Volume 35 Issue 2 (May 1980)

Style Instructions

STYLE INSTRUCTIONS (pages i-i)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02149.x

Presidential Address

Market Incompleteness and Divergences Between Forward and Futures Interest Rates (pages 221-234)

  • Author(s): EDWARD J. KANE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02150.x

Security Market Microstructure

On The Dynamic Behavior of Prices in Disequilibrium (pages 235-248)

  • Author(s): AVRAHAM BEJA, M. BARRY GOLDMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02151.x

Implications of Microstructure Theory for Empirical Research on Stock Price Behavior (pages 249-257)

  • Author(s): KALMAN J. COHEN, GABRIEL A. HAWAWINI, STEVEN F. MAIER, ROBERT A. SCHWARTZ, DAVID K. WHITCOMB
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02152.x

On Dealer Markets Under Competition (pages 259-267)

  • Author(s): THOMAS HO, HANS R. STOLL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02153.x

Discussion

DISCUSSION (pages 267-268)

  • Author(s): JAMES C. HORNE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02154.x

Empirical Research on Capital Market

THE RELATIVE EFFICIENCY OF VARIOUS PORTFOLIOS: SOME FURTHER EVIDENCE (pages 269-281)

  • Author(s): MARSHALL E. BLUME
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02155.x

Discussion

DISCUSSION (pages 281-283)

  • Author(s): ROLF W. BANZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02156.x

Empirical Research On Capital Markets

Tests of the Black‐Scholes and Cox Call Option Valuation Models (pages 285-301)

  • Author(s): JAMES D. MACBETH, LARRY J. MERVILLE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02157.x

Discussion

DISCUSSION (pages 301-303)

  • Author(s): STEVEN MANASTER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02158.x

Empirical Research On Capital Markets

Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes (pages 305-319)

  • Author(s): RONALD W. MASULIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02159.x

Discussion

DISCUSSION (pages 319-321)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02160.x

Informationally Efficient Markets

Disclosure Laws and Takeover Bids (pages 323-334)

  • Author(s): S. J. GROSSMAN, O. D. HART
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02161.x

Distinguishing Beliefs and Preferences in Equilibrium Prices (pages 335-344)

  • Author(s): ALAN KRAUS, GORDON A. SICK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02162.x

Discussion

DISCUSSION (pages 344-346)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02163.x

Financial Issues For Regulated Firms

The Effect of Fuel Adjustment Clauses on the Systematic Risk and Market Values of Electric Utilities (pages 347-358)

  • Author(s): ROGER G. CLARKE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02164.x

Admissible Rate Bases, Fair Rates of Return and the Structure of Regulation (pages 359-368)

  • Author(s): BRUCE C. GREENWALD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02165.x

On the CAPM Approach to the Estimation of A Public Utility's Cost of Equity Capital (pages 369-383)

  • Author(s): ROBERT LITZENBERGER, KRISHNA RAMASWAMY, HOWARD SOSIN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02166.x

Discussion

DISCUSSION (pages 383-385)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02167.x

DISCUSSION (pages 385-387)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02168.x

The Term Structure

An Analysis of Variable Rate Loan Contracts (pages 389-403)

  • Author(s): JOHN C. COX, JONATHAN E. INGERSOLL, STEPHEN A. ROSS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02169.x

Conditional Predictions of Bond Prices and Returns (pages 405-417)

  • Author(s): MICHAEL J. BRENNAN, EDUARDO S. SCHWARTZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02170.x

Discussion

DISCUSSION (pages 417-419)

  • Author(s): STEPHEN M. SCHAEFER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02171.x

The Term Structure

Equilibrium Term Structure Models: Test Methodology (pages 421-435)

  • Author(s): TERRY MARSH
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02172.x

Discussion

Discussion (pages 435-438)

  • Author(s): DOUGLAS T. BREEDEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1980.tb02173.x
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