Volume 42: Issue 2
(June 1987)

Issue Information


Front Matter (Page i - vi)

Article first published online: 12th January 2016 / DOI: 10.1111/j.1540-6261.1987.tb00564.x

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Back Matter (Page xi - xviii)

Article first published online: 12th January 2016 / DOI: 10.1111/j.1540-6261.1987.tb00567.x

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Articles


ASSOCIATION MEETINGS (Page vii - viii)

Article first published online: 12th January 2016 / DOI: 10.1111/j.1540-6261.1987.tb00565.x

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Tests of Asset Pricing with Time‐Varying Expected Risk Premiums and Market Betas (Page 201 - 220)

  • WAYNE E. FERSON
  • SHMUEL KANDEL
  • ROBERT F. STAMBAUGH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02564.x

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Nonsynchronous Data and the Covariance‐Factor Structure of Returns (Page 221 - 231)

  • JAY SHANKEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02565.x

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Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (Page 233 - 265)

  • BRUCE N. LEHMANN
  • DAVID M. MODEST

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02566.x

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The Pricing of Options with Default Risk (Page 267 - 280)

  • HERB JOHNSON
  • RENÉ STULZ

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02567.x

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The Pricing of Options on Assets with Stochastic Volatilities (Page 281 - 300)

  • JOHN HULL
  • ALAN WHITE

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02568.x

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Efficient Analytic Approximation of American Option Values (Page 301 - 320)

  • GIOVANNI BARONE‐ADESI
  • ROBERT E. WHALEY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02569.x

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Efficient Signalling with Dividends and Investments (Page 321 - 343)

  • RAMASASTRY AMBARISH
  • KOSE JOHN
  • JOSEPH WILLIAMS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02570.x

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Collateral and Competitive Equilibria with Moral Hazard and Private Information (Page 345 - 363)

  • YUK‐SHEE CHAN
  • ANJAN V. THAKOR

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02571.x

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A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends (Page 365 - 394)

  • AHARON R. OFER
  • ANJAN V. THAKOR

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02572.x

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Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal‐Extraction Approach (Page 395 - 406)

  • CHRISTIAN C. P. WOLFF

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02573.x

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Reserves Announcements and Interest Rates: Does Monetary Policy Matter? (Page 407 - 422)

  • GIKAS A. HARDOUVELIS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02574.x

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A Multiproduct Cost Study of Savings and Loans (Page 423 - 445)

  • LORETTA J. MESTER

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02575.x

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Taxable vs. Tax‐Exempt Bonds: A Note on the Effect of Uncertain Taxable Income (Page 447 - 451)

  • CHRISTOPHER D. PIROS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02576.x

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Can Tax‐Loss Selling Explain the January Effect? A Note (Page 453 - 461)

  • CHARLES P. JONES
  • DOUGLAS K. PEARCE
  • JACK W. WILSON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02577.x

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A Note on the Convergence of Binomial‐Pricing and Compound‐Option Models (Page 463 - 469)

  • EDWARD OMBERG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02578.x

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Positively Weighted Frontier Portfolios: A Note (Page 471 - 471)

  • LARS TYGE NIELSEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02579.x

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A Note on the Local Expectations Hypothesis: A Discrete‐Time Exposition—Erratum (Page 473 - 473)

  • CHRISTIAN GILLES
  • STEPHEN F. LeROY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02580.x

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Book Reviews (Page 475 - 480)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb02581.x

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Announcements


ANNOUNCEMENTS (Page ix - x)

Article first published online: 12th January 2016 / DOI: 10.1111/j.1540-6261.1987.tb00566.x

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