The Journal of Finance

The Journal of Finance publishes leading research across all the major fields of finance. It is one of the most widely cited journals in academic finance, and in all of economics. Each of the six issues per year reaches over 8,000 academics, finance professionals, libraries, and government and financial institutions around the world. The journal is the official publication of The American Finance Association, the premier academic organization devoted to the study and promotion of knowledge about financial economics.

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Search results: 7.

THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS

Published: 05/01/1976   |   DOI: 10.1111/j.1540-6261.1976.tb01890.x

Robert C. Merton


A Simple Model of Capital Market Equilibrium with Incomplete Information

Published: 07/01/1987   |   DOI: 10.1111/j.1540-6261.1987.tb04565.x

ROBERT C. MERTON


THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT

Published: 03/01/1973   |   DOI: 10.1111/j.1540-6261.1973.tb01357.x

Robert C. Merton


ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

Published: 05/01/1974   |   DOI: 10.1111/j.1540-6261.1974.tb03058.x

Robert C. Merton


Fischer Black

Published: 12/01/1995   |   DOI: 10.1111/j.1540-6261.1995.tb05181.x

Robert C. Merton, Myron S. Scholes


GENERALIZED MEAN‐VARIANCE TRADEOFFS FOR BEST PERTURBATION CORRECTIONS TO APPROXIMATE PORTFOLIO DECISIONS*

Published: 03/01/1974   |   DOI: 10.1111/j.1540-6261.1974.tb00022.x

Paul A. Samuelson, Robert C. Merton


THE VALUATION OF AMERICAN PUT OPTIONS

Published: 05/01/1977   |   DOI: 10.1111/j.1540-6261.1977.tb03284.x

Robert C. Merton, Michael J. Brennan, Eduardo S. Schwartz