Volume 42: Issue 5
(December 1987)

Issue Information


Front Matter (Page i - vi)

Article first published online: 21st January 2016 / DOI: 10.1111/j.1540-6261.1987.tb00607.x

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Back Matter (Page xiv - lvii)

Article first published online: 21st January 2016 / DOI: 10.1111/j.1540-6261.1987.tb00611.x

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Articles


ASSOCIATION MEETINGS (Page x - xi)

Article first published online: 21st January 2016 / DOI: 10.1111/j.1540-6261.1987.tb00609.x

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IRWIN FRIEND: EDWARD J. HOPKINSON EMERITUS PROFESSOR OF FINANCE AND ECONOMICS (Page vii - ix)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04355.x

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Time‐Dependent Variance and the Pricing of Bond Options (Page 1113 - 1128)

  • STEPHEN M. SCHAEFER
  • EDUARDO S. SCHWARTZ

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04356.x

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Arbitrage, Continuous Trading, and Margin Requirements (Page 1129 - 1142)

  • DAVID C. HEATH
  • ROBERT A. JARROW

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04357.x

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Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets (Page 1143 - 1166)

  • ROBERT M. DAMMON
  • RICHARD C. GREEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04358.x

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Forward Markets, Stock Markets, and the Theory of the Firm (Page 1167 - 1185)

  • RICHARD D. MacMINN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04359.x

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An Empirical Investigation of the Market for Comex Gold Futures Options (Page 1187 - 1194)

  • WARREN BAILEY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04360.x

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The Seasonal Stability of the Factor Structure of Stock Returns (Page 1195 - 1211)

  • D. CHINHYUNG CHO
  • WILLIAM M. TAYLOR

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04361.x

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Stock Return Anomalies and the Tests of the APT (Page 1213 - 1224)

  • MUSTAFA N. GULTEKIN
  • N. BULENT GULTEKIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04362.x

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Efficient Financing under Asymmetric Information (Page 1225 - 1243)

  • MICHAEL BRENNAN
  • ALAN KRAUS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04363.x

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The Issue Decision of Manager‐Owners under Information Asymmetry (Page 1245 - 1260)

  • WILLIAM D. BRADFORD

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04364.x

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Acquisition of Divested Assets and Shareholders’ Wealth (Page 1261 - 1273)

  • NEIL W. SICHERMAN
  • RICHARD H. PETTWAY

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04365.x

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Debt Management under Corporate and Personal Taxation (Page 1275 - 1291)

  • DAVID C. MAUER
  • WILBUR G. LEWELLEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04366.x

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Components of the Bid‐Ask Spread and the Statistical Properties of Transaction Prices (Page 1293 - 1307)

  • LAWRENCE R. GLOSTEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04367.x

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The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index (Page 1309 - 1329)

  • IRA G. KAWALLER
  • PAUL D. KOCH
  • TIMOTHY W. KOCH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04368.x

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Off‐Board Trading of NYSE‐Listed Stocks: The Effects of Deregulation and the National Market System (Page 1331 - 1345)

  • JAMES L. HAMILTON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04369.x

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The Market Reaction to Stock Splits (Page 1347 - 1370)

  • CHRISTOPHER G. LAMOUREUX
  • PERCY POON

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04370.x

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Portfolio Selection in the Mean‐Variance Model: A Note (Page 1371 - 1376)

  • LARS TYGE NIELSEN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04371.x

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A Note on Quantity versus Price Risk and the Theory of Financial Intermediation (Page 1377 - 1383)

  • STEPHEN D. SMITH
  • DEBORAH WRIGHT GREGORY
  • KATHLEEN A. WEISS

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04372.x

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Friday the Thirteenth: ‘Part VII’—A Note (Page 1385 - 1387)

  • ROBERT W. KOLB
  • RICARDO J. RODRIGUEZ

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04373.x

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Institutional Contributions to the Leading Finance Journals, 1975 through 1986: A Note (Page 1389 - 1397)

  • ALBERT W. NIEMI

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04374.x

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Book Reviews (Page 1399 - 1407)

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1987.tb04375.x

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INDEX TO VOLUME XLII (Page 1411 - 1416)

Article first published online: 21st January 2016 / DOI: 10.1111/j.1540-6261.1987.tb00608.x

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Announcements


ANNOUNCEMENTS (Page xii - xiii)

Article first published online: 21st January 2016 / DOI: 10.1111/j.1540-6261.1987.tb00610.x

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