The Journal of Finance

DISCUSSION

Published: 05/01/1970   |   DOI: 10.1111/j.1540-6261.1970.tb00675.x

Edwin J. Elton

CAPITAL RATIONING AND EXTERNAL DISCOUNT RATES*

Published: 06/01/1970   |   DOI: 10.1111/j.1540-6261.1970.tb00523.x

Edwin J. Elton

Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests

Published: 12/17/2002   |   DOI: 10.1111/0022-1082.00144

Edwin J. Elton

THE EFFECT OF SHARE REPURCHASE ON THE VALUE OF THE FIRM*

Published: 03/01/1968   |   DOI: 10.1111/j.1540-6261.1968.tb03002.x

Edwin Elton, Martin Gruber

REPLY

Published: 12/01/1968   |   DOI: 10.1111/j.1540-6261.1968.tb00327.x

Edwin Elton, Martin Gruber

DISCUSSION

Published: 05/01/1973   |   DOI: 10.1111/j.1540-6261.1973.tb01779.x

Edwin J. Elton, K. Mantripragada

Report of the Managing Editors of the Journal of Finance for 1984

Published: 07/01/1985   |   DOI: 10.1111/j.1540-6261.1985.tb05034.x

EDWIN J. ELTON, MARTIN J. GRUBER

Report of the Managing Editors of the Journal of Finance for 1985

Published: 07/01/1986   |   DOI: 10.1111/j.1540-6261.1986.tb04544.x

EDWIN J. ELTON, MARTIN J. GRUBER

Report of the Managing Editors of the Journal of Finance for 1987

Published: 07/01/1988   |   DOI: 10.1111/j.1540-6261.1988.tb04612.x

EDWIN J. ELTON, MARTIN J. GRUBER

ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION

Published: 12/01/1973   |   DOI: 10.1111/j.1540-6261.1973.tb01451.x

Edwin J. Elton, Martin J. Gruber

VALUATION AND ASSET SELECTION UNDER ALTERNATIVE INVESTMENT OPPORTUNITIES

Published: 05/01/1976   |   DOI: 10.1111/j.1540-6261.1976.tb01904.x

Edwin J. Elton, Martin J. Gruber

PORTFOLIO THEORY WHEN INVESTMENT RELATIVES ARE LOGNORMALLY DISTRIBUTED

Published: 09/01/1974   |   DOI: 10.1111/j.1540-6261.1974.tb03103.x

Edwin J. Elton, Martin J. Gruber

Tax and Liquidity Effects in Pricing Government Bonds

Published: 12/17/2002   |   DOI: 10.1111/0022-1082.00064

Edwin J. Elton, T. Clifton Green

Daily data from interdealer government bond brokers are examined for tax and liquidity effects. We use two approaches to create cash flow matching portfolios of similar securities and look for pricing discrepancies associated with liquidity or tax effects. We also look for the presence of tax and liquidity effects by including a liquidity term when fitting a cubic spline to the after‐tax yield curve. We find evidence of tax timing options and liquidity effects. However, the effects are much smaller than previously reported and the effects of liquidity are primarily due to high volume bonds with long maturities.

THE ECONOMIC VALUE OF THE CALL OPTION*

Published: 09/01/1972   |   DOI: 10.1111/j.1540-6261.1972.tb01319.x

Edwin J. Elton, Martin J. Gruber

A Note from the Editors

Published: 09/01/1983   |   DOI: 10.1111/j.1540-6261.1983.tb02309.x

Edwin J. Elton, Martin J. Gruber

Report of the Managing Editors of the Journal of Finance for 1983

Published: 07/01/1984   |   DOI: 10.1111/j.1540-6261.1984.tb03689.x

EDWIN J. ELTON, MARTIN J. GRUBER

Report of the Managing Editors of the Journal of Finance for 1986

Published: 07/01/1987   |   DOI: 10.1111/j.1540-6261.1987.tb04588.x

EDWIN J. ELTON, MARTIN J. GRUBER

VALUATION AND THE COST OF CAPITAL FOR REGULATED INDUSTRIES

Published: 06/01/1971   |   DOI: 10.1111/j.1540-6261.1971.tb01719.x

Edwin J. Elton, Martin J. Gruber

Non‐Standard C.A.P.M.'s and the Market Portfolio

Published: 07/01/1984   |   DOI: 10.1111/j.1540-6261.1984.tb03686.x

EDWIN J. ELTON, MARTIN J. GRUBER

VALUATION AND THE COST OF CAPITAL FOR REGULATED INDUSTRIES: REPLY

Published: 12/01/1972   |   DOI: 10.1111/j.1540-6261.1972.tb03033.x

Edwin J. Elton, Martin J. Gruber