Volume 39 Issue 1 (March 1984)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03855.x

ANNOUNCEMENTS

ANNOUNCEMENTS (pages iii-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03856.x

Article

An International Study of Tax Effects on Government Bonds (pages 1-22)

  • Author(s): ROBERT H. LITZENBERGER, JACQUES ROLFO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03857.x

Dealer Bid‐Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options (pages 23-45)

  • Author(s): THOMAS S. Y. HO, RICHARD G. MACRIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03858.x

Mean‐Variance Versus Direct Utility Maximization (pages 47-61)

  • Author(s): YORAM KROLL, HAIM LEVY, HARRY M. MARKOWITZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03859.x

On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio (pages 63-75)

  • Author(s): SHMUEL KANDEL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03860.x

Consumption and Equilibrium Interest Rates in Stochastic Production Economies (pages 77-92)

  • Author(s): M. SUNDARESAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03861.x

Capital Structure Equilibrium under Market Imperfections and Incompleteness (pages 93-103)

  • Author(s): LEMMA W. SENBET, ROBERT A. TAGGART
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03862.x

Taxes, Inflation and Corporate Financial Policy (pages 105-126)

  • Author(s): LAWRENCE D. SCHALL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03863.x

Corporate Behavior in Adjusting to Capital Structure and Dividend Targets: An Econometric Study (pages 127-145)

  • Author(s): ABOLHASSAN JALILVAND, ROBERT S. HARRIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03864.x

Models of Stock Returns—A Comparison (pages 147-165)

  • Author(s): STANLEY J. KON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03865.x

A Partial Theory of Takeover Bids (pages 167-183)

  • Author(s): D. J. ASHTON, D. R. ATKINS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03866.x

The Turn‐of‐the‐Year in Canada (pages 185-192)

  • Author(s): ANGEL BERGES, JOHN J. McCONNELL, GARY G. SCHLARBAUM
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03867.x

Commodity Bonds and Consumption Risks (pages 193-206)

  • Author(s): MAUREEN O'HARA
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03868.x

The Valuation of Multivariate Contingent Claims in Discrete Time Models (pages 207-228)

  • Author(s): R. C. STAPLETON, M. G. SUBRAHMANYAM
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03869.x

The Valuation of Assets under Moral Hazard (pages 229-238)

  • Author(s): RAM T. S. RAMAKRISHNAN, ANJAN V. THAKOR
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03870.x

Short Sales Restrictions and Kinks on the Mean Variance Frontier (pages 239-244)

  • Author(s): PHILIP H. DYBVIG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03871.x

Note

On the Jensen Measure and Marginal Improvements in Portfolio Performance: A Note (pages 245-251)

  • Author(s): J. D. JOBSON, BOB KORKIE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03872.x

The Value of the Tax Treatment of Original‐Issue Deep‐Discount Bonds: A Note (pages 253-259)

  • Author(s): MARCELLE ARAK, ANDREW SILVER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03873.x

Option Pricing When the Underlying Asset Earns a Below‐Equilibrium Rate of Return: A Note (pages 261-265)

  • Author(s): ROBERT MCDONALD, DANIEL SIEGEL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03874.x

Stock Market Returns and Real Activity: A Note (pages 267-273)

  • Author(s): ROGER D. HUANG, WILLIAM A. KRACAW
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03875.x

Conglomerate Merger, Wealth Redistribution and Debt: A Note (pages 275-281)

  • Author(s): CHUN H. LAM, KENNETH J. BOUDREAUX
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03876.x

Negative Cash Flows, Duration, and Immunization: A Note (pages 283-288)

  • Author(s): PATRICIA KNAIN LITTLE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03877.x

Comments and Replie

Flotation Cost Allowance for the Regulated Firm: A Comment (pages 289-291)

  • Author(s): KEITH M. HOWE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03878.x

Flotation Cost Allowance for the Regulated Firm: A Reply (pages 293-294)

  • Author(s): E. R. ARZAC, M. MARCUS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb03879.x
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