The Journal of Finance

Cover image for Vol. 42 Issue 5

December 1987

Volume 42, Issue 5

Pages i–lvii, 1113–1416

  1. Front Matter

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Book Reviews
    6. Miscellanea
    7. Index to Volume xlii
    8. Irwin Friend
    9. Association Meetings
    10. Announcements
    11. Back Matter
    1. Front Matter (pages i–vi)

      Version of Record online: 21 JAN 2016 | DOI: 10.1111/j.1540-6261.1987.tb00607.x

  2. Articles

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Book Reviews
    6. Miscellanea
    7. Index to Volume xlii
    8. Irwin Friend
    9. Association Meetings
    10. Announcements
    11. Back Matter
    1. Time-Dependent Variance and the Pricing of Bond Options (pages 1113–1128)

      STEPHEN M. SCHAEFER and EDUARDO S. SCHWARTZ

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04356.x

    2. You have free access to this content
      Arbitrage, Continuous Trading, and Margin Requirements (pages 1129–1142)

      DAVID C. HEATH and ROBERT A. JARROW

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04357.x

    3. You have free access to this content
      Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets (pages 1143–1166)

      ROBERT M. DAMMON and RICHARD C. GREEN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04358.x

    4. You have free access to this content
      Forward Markets, Stock Markets, and the Theory of the Firm (pages 1167–1185)

      RICHARD D. MacMINN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04359.x

    5. The Seasonal Stability of the Factor Structure of Stock Returns (pages 1195–1211)

      D. CHINHYUNG CHO and WILLIAM M. TAYLOR

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04361.x

    6. Stock Return Anomalies and the Tests of the APT (pages 1213–1224)

      MUSTAFA N. GULTEKIN and N. BULENT GULTEKIN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04362.x

    7. Efficient Financing under Asymmetric Information (pages 1225–1243)

      MICHAEL BRENNAN and ALAN KRAUS

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04363.x

    8. The Issue Decision of Manager-Owners under Information Asymmetry (pages 1245–1260)

      WILLIAM D. BRADFORD

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04364.x

    9. Acquisition of Divested Assets and Shareholders' Wealth (pages 1261–1273)

      NEIL W. SICHERMAN and RICHARD H. PETTWAY

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04365.x

    10. Debt Management under Corporate and Personal Taxation (pages 1275–1291)

      DAVID C. MAUER and WILBUR G. LEWELLEN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04366.x

    11. The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index (pages 1309–1329)

      IRA G. KAWALLER, PAUL D. KOCH and TIMOTHY W. KOCH

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04368.x

    12. The Market Reaction to Stock Splits (pages 1347–1370)

      CHRISTOPHER G. LAMOUREUX and PERCY POON

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04370.x

  3. Notes

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Book Reviews
    6. Miscellanea
    7. Index to Volume xlii
    8. Irwin Friend
    9. Association Meetings
    10. Announcements
    11. Back Matter
    1. Portfolio Selection in the Mean-Variance Model: A Note (pages 1371–1376)

      LARS TYGE NIELSEN

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04371.x

    2. A Note on Quantity versus Price Risk and the Theory of Financial Intermediation (pages 1377–1383)

      STEPHEN D. SMITH, DEBORAH WRIGHT GREGORY and KATHLEEN A. WEISS

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04372.x

    3. Friday the Thirteenth: ‘Part VII’—A Note (pages 1385–1387)

      ROBERT W. KOLB and RICARDO J. RODRIGUEZ

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04373.x

  4. Book Reviews

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Book Reviews
    6. Miscellanea
    7. Index to Volume xlii
    8. Irwin Friend
    9. Association Meetings
    10. Announcements
    11. Back Matter
    1. Book Reviews (pages 1399–1407)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04375.x

  5. Miscellanea

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Book Reviews
    6. Miscellanea
    7. Index to Volume xlii
    8. Irwin Friend
    9. Association Meetings
    10. Announcements
    11. Back Matter
    1. MISCELLANEA (pages 1409–1410)

      Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04376.x

  6. Index to Volume xlii

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Book Reviews
    6. Miscellanea
    7. Index to Volume xlii
    8. Irwin Friend
    9. Association Meetings
    10. Announcements
    11. Back Matter
    1. INDEX TO VOLUME XLII (pages 1411–1416)

      Version of Record online: 21 JAN 2016 | DOI: 10.1111/j.1540-6261.1987.tb00608.x

  7. Irwin Friend

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Book Reviews
    6. Miscellanea
    7. Index to Volume xlii
    8. Irwin Friend
    9. Association Meetings
    10. Announcements
    11. Back Matter
  8. Association Meetings

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Book Reviews
    6. Miscellanea
    7. Index to Volume xlii
    8. Irwin Friend
    9. Association Meetings
    10. Announcements
    11. Back Matter
    1. ASSOCIATION MEETINGS (pages x–xi)

      Version of Record online: 21 JAN 2016 | DOI: 10.1111/j.1540-6261.1987.tb00609.x

  9. Announcements

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Book Reviews
    6. Miscellanea
    7. Index to Volume xlii
    8. Irwin Friend
    9. Association Meetings
    10. Announcements
    11. Back Matter
    1. ANNOUNCEMENTS (pages xii–xiii)

      Version of Record online: 21 JAN 2016 | DOI: 10.1111/j.1540-6261.1987.tb00610.x

  10. Back Matter

    1. Top of page
    2. Front Matter
    3. Articles
    4. Notes
    5. Book Reviews
    6. Miscellanea
    7. Index to Volume xlii
    8. Irwin Friend
    9. Association Meetings
    10. Announcements
    11. Back Matter
    1. Back Matter (pages xiv–lvii)

      Version of Record online: 21 JAN 2016 | DOI: 10.1111/j.1540-6261.1987.tb00611.x

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