The Journal of Finance

Cover image for The Journal of Finance

December 1987

Volume 42, Issue 5

Pages iv–vi, 1113–1410

  1. Irwin Fried

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

    1. Top of page
    2. Irwin Fried
    3. Article
    4. Note
    5. Book Reviews
    6. Miscellanea
    1. Time-Dependent Variance and the Pricing of Bond Options (pages 1113–1128)

      STEPHEN M. SCHAEFER and EDUARDO S. SCHWARTZ

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04356.x

    2. Arbitrage, Continuous Trading, and Margin Requirements (pages 1129–1142)

      DAVID C. HEATH and ROBERT A. JARROW

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04357.x

    3. Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets (pages 1143–1166)

      ROBERT M. DAMMON and RICHARD C. GREEN

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04358.x

    4. Forward Markets, Stock Markets, and the Theory of the Firm (pages 1167–1185)

      RICHARD D. MacMINN

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04359.x

    5. An Empirical Investigation of the Market for Comex Gold Futures Options (pages 1187–1194)

      WARREN BAILEY

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04360.x

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

      D. CHINHYUNG CHO and WILLIAM M. TAYLOR

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04361.x

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

      MUSTAFA N. GULTEKIN and N. BULENT GULTEKIN

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04362.x

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

      MICHAEL BRENNAN and ALAN KRAUS

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04363.x

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

      WILLIAM D. BRADFORD

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04364.x

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

      NEIL W. SICHERMAN and RICHARD H. PETTWAY

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04365.x

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

      DAVID C. MAUER and WILBUR G. LEWELLEN

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04366.x

    12. Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices (pages 1293–1307)

      LAWRENCE R. GLOSTEN

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04367.x

    13. 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

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04368.x

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

      CHRISTOPHER G. LAMOUREUX and PERCY POON

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04370.x

  3. Note

    1. Top of page
    2. Irwin Fried
    3. Article
    4. Note
    5. Book Reviews
    6. Miscellanea
    1. Portfolio Selection in the Mean-Variance Model: A Note (pages 1371–1376)

      LARS TYGE NIELSEN

      Article first published 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

      Article first published 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

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04373.x

    4. Institutional Contributions to the Leading Finance Journals, 1975 through 1986: A Note (pages 1389–1397)

      ALBERT W. NIEMI JR

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04374.x

  4. Book Reviews

    1. Top of page
    2. Irwin Fried
    3. Article
    4. Note
    5. Book Reviews
    6. Miscellanea
    1. Book Reviews (pages 1399–1407)

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04375.x

  5. Miscellanea

    1. Top of page
    2. Irwin Fried
    3. Article
    4. Note
    5. Book Reviews
    6. Miscellanea
    1. MISCELLANEA (pages 1409–1410)

      Article first published online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1987.tb04376.x

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