Volume 39: Issue 5
(December 1984)

Issue Information


Front Matter (Page i - vi)

Article first published online: 4th February 2016 / DOI: 10.1111/j.1540-6261.1984.tb00742.x

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Back Matter (Page x - xxxv)

Article first published online: 4th February 2016 / DOI: 10.1111/j.1540-6261.1984.tb00743.x

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Articles


ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04905.x

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An Analysis of Brokers’ and Analysts’ Unpublished Forecasts of UK Stock Returns (Page 1257 - 1292)

  • ELROY DIMSON
  • PAUL MARSH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04907.x

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Stock Returns, Inflation, and Economic Activity: The Survey Evidence (Page 1293 - 1310)

  • JOEL HASBROUCK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04908.x

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Estimating the Correlation Structure of International Share Prices (Page 1311 - 1324)

  • CHEOL S. EUN
  • BRUCE G. RESNICK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04909.x

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Shareholder Benefits from Corporate International Diversification (Page 1325 - 1344)

  • ALI M. FATEMI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04910.x

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Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions (Page 1345 - 1357)

  • FREDERIC S. MISHKIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04911.x

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Credit Rationing and Financial Disorder (Page 1359 - 1382)

  • JACK GUTTENTAG
  • RICHARD HERRING

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04912.x

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Stability of the U.S. Short‐Run Money Demand Function, 1959–81 (Page 1383 - 1396)

  • KUAN‐PIN LIN
  • JOHN S. OH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04913.x

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New Evidence That Taxes Affect the Valuation of Dividends (Page 1397 - 1415)

  • JAMES M. POTERBA
  • LAWRENCE H. SUMMERS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04914.x

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The Structure of Asset Prices and Socially Useless/Useful Information (Page 1417 - 1435)

  • JAMES A. OHLSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04915.x

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Additional Evidence on the Relation Between Divestiture Announcements and Shareholder Wealth (Page 1437 - 1448)

  • JAMES D. ROSENFELD

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04916.x

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Mean‐Gini, Portfolio Theory, and the Pricing of Risky Assets (Page 1449 - 1468)

  • HAIM SHALIT
  • SHLOMO YITZHAKI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04917.x

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Portfolio Analysis Using Single Index, Multi‐Index, and Constant Correlation Models: A Unified Treatment (Page 1469 - 1483)

  • CLARENCE C. Y. KWAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04918.x

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On Testing the Arbitrage Pricing Theory: Inter‐Battery Factor Analysis (Page 1485 - 1502)

  • D. CHINHYUNG CHO

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04919.x

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A Simple Formula for the Expected Rate of Return of an Option over a Finite Holding Period (Page 1503 - 1509)

  • MARK RUBINSTEIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04920.x

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The American Put Option Valued Analytically (Page 1511 - 1524)

  • ROBERT GESKE
  • H. E. JOHNSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04921.x

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The Valuation of Options When Asset Returns Are Generated by a Binomial Process (Page 1525 - 1539)

  • R. C. STAPLETON
  • M. G. SUBRAHMANYAM

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04922.x

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A Risk Minimizing Strategy for Portfolio Immunization (Page 1541 - 1546)

  • H. GIFFORD FONG
  • OLDRICH A. VASICEK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04923.x

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Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects (Page 1547 - 1569)

  • JIMMY E. HILLIARD

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04924.x

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Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model (Page 1571 - 1595)

  • EARL L. GRINOLS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04925.x

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The Impact of Seniority and Security Covenants on Bond Yields: A Note (Page 1597 - 1602)

  • GORDON S. ROBERTS
  • JERRY A. VISCIONE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04926.x

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New Findings Regarding Day‐of‐the‐Week Returns over Trading and Non‐Trading Periods: A Note (Page 1603 - 1614)

  • RICHARD J. ROGALSKI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04927.x

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Direct Equity Financing; A Resolution of a Paradox: A Comment (Page 1615 - 1618)

  • RICHARD L. SMITH
  • MANJEET DHATT

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04928.x

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Direct Equity Financing; A Resolution of a Paradox: A Comment (Page 1615 - 1618)

  • RICHARD L. SMITH
  • MANJEET DHATT

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04928.x

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Direct Equity Financing; A Resolution of a Paradox: A Reply (Page 1619 - 1624)

  • ROBERT S. HANSEN
  • JOHN M. PINKERTON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04929.x

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Direct Equity Financing; A Resolution of a Paradox: A Reply (Page 1619 - 1624)

  • ROBERT S. HANSEN
  • JOHN M. PINKERTON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04929.x

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Book Reviews (Page 1625 - 1630)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04930.x

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Book Reviews (Page 1625 - 1630)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04930.x

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INDEX TO VOLUME XXXIX (Page 1633 - 1640)

Article first published online: 4th February 2016 / DOI: 10.1111/j.1540-6261.1984.tb00741.x

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Announcements


ANNOUNCEMENTS (Page ix - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1984.tb04906.x

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