Volume 37: Issue 2 (May 1982)

Debt, Dividend Policy, Taxes, Inflation and Market Valuation

Pages: 255-273  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03549.x  |  Cited by: 90

FRANCO MODIGLIANI

Optimal Managerial Contracts and Equilibrium Security Prices

Pages: 275-287  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03550.x  |  Cited by: 93

DOUGLAS W. DIAMOND, ROBERT E. VERRECCHIA

Regulation and Corporate Investment Policy

Pages: 289-300  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03551.x  |  Cited by: 16

MICHAEL J. BRENNAN, EDUARDO S. SCHWARTZ

Miller's Equilibrium, Shareholder Leverage Clienteles, and Optimal Capital Structure

Pages: 301-319  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03552.x  |  Cited by: 38

E. HAN KIM

DISCUSSION

Pages: 319-320  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03553.x  |  Cited by: 0

J. R. RITTER

DISCUSSION

Pages: 320-321  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00883.x  |  Cited by: 0

S. C. MYERS

DISCUSSION

Pages: 321-323  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00884.x  |  Cited by: 0

R. A. TAGGART

Single Factor Duration Models in a Discrete General Equilibrium Framework

Pages: 325-338  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03554.x  |  Cited by: 18

G. O. BIERWAG, GEORGE G. KAUFMAN, ALDEN L. TOEVS

Term Structure Modeling Using Exponential Splines

Pages: 339-348  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03555.x  |  Cited by: 196

OLDRICH A. VASICEK, H. GIFFORD FONG

Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves†

Pages: 349-352  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03556.x  |  Cited by: 3

GEORGE M. CONSTANTINIDES, JONATHAN E. INGERSOLL

DISCUSSION

Pages: 352-354  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03557.x  |  Cited by: 0

L. FISHER

DISCUSSION

Pages: 354-356  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00885.x  |  Cited by: 0

J. V. JORDAN

A General Equilibrium Money and Banking Paradigm

Pages: 357-369  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03558.x  |  Cited by: 6

ANTHONY M. SANTOMERO, JEREMY J. SIEGEL

Aspects of Monetary and Banking Theory and Moral Hazard

Pages: 371-384  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03559.x  |  Cited by: 36

SUDIPTO BHATTACHARYA

Structural Disequilibrium and the Banking Act of 1980

Pages: 385-393  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03560.x  |  Cited by: 0

PAUL F. SMITH

DISCUSSION

Pages: 393-395  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03561.x  |  Cited by: 0

R. E. LOMBRA

DISCUSSION

Pages: 395-397  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00886.x  |  Cited by: 0

D. D. HESTER

DISCUSSION

Pages: 397-398  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00887.x  |  Cited by: 0

D. E. LINDSEY

Estimating Security Price Risk Using Duration and Price Elasticity

Pages: 399-411  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03562.x  |  Cited by: 6

ALEX O. WILLIAMS, PHILLIP E. PFEIFER

DISCUSSION

Pages: 413-413  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03563.x  |  Cited by: 0

E. SCHULMAN

To Pay or Not to Pay Dividend*

Pages: 415-428  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03564.x  |  Cited by: 14

NILS H. HAKANSSON

The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?

Pages: 429-443  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03565.x  |  Cited by: 213

ROBERT H. LITZENBERGER, KRISHNA RAMASWAMY

The Ex‐Dividend Day Behavior of Stock Returns: Further Evidence on Tax Effects

Pages: 445-456  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03566.x  |  Cited by: 22

PATRICK J. HESS

DISCUSSION

Pages: 470-472  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03568.x  |  Cited by: 0

G. M. CONSTANTINIDES

DISCUSSION

Pages: 472-474  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00888.x  |  Cited by: 2

L. H. SUMMERS

DISCUSSION

Pages: 474-476  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00889.x  |  Cited by: 1

M. R. GIBBONS

DISCUSSION

Pages: 476-479  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00890.x  |  Cited by: 0

E. HAN KIM

The Regulation of Financial and Other Futures Markets

Pages: 481-491  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03569.x  |  Cited by: 5

HENDRIK S. HOUTHAKKER

My assignment is to speak about the regulation of financial futures markets, but in this respect the differences between financial futures and the traditional commodity futures are comparatively minor. Most of what I have to say, therefore, will apply to the regulation of futures markets in general. Towards the end of my remarks I shall say something about the problems that are particular to financial futures.

Rule 144 Volume Limitations and the Sale of Restricted Stock in the Over‐The‐Counter Market

Pages: 505-517  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03571.x  |  Cited by: 4

ALFRED E. OSBORNE

DISCUSSION

Pages: 517-519  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03572.x  |  Cited by: 0

F. R. EDWARDS

DISCUSSION

Pages: 519-521  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00891.x  |  Cited by: 0

S. SMIDT

DISCUSSION

Pages: 521-523  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00892.x  |  Cited by: 0

A. KALAY

The Pricing of Commodity‐Linked Bonds

Pages: 525-539  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03573.x  |  Cited by: 26

EDUARDO S. SCHWARTZ

DISCUSSION

Pages: 540-541  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03574.x  |  Cited by: 4

J. E. INGERSOLL

Factor‐Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency

Pages: 543-554  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03575.x  |  Cited by: 17

BARR ROSENBERG, ANDREW RUDD

Risk Adjusted Equity Performance Measurement

Pages: 555-561  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03576.x  |  Cited by: 1

JOHN NAGORNIAK

Valuation Model Bias and the Scale Structure of Dividend Discount Returns**

Pages: 563-573  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03577.x  |  Cited by: 2

RICHARD O. MICHAUD, PAUL L. DAVIS

Projecting the Financial Condition of a Pension Plan Using Simulation Analysis

Pages: 577-584  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03579.x  |  Cited by: 11

LOUIS KINGSLAND

Plasm: Pension Liability and Asset Simulation Model

Pages: 585-594  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03580.x  |  Cited by: 19

HOWARD E. WINKLEVOSS

SOFASIM: A Dynamic Insurance Model with Investment Structure, Policy Benefits and Taxes

Pages: 595-604  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03581.x  |  Cited by: 2

ALICE B. GOLDSTEIN, BARBARA G. MARKOWITZ

DISCUSSION

Pages: 604-606  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03582.x  |  Cited by: 0

W. F. SHARPE

DISCUSSION

Pages: 606-607  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00893.x  |  Cited by: 0

IRWIN TEPPER

Minimax Behavior in Portfolio Selection

Pages: 609-614  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03583.x  |  Cited by: 5

WILLIAM S. KRASKER

Stochastic Portfolio Theory and Stock Market Equilibrium

Pages: 615-624  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03584.x  |  Cited by: 85

ROBERT FERNHOLZ, BRIAN SHAY

Prologue to a Unified Portfolio Theory

Pages: 625-635  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03585.x  |  Cited by: 0

HERBERT F. AYRES, JOHN Y. BARRY

Report of the Executive Secretary and Treasurer for the Year Ending September 30, 1981

Pages: 639-641  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb00894.x  |  Cited by: 0

Robert G. Hawkins