Volume 42 Issue 5 (December 1987)

Irwin Fried

EDWARD J. HOPKINSON EMERITUS PROFESSOR OF FINANCE AND ECONOMICS: July 10, 1915—Agust 16, 1987 (pages iv-vi)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04355.x

Article

Time‐Dependent Variance and the Pricing of Bond Options (pages 1113-1128)

  • Author(s): STEPHEN M. SCHAEFER, EDUARDO S. SCHWARTZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04356.x

Arbitrage, Continuous Trading, and Margin Requirements (pages 1129-1142)

  • Author(s): DAVID C. HEATH, ROBERT A. JARROW
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04357.x

Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets (pages 1143-1166)

  • Author(s): ROBERT M. DAMMON, RICHARD C. GREEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04358.x

Forward Markets, Stock Markets, and the Theory of the Firm (pages 1167-1185)

  • Author(s): RICHARD D. MacMINN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04359.x

An Empirical Investigation of the Market for Comex Gold Futures Options (pages 1187-1194)

  • Author(s): WARREN BAILEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04360.x

The Seasonal Stability of the Factor Structure of Stock Returns (pages 1195-1211)

  • Author(s): D. CHINHYUNG CHO, WILLIAM M. TAYLOR
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04361.x

Stock Return Anomalies and the Tests of the APT (pages 1213-1224)

  • Author(s): MUSTAFA N. GULTEKIN, N. BULENT GULTEKIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04362.x

Efficient Financing under Asymmetric Information (pages 1225-1243)

  • Author(s): MICHAEL BRENNAN, ALAN KRAUS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04363.x

The Issue Decision of Manager‐Owners under Information Asymmetry (pages 1245-1260)

  • Author(s): WILLIAM D. BRADFORD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04364.x

Acquisition of Divested Assets and Shareholders' Wealth (pages 1261-1273)

  • Author(s): NEIL W. SICHERMAN, RICHARD H. PETTWAY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04365.x

Debt Management under Corporate and Personal Taxation (pages 1275-1291)

  • Author(s): DAVID C. MAUER, WILBUR G. LEWELLEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04366.x

Components of the Bid‐Ask Spread and the Statistical Properties of Transaction Prices (pages 1293-1307)

  • Author(s): LAWRENCE R. GLOSTEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04367.x

The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index (pages 1309-1329)

  • Author(s): IRA G. KAWALLER, PAUL D. KOCH, TIMOTHY W. KOCH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04368.x

Off‐Board Trading of NYSE‐Listed Stocks: The Effects of Deregulation and the National Market System (pages 1331-1345)

  • Author(s): JAMES L. HAMILTON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04369.x

The Market Reaction to Stock Splits (pages 1347-1370)

  • Author(s): CHRISTOPHER G. LAMOUREUX, PERCY POON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04370.x

Note

Portfolio Selection in the Mean‐Variance Model: A Note (pages 1371-1376)

  • Author(s): LARS TYGE NIELSEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04371.x

A Note on Quantity versus Price Risk and the Theory of Financial Intermediation (pages 1377-1383)

  • Author(s): STEPHEN D. SMITH, DEBORAH WRIGHT GREGORY, KATHLEEN A. WEISS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04372.x

Friday the Thirteenth: ‘Part VII’—A Note (pages 1385-1387)

  • Author(s): ROBERT W. KOLB, RICARDO J. RODRIGUEZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04373.x

Institutional Contributions to the Leading Finance Journals, 1975 through 1986: A Note (pages 1389-1397)

  • Author(s): ALBERT W. NIEMI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04374.x

Book Reviews

Book Reviews (pages 1399-1407)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04375.x

MISCELLANEA

MISCELLANEA (pages 1409-1410)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb04376.x

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