Volume 40 Issue 1 (March 1985)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04932.x

ANNOUNCEMENT

ANNOUNCEMENTS (pages iii-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04933.x

Article

On the Feasibility of Automated Market Making by a Programmed Specialist (pages 1-20)

  • Author(s): NILS H. HAKANSSON, AVRAHAM BEJA, JIVENDRA KALE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04934.x

The Trading Decision and Market Clearing under Transaction Price Uncertainty (pages 21-42)

  • Author(s): THOMAS S. Y. HO, ROBERT A. SCHWARTZ, DAVID K. WHITCOMB
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04935.x

Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory (pages 43-61)

  • Author(s): N. BULENT GULTEKIN, RICHARD J. ROGALSKI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04936.x

Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations (pages 63-83)

  • Author(s): CARL E. WALSH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04937.x

Capital Asset Pricing Compatible with Observed Market Value Weights (pages 85-103)

  • Author(s): MICHAEL J. BEST, ROBERT R. GRAUER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04938.x

International Asset Pricing under Mild Segmentation: Theory and Test (pages 105-124)

  • Author(s): VIHANG ERRUNZA, ETIENNE LOSQ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04939.x

More on Estimation Risk and Simple Rules for Optimal Portfolio Selection (pages 125-133)

  • Author(s): GORDON J. ALEXANDER, BRUCE G. RESNICK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04940.x

Implications of the Discreteness of Observed Stock Prices (pages 135-153)

  • Author(s): GARY GOTTLIEB, AVNER KALAY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04941.x

On Jumps in Common Stock Prices and Their Impact on Call Option Pricing (pages 155-173)

  • Author(s): CLIFFORD A. BALL, WALTER N. TOROUS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04942.x

An Investigation of Commodity Futures Prices Using the Consumption‐Based Intertemporal Capital Asset Pricing Model (pages 175-191)

  • Author(s): RAVI JAGANNATHAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04943.x

Returns to Speculators and the Theory of Normal Backwardation (pages 193-208)

  • Author(s): ERIC C. CHANG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04944.x

The Effect of Voluntary Sell‐off Announcements on Shareholder Wealth (pages 209-224)

  • Author(s): PREM C. JAIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04945.x

The Price Elasticity of Demand for Whole Life Insurance (pages 225-239)

  • Author(s): DAVID F. BABBEL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04946.x

Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument (pages 241-255)

  • Author(s): G. D. KOPPENHAVER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04947.x

Risk Aversion and Arbitrage (pages 257-268)

  • Author(s): RICHARD C. GREEN, SANJAY SRIVASTAVA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04948.x

Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (pages 269-291)

  • Author(s): HALINA FRYDMAN, EDWARD I. ALTMAN, DUEN‐LI KAO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04949.x

An Analysis of Mortgage Contracting: Prepayment Penalties and the Due‐on‐Sale Clause (pages 293-308)

  • Author(s): KENNETH B. DUNN, CHESTER S. SPATT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04950.x

Note

Divergence of Opinion in Complete Markets: A Note (pages 309-317)

  • Author(s): HAL R. VARIAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04951.x

Interest Rate Term Structure Estimation with Exponential Splines: A Note (pages 319-325)

  • Author(s): GARY S. SHEA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04952.x

Marginal Tax Rates: Evidence from Nontaxable Corporate Bonds: A Note (pages 327-332)

  • Author(s): JAMES ANG, DAVID PETERSON, PAMELA PETERSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04953.x

Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note (pages 333-343)

  • Author(s): PAUL SCHULTZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04954.x

Acknowledgement: Kinks on the Mean‐Variance Frontier (pages 345-345)

  • Author(s): PHILIP H. DYBVIG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04955.x

Comment and Reply

Weekend Effects on Stock Returns: A Comment (pages 347-349)

  • Author(s): EDWARD A. DYL, STANLEY A. MARTIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb04956.x
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