Volume 41 Issue 2 (June 1986)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05035.x

Style Instructions

STYLE INSTRUCTIONS (pages iv-iv)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05036.x

Article

Benchmark Portfolio Inefficiency and Deviations from the Security Market Line (pages 295-312)

  • Author(s): RICHARD C. GREEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05037.x

International Arbitrage Pricing Theory: An Empirical Investigation (pages 313-329)

  • Author(s): D. CHINHYUNG CHO, CHEOL S. EUN, LEMMA W. SENBET
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05038.x

On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension (pages 331-337)

  • Author(s): JAY SHANKEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05039.x

The Geometry of the Maximum Likelihood Estimator of the Zero‐Beta Return (pages 339-346)

  • Author(s): SHMUEL KANDEL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05040.x

On the Number of Factors in the Arbitrage Pricing Model (pages 347-368)

  • Author(s): CHARLES TRZCINKA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05041.x

Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy (pages 369-382)

  • Author(s): MICHAEL U. DOTHAN, DAVID FELDMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05042.x

Asset Pricing in a Production Economy with Incomplete Information (pages 383-391)

  • Author(s): JÉRÔME B. DETEMPLE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05043.x

The Pricing of Interest‐Rate Risk: Evidence from the Stock Market (pages 393-410)

  • Author(s): RICHARD J. SWEENEY, ARTHUR D. WARGA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05044.x

Options, Taxes, and Ex‐Dividend Day Behavior (pages 411-424)

  • Author(s): COSTAS P. KAPLANIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05045.x

Loan Commitment Contracts, Terms of Lending, and Credit Allocation (pages 425-435)

  • Author(s): ARIE MELNIK, STEVEN PLAUT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05046.x

Deposit Insurance and the Discount Window: Pricing under Asymmetric Information (pages 437-450)

  • Author(s): GEORGE KANATAS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05047.x

Shelf Registrations and Shareholder Wealth: A Comparison of Shelf and Traditional Equity Offerings (pages 451-463)

  • Author(s): NORMAN H. MOORE, DAVID R. PETERSON, PAMELA P. PETERSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05048.x

A Model of Dynamic Takeover Behavior (pages 465-480)

  • Author(s): RONALD M. GIAMMARINO, ROBERT L. HEINKEL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05049.x

Price Movements as Indicators of Tender Offer Success (pages 481-499)

  • Author(s): WILLIAM SAMUELSON, LEONARD ROSENTHAL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05050.x

Moral Hazard and Adverse Selection: The Question of Financial Structure (pages 501-513)

  • Author(s): MASAKO N. DARROUGH, NEAL M. STOUGHTON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05051.x

Note

A Discrete Time Option Model Dependent on Expected Return: A Note (pages 515-520)

  • Author(s): THOMAS J. O'BRIEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05052.x

Book Review

Book Reviews (pages 521-527)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05053.x

MISCELLANEA

MISCELLANEA (pages 528-528)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1986.tb05054.x

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