Volume 39 Issue 5 (December 1984)

Association Meetings

ASSOCIATION MEETINGS (pages i-ii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04905.x

ANNOUNCEMENT

ANNOUNCEMENTS (pages iii-iii)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04906.x

Article

An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns (pages 1257-1292)

  • Author(s): ELROY DIMSON, PAUL MARSH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04907.x

Stock Returns, Inflation, and Economic Activity: The Survey Evidence (pages 1293-1310)

  • Author(s): JOEL HASBROUCK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04908.x

Estimating the Correlation Structure of International Share Prices (pages 1311-1324)

  • Author(s): CHEOL S. EUN, BRUCE G. RESNICK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04909.x

Shareholder Benefits from Corporate International Diversification (pages 1325-1344)

  • Author(s): ALI M. FATEMI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04910.x

Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions (pages 1345-1357)

  • Author(s): FREDERIC S. MISHKIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04911.x

Credit Rationing and Financial Disorder (pages 1359-1382)

  • Author(s): JACK GUTTENTAG, RICHARD HERRING
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04912.x

Stability of the U.S. Short‐Run Money Demand Function, 1959–81 (pages 1383-1396)

  • Author(s): KUAN‐PIN LIN, JOHN S. OH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04913.x

New Evidence That Taxes Affect the Valuation of Dividends (pages 1397-1415)

  • Author(s): JAMES M. POTERBA, LAWRENCE H. SUMMERS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04914.x

The Structure of Asset Prices and Socially Useless/Useful Information (pages 1417-1435)

  • Author(s): JAMES A. OHLSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04915.x

Additional Evidence on the Relation Between Divestiture Announcements and Shareholder Wealth (pages 1437-1448)

  • Author(s): JAMES D. ROSENFELD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04916.x

Mean‐Gini, Portfolio Theory, and the Pricing of Risky Assets (pages 1449-1468)

  • Author(s): HAIM SHALIT, SHLOMO YITZHAKI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04917.x

Portfolio Analysis Using Single Index, Multi‐Index, and Constant Correlation Models: A Unified Treatment (pages 1469-1483)

  • Author(s): CLARENCE C. Y. KWAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04918.x

On Testing the Arbitrage Pricing Theory: Inter‐Battery Factor Analysis (pages 1485-1502)

  • Author(s): D. CHINHYUNG CHO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04919.x

A Simple Formula for the Expected Rate of Return of an Option over a Finite Holding Period (pages 1503-1509)

  • Author(s): MARK RUBINSTEIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04920.x

The American Put Option Valued Analytically (pages 1511-1524)

  • Author(s): ROBERT GESKE, H. E. JOHNSON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04921.x

The Valuation of Options When Asset Returns Are Generated by a Binomial Process (pages 1525-1539)

  • Author(s): R. C. STAPLETON, M. G. SUBRAHMANYAM
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04922.x

A Risk Minimizing Strategy for Portfolio Immunization (pages 1541-1546)

  • Author(s): H. GIFFORD FONG, OLDRICH A. VASICEK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04923.x

Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects (pages 1547-1569)

  • Author(s): JIMMY E. HILLIARD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04924.x

Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model (pages 1571-1595)

  • Author(s): EARL L. GRINOLS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04925.x

Note

The Impact of Seniority and Security Covenants on Bond Yields: A Note (pages 1597-1602)

  • Author(s): GORDON S. ROBERTS, JERRY A. VISCIONE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04926.x

New Findings Regarding Day‐of‐the‐Week Returns over Trading and Non‐Trading Periods: A Note (pages 1603-1614)

  • Author(s): RICHARD J. ROGALSKI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04927.x

Comment and Reply

Direct Equity Financing; A Resolution of a Paradox: A Comment (pages 1615-1618)

  • Author(s): RICHARD L. SMITH, MANJEET DHATT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04928.x

Direct Equity Financing; A Resolution of a Paradox: A Reply (pages 1619-1624)

  • Author(s): ROBERT S. HANSEN, JOHN M. PINKERTON
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1984.tb04929.x
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