Volume 42: Issue 2
(June 1987)

Front Matter (Page i - vi)

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

Back Matter (Page xi - xviii)

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

ASSOCIATION MEETINGS (Page vii - viii)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Book Reviews (Page 475 - 480)

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

ANNOUNCEMENTS (Page ix - x)

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