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Volume 33: Issue 1 (March 1978)


THE SUPERIORITY OF ANALYST FORECASTS AS MEASURES OF EXPECTATIONS: EVIDENCE FROM EARNINGS

Pages: 1-16  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03385.x  |  Cited by: 230

Lawrence D. Brown, Michael S. Rozeff


EARNINGS CHANGES, STOCK PRICES, AND MARKET EFFICIENCY

Pages: 17-28  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03386.x  |  Cited by: 34

Stewart L. Brown


THE ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES

Pages: 29-44  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03387.x  |  Cited by: 177

George E. Pinches, J. Clay Singleton


A MEAN‐VARIANCE THEORY OF OPTIMAL CAPITAL STRUCTURE AND CORPORATE DEBT CAPACITY

Pages: 45-63  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03388.x  |  Cited by: 194

E. Han Kim


THE VALUATION AND COST OF CAPITAL OF THE LEVERED FIRM WITH GROWTH OPPORTUNITIES

Pages: 65-73  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03389.x  |  Cited by: 6

Fred D. Arditti, John M. Pinkerton


ESTIMATING TERM STRUCTURE EQUATIONS WITH INDIVIDUAL BOND DATA

Pages: 75-92  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03390.x  |  Cited by: 4

Steven W. Dobson


TIME SERIES ANALYSIS OF INTEREST RATES: SOME ADDITIONAL EVIDENCE

Pages: 93-103  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03391.x  |  Cited by: 7

John R. Brick, Howard E. Thompson


RISK PREMIUMS ON FEDERAL AGENCY DEBT

Pages: 105-116  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03392.x  |  Cited by: 3

Kenneth D. Garbade, Joseph F. Hunt


MONETARY POLICY, INFLATION FORECASTING AND THE TERM STRUCTURE OF INTEREST RATES

Pages: 117-127  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03393.x  |  Cited by: 3

Bradford Cornell


COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA

Pages: 129-147  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03394.x  |  Cited by: 89

Richard Schmalensee, Robert R. Trippi


THE RETURNS GENERATION PROCESS, RETURNS VARIANCE, AND THE EFFECT OF THINNESS IN SECURITIES MARKETS

Pages: 149-167  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03395.x  |  Cited by: 38

Kalman J. Cohen, Steven F. Maier, Robert A. Schwartz, David K. Whitcomb


CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS

Pages: 169-176  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03396.x  |  Cited by: 105

Stanley Fischer


THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER

Pages: 177-186  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03397.x  |  Cited by: 690

William Margrabe


CONSISTENT EMPIRICAL RESULTS WITH ALMON'S METHOD: IMPLICATIONS FOR THE MONETARY VERSUS FISCAL POLICY DEBATE

Pages: 187-198  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03398.x  |  Cited by: 0

Charles P. Harper, Clifford L. Fry


ON THE DISTRIBUTIONAL IMPACT OF FEDERAL INTEREST RATE RESTRICTIONS

Pages: 199-213  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03399.x  |  Cited by: 4

Charles Clotfelter, Charles Lieberman


THE DETERMINATION OF SAVINGS AND LOAN ASSOCIATION DEPOSIT RATES IN THE ABSENCE OF RATE CEILINGS: A CROSS‐SECTION APPROACH

Pages: 215-230  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03400.x  |  Cited by: 3

John S. Lapp


A MODEL OF THE MARKET FOR LINES OF CREDIT

Pages: 231-244  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03401.x  |  Cited by: 37

Tim S. Campbell


COMPETITION BETWEEN BANKS AND FINANCE COMPANIES: A CROSS SECTION STUDY OF PERSONAL LOAN DEBTORS

Pages: 245-258  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03402.x  |  Cited by: 7

Gregory E. Boczar


ECONOMIES OF SCALE AND ORGANIZATIONAL EFFICIENCY IN BANKING: A PROFIT‐FUNCTION APPROACH

Pages: 259-280  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03403.x  |  Cited by: 11

Donald J. Mullineaux


SURVEY AND ANALYSIS OF CAPITAL BUDGETING METHODS

Pages: 281-287  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03404.x  |  Cited by: 117

Lawrence D. Schall, Gary L. Sundem, William R. Geijsbeek


A NOTE ON SKEWNESS AND DATA ERRORS

Pages: 288-292  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03405.x  |  Cited by: 15

William L. Beedles, Michael A. Simkowitz


DURATION AND RISK ASSESSMENT FOR BONDS AND COMMON STOCKS: A NOTE*

Pages: 293-295  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03406.x  |  Cited by: 4

Miles Livingston


SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION: TRACING OUT THE EFFICIENT FRONTIER

Pages: 296-302  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03407.x  |  Cited by: 40

Edwin J. Elton, Martin J. Gruber, Manfred W. Padberg


GOAL PROGRAMMING AND THE SELECTION OF PORTFOLIOS BY DUAL‐PURPOSE FUNDS

Pages: 303-310  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03408.x  |  Cited by: 24

P. C. Kumar, George C. Philippatos, John R. Ezzell


NONMEMBER BANKS AND EMPIRICAL MEASURES OF THE VARIABILITY OF RESERVES AND MONEY: A THEORETICAL APPRAISAL

Pages: 311-318  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03409.x  |  Cited by: 2

Kenneth J. Kopecky


ON THE MONETARY APPROACH TO THE BALANCE OF PAYMENTS: THE SMALL, OPEN ECONOMY

Pages: 319-323  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03410.x  |  Cited by: 2

D. Sykes Wilford, Walton T. Wilford


“A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS” AND THE ROLE OF SUBORDINATION: A COMMENT

Pages: 325-335  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03411.x  |  Cited by: 4

Robert A. Eisenbeis


“A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS” AND THE ROLE OF SUBORDINATION: REPLY

Pages: 336-344  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03412.x  |  Cited by: 5

George E. Pinches


PORTFOLIO EFFICIENCY ANALYSIS IN THREE MOMENTS‐THE MULTIPERIOD CASE: COMMENT

Pages: 345-348  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03413.x  |  Cited by: 0

Michael Granito, Patrick Walsh


BOND REFUNDING: ONE OR TWO FACES?

Pages: 349-353  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03414.x  |  Cited by: 4

Thomas H. Mayor, Kenneth G. McCoin


THE TWO FACES OF BOND REFUNDING: REPLY

Pages: 354-356  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03415.x  |  Cited by: 1

James S. Ang


BOOK REVIEWS

Pages: 357-380  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03416.x  |  Cited by: 0

Book reviewed in this article:


MISCELLANEA

Pages: 381-382  |  Published: 3/1978  |  DOI: 10.1111/j.1540-6261.1978.tb03417.x  |  Cited by: 0