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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: 88

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: 79

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: 15

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: 179

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: 4

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: 5

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: 201

ROBERT H. LITZENBERGER, KRISHNA RAMASWAMY


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.


Best Execution in Securities Markets: An Application of Signaling and Agency Theory

Pages: 493-504  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03570.x  |  Cited by: 9

KENNETH D. GARBADE, WILLIAM L. SILBER


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: 5

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: 27

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: 20

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


DISCUSSION

Pages: 573-576  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03578.x  |  Cited by: 0

F. B. RENWICK


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


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


Stochastic Portfolio Theory and Stock Market Equilibrium

Pages: 615-624  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03584.x  |  Cited by: 79

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


Report of the Managing Editor of the Journal of Finance for 1981

Pages: 643-649  |  Published: 5/1982  |  DOI: 10.1111/j.1540-6261.1982.tb03587.x  |  Cited by: 0