Volume 40 Issue 2 (June 1985)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04960.x

ANNOUNCEMENT

ANNOUNCEMENTS (pages iii-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04961.x

Article

A Simple Econometric Approach for Utility‐Based Asset Pricing Models (pages 359-381)

  • Author(s): DAVID P. BROWN, MICHAEL R. GIBBONS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04962.x

Differential Information and Performance Measurement Using a Security Market Line (pages 383-399)

  • Author(s): PHILIP H. DYBVIG, STEPHEN A. ROSS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04963.x

The Analytics of Performance Measurement Using a Security Market Line (pages 401-416)

  • Author(s): PHILIP H. DYBVIG, STEPHEN A. ROSS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04964.x

On Determination of Stochastic Dominance Optimal Sets (pages 417-431)

  • Author(s): VIJAY S. BAWA, JAMES N. BODURTHA, M. R. RAO, HIRA L. SURI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04965.x

The Week‐End Effect in Common Stock Returns: The International Evidence (pages 433-454)

  • Author(s): JEFFREY JAFFE, RANDOLPH WESTERFIELD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04966.x

Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978 (pages 455-480)

  • Author(s): MARK RUBINSTEIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04967.x

Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options (pages 481-500)

  • Author(s): PAUL J. HALPERN, STUART M. TURNBULL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04968.x

On the Interaction of Real and Financial Decisions of the Firm Under Uncertainty (pages 501-517)

  • Author(s): AMIHUD DOTAN, S. ABRAHAM RAVID
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04969.x

Corporate Combinations and Common Stock Returns: The Case of Joint Ventures (pages 519-536)

  • Author(s): JOHN J. McCONNELL, TIMOTHY J. NANTELL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04970.x

Return, Risk, and Yield: Evidence from Ex Ante Data (pages 537-548)

  • Author(s): JAMES S. ANG, DAVID R. PETERSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04971.x

The Choice of Call Provision Terms: Evidence of the Existence of Agency Costs of Debt (pages 549-561)

  • Author(s): JANET S. THATCHER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04972.x

Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments (pages 563-575)

  • Author(s): CHUN H. LAM, ANDREW H. CHEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04973.x

Note

On the Theory of Rational Insurance Purchasing: A Note (pages 577-581)

  • Author(s): ERIC P. BRIYS, HENRI LOUBERGE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04974.x

The Weekly Pattern in Stock Returns: Cash versus Futures: A Note (pages 583-588)

  • Author(s): BRADFORD CORNELL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04975.x

The Pricing of Short‐Term Debt and the Miller Hypothesis: A Note (pages 589-594)

  • Author(s): BRADFORD D. JORDAN, RICHARD H. PETTWAY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04976.x

Expected Inflation and Interest Rates in a Multi‐asset Model: A Note (pages 595-599)

  • Author(s): DOUGLAS W. MITCHELL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04977.x

Comment and Reply

Mean‐Variance Versus Direct Utility Maximization: A Comment (pages 601-602)

  • Author(s): LAWRENCE B. PULLEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04978.x

Optimal Distribution‐Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Comment (pages 603-605)

  • Author(s): BRUCE LEHMANN, ARTHUR WARGA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04979.x

Optimal Distribution‐Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Reply (pages 607-607)

  • Author(s): CARMELO GIACCOTTO, MUKHTAR M. ALI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04980.x

Book Review

Book Reviews (pages 609-616)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04981.x

MISCELLANEA

MISCELLANEA (pages 617-617)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04982.x

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