Volume 42: Issue 1
(March 1987)

Issue Information


Front Matter (Page i - vi)

Article first published online: 29th December 2015 / DOI: 10.1111/j.1540-6261.1987.tb00469.x

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Back Matter (Page xi - xxviii)

Article first published online: 29th December 2015 / DOI: 10.1111/j.1540-6261.1987.tb00472.x

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Articles


ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 29th December 2015 / DOI: 10.1111/j.1540-6261.1987.tb00470.x

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Mimicking Portfolios and Exact Arbitrage Pricing (Page 1 - 9)

  • GUR HUBERMAN
  • SHMUEL KANDEL
  • ROBERT F. STAMBAUGH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02546.x

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Autoregressive Modeling of Earnings‐Investment Causality (Page 11 - 28)

  • SASSON BAR‐YOSEF
  • JEFFREY L. CALLEN
  • JOSHUA LIVNAT

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02547.x

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Perquisites, Risk, and Capital Structure (Page 29 - 48)

  • JOSEPH WILLIAMS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02548.x

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Seasonality in the Risk‐Return Relationship: Some International Evidence (Page 49 - 68)

  • ALBERT CORHAY
  • GABRIEL HAWAWINI
  • PIERRE MICHEL

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02549.x

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Expectations of Exchange Rates and Differential Inflation Rates: Further Evidence on Purchasing Power Parity in Efficient Markets (Page 69 - 79)

  • ROGER D. HUANG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02550.x

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The Default Premium and Corporate Bond Experience (Page 81 - 97)

  • JEROME S. FONS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02551.x

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An Analysis of Yield Curve Notes (Page 99 - 110)

  • JOSEPH P. OGDEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02552.x

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Nonsynchronous Security Trading and Market Index Autocorrelation (Page 111 - 118)

  • MICHAEL D. ATCHISON
  • KIRT C. BUTLER
  • RICHARD R. SIMONDS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02553.x

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The Puzzle in Post‐Listing Common Stock Returns (Page 119 - 140)

  • JOHN J. McCONNELL
  • GARY C. SANGER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02554.x

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Using Financial Prices to Test Exchange Rate Models: A Note (Page 141 - 149)

  • BRUNO SOLNIK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02555.x

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Asset Pricing and Dual Listing on Foreign Capital Markets: A Note (Page 151 - 158)

  • GORDON J. ALEXANDER
  • CHEOL S. EUN
  • S. JANAKIRAMANAN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02556.x

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Initial Public Offer Underpricing: The Issuer’s View—A Note (Page 159 - 162)

  • STEVEN M. DAWSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02557.x

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A Note on the Behavior of Stock Returns around Ex‐Dates of Stock Distributions (Page 163 - 168)

  • AJAY R. DRAVID

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02558.x

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Miller’s Irrelevance Mechanism: A Note (Page 169 - 180)

  • VAROUJ A. AIVAZIAN
  • JEFFREY L. CALLEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02559.x

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The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement—A Comment (Page 181 - 188)

  • JACKY C. SO

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02560.x

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The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement—A Reply (Page 189 - 194)

  • JAMES W. McFARLAND
  • R. RICHARDSON PETTIT
  • SAM K. SUNG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02561.x

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Book Reviews (Page 195 - 198)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02562.x

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Announcements


ANNOUNCEMENTS (Page ix - x)

Article first published online: 29th December 2015 / DOI: 10.1111/j.1540-6261.1987.tb00471.x

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