The Journal of Finance

Cover image for Vol. 42 Issue 2

June 1987

Volume 42, Issue 2

Pages 201–481, i–xviii

  1. Front Matter

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Erratum
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. Front Matter (pages i–vi)

      Version of Record online: 12 JAN 2016 | DOI: 10.1111/j.1540-6261.1987.tb00564.x

  2. Articles

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Erratum
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas (pages 201–220)

      WAYNE E. FERSON, SHMUEL KANDEL and ROBERT F. STAMBAUGH

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02564.x

    2. Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (pages 233–265)

      BRUCE N. LEHMANN and DAVID M. MODEST

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02566.x

    3. The Pricing of Options with Default Risk (pages 267–280)

      HERB JOHNSON and RENÉ STULZ

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02567.x

    4. You have free access to this content
      The Pricing of Options on Assets with Stochastic Volatilities (pages 281–300)

      JOHN HULL and ALAN WHITE

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02568.x

    5. Efficient Analytic Approximation of American Option Values (pages 301–320)

      GIOVANNI BARONE-ADESI and ROBERT E. WHALEY

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02569.x

    6. Efficient Signalling with Dividends and Investments (pages 321–343)

      RAMASASTRY AMBARISH, KOSE JOHN and JOSEPH WILLIAMS

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02570.x

    7. Collateral and Competitive Equilibria with Moral Hazard and Private Information (pages 345–363)

      YUK-SHEE CHAN and ANJAN V. THAKOR

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02571.x

    8. Reserves Announcements and Interest Rates: Does Monetary Policy Matter? (pages 407–422)

      GIKAS A. HARDOUVELIS

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02574.x

    9. A Multiproduct Cost Study of Savings and Loans (pages 423–445)

      LORETTA J. MESTER

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02575.x

  3. Notes

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Erratum
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. Can Tax-Loss Selling Explain the January Effect? A Note (pages 453–461)

      CHARLES P. JONES, DOUGLAS K. PEARCE and JACK W. WILSON

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02577.x

    2. Positively Weighted Frontier Portfolios: A Note (page 471)

      LARS TYGE NIELSEN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02579.x

  4. Erratum

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Erratum
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. You have free access to this content
      A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition—Erratum (page 473)

      CHRISTIAN GILLES and STEPHEN F. LeROY

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02580.x

      This article corrects:

      A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition

      Vol. 41, Issue 4, 975–979, Version of Record online: 30 APR 2012

  5. Book Reviews

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Erratum
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. Book Reviews (pages 475–480)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02581.x

  6. Miscellanea

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Erratum
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. MISCELLANEA (page 481)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02582.x

  7. Association Meetings

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Erratum
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. ASSOCIATION MEETINGS (pages vii–viii)

      Version of Record online: 12 JAN 2016 | DOI: 10.1111/j.1540-6261.1987.tb00565.x

  8. Announcements

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Erratum
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. ANNOUNCEMENTS (pages ix–x)

      Version of Record online: 12 JAN 2016 | DOI: 10.1111/j.1540-6261.1987.tb00566.x

  9. Back Matter

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Erratum
    6. Book Reviews
    7. Miscellanea
    8. Association Meetings
    9. Announcements
    10. Back Matter
    1. Back Matter (pages xi–xviii)

      Version of Record online: 12 JAN 2016 | DOI: 10.1111/j.1540-6261.1987.tb00567.x

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