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Volume 35: Issue 2 (May 1980)


Market Incompleteness and Divergences Between Forward and Futures Interest Rates*

Pages: 221-234  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02150.x  |  Cited by: 16

EDWARD J. KANE


On The Dynamic Behavior of Prices in Disequilibrium

Pages: 235-248  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02151.x  |  Cited by: 152

AVRAHAM BEJA, M. BARRY GOLDMAN


Implications of Microstructure Theory for Empirical Research on Stock Price Behavior

Pages: 249-257  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02152.x  |  Cited by: 75

KALMAN J. COHEN, GABRIEL A. HAWAWINI, STEVEN F. MAIER, ROBERT A. SCHWARTZ, DAVID K. WHITCOMB


On Dealer Markets Under Competition

Pages: 259-267  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02153.x  |  Cited by: 85

THOMAS HO, HANS R. STOLL


DISCUSSION

Pages: 267-268  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02154.x  |  Cited by: 1

JAMES C. VAN HORNE


THE RELATIVE EFFICIENCY OF VARIOUS PORTFOLIOS: SOME FURTHER EVIDENCE

Pages: 269-281  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02155.x  |  Cited by: 0

MARSHALL E. BLUME


DISCUSSION

Pages: 281-283  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02156.x  |  Cited by: 0

ROLF W. BANZ


Tests of the Black‐Scholes and Cox Call Option Valuation Models

Pages: 285-301  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02157.x  |  Cited by: 89

JAMES D. MACBETH, LARRY J. MERVILLE


DISCUSSION

Pages: 301-303  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02158.x  |  Cited by: 2

STEVEN MANASTER


Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes

Pages: 305-319  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02159.x  |  Cited by: 134

RONALD W. MASULIS


DISCUSSION

Pages: 319-321  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02160.x  |  Cited by: 0

Davidd Ownes


Distinguishing Beliefs and Preferences in Equilibrium Prices

Pages: 335-344  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02162.x  |  Cited by: 5

ALAN KRAUS, GORDON A. SICK


DISCUSSION

Pages: 344-346  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02163.x  |  Cited by: 0

Beth Allen


The Effect of Fuel Adjustment Clauses on the Systematic Risk and Market Values of Electric Utilities

Pages: 347-358  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02164.x  |  Cited by: 22

ROGER G. CLARKE


Admissible Rate Bases, Fair Rates of Return and the Structure of Regulation

Pages: 359-368  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02165.x  |  Cited by: 13

BRUCE C. GREENWALD


DISCUSSION

Pages: 383-385  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02167.x  |  Cited by: 0

Richard S. Bower


DISCUSSION

Pages: 385-387  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02168.x  |  Cited by: 0

William Marshall


An Analysis of Variable Rate Loan Contracts

Pages: 389-403  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02169.x  |  Cited by: 125

JOHN C. COX, JONATHAN E. INGERSOLL, STEPHEN A. ROSS


Conditional Predictions of Bond Prices and Returns

Pages: 405-417  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02170.x  |  Cited by: 30

MICHAEL J. BRENNAN, EDUARDO S. SCHWARTZ


DISCUSSION

Pages: 417-419  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02171.x  |  Cited by: 4

STEPHEN M. SCHAEFER


Equilibrium Term Structure Models: Test Methodology*

Pages: 421-435  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02172.x  |  Cited by: 2

TERRY MARSH


Discussion

Pages: 435-438  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02173.x  |  Cited by: 0

DOUGLAS T. BREEDEN


Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing

Pages: 439-449  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02174.x  |  Cited by: 29

GEORGE M. CONSTANTINIDES, MYRON S. SCHOLES


DISCUSSION

Pages: 450-452  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02175.x  |  Cited by: 0

Scott F. Richard


Leverage and Dividend Irrelevancy Under Corporate and Personal Taxation

Pages: 453-464  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02176.x  |  Cited by: 74

HARRY DeANGELO, RONALD W. MASULIS


DISCUSSION

Pages: 465-467  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02177.x  |  Cited by: 0

John J. McConnell


Dividends, Short Selling Restrictions, Tax‐Induced Investor Clienteles and Market Equilibrium

Pages: 469-482  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02178.x  |  Cited by: 91

ROBERT H. LITZENBERGER, KRISHNA RAMASWAMY


DISCUSSION

Pages: 482-485  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02179.x  |  Cited by: 2

Patrick J. Hess


Hedging and Joint Production: Theory and Illustrations

Pages: 487-498  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02180.x  |  Cited by: 70

RONALD W. ANDERSON, JEAN‐PIERRE DANTHINE


DISCUSSION

Pages: 498-501  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02181.x  |  Cited by: 5

Gordon C. Rausser


Consumption Risk in Futures Markets

Pages: 503-520  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02182.x  |  Cited by: 69

DOUGLAS T. BREEDEN


Externalities and Financial Reporting

Pages: 521-533  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02183.x  |  Cited by: 37

GEORGE FOSTER


DISCUSSION

Pages: 534-535  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02184.x  |  Cited by: 1

Stanley Baiman


Toward a Theory of Financial Accounting

Pages: 537-547  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02185.x  |  Cited by: 0

JAMES A. OHLSON, A. GREGORY BUCKMAN


DISCUSSION

Pages: 547-551  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02186.x  |  Cited by: 0

Mark A. Wolfson


Corporate Capital Investment, Accounting Methods and Earnings: A Test of the Control Hypothesis

Pages: 553-565  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02187.x  |  Cited by: 7

SHYAM SUNDER


DISCUSSION

Pages: 565-568  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02188.x  |  Cited by: 0

Jerold L. Zimmermang


Towards Indices of Real Estate Value and Return

Pages: 569-580  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02189.x  |  Cited by: 79

JAMES W. HOAG


Who Should Buy Portfolio Insurance?

Pages: 581-594  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02190.x  |  Cited by: 204

HAYNE E. LELAND


DISCUSSION

Pages: 595-596  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02191.x  |  Cited by: 1

Eduardo S. Schwartz


The “Market Model” In Investment Management

Pages: 597-607  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02192.x  |  Cited by: 3

ANDREW RUDD, BARR ROSENBERG


DISCUSSION

Pages: 607-609  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02193.x  |  Cited by: 0

Walt McKibben


AMERICAN FINANCE ASSOCIATION BUSINESS PROCEEDINGS

Pages: 611-613  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02194.x  |  Cited by: 0


Report of the Managing Editor of the Journal of Finance for 1979

Pages: 615-618  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02195.x  |  Cited by: 0

MARSHALL E. BLUME


PRELIMINARY PROGRAM THIRTY‐NINTH ANNUAL MEETING AMERICAN FINANCE ASSOCIATION

Pages: 619-626  |  Published: 5/1980  |  DOI: 10.1111/j.1540-6261.1980.tb02196.x  |  Cited by: 0