Volume 40 Issue 5 (December 1985)

ANNOUNCEMENTS

ANNOUNCEMENTS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02381.x

Article

A Sequential Signalling Model of Convertible Debt Call Policy (pages 1263-1281)

  • Author(s): MILTON HARRIS, ARTUR RAVIV
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02382.x

Option Pricing and Replication with Transactions Costs (pages 1283-1301)

  • Author(s): HAYNE E. LELAND
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02383.x

Options on the Spot and Options on Futures (pages 1303-1317)

  • Author(s): MENACHEM BRENNER, GEORGES COURTADON, MARTI SUBRAHMANYAM
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02384.x

The Valuation of Options on Futures Contracts (pages 1319-1340)

  • Author(s): KRISHNA RAMASWAMY, SURESH M. SUNDARESAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02385.x

On the Optimality of Portfolio Insurance (pages 1341-1352)

  • Author(s): SIMON BENNINGA, MARSHALL BLUME
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02386.x

Dispersion of Financial Analysts' Earnings Forecasts and the (Option Model) Implied Standard Deviations of Stock Returns (pages 1353-1365)

  • Author(s): BIPIN B. AJINKYA, MICHAEL J. GIFT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02387.x

Approximate Factor Structures: Interpretations and Implications for Empirical Tests (pages 1367-1373)

  • Author(s): MARK GRINBLATT, SHERIDAN TITMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02388.x

A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates (pages 1375-1384)

  • Author(s): CHRISTOPHER JAMES, SERGIO KOREISHA, MEGAN PARTCH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02389.x

The Rule 415 Experiment: Equity Markets (pages 1385-1401)

  • Author(s): SANJAI BHAGAT, M. WAYNE MARR, G. RODNEY THOMPSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02390.x

Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies (pages 1403-1422)

  • Author(s): MARCIA H. MILLON, ANJAN V. THAKOR
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02391.x

On the Relevance of Debt Maturity Structure (pages 1423-1437)

  • Author(s): IVAN E. BRICK, S. ABRAHAM RAVID
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02392.x

A Model for the Determination of “Fair” Premiums on Lease Cancellation Insurance Policies (pages 1439-1457)

  • Author(s): JAMES S. SCHALLHEIM, JOHN J. McCONNELL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02393.x

The Puzzle of Financial Leverage Clienteles (pages 1459-1467)

  • Author(s): ODED SARIG, JAMES SCOTT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02394.x

Managerial Incentives for Short‐term Results (pages 1469-1484)

  • Author(s): M. P. NARAYANAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02395.x

Note

Reformulating Tax Shield Valuation: A Note (pages 1485-1492)

  • Author(s): JAMES A. MILES, JOHN R. EZZELL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02396.x

The Use of Electronic Funds Transfers to Capture the Effects of Cash Management Practices on the Demand for Demand Deposits: A Note (pages 1493-1503)

  • Author(s): MICHAEL DOTSEY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02397.x

Derivation of the Capital Asset Pricing Model without Normality or Quadratic Preference: A Note (pages 1505-1509)

  • Author(s): YOUNG K. KWON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02398.x

Book Reviews

Book Reviews (pages 1511-1518)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02399.x

MISCELLANEA

MISCELLANEA (pages 1519-1520)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1985.tb02400.x

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