asset pricing with a constraint on the foreign equity ownership. | Business | Eun, Cheol S., Janakiramanan, S. |
| An analysis of divestiture effects resulting from deregulation. | Business | Chen, Andrew H., Merville, Larry J. |
| An economic analysis of interest rate swaps. (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Chen, Andrew H., Bicksler, James |
| A note on optimal credit and pricing policy under uncertainty: a contingent claims approach. | Business | Chen, Andrew H., Lam, Chun H. |
| A note on the local expectations hypothesis: a discrete-time exposition. | Business | Gilles, Christian, Leroy, Stephen F. |
| A note on the welfare consequences of new option markets. | Business | Schachter, Barry |
| A note on unanticipated money growth and interest rate surprises: Mishkin and Makin revisited. | Business | Grier, Kevin B. |
| Asset price volatility, bubbles, and process switching. | Business | Hodrick, Robert J., Flood, Robert P. |
| Asset pricing and expected inflation. | Business | Stulz, Rene M. |
| Asset pricing in a production economy with incomplete information. | Business | Detemple, Jerome B. |
| Asymmetric information and risky debt maturity choice. | Business | Flannery, Mark J. |
| A theory of trading volume. | Business | Karpoff, Jonathan M. |
| A utility-based model of common stock price movements. | Business | Litzenberger, Robert H., Ronn, Ehud I. |
| Beating the foreign exchange market. | Business | Sweeney, Richard J. |
| Benchmark portfolio inefficiency and deviations from the security market line. | Business | Green, Richard C. |
| Callable bonds: a risk-reducing signalling mechanism. | Business | Schatzberg, John D., Robbins, Edward Henry |
| Can tax-loss selling explain the January seasonal in stock returns? | Business | Chan, K.C. |
| Commercial bank portfolio behavior and endogenous uncertainty. | Business | Stanhouse, Bryan |
| Contributing authors and institutions to the Journal of Finance: 1946-85. | Business | Cooley, Philip L., Heck, J. Louis, Hubbard, Carl M. |
| Deposit insurance and the discount window: pricing under asymmetric information. | Business | Kanatas, George |
| Discrete expectational data and portfolio performance. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Elton, Edwin J., Gruber, Martin J., Logue, Dennis E., Grossman, Seth |
| Do demand curves for stocks slope down? (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Shleifer, Andrei |
| Does the stock market rationally reflect fundamental values? (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Stambaugh, Robert F., Summers, Lawrence |
| Earnings announcements, stock price adjustment, and the existence of option markets. | Business | Jennings, Robert, Starks, Laura |
| Efficiency tests of the foreign currency options market. | Business | Bodurtha, James N., Jr., Courtadon, Georges R. |
| Equilibrium interest rates and multiperiod bonds in a partially observable economy. | Business | Feldman, David, Dothan, Michael U. |
| Excess asset reversions and shareholder wealth. | Business | Alderson, Michael J., Chen, K.C. |
| Futures options and the volatility of futures prices. | Business | Ball, Clifford A., Torous, Walter N. |
| Inflation, uncertainty, and investment. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Auerbach, Alan J., Baldwin, Carliss Y., Ruback, Richard S. |
| Informational efficiency and information subsets. (the efficient markets hypothesis applied to information, securities and finance) | Business | Latham, Mark |
| Information asymmetry and the dealer's bid-ask spread: a case study of earnings and dividend announcements. | Business | Venkatesh, P.C., Chiang, R. |
| Integration vs. segmentation in the Canadian stock market. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Bodurtha, James N., Jr., Jorion, Philippe, Schwartz, Eduardo |
| International arbitrage pricing theory: an empirical investigation. | Business | Eun, Cheol S., Cho, D. Chinhyung, Senbet, Lemma W. |
| LaPlace transforms as present value rules: a note. | Business | Buser, Stephen A. |
| Loan commitment contracts, terms of lending, and credit allocation. | Business | Melnik, Arie, Plaut, Steven |
| LYON taming. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Schwartz, Eduardo S., McConnell, John J., Mason, Scott P. |
| Moral hazard and adverse selection: the question of financial structure. | Business | Darrough, Masako N., Stoughton, Neal M. |
| On the exclusion of assets from tests of the mean variance efficiency of the market portfolio: an extension. | Business | Shanken, Jay |
| On the number of factors in the arbitrage pricing model. | Business | Trzcinka, Charles |
| On timing and selectivity. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Verrecchia, Robert E., Bhattacharya, Sudipto, Ross, Stephen A., Admati, Anat R., Pfleiderer, Paul |
| Optimal portfolio choice under incomplete information. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Feldman, David, Gennotte, Gerard |
| Options, taxes, and ex-dividend day behavior. | Business | Kaplanis, Costas P. |
| Positively weighted portfolios on the minimum-variance frontier. | Business | Green, Richard C. |
| Presidential address: noise. (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) ( transcript) | Business | Black, Fischer |
| Price and volume effects associated with changes in the S & P 500 list: new evidence for the existence of price pressures. | Business | Harris, Lawrence, Gurel, Eitan |
| Price movements as indicators of tender offer success. | Business | Samuelson, William, Rosenthal, Leonard |
| Price regulation in property-liability insurance: a contingent claims approach. | Business | Doherty, Neil A., Garven, James R. |
| Pricing new corporate bond issues: an analysis of issue cost and seasoning effects. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Rudd, Andrew, Fung, W.K.H., Taggart, Robert A., Jr. |
| Pricing risk-adjusted deposit insurance: an option-based model. | Business | Ronn, Ehud I., Verma, Avinash K. |
| Returns and risks of U.S. bank foreign currency activities. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Saunders, Anthony, Grammatikos, Theoharry, Swary, Itzhak, Brickley, James A. |
| Rights versus underwritten offerings: an asymmetric information approach. | Business | Schwartz, Eduardo S., Heinkel, Robert |
| Sample-dependent results using accounting and market data: some evidence. | Business | Banz, Rolf W., Breen, William J. |
| Shelf registrations and shareholder wealth: a comparison of shelf and traditional equity offerings. | Business | Moore, Norman H., Peterson, David R., Peterson, Pamela P. |
| Some aspects of equilibrium for a cross-section of firms signalling profitability with dividends: a note. | Business | Makhija, Anil K., Thompson, Howard E. |
| Stock price movements in response to stock issues under asymmetric information. | Business | Krasker, William S. |
| Tax clienteles and asset pricing. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Ross, Stephen A., Williams, Joseph, Dybvig, Philip H. |
| Term structure movements and pricing interest rate contingent claims. | Business | Ho, Thomas S.Y., Lee, Sang-Bin |
| Testing portfolio efficiency when the zero-beta rate is unknown: a note. | Business | Shanken, Jay |
| The duration of an adjustable-rate mortgage and the impact of the index. | Business | Ott, Robert A., Jr. |
| The effect of Three Mile Island on utility bond risk premia: a note. | Business | Barrett, W. Brian, Heuson, Andrea J., Kolb, Robert W. |
| The effects of different taxes on risky any risk-free investment and on the cost of capital. | Business | Friend, Irwin, Zhu, Yu |
| The empirical implications of the Cox, Ingersoll, Ross theory of the term structure of interest rates. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Ferson, Wayne E., Brown, Stephen J., Dybvig, Philip H. |
| The geometry of the maximum likelihood estimator of the zero-beta return. | Business | Kandel, Shmuel |
| The impact of preferred-for-common exchange offers on firm value. | Business | Lease, Ronald C., Pinegar, J. Michael |
| The pricing of futures and options contracts on the value line index. | Business | Eytan, T. Hanan, Harpaz, Giora |
| The pricing of interest-rate risk: evidence from the stock market. | Business | Sweeney, Richard J., Warga, Arthur D. |
| The relationship between arbitrage and first order stochastic dominance. | Business | Jarrow, Robert |
| The role of options in the resolution of agency problems: a comment. | Business | Farmer, Roger E.A., Winter, Ralph A. |
| The role of options in the resolution of agency problems: a reply. | Business | Senbet, Lemma W., Haugen, Robert A. |
| The timing and substance of divestiture announcements: individual, simultaneous and cumulative effects. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Klein, April, Hite, Gailen L. |
| Valuation and optimal exercise of the wild card option in the Treasury bond futures market. | Business | Marcus, Alan J., Kane, Alex |
| Valuation of American future options: theory and empirical tests. | Business | Whaley, Robert E. |
| Valuation of risky assets in arbitrage free economies with frictions. (and discussion) (papers and proceedings of the forty-fourth annual meeting of the American Finance Association from December 28 through December 30, 1985 in New York, New York) | Business | Prisman, Eliezer Z., Ronn, Ehud |
| Volume for winners and losers: taxation and other motives for stock trading. | Business | Lakonishok, Josef, Smidt, Seymour |
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