Browse The Journal of Finance

MI

Front Matter

FL

1263-1281 A Sequential Signalling Model of Convertible Debt Call Policy

Artur Raviv, Milton Harris

1283-1301 Option Pricing and Replication with Transactions Costs

Hayne E. Leland

1303-1317 Options on the Spot and Options on Futures

Georges Courtadon, Marti Subrahmanyam, Menachem Brenner

1319-1340 The Valuation of Options on Futures Contracts

Krishna Ramaswamy, Suresh M. Sundaresan

1341-1352 On the Optimality of Portfolio Insurance

Marshall Blume, Simon Benninga

1353-1365 Dispersion of Financial Analysts' Earnings Forecasts and the (Option Model) Implied Standard Deviations of Stock Returns

Bipin B. Ajinkya, Michael J. Gift

1367-1373 Approximate Factor Structures: Interpretations and Implications for Empirical Tests

Mark Grinblatt, Sheridan Titman

1375-1384 A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates

Christopher James, Megan Partch, Sergio Koreisha

1385-1401 The Rule 415 Experiment: Equity Markets

G. Rodney Thompson, M. Wayne Marr, Sanjai Bhagat

1403-1422 Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies

Anjan V. Thakor, Marcia H. Millon

1423-1437 On the Relevance of Debt Maturity Structure

Ivan E. Brick, S. Abraham Ravid

1439-1457 A Model for the Determination of "Fair" Premiums on Lease Cancellation Insurance Policies

James S. Schallheim, John J. McConnell

1459-1467 The Puzzle of Financial Leverage Clienteles

James Scott, Oded Sarig

1469-1484 Managerial Incentives for Short-Term Results

M. P. Narayanan

1485-1492 Reformulating Tax Shield Valuation: A Note

James A. Miles, John R. Ezzell

1493-1503 The Use of Electronic Funds Transfers to Capture the Effects of Cash Management Practices on the Demand for Demand Deposits: A Note

Michael Dotsey

1505-1509 Derivation of the Capital Asset Pricing Model without Normality or Quadratic Preference: A Note

Young K. Kwon

MI

1519-1520 Miscellanea

Back Matter