The Journal of Finance

Cover image for Vol. 34 Issue 5

December 1979

Volume 34, Issue 5

Pages i–xxiv, 1093–1296

  1. Front Matter

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Comments
    6. Book Review
    7. Miscellanea
    8. Index to Volume XXXIV
    9. Back Matter
    1. Front Matter (pages i–vii)

      Version of Record online: 29 DEC 2015 | DOI: 10.1111/j.1540-6261.1979.tb00448.x

  2. Articles

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Comments
    6. Book Review
    7. Miscellanea
    8. Index to Volume XXXIV
    9. Back Matter
    1. Two-State Option Pricing (pages 1093–1110)

      RICHARD J. RENDLEMAN Jr. and BRIT J. BARTTER

      Version of Record 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

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00059.x

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

      ROBERT C. KLEMKOSKY and BRUCE G. RESNICK

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00061.x

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

      DAN GALAI

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00062.x

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

      JAMES D. MACBETH and LARRY J. MERVILLE

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00063.x

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

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

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00065.x

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

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

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00066.x

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

      JACK MEYER

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00067.x

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

      JOHN W. PRATT and JOHN S. HAMMOND III

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00068.x

  3. Notes

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Comments
    6. Book Review
    7. Miscellanea
    8. Index to Volume XXXIV
    9. Back Matter
    1. Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination (pages 1243–1250)

      FRANK J. FABOZZI and JACK C. FRANCIS

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00069.x

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

      BRYAN STANHOUSE and LARRY SHERMAN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00072.x

  4. Comments

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Comments
    6. Book Review
    7. Miscellanea
    8. Index to Volume XXXIV
    9. Back Matter
    1. Time-Variance Relationship: Evidence on Correlation in Common Stock Returns: Comment (pages 1271–1272)

      MEIR I. SCHNELLER and CHARLES S. ROSEN

      Version of Record 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

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00074.x

  5. Book Review

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Comments
    6. Book Review
    7. Miscellanea
    8. Index to Volume XXXIV
    9. Back Matter
    1. BOOK REVIEWS (pages 1277–1288)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00075.x

  6. Miscellanea

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Comments
    6. Book Review
    7. Miscellanea
    8. Index to Volume XXXIV
    9. Back Matter
    1. MISCELLANEA (page 1289)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1979.tb00076.x

  7. Index to Volume XXXIV

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Comments
    6. Book Review
    7. Miscellanea
    8. Index to Volume XXXIV
    9. Back Matter
    1. Index to Volume XXXIV (pages 1291–1296)

      Version of Record online: 29 DEC 2015 | DOI: 10.1111/j.1540-6261.1979.tb00447.x

  8. Back Matter

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Comments
    6. Book Review
    7. Miscellanea
    8. Index to Volume XXXIV
    9. Back Matter
    1. Back Matter (pages viii–xxiv)

      Version of Record online: 29 DEC 2015 | DOI: 10.1111/j.1540-6261.1979.tb00449.x

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