The Journal of Finance

Cover image for The Journal of Finance

June 1987

Volume 42, Issue 2

Pages 201–481

  1. Article

    1. Top of page
    2. Article
    3. Note
    4. Erratum
    5. Book Reviews
    6. Miscellanea
    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

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02564.x

    2. Nonsynchronous Data and the Covariance-Factor Structure of Returns (pages 221–231)

      JAY SHANKEN

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02565.x

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

      BRUCE N. LEHMANN and DAVID M. MODEST

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02566.x

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

      HERB JOHNSON and RENÉ STULZ

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02567.x

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

      GIOVANNI BARONE-ADESI and ROBERT E. WHALEY

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02569.x

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

      RAMASASTRY AMBARISH, KOSE JOHN and JOSEPH WILLIAMS

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02570.x

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

      YUK-SHEE CHAN and ANJAN V. THAKOR

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02571.x

    9. Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach (pages 395–406)

      CHRISTIAN C. P. WOLFF

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02573.x

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

      GIKAS A. HARDOUVELIS

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02574.x

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

      LORETTA J. MESTER

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02575.x

  2. Note

    1. Top of page
    2. Article
    3. Note
    4. Erratum
    5. Book Reviews
    6. Miscellanea
    1. Taxable vs. Tax-Exempt Bonds: A Note on the Effect of Uncertain Taxable Income (pages 447–451)

      CHRISTOPHER D. PIROS

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02576.x

    2. Can Tax-Loss Selling Explain the January Effect? A Note (pages 453–461)

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

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02577.x

    3. A Note on the Convergence of Binomial-Pricing and Compound-Option Models (pages 463–469)

      EDWARD OMBERG

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02578.x

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

      LARS TYGE NIELSEN

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02579.x

  3. Erratum

    1. Top of page
    2. Article
    3. Note
    4. Erratum
    5. Book Reviews
    6. Miscellanea
    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

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02580.x

  4. Book Reviews

    1. Top of page
    2. Article
    3. Note
    4. Erratum
    5. Book Reviews
    6. Miscellanea
    1. Book Reviews (pages 475–480)

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02581.x

  5. Miscellanea

    1. Top of page
    2. Article
    3. Note
    4. Erratum
    5. Book Reviews
    6. Miscellanea
    1. MISCELLANEA (page 481)

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb02582.x

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