Volume 42 Issue 1 (March 1987)

Article

Mimicking Portfolios and Exact Arbitrage Pricing (pages 1-9)

  • Author(s): GUR HUBERMAN, SHMUEL KANDEL, ROBERT F. STAMBAUGH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02546.x

Autoregressive Modeling of Earnings‐Investment Causality (pages 11-28)

  • Author(s): SASSON BAR‐YOSEF, JEFFREY L. CALLEN, JOSHUA LIVNAT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02547.x

Perquisites, Risk, and Capital Structure (pages 29-48)

  • Author(s): JOSEPH WILLIAMS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02548.x

Seasonality in the Risk‐Return Relationship: Some International Evidence (pages 49-68)

  • Author(s): ALBERT CORHAY, GABRIEL HAWAWINI, PIERRE MICHEL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02549.x

Expectations of Exchange Rates and Differential Inflation Rates: Further Evidence on Purchasing Power Parity in Efficient Markets (pages 69-79)

  • Author(s): ROGER D. HUANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02550.x

The Default Premium and Corporate Bond Experience (pages 81-97)

  • Author(s): JEROME S. FONS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02551.x

An Analysis of Yield Curve Notes (pages 99-110)

  • Author(s): JOSEPH P. OGDEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02552.x

Nonsynchronous Security Trading and Market Index Autocorrelation (pages 111-118)

  • Author(s): MICHAEL D. ATCHISON, KIRT C. BUTLER, RICHARD R. SIMONDS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02553.x

The Puzzle in Post‐Listing Common Stock Returns (pages 119-140)

  • Author(s): JOHN J. McCONNELL, GARY C. SANGER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02554.x

Note

Using Financial Prices to Test Exchange Rate Models: A Note (pages 141-149)

  • Author(s): BRUNO SOLNIK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02555.x

Asset Pricing and Dual Listing on Foreign Capital Markets: A Note (pages 151-158)

  • Author(s): GORDON J. ALEXANDER, CHEOL S. EUN, S. JANAKIRAMANAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02556.x

Initial Public Offer Underpricing: The Issuer's View—A Note (pages 159-162)

  • Author(s): STEVEN M. DAWSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02557.x

A Note on the Behavior of Stock Returns around Ex‐Dates of Stock Distributions (pages 163-168)

  • Author(s): AJAY R. DRAVID
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02558.x

Miller's Irrelevance Mechanism: A Note (pages 169-180)

  • Author(s): VAROUJ A. AIVAZIAN, JEFFREY L. CALLEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02559.x

Comment and Reply

The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement—A Comment (pages 181-188)

  • Author(s): JACKY C. SO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02560.x

The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement—A Reply (pages 189-194)

  • Author(s): JAMES W. McFARLAND, R. RICHARDSON PETTIT, SAM K. SUNG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02561.x

Book Reviews

Book Reviews (pages 195-198)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02562.x

MISCELLANEA

MISCELLANEA (pages 199-199)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1987.tb02563.x

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