Volume 35: Issue 2
(May 1980)

Issue Information


Front Matter (Page i - vii)

Article first published online: 20th January 2016 / DOI: 10.1111/j.1540-6261.1980.tb00617.x

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Back Matter (Page x - xvii)

Article first published online: 20th January 2016 / DOI: 10.1111/j.1540-6261.1980.tb00619.x

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Articles


[Photograph]: Robert A. Kavesh, Executive Secretary and Treasurer, American Finance Association, 1961–1979 (Page viii - viii)

Article first published online: 20th January 2016 / DOI: 10.1111/j.1540-6261.1980.tb00618.x

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STYLE INSTRUCTIONS (Page ix - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02149.x

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Market Incompleteness and Divergences Between Forward and Futures Interest Rates* (Page 221 - 234)

  • EDWARD J. KANE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02150.x

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On The Dynamic Behavior of Prices in Disequilibrium (Page 235 - 248)

  • AVRAHAM BEJA
  • M. BARRY GOLDMAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02151.x

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Implications of Microstructure Theory for Empirical Research on Stock Price Behavior (Page 249 - 257)

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

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02152.x

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On Dealer Markets Under Competition (Page 259 - 267)

  • THOMAS HO
  • HANS R. STOLL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02153.x

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DISCUSSION (Page 267 - 268)

  • JAMES C. VAN HORNE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02154.x

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THE RELATIVE EFFICIENCY OF VARIOUS PORTFOLIOS: SOME FURTHER EVIDENCE (Page 269 - 281)

  • MARSHALL E. BLUME

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02155.x

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DISCUSSION (Page 281 - 283)

  • ROLF W. BANZ

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02156.x

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Tests of the Black‐Scholes and Cox Call Option Valuation Models (Page 285 - 301)

  • JAMES D. MACBETH
  • LARRY J. MERVILLE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02157.x

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DISCUSSION (Page 301 - 303)

  • STEVEN MANASTER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02158.x

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Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes (Page 305 - 319)

  • RONALD W. MASULIS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02159.x

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DISCUSSION (Page 319 - 321)

  • Davidd Ownes

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02160.x

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Disclosure Laws and Takeover Bids (Page 323 - 334)

  • S. J. GROSSMAN
  • O. D. HART

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02161.x

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Distinguishing Beliefs and Preferences in Equilibrium Prices (Page 335 - 344)

  • ALAN KRAUS
  • GORDON A. SICK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02162.x

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DISCUSSION (Page 344 - 346)

  • Beth Allen

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02163.x

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The Effect of Fuel Adjustment Clauses on the Systematic Risk and Market Values of Electric Utilities (Page 347 - 358)

  • ROGER G. CLARKE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02164.x

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Admissible Rate Bases, Fair Rates of Return and the Structure of Regulation (Page 359 - 368)

  • BRUCE C. GREENWALD

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02165.x

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On the CAPM Approach to the Estimation of A Public Utility’s Cost of Equity Capital (Page 369 - 383)

  • ROBERT LITZENBERGER
  • KRISHNA RAMASWAMY
  • HOWARD SOSIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02166.x

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DISCUSSION (Page 383 - 385)

  • Richard S. Bower

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02167.x

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DISCUSSION (Page 385 - 387)

  • William Marshall

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02168.x

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An Analysis of Variable Rate Loan Contracts (Page 389 - 403)

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

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02169.x

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Conditional Predictions of Bond Prices and Returns (Page 405 - 417)

  • MICHAEL J. BRENNAN
  • EDUARDO S. SCHWARTZ

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02170.x

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DISCUSSION (Page 417 - 419)

  • STEPHEN M. SCHAEFER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02171.x

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Equilibrium Term Structure Models: Test Methodology* (Page 421 - 435)

  • TERRY MARSH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02172.x

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Discussion (Page 435 - 438)

  • DOUGLAS T. BREEDEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02173.x

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Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing (Page 439 - 449)

  • GEORGE M. CONSTANTINIDES
  • MYRON S. SCHOLES

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02174.x

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DISCUSSION (Page 450 - 452)

  • Scott F. Richard

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02175.x

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Leverage and Dividend Irrelevancy Under Corporate and Personal Taxation (Page 453 - 464)

  • HARRY DeANGELO
  • RONALD W. MASULIS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02176.x

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DISCUSSION (Page 465 - 467)

  • John J. McConnell

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02177.x

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Dividends, Short Selling Restrictions, Tax‐Induced Investor Clienteles and Market Equilibrium (Page 469 - 482)

  • ROBERT H. LITZENBERGER
  • KRISHNA RAMASWAMY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02178.x

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DISCUSSION (Page 482 - 485)

  • Patrick J. Hess

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02179.x

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Hedging and Joint Production: Theory and Illustrations (Page 487 - 498)

  • RONALD W. ANDERSON
  • JEAN‐PIERRE DANTHINE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02180.x

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DISCUSSION (Page 498 - 501)

  • Gordon C. Rausser

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02181.x

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Consumption Risk in Futures Markets (Page 503 - 520)

  • DOUGLAS T. BREEDEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02182.x

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Externalities and Financial Reporting (Page 521 - 533)

  • GEORGE FOSTER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02183.x

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DISCUSSION (Page 534 - 535)

  • Stanley Baiman

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02184.x

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Toward a Theory of Financial Accounting (Page 537 - 547)

  • JAMES A. OHLSON
  • A. GREGORY BUCKMAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02185.x

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DISCUSSION (Page 547 - 551)

  • Mark A. Wolfson

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02186.x

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Corporate Capital Investment, Accounting Methods and Earnings: A Test of the Control Hypothesis (Page 553 - 565)

  • SHYAM SUNDER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02187.x

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DISCUSSION (Page 565 - 568)

  • Jerold L. Zimmermang

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02188.x

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Towards Indices of Real Estate Value and Return (Page 569 - 580)

  • JAMES W. HOAG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02189.x

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Who Should Buy Portfolio Insurance? (Page 581 - 594)

  • HAYNE E. LELAND

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02190.x

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DISCUSSION (Page 595 - 596)

  • Eduardo S. Schwartz

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02191.x

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The “Market Model” In Investment Management (Page 597 - 607)

  • ANDREW RUDD
  • BARR ROSENBERG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02192.x

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DISCUSSION (Page 607 - 609)

  • Walt McKibben

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02193.x

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AMERICAN FINANCE ASSOCIATION BUSINESS PROCEEDINGS (Page 611 - 613)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02194.x

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Report of the Managing Editor of the Journal of Finance for 1979 (Page 615 - 618)

  • MARSHALL E. BLUME

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02195.x

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PRELIMINARY PROGRAM THIRTY‐NINTH ANNUAL MEETING AMERICAN FINANCE ASSOCIATION (Page 619 - 626)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1980.tb02196.x

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