No. 18-3, April 1983
Index
- 1982 TENDER OFFER UPDATE
- A CAPM‐BASED ANALYSIS OF STOCK‐INDEX FUTURES
- A CLUSTER ANALYTIC DESIGN OF BANK COMPETITION AMONG STATE‐WIDE HOLDING COMPANIES
- A COMPARISON OF CAPITAL BUDGETING TECHNIQUES IN IDENTIFYING PROFITABLE INVESTMENT
- A CONTRIBUTION TO THE FACTOR IDENTIFICATION PROBLEM ASSOCIATED WITH APPLICATION OF THE ARBITRAGE PRICING THEORY
- A DISCOUNTED CASH FLOW PAYBACK TECHNIQUE
- A FACTOR STUDY OF MUNICIPAL BOND YIELDS
- A LOGIT ANALYSIS OF THE SELECTION OF ACQUISITION CANDIDATES
- A MATRIX CURRICULUM MODEL FOR THE STUDY OF FINANCIAL INSTITUTIONS AND MARKETS
- A MODEL OF MIDDLE AND LONG‐RANGE FINANCIAL PLANNING
- A STABLE DIVIDEND POLICY AND ITS ASSOCIATION WITH THE RISK AND RETURN
- A STOCK MARKET EVALUATION OF MANAGEMENT BUYOUTS
- ABSTRACT: “THE INFLUENCE OF OPTION TRADING ON THE PRICES OF THE UNDERLYING COMMON SHARES”
- ACKNOWLEDGEMENTS
- AN ANALYSIS OF PARTIAL BUSINESS COMBINATIONS BY JOINT VENTURE
- AN ANALYSIS OF THE DURATION OF GINNIE MAE PASS‐THROUGH SECURITIES
- AN EMPIRICAL EXAMINATION OF THE RATIO METHOD
- AN EMPIRICAL INVESTIGATION OF MERGER PREMIUMS
- AN EMPIRICAL TEST OF MODIGLIANI–MILLER'S PROPOSITION II USING “IDENTICAL” OPERATING RISK CLASSES
- AN EVALUATION OF CONSUMER RESPONSE TO NOW PRICING STRATEGIES
- AN EVALUATION OF SOME BIASES IN MERGER RELATED PERFORMANCE ANALYSIS
- AN EXCHANGE‐RATIO DETERMINATION MODEL FOR MERGERS: AN EXTENSION
- ASSESSMENT OF THE REACTION OF COMPETITORS' COMMON STOCK PRICES TO NEW PRODUCT ANNOUNCEMENTS
- BANKRUPTCY AVOIDANCE AS A MERGER INCENTIVE: AN EMPIRICAL STUDY OF FAILING FIRMS
- BRITISH BANK RESERVES AND THE ECONOMICS OF KEYNES
- BROWNIAN MOTION IN THE INTEREST RATE CONSIDERED AS THE PRICE OF MONEY
- CAPITAL ADEQUACY RATIOS AND MARKET MEASURES OF RISK: THEORETICAL RELATIONSHIPS AND EMPIRICAL VERIFICATIONS
- CAPITAL ASSET PRICING AND UNDIVERSIFIABLE RISK
- CAPM, VALUATION OF FIRMS, AND FINANCIAL LEVERAGE
- CAUSAL AND SYSTEMATIC RELATIONS AMONG FORWARD, FUTURES AND EXPECTED SPOT PRICES
- COMMENTARY ON THE 1983 MEETING
- CORPORATE GOALS AND STOCK PRICE PERFORMANCE
- CORPORATE PRICING POLICY IN REACTION TO FISCAL POLICY – A SIMULATIONS APPROACH
- CROSS HEDGING, AUTOCORRELATED ERRORS, AND THE TRADE‐OFF BETWEEN RISK AND RETURN
- CURRENCY; OPTIONS AND FORWARDS: THE ARBITRAGE RELATIONSHIPS
- DARBY AND FISHER: RESOLUTION OF A PARADOX
- DAY OF THE WEEK EFFECT IN THE RETURNS ON MONEY MARKET INSTURMENTS
- DIVERSIFICATION INHERENT IN THE EXPECTED GEOMETRIC RETURN CRITERIA
- DIVIDENDS, DILUTION, AND TAXES: A SIGNALLING EQUILIBRIUM
- EARNINGS, CASHFLOWS, AND EQUITY VALUE
- FACTORS AFFETING SYSTEMATIC RISK OF CONVERTIBLE PREFERRED STOCK
- FAILED FIRM PREDICTION: A PROBLEM REVISITED
- FINANCIAL ANALOGS OF PHYSICAL BROWNIAN MOTION AS ILLUSTRATED BY EARNINGS
- FINANCIAL FUTURES MARKET HEDGING STRATEGIES AS AN ALTERNATIVE TO INTEREST RATE INDEXING FOR MORTGAGE LENDING INSTITUTIONS
- FINANCIAL MANAGEMENT OF INVENTORY BY SMALL BUSINESSES
- FINANCING INNOVATIONS: DEBT AND EQUITY
- FORWARD AND FUTURES PRICING OF FOREIGN GURRENCIES
- HOW DO ANALYSITS VALUE A STOCK?
- INDUSTRY INFLUENCE ON FINANCIAL STRUCTURE UNDER CONDITIONS OF INFLATION
- INFLATION, REAL RETURNS, REAL ACTIVITY, OUTPUT AND MONEY: A MULTI‐COUNTRY EMPIRICAL STUDY
- INTEREST RATE HEDGED PORTFOLIOS
- LIST OF SESSION CHAIRPERSONS AND DISCUSSIONS
- MARKET EFFICIENCY AND PREFERRED STOCK RATING CHANGES
- MARKET PEs AND INTEREST RATES GRAY REVISITED
- MARKET RISK MEASUREMENT IN COMMERICAL BANKING
- MONETARY POLICY AND REAL INTEREST RATES
- MORAL RISK AND SHARE VALUE: THE CASE OF IBM AND HITACHI
- MUTUAL FUND TIMING, SELECTION AND DIVERSIFICATION: A SURVEY
- NEW EVIDENCE ON THE EARNINGS OF CANADIAN MULTINATIONAL BANKS
- NEW MEASURES OF EXPOSURE TO LOSS IN CAPITAL ALLOCATION
- NUMISMATIC ASSETS: RETURNS CHARACTERISTICS AND INFLATION HEDGING POTENTIAL
- ON LEVERAGE AND THE DEGREE OF LEVERAGE
- ON THE ASSESSMENT OF PREFERENCE FUNCTION FOR CAPITAL BUDGETING MANAGERS: A LINEAR PROGRAMMING APPROACH
- ON THE DIVIDEND REINVESTMENT PLANS OF ELECTRIC UTILITIES, 1981–1982: DISCOUNT PLANS, DEMAND, AND PRICE EFFECTS
- ON THE MISBEHAVIOUR OF INTEREST RATES UNDER INFLATIONARY CONDITIONS
- PORTFOLIO BALANCE MODELS OF EXCHANGE RATE DETERMINATION: FURTHER TESTS AND PERFORMANCE UNDER ALTERNATIVE EXCHANGE RATE REGIMES
- PREMIUMS IN A COMPETITIVE INSURANCE MARKET
- PRICING CONVERTIBLE PREFERRED STOCK
- PUBLIC UTILITY COMMISSION TARGETING AND THE PHANTOM TAX ISSUE
- RETAIL CREDIT UNDER DEREGULATION: A NEW YORK CASE STUDY
- RISK AND RETURN CHARACTERISTICS OF YIELD CURVE SPREADS USING FINANCIAL FUTURES
- RISK AND RETURN IN THE BOND MARKET
- SEGMENTATION AND THE MUNICIPAL BOND MARKET
- SHORT INTEREST FLUCTUATIONS, MERGER SIGNALLING, AND MARKET ARBITRAGE
- SHORT SALE POSITIONS AND MARKET SENSITIVITY STATISTICS
- SIGNALLING VIA OPTIMAL DEBT CONTRACTS
- STATE RATE REVIEW AND THE RELATIONSHIP BETWEEN CAPITAL EXPENDITURES AND OPERATING COSTS
- SUBOPTIMAL CAPITAL BUDGETING AND NET PRESENT VALUE
- THE AFTER TAX COSTS OF HOUSING WITH ALTERNATIVE MORTGAGES
- THE ASSOCIATION BETWEEN WORKING CAPITAL POLICY AND OPERATING RISK
- THE CAPITAL ASSET PRICING MODEL IN TERMS OF LOWER PARTIAL MOMENTS: AN EMPIRICAL INVESTIGATION
- THE DEVELOPMENT OF REGIONAL BANKING CENTERS
- THE EFFECT OF DIVIDENDS ON THE VALUE OF A FIRM'S SHARES: SOME EMPIRICAL FINDINGS
- THE EFFECT OF EXOGENOUS FACTORS ON BANK PERFORMANCE AND BALANCE SHEET COMPOSITION
- THE EFFECT OF SINGLE AND MULTIPLE CUT‐OFF RATES ON COMPANY SYSTEMATIC RISK
- THE EFFECTS OF MARKETABILITY ON THE DISTRIBUTION OF COMMON STOCK RETURNS
- The Effects of The Minority Bank Deposit Program
- THE FED'S NEW OPERATING PROCEDURES AND THE TIME SERIES BEHAVIOR OF INTEREST RATES AND MONEY
- THE FEDERAL RESERVES'S EXPERIMENT WITH MONETARY GROWTH TARGETS: SOME RECENT EVIDENCE
- THE IMPACT OF CHANGES IN FEDERAL RESERVE REQUIREMENTS ON BANK SECURITY RETURNS
- THE IMPACT OF WALL STREET WEEK PANELISTS' BUY RECOMMENDATIONS ON STOCK PRICES
- THE MEASUREMENT OF CALL OPTION MISPRICING
- THE NAIC “EARLY WARNING” RATIOS: A FACTOR ANALYSIS
- THE PER AND THE DIVIDEND‐GROWTH MODELS: AN EXTENSION
- THE REACTION OF EXCHANGE RATES TO INFORMATION ABOUT INFLATION
- TIMING UNCERTAINTY AND VALUATION CONSEQUENCES OF COMPLEX FINANCIAL EVENTS
- TREASURY BILL FUTURES: MARKET EFFICIENCY AND PORTFOLIO MANAGEMENT
- VARIABILITY OF CORRELATION COEFFICENTS AND STATIONARITY OF BETA
- YIELD DIFFERENTIALS ON FIXED AND ADJUSTABLE RATE MORTGAGES
- “A MEASURE OF THE LEARNING OF CONSUMER FINANCE CONCEPTS”