Volume 40: Issue 2
(June 1985)

Issue Information


Front Matter (Page i - vi)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb00399.x

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Back Matter (Page x - xvii)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb00400.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.tb04960.x

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ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04960.x

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A Simple Econometric Approach for Utility‐Based Asset Pricing Models (Page 359 - 381)

  • DAVID P. BROWN
  • MICHAEL R. GIBBONS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04962.x

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Differential Information and Performance Measurement Using a Security Market Line (Page 383 - 399)

  • PHILIP H. DYBVIG
  • STEPHEN A. ROSS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04963.x

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Differential Information and Performance Measurement Using a Security Market Line (Page 383 - 399)

  • PHILIP H. DYBVIG
  • STEPHEN A. ROSS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04963.x

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The Analytics of Performance Measurement Using a Security Market Line (Page 401 - 416)

  • PHILIP H. DYBVIG
  • STEPHEN A. ROSS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04964.x

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The Analytics of Performance Measurement Using a Security Market Line (Page 401 - 416)

  • PHILIP H. DYBVIG
  • STEPHEN A. ROSS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04964.x

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On Determination of Stochastic Dominance Optimal Sets (Page 417 - 431)

  • VIJAY S. BAWA
  • JAMES N. BODURTHA
  • M. R. RAO
  • HIRA L. SURI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04965.x

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On Determination of Stochastic Dominance Optimal Sets (Page 417 - 431)

  • VIJAY S. BAWA
  • JAMES N. BODURTHA
  • M. R. RAO
  • HIRA L. SURI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04965.x

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The Week‐End Effect in Common Stock Returns: The International Evidence (Page 433 - 454)

  • JEFFREY JAFFE
  • RANDOLPH WESTERFIELD

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04966.x

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Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978 (Page 455 - 480)

  • MARK RUBINSTEIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04967.x

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Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978 (Page 455 - 480)

  • MARK RUBINSTEIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04967.x

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Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options (Page 481 - 500)

  • PAUL J. HALPERN
  • STUART M. TURNBULL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04968.x

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Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options (Page 481 - 500)

  • PAUL J. HALPERN
  • STUART M. TURNBULL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04968.x

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On the Interaction of Real and Financial Decisions of the Firm Under Uncertainty (Page 501 - 517)

  • AMIHUD DOTAN
  • S. ABRAHAM RAVID

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04969.x

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On the Interaction of Real and Financial Decisions of the Firm Under Uncertainty (Page 501 - 517)

  • AMIHUD DOTAN
  • S. ABRAHAM RAVID

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04969.x

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Corporate Combinations and Common Stock Returns: The Case of Joint Ventures (Page 519 - 536)

  • JOHN J. McCONNELL
  • TIMOTHY J. NANTELL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04970.x

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Corporate Combinations and Common Stock Returns: The Case of Joint Ventures (Page 519 - 536)

  • JOHN J. McCONNELL
  • TIMOTHY J. NANTELL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04970.x

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Return, Risk, and Yield: Evidence from Ex Ante Data (Page 537 - 548)

  • JAMES S. ANG
  • DAVID R. PETERSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04971.x

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Return, Risk, and Yield: Evidence from Ex Ante Data (Page 537 - 548)

  • JAMES S. ANG
  • DAVID R. PETERSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04971.x

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The Choice of Call Provision Terms: Evidence of the Existence of Agency Costs of Debt (Page 549 - 561)

  • JANET S. THATCHER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04972.x

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The Choice of Call Provision Terms: Evidence of the Existence of Agency Costs of Debt (Page 549 - 561)

  • JANET S. THATCHER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04972.x

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Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments (Page 563 - 575)

  • CHUN H. LAM
  • ANDREW H. CHEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04973.x

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Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments (Page 563 - 575)

  • CHUN H. LAM
  • ANDREW H. CHEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04973.x

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On the Theory of Rational Insurance Purchasing: A Note (Page 577 - 581)

  • ERIC P. BRIYS
  • HENRI LOUBERGE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04974.x

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On the Theory of Rational Insurance Purchasing: A Note (Page 577 - 581)

  • ERIC P. BRIYS
  • HENRI LOUBERGE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04974.x

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The Weekly Pattern in Stock Returns: Cash versus Futures: A Note (Page 583 - 588)

  • BRADFORD CORNELL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04975.x

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The Weekly Pattern in Stock Returns: Cash versus Futures: A Note (Page 583 - 588)

  • BRADFORD CORNELL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04975.x

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The Pricing of Short‐Term Debt and the Miller Hypothesis: A Note (Page 589 - 594)

  • BRADFORD D. JORDAN
  • RICHARD H. PETTWAY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04976.x

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The Pricing of Short‐Term Debt and the Miller Hypothesis: A Note (Page 589 - 594)

  • BRADFORD D. JORDAN
  • RICHARD H. PETTWAY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04976.x

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Expected Inflation and Interest Rates in a Multi‐asset Model: A Note (Page 595 - 599)

  • DOUGLAS W. MITCHELL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04977.x

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Expected Inflation and Interest Rates in a Multi‐asset Model: A Note (Page 595 - 599)

  • DOUGLAS W. MITCHELL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04977.x

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Mean‐Variance Versus Direct Utility Maximization: A Comment (Page 601 - 602)

  • LAWRENCE B. PULLEY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04978.x

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Mean‐Variance Versus Direct Utility Maximization: A Comment (Page 601 - 602)

  • LAWRENCE B. PULLEY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04978.x

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Optimal Distribution‐Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Comment (Page 603 - 605)

  • BRUCE LEHMANN
  • ARTHUR WARGA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04979.x

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Optimal Distribution‐Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Comment (Page 603 - 605)

  • BRUCE LEHMANN
  • ARTHUR WARGA

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04979.x

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Optimal Distribution‐Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Reply (Page 607 - 607)

  • CARMELO GIACCOTTO
  • MUKHTAR M. ALI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04980.x

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Optimal Distribution‐Free Tests and Further Evidence of Heteroscedasticity in the Market Model: A Reply (Page 607 - 607)

  • CARMELO GIACCOTTO
  • MUKHTAR M. ALI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04980.x

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Book Reviews (Page 609 - 616)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04981.x

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Book Reviews (Page 609 - 616)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04981.x

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Announcements


ANNOUNCEMENTS (Page ix - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1985.tb04961.x

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