Volume 39 Issue 2 (June 1984)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02310.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02311.x

Article

A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory (pages 323-346)

  • Author(s): PHOEBUS J. DHRYMES, IRWIN FRIEND, N. BULENT GULTEKIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02312.x

A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply (pages 347-350)

  • Author(s): RICHARD ROLL, STEPHEN A. ROSS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02313.x

Intertemporal Commodity Futures Hedging and the Production Decision (pages 351-376)

  • Author(s): THOMAS S. Y. HO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02314.x

Seasonality Estimation in Thin Markets (pages 377-392)

  • Author(s): MICHAEL THEOBALD, VERA PRICE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02315.x

Tax Effects in Term Structure Estimation (pages 393-406)

  • Author(s): JAMES V. JORDAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02316.x

The Demand for Borrowed Reserves: A Switching Regression Model (pages 407-424)

  • Author(s): DONALD DUTKOWSKY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02317.x

Conditions for Myopic Valuation and Serial Independence of the Market Excess Return in Discrete Time Models (pages 425-442)

  • Author(s): GUNTER FRANKE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02318.x

On Valuing American Call Options with the Black‐Scholes European Formula (pages 443-455)

  • Author(s): ROBERT GESKE, RICHARD ROLL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02319.x

The Ex‐Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects (pages 457-476)

  • Author(s): L. D. BOOTH, D. J. JOHNSTON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02320.x

Investment Management and Risk Sharing with Multiple Managers (pages 477-491)

  • Author(s): CHRISTOPHER B. BARRY, LAURA T. STARKS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02321.x

Real Stock Returns and Inflation (pages 493-502)

  • Author(s): THEODORE E. DAY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02322.x

Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs (pages 503-517)

  • Author(s): GORDON J. ALEXANDER, P. GEORGE BENSON, JOAN M. KAMPMEYER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02323.x

Option Pricing Bounds in Discrete Time (pages 519-525)

  • Author(s): STYLIANOS PERRAKIS, PETER J. RYAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02324.x

The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance (pages 527-534)

  • Author(s): WILLIAM H. JEAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02325.x

Note

Municipal Bond Demand Premiums and Bond Price Volatility: A Note (pages 535-539)

  • Author(s): DUANE STOCK, EDWARD L. SCHREMS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02326.x

A General Diversification Theorem: A Note (pages 541-550)

  • Author(s): RICHARD D. MacMINN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02327.x

Comment and Reply

The Ex‐Dividend Day Behavior of Stock Prices; A Re‐Examination of the Clientele Effect: A Comment (pages 551-556)

  • Author(s): EDWIN J. ELTON, MARTIN J. GRUBER, JOEL RENTZLER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02328.x

The Ex‐Dividend Day Behavior of Stock Prices; A Re‐Examination of the Clientele Effect: A Reply (pages 557-561)

  • Author(s): AVNER KALAY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02329.x

Erratum

Erratum: Flotation Cost Adjustment in Rate of Return Regulation: A Reply (pages 563-563)

  • Author(s): ENRIQUE R. ARZAC, MATITYAHU MARCUS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02330.x

Book Review

Book Reviews (pages 565-572)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02331.x

MISCELLANEA

MISCELLANEA (pages 573-573)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb02332.x

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