Volume 40: Issue 1
(March 1985)

Issue Information


Front Matter (Page i - vi)

Article first published online: 13th December 2015 / DOI: 10.1111/j.1540-6261.1985.tb00333.x

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Articles


ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04932.x

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ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04932.x

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On the Feasibility of Automated Market Making by a Programmed Specialist (Page 1 - 20)

  • NILS H. HAKANSSON
  • AVRAHAM BEJA
  • JIVENDRA KALE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04934.x

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On the Feasibility of Automated Market Making by a Programmed Specialist (Page 1 - 20)

  • NILS H. HAKANSSON
  • AVRAHAM BEJA
  • JIVENDRA KALE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04934.x

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The Trading Decision and Market Clearing under Transaction Price Uncertainty (Page 21 - 42)

  • THOMAS S. Y. HO
  • ROBERT A. SCHWARTZ
  • DAVID K. WHITCOMB

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04935.x

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The Trading Decision and Market Clearing under Transaction Price Uncertainty (Page 21 - 42)

  • THOMAS S. Y. HO
  • ROBERT A. SCHWARTZ
  • DAVID K. WHITCOMB

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04935.x

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Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory (Page 43 - 61)

  • N. BULENT GULTEKIN
  • RICHARD J. ROGALSKI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04936.x

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Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory (Page 43 - 61)

  • N. BULENT GULTEKIN
  • RICHARD J. ROGALSKI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04936.x

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Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations (Page 63 - 83)

  • CARL E. WALSH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04937.x

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Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations (Page 63 - 83)

  • CARL E. WALSH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04937.x

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Capital Asset Pricing Compatible with Observed Market Value Weights (Page 85 - 103)

  • MICHAEL J. BEST
  • ROBERT R. GRAUER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04938.x

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Capital Asset Pricing Compatible with Observed Market Value Weights (Page 85 - 103)

  • MICHAEL J. BEST
  • ROBERT R. GRAUER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04938.x

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International Asset Pricing under Mild Segmentation: Theory and Test (Page 105 - 124)

  • VIHANG ERRUNZA
  • ETIENNE LOSQ

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04939.x

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International Asset Pricing under Mild Segmentation: Theory and Test (Page 105 - 124)

  • VIHANG ERRUNZA
  • ETIENNE LOSQ

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04939.x

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More on Estimation Risk and Simple Rules for Optimal Portfolio Selection (Page 125 - 133)

  • GORDON J. ALEXANDER
  • BRUCE G. RESNICK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04940.x

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More on Estimation Risk and Simple Rules for Optimal Portfolio Selection (Page 125 - 133)

  • GORDON J. ALEXANDER
  • BRUCE G. RESNICK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04940.x

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Implications of the Discreteness of Observed Stock Prices (Page 135 - 153)

  • GARY GOTTLIEB
  • AVNER KALAY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04941.x

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Implications of the Discreteness of Observed Stock Prices (Page 135 - 153)

  • GARY GOTTLIEB
  • AVNER KALAY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04941.x

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On Jumps in Common Stock Prices and Their Impact on Call Option Pricing (Page 155 - 173)

  • CLIFFORD A. BALL
  • WALTER N. TOROUS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04942.x

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On Jumps in Common Stock Prices and Their Impact on Call Option Pricing (Page 155 - 173)

  • CLIFFORD A. BALL
  • WALTER N. TOROUS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04942.x

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An Investigation of Commodity Futures Prices Using the Consumption‐Based Intertemporal Capital Asset Pricing Model (Page 175 - 191)

  • RAVI JAGANNATHAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04943.x

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An Investigation of Commodity Futures Prices Using the Consumption‐Based Intertemporal Capital Asset Pricing Model (Page 175 - 191)

  • RAVI JAGANNATHAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04943.x

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Returns to Speculators and the Theory of Normal Backwardation (Page 193 - 208)

  • ERIC C. CHANG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04944.x

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The Effect of Voluntary Sell‐off Announcements on Shareholder Wealth (Page 209 - 224)

  • PREM C. JAIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04945.x

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The Price Elasticity of Demand for Whole Life Insurance (Page 225 - 239)

  • DAVID F. BABBEL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04946.x

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The Price Elasticity of Demand for Whole Life Insurance (Page 225 - 239)

  • DAVID F. BABBEL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04946.x

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Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument (Page 241 - 255)

  • G. D. KOPPENHAVER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04947.x

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Risk Aversion and Arbitrage (Page 257 - 268)

  • RICHARD C. GREEN
  • SANJAY SRIVASTAVA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04948.x

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Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (Page 269 - 291)

  • HALINA FRYDMAN
  • EDWARD I. ALTMAN
  • DUEN‐LI KAO

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04949.x

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An Analysis of Mortgage Contracting: Prepayment Penalties and the Due‐on‐Sale Clause (Page 293 - 308)

  • KENNETH B. DUNN
  • CHESTER S. SPATT

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04950.x

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Divergence of Opinion in Complete Markets: A Note (Page 309 - 317)

  • HAL R. VARIAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04951.x

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Interest Rate Term Structure Estimation with Exponential Splines: A Note (Page 319 - 325)

  • GARY S. SHEA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04952.x

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Marginal Tax Rates: Evidence from Nontaxable Corporate Bonds: A Note (Page 327 - 332)

  • JAMES ANG
  • DAVID PETERSON
  • PAMELA PETERSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04953.x

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Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note (Page 333 - 343)

  • PAUL SCHULTZ

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04954.x

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Acknowledgement: Kinks on the Mean‐Variance Frontier (Page 345 - 345)

  • PHILIP H. DYBVIG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04955.x

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Acknowledgement: Kinks on the Mean‐Variance Frontier (Page 345 - 345)

  • PHILIP H. DYBVIG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04955.x

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Weekend Effects on Stock Returns: A Comment (Page 347 - 349)

  • EDWARD A. DYL
  • STANLEY A. MARTIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04956.x

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Weekend Effects on Stock Returns: A Reply (Page 351 - 352)

  • JOSEF LAKONISHOK
  • MAURICE LEVI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04957.x

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Weekend Effects on Stock Returns: A Reply (Page 351 - 352)

  • JOSEF LAKONISHOK
  • MAURICE LEVI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04957.x

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Book Reviews (Page 353 - 357)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04958.x

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Book Reviews (Page 353 - 357)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04958.x

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Announcements


ANNOUNCEMENTS (Page ix - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04933.x

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ANNOUNCEMENTS (Page ix - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04933.x

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