Volume 42 Issue 2 (June 1987)

Article

Tests of Asset Pricing with Time‐Varying Expected Risk Premiums and Market Betas (pages 201-220)

  • Author(s): WAYNE E. FERSON, SHMUEL KANDEL, ROBERT F. STAMBAUGH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02564.x

Nonsynchronous Data and the Covariance‐Factor Structure of Returns (pages 221-231)

  • Author(s): JAY SHANKEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02565.x

Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (pages 233-265)

  • Author(s): BRUCE N. LEHMANN, DAVID M. MODEST
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02566.x

The Pricing of Options with Default Risk (pages 267-280)

  • Author(s): HERB JOHNSON, RENÉ STULZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02567.x

The Pricing of Options on Assets with Stochastic Volatilities (pages 281-300)

  • Author(s): JOHN HULL, ALAN WHITE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02568.x

Efficient Analytic Approximation of American Option Values (pages 301-320)

  • Author(s): GIOVANNI BARONE‐ADESI, ROBERT E. WHALEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02569.x

Efficient Signalling with Dividends and Investments (pages 321-343)

  • Author(s): RAMASASTRY AMBARISH, KOSE JOHN, JOSEPH WILLIAMS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02570.x

Collateral and Competitive Equilibria with Moral Hazard and Private Information (pages 345-363)

  • Author(s): YUK‐SHEE CHAN, ANJAN V. THAKOR
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02571.x

A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends (pages 365-394)

  • Author(s): AHARON R. OFER, ANJAN V. THAKOR
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02572.x

Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal‐Extraction Approach (pages 395-406)

  • Author(s): CHRISTIAN C. P. WOLFF
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02573.x

Reserves Announcements and Interest Rates: Does Monetary Policy Matter? (pages 407-422)

  • Author(s): GIKAS A. HARDOUVELIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02574.x

A Multiproduct Cost Study of Savings and Loans (pages 423-445)

  • Author(s): LORETTA J. MESTER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02575.x

Note

Taxable vs. Tax‐Exempt Bonds: A Note on the Effect of Uncertain Taxable Income (pages 447-451)

  • Author(s): CHRISTOPHER D. PIROS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02576.x

Can Tax‐Loss Selling Explain the January Effect? A Note (pages 453-461)

  • Author(s): CHARLES P. JONES, DOUGLAS K. PEARCE, JACK W. WILSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02577.x

A Note on the Convergence of Binomial‐Pricing and Compound‐Option Models (pages 463-469)

  • Author(s): EDWARD OMBERG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02578.x

Positively Weighted Frontier Portfolios: A Note (pages 471-471)

  • Author(s): LARS TYGE NIELSEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02579.x

Erratum

A Note on the Local Expectations Hypothesis: A Discrete‐Time Exposition—Erratum (pages 473-473)

  • Author(s): CHRISTIAN GILLES, STEPHEN F. LeROY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02580.x

Book Reviews

Book Reviews (pages 475-480)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02581.x

MISCELLANEA

MISCELLANEA (pages 481-481)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02582.x

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