Volume 41 Issue 5 (December 1986)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02525.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02526.x

Article

An Analysis of Divestiture Effects Resulting from Deregulation (pages 997-1010)

  • Author(s): ANDREW H. CHEN, LARRY J. MERVILLE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02527.x

Term Structure Movements and Pricing Interest Rate Contingent Claims (pages 1011-1029)

  • Author(s): THOMAS S. Y. HO, SANG‐BIN LEE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02528.x

Price Regulation in Property‐Liability Insurance: A Contingent‐Claims Approach (pages 1031-1050)

  • Author(s): NEIL A. DOHERTY, JAMES R. GARVEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02529.x

Positively Weighted Portfolios on the Minimum‐Variance Frontier (pages 1051-1068)

  • Author(s): RICHARD C. GREEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02530.x

A Theory of Trading Volume (pages 1069-1087)

  • Author(s): JONATHAN M. KARPOFF
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02531.x

Information Asymmetry and the Dealer's Bid‐Ask Spread: A Case Study of Earnings and Dividend Announcements (pages 1089-1102)

  • Author(s): P. C. VENKATESH, R. CHIANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02532.x

Commercial Bank Portfolio Behavior and Endogenous Uncertainty (pages 1103-1114)

  • Author(s): BRYAN STANHOUSE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02533.x

Can Tax‐Loss Selling Explain the January Seasonal in Stock Returns? (pages 1115-1128)

  • Author(s): K. C. CHAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02534.x

Contributing Authors and Institutions to the Journal of Finance : 1946–1985 (pages 1129-1140)

  • Author(s): J. LOUIS HECK, PHILIP L. COOLEY, CARL M. HUBBARD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02535.x

Note

A Note on Optimal Credit and Pricing Policy under Uncertainty: A Contingent‐Claims Approach (pages 1141-1148)

  • Author(s): CHUN H. LAM, ANDREW H. CHEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02536.x

The Weekly Pattern in Stock Index Futures: A Further Note (pages 1149-1152)

  • Author(s): EDWARD A. DYL, EDWIN D. MABERLY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02537.x

Homogeneity Restrictions on the Translog Cost Model: A Note (pages 1153-1155)

  • Author(s): ASGHAR ZARDKOOHI, NANDA RANGAN, JAMES KOLARI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02538.x

Comments and Reply

The Role of Options in the Resolution of Agency Problems: A Comment (pages 1157-1170)

  • Author(s): ROGER E. A. FARMER, RALPH A. WINTER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02539.x

The Role of Options in the Resolution of Agency Problems: A Reply (pages 1171-1173)

  • Author(s): ROBERT A. HAUGEN, LEMMA W. SENBET
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02540.x

Performance Hypothesis Testing with the Sharpe and Treynor Measures: A Comment (pages 1175-1176)

  • Author(s): CHARLES BRAM CADSBY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02541.x

Mean‐Variance versus Direct Utility Maximization: A Comment (pages 1177-1179)

  • Author(s): DONALD W. REID, BERNARD V. TEW
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02542.x

Erratum

Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach—Erratum (pages 1181-1181)

  • Author(s): HAIM LEVY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02543.x

Book Reviews

Book Reviews (pages 1183-1189)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02544.x

MISCELLANEA

MISCELLANEA (pages 1191-1191)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb02545.x

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