Volume 34 Issue 5 (December 1979)

Original Article

Two‐State Option Pricing (pages 1093-1110)

  • Author(s): RICHARD J. RENDLEMAN, BRIT J. BARTTER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00058.x

Path Dependent Options: “Buy at the Low, Sell at the High” (pages 1111-1127)

  • Author(s): M. BARRY GOLDMAN, HOWARD B. SOSIN, MARY ANN GATTO
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00059.x

Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings (pages 1129-1139)

  • Author(s): GEORGE FEIGER, BERTRAND JACQUILLAT
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00060.x

Put‐Call Parity and Market Efficiency (pages 1141-1155)

  • Author(s): ROBERT C. KLEMKOSKY, BRUCE G. RESNICK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00061.x

A Proposal for Indexes for Traded Call Options (pages 1157-1172)

  • Author(s): DAN GALAI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00062.x

An Empirical Examination of the Black‐Scholes Call Option Pricing Model (pages 1173-1186)

  • Author(s): JAMES D. MACBETH, LARRY J. MERVILLE
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00063.x

The Efficacy of Trading Suspensions: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information (pages 1187-1200)

  • Author(s): LAWRENCE KRYZANOWSKI
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00064.x

Heteroscedasticity, R 2 and Thin Trading on the Toronto Stock Exchange (pages 1201-1210)

  • Author(s): DAVID J. FOWLER, C. HARVEY RORKE, VIJAY M. JOG
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00065.x

Utility Bond Rates and Tax Normalization (pages 1211-1220)

  • Author(s): ERNST R. BERNDT, KAREN CHANT SHARP, G. CAMPBELL WATKINS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00066.x

Mean‐Variance Efficient Sets and Expected Utility (pages 1221-1229)

  • Author(s): JACK MEYER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00067.x

Evaluating and Comparing Projects: Simple Detection of False Alarms (pages 1231-1242)

  • Author(s): JOHN W. PRATT, JOHN S. HAMMOND
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00068.x

Note

Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination (pages 1243-1250)

  • Author(s): FRANK J. FABOZZI, JACK C. FRANCIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00069.x

A Note on Capital Budgeting Techniques and the Reinvestment Rate (pages 1251-1254)

  • Author(s): RICHARD L. MEYER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00070.x

A Note on the Impact of FHLB Advances on the Cost and Availability of Funds at S&Ls (pages 1255-1261)

  • Author(s): JOHN A. HALLORAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00071.x

A Note on Information in the Loan Evaluation Process (pages 1263-1269)

  • Author(s): BRYAN STANHOUSE, LARRY SHERMAN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00072.x

Comment

Time‐Variance Relationship: Evidence on Correlation in Common Stock Returns: Comment (pages 1271-1272)

  • Author(s): MEIR I. SCHNELLER, CHARLES S. ROSEN
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00073.x

On Time‐Variance Analysis: Reply (pages 1273-1275)

  • Author(s): ROBERT A. SCHWARTZ, DAVID K. WHITCOMB
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00074.x

Book Review

BOOK REVIEWS (pages 1277-1288)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00075.x

MISCELLANEA

MISCELLANEA (pages 1289-1289)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1979.tb00076.x

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