Volume 34: Issue 5 (December 1979)

Two‐State Option Pricing

Pages: 1093-1110  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00058.x  |  Cited by: 177

RICHARD J. RENDLEMAN, BRIT J. BARTTER

Path Dependent Options: “Buy at the Low, Sell at the High”

Pages: 1111-1127  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00059.x  |  Cited by: 38

M. BARRY GOLDMAN, HOWARD B. SOSIN, MARY ANN GATTO

Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings

Pages: 1129-1139  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00060.x  |  Cited by: 32

GEORGE FEIGER, BERTRAND JACQUILLAT

Put‐Call Parity and Market Efficiency

Pages: 1141-1155  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00061.x  |  Cited by: 67

ROBERT C. KLEMKOSKY, BRUCE G. RESNICK

A Proposal for Indexes for Traded Call Options

Pages: 1157-1172  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00062.x  |  Cited by: 20

DAN GALAI

An Empirical Examination of the Black‐Scholes Call Option Pricing Model

Pages: 1173-1186  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00063.x  |  Cited by: 202

JAMES D. MACBETH, LARRY J. MERVILLE

The Efficacy of Trading Suspensions: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information

Pages: 1187-1200  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00064.x  |  Cited by: 28

LAWRENCE KRYZANOWSKI

Heteroscedasticity, R2 and Thin Trading on the Toronto Stock Exchange

Pages: 1201-1210  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00065.x  |  Cited by: 11

DAVID J. FOWLER, C. HARVEY RORKE, VIJAY M. JOG

Utility Bond Rates and Tax Normalization

Pages: 1211-1220  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00066.x  |  Cited by: 0

ERNST R. BERNDT, KAREN CHANT SHARP, G. CAMPBELL WATKINS

Mean‐Variance Efficient Sets and Expected Utility

Pages: 1221-1229  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00067.x  |  Cited by: 2

JACK MEYER

Evaluating and Comparing Projects: Simple Detection of False Alarms

Pages: 1231-1242  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00068.x  |  Cited by: 11

JOHN W. PRATT, JOHN S. HAMMOND

Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination

Pages: 1243-1250  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00069.x  |  Cited by: 65

FRANK J. FABOZZI, JACK C. FRANCIS

A Note on Capital Budgeting Techniques and the Reinvestment Rate

Pages: 1251-1254  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00070.x  |  Cited by: 10

RICHARD L. MEYER

A Note on the Impact of FHLB Advances on the Cost and Availability of Funds at S&Ls

Pages: 1255-1261  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00071.x  |  Cited by: 1

JOHN A. HALLORAN

A Note on Information in the Loan Evaluation Process

Pages: 1263-1269  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00072.x  |  Cited by: 2

BRYAN STANHOUSE, LARRY SHERMAN

Time‐Variance Relationship: Evidence on Correlation in Common Stock Returns: Comment

Pages: 1271-1272  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00073.x  |  Cited by: 0

MEIR I. SCHNELLER, CHARLES S. ROSEN

On Time‐Variance Analysis: Reply

Pages: 1273-1275  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00074.x  |  Cited by: 2

ROBERT A. SCHWARTZ, DAVID K. WHITCOMB

BOOK REVIEWS

Pages: 1277-1288  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00075.x  |  Cited by: 0

Book reviewed in this article:

MISCELLANEA

Pages: 1289-1289  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00076.x  |  Cited by: 0

Index to Volume XXXIV

Pages: 1291-1296  |  Published: 12/1979  |  DOI: 10.1111/j.1540-6261.1979.tb00447.x  |  Cited by: 0