Volume 34: Issue 5
(December 1979)

Issue Information


Front Matter (Page i - vii)

Article first published online: 29th December 2015 / DOI: 10.1111/j.1540-6261.1979.tb00448.x

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Back Matter (Page viii - xxiv)

Article first published online: 29th December 2015 / DOI: 10.1111/j.1540-6261.1979.tb00449.x

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Articles


Two‐State Option Pricing (Page 1093 - 1110)

  • RICHARD J. RENDLEMAN
  • BRIT J. BARTTER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00058.x

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

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

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00059.x

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

  • GEORGE FEIGER
  • BERTRAND JACQUILLAT

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00060.x

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

  • ROBERT C. KLEMKOSKY
  • BRUCE G. RESNICK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00061.x

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

  • DAN GALAI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00062.x

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

  • JAMES D. MACBETH
  • LARRY J. MERVILLE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00063.x

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

  • LAWRENCE KRYZANOWSKI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00064.x

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Heteroscedasticity, R2 and Thin Trading on the Toronto Stock Exchange (Page 1201 - 1210)

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

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00065.x

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

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

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00066.x

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

  • JACK MEYER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00067.x

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

  • JOHN W. PRATT
  • JOHN S. HAMMOND

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00068.x

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

  • FRANK J. FABOZZI
  • JACK C. FRANCIS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00069.x

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

  • RICHARD L. MEYER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00070.x

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

  • JOHN A. HALLORAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00071.x

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

  • BRYAN STANHOUSE
  • LARRY SHERMAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00072.x

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

  • MEIR I. SCHNELLER
  • CHARLES S. ROSEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00073.x

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

  • ROBERT A. SCHWARTZ
  • DAVID K. WHITCOMB

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00074.x

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BOOK REVIEWS (Page 1277 - 1288)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1979.tb00075.x

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Index to Volume XXXIV (Page 1291 - 1296)

Article first published online: 29th December 2015 / DOI: 10.1111/j.1540-6261.1979.tb00447.x

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