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Volume 34: Issue 1 (March 1979)


The Simultaneity of Bank Decision‐making, Market Structure, and Bank Performance

Pages: 1-18  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02067.x  |  Cited by: 11

DUANE B. GRADDY, REUBEN KYLE


Portfolio Diversification at Commercial Banks

Pages: 19-34  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02068.x  |  Cited by: 5

EDWARD J. KANE, STEPHEN A. BUSER


Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest

Pages: 35-52  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02069.x  |  Cited by: 50

MAURICE D. LEVI, JOHN H. MAKIN


The Pricing of Contingent Claims in Discrete Time Models

Pages: 53-68  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02070.x  |  Cited by: 314

M. J. BRENNAN


The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty

Pages: 69-83  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02071.x  |  Cited by: 49

FREDERICK L. A. GRAUER, ROBERT H. LITZENBERGER


Investment, Market Structure, and the Cost of Capital

Pages: 85-92  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02072.x  |  Cited by: 7

VAROUJ A. AIVAZIAN, JEFFREY L. CALLEN


Real and Nominal Efficient Sets

Pages: 93-102  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02073.x  |  Cited by: 10

STEVEN MANASTER


The Relationship Between Equity Indices on World Exchanges

Pages: 103-114  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02074.x  |  Cited by: 138

JIMMY E. HILLIARD


Liquidity Changes Following Stock Splits

Pages: 115-141  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02075.x  |  Cited by: 144

THOMAS E. COPELAND


Market Timing Strategies in Convertible Debt Financing

Pages: 143-155  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02076.x  |  Cited by: 9

GORDON J. ALEXANDER, ROGER D. STOVER, DAVID B. KUHNAU


The Hedging Performance of the New Futures Markets

Pages: 157-170  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02077.x  |  Cited by: 740

LOUIS H. EDERINGTON


Marketplace Fragmentation, Competition, and the Efficiency of the Stock Exchange

Pages: 171-187  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02078.x  |  Cited by: 52

JAMES L. HAMILTON


Bond Taxation and the Shape of the Yield‐to‐Maturity Curve

Pages: 189-196  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02079.x  |  Cited by: 5

MILES LIVINGSTON


Some Additional Evidence on Survival Biases

Pages: 197-206  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02080.x  |  Cited by: 22

RAY BALL, ROSS WATTS


Investment Policy, Optimality, and the Mean‐Variance Model

Pages: 207-232  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02081.x  |  Cited by: 31

DAVID P. BARON


Portfolio Selection in a “Winner‐Take‐All” Environment

Pages: 233-236  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02082.x  |  Cited by: 0

PAUL D. BERGER, ZVI BODIE


The Recognition Lag of the Federal Advisory Council

Pages: 237-240  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02083.x  |  Cited by: 0

EDWARD B. SELBY


A Note on the Issuance of Long‐Term Pure Discount Bonds

Pages: 241-246  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02084.x  |  Cited by: 3

MILES LIVINGSTON


Bankruptcy, Secured Debt, and Optimal Capital Structure: Comment

Pages: 247-251  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02085.x  |  Cited by: 78

CLIFFORD W. SMITH, JEROLD B. WARNER


Bankruptcy, Secured Debt, and Optimal Capital Structure: Reply

Pages: 253-260  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02086.x  |  Cited by: 9

JAMES H. SCOTT


Beta Regression Tendencies: Statistical and Real Causes

Pages: 261-263  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02087.x  |  Cited by: 13

PIETER T. ELGERS, JAMES R. HALTINER, WILLIAM H. HAWTHORNE


Betas and their Regression Tendencies: Some Further Evidence

Pages: 265-267  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02088.x  |  Cited by: 26

MARSHALL E. BLUME


Book Reviews

Pages: 269-287  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02089.x  |  Cited by: 0

Book reviewed in this article:


MISCELLANEA

Pages: 289-289  |  Published: 3/1979  |  DOI: 10.1111/j.1540-6261.1979.tb02090.x  |  Cited by: 0