Volume 39: Issue 2
(June 1984)

Issue Information


Front Matter (Page i - vii)

Article first published online: 20th April 2016 / DOI: 10.1111/j.1540-6261.1984.tb00872.x

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Back Matter (Page xi - xix)

Article first published online: 20th April 2016 / DOI: 10.1111/j.1540-6261.1984.tb00873.x

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Articles


ASSOCIATION MEETINGS (Page viii - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02310.x

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A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory (Page 323 - 346)

  • PHOEBUS J. DHRYMES
  • IRWIN FRIEND
  • N. BULENT GULTEKIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02312.x

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A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply (Page 347 - 350)

  • RICHARD ROLL
  • STEPHEN A. ROSS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02313.x

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Intertemporal Commodity Futures Hedging and the Production Decision (Page 351 - 376)

  • THOMAS S. Y. HO

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02314.x

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Seasonality Estimation in Thin Markets (Page 377 - 392)

  • MICHAEL THEOBALD
  • VERA PRICE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02315.x

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Tax Effects in Term Structure Estimation (Page 393 - 406)

  • JAMES V. JORDAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02316.x

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The Demand for Borrowed Reserves: A Switching Regression Model (Page 407 - 424)

  • DONALD DUTKOWSKY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02317.x

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Conditions for Myopic Valuation and Serial Independence of the Market Excess Return in Discrete Time Models (Page 425 - 442)

  • GUNTER FRANKE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02318.x

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On Valuing American Call Options with the Black‐Scholes European Formula (Page 443 - 455)

  • ROBERT GESKE
  • RICHARD ROLL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02319.x

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The Ex‐Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects (Page 457 - 476)

  • L. D. BOOTH
  • D. J. JOHNSTON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02320.x

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Investment Management and Risk Sharing with Multiple Managers (Page 477 - 491)

  • CHRISTOPHER B. BARRY
  • LAURA T. STARKS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02321.x

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Real Stock Returns and Inflation (Page 493 - 502)

  • THEODORE E. DAY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02322.x

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Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs (Page 503 - 517)

  • GORDON J. ALEXANDER
  • P. GEORGE BENSON
  • JOAN M. KAMPMEYER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02323.x

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Option Pricing Bounds in Discrete Time (Page 519 - 525)

  • STYLIANOS PERRAKIS
  • PETER J. RYAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02324.x

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The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance (Page 527 - 534)

  • WILLIAM H. JEAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02325.x

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Municipal Bond Demand Premiums and Bond Price Volatility: A Note (Page 535 - 539)

  • DUANE STOCK
  • EDWARD L. SCHREMS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02326.x

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A General Diversification Theorem: A Note (Page 541 - 550)

  • RICHARD D. MacMINN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02327.x

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The Ex‐Dividend Day Behavior of Stock Prices; A Re‐Examination of the Clientele Effect: A Comment (Page 551 - 556)

  • EDWIN J. ELTON
  • MARTIN J. GRUBER
  • JOEL RENTZLER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02328.x

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The Ex‐Dividend Day Behavior of Stock Prices; A Re‐Examination of the Clientele Effect: A Reply (Page 557 - 561)

  • AVNER KALAY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02329.x

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Erratum: Flotation Cost Adjustment in Rate of Return Regulation: A Reply (Page 563 - 563)

  • ENRIQUE R. ARZAC
  • MATITYAHU MARCUS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02330.x

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Book Reviews (Page 565 - 572)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02331.x

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Announcements


ANNOUNCEMENTS (Page x - x)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb02311.x

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