The Journal of Finance

Cover image for The Journal of Finance

December 1979

Volume 34, Issue 5

Pages 1093–1289

  1. Original Article

    1. Top of page
    2. Original Article
    3. Note
    4. Comment
    5. Book Review
    6. Miscellanea
    1. Two-State Option Pricing (pages 1093–1110)

      RICHARD J. RENDLEMAN Jr. and BRIT J. BARTTER

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00058.x

    2. Path Dependent Options: “Buy at the Low, Sell at the High” (pages 1111–1127)

      M. BARRY GOLDMAN, HOWARD B. SOSIN and MARY ANN GATTO

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00059.x

    3. Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings (pages 1129–1139)

      GEORGE FEIGER and BERTRAND JACQUILLAT

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00060.x

    4. Put-Call Parity and Market Efficiency (pages 1141–1155)

      ROBERT C. KLEMKOSKY and BRUCE G. RESNICK

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00061.x

    5. A Proposal for Indexes for Traded Call Options (pages 1157–1172)

      DAN GALAI

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00062.x

    6. An Empirical Examination of the Black-Scholes Call Option Pricing Model (pages 1173–1186)

      JAMES D. MACBETH and LARRY J. MERVILLE

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00063.x

    7. Heteroscedasticity, R2 and Thin Trading on the Toronto Stock Exchange (pages 1201–1210)

      DAVID J. FOWLER, C. HARVEY RORKE and VIJAY M. JOG

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00065.x

    8. Utility Bond Rates and Tax Normalization (pages 1211–1220)

      ERNST R. BERNDT, KAREN CHANT SHARP and G. CAMPBELL WATKINS

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00066.x

    9. Mean-Variance Efficient Sets and Expected Utility (pages 1221–1229)

      JACK MEYER

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00067.x

    10. Evaluating and Comparing Projects: Simple Detection of False Alarms (pages 1231–1242)

      JOHN W. PRATT and JOHN S. HAMMOND III

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00068.x

  2. Note

    1. Top of page
    2. Original Article
    3. Note
    4. Comment
    5. Book Review
    6. Miscellanea
    1. Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination (pages 1243–1250)

      FRANK J. FABOZZI and JACK C. FRANCIS

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00069.x

    2. A Note on Capital Budgeting Techniques and the Reinvestment Rate (pages 1251–1254)

      RICHARD L. MEYER

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00070.x

    3. A Note on the Impact of FHLB Advances on the Cost and Availability of Funds at S&Ls (pages 1255–1261)

      JOHN A. HALLORAN

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00071.x

    4. A Note on Information in the Loan Evaluation Process (pages 1263–1269)

      BRYAN STANHOUSE and LARRY SHERMAN

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00072.x

  3. Comment

    1. Top of page
    2. Original Article
    3. Note
    4. Comment
    5. Book Review
    6. Miscellanea
    1. Time-Variance Relationship: Evidence on Correlation in Common Stock Returns: Comment (pages 1271–1272)

      MEIR I. SCHNELLER and CHARLES S. ROSEN

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00073.x

    2. On Time-Variance Analysis: Reply (pages 1273–1275)

      ROBERT A. SCHWARTZ and DAVID K. WHITCOMB

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00074.x

  4. Book Review

    1. Top of page
    2. Original Article
    3. Note
    4. Comment
    5. Book Review
    6. Miscellanea
    1. BOOK REVIEWS (pages 1277–1288)

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00075.x

  5. Miscellanea

    1. Top of page
    2. Original Article
    3. Note
    4. Comment
    5. Book Review
    6. Miscellanea
    1. MISCELLANEA (page 1289)

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00076.x

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