Volume 42; Issue 2

The Journal of Finance

Volume 42; Issue 2
1

The Pricing of Options on Assets with Stochastic Volatilities

HULL, JOHN, WHITE, ALAN
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 1.03 MB
english, 1987
3

The Pricing of Options on Assets with Stochastic Volatilities

John Hull and Alan White
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 446 KB
english, 1987
4

Efficient Analytic Approximation of American Option Values

Giovanni Barone-Adesi and Robert E. Whaley
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 507 KB
english, 1987
5

Collateral and Competitive Equilibria with Moral Hazard and Private Information

Y. Chan, A. V. Thakor
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 1.18 MB
english, 1987
7

Efficient Signalling with Dividends and Investments

Ramasastry Ambarish, Kose John and Joseph Williams
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 690 KB
english, 1987
8

Investmentsby Robert W. Kolb

Review by: Terry Zivney
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 171 KB
english, 1987
10

Nonsynchronous Data and the Covariance-Factor Structure of Returns

Shanken, Jay
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 287 KB
english, 1987
14

A Multiproduct Cost Study of Savings and Loans

Loretta J. Mester
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 706 KB
english, 1987
15

Positively Weighted Frontier Portfolios: A Note

Lars Tyge Nielsen
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 151 KB
english, 1987
16

ANNOUNCEMENTS

Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 40 KB
english, 1987
17

ASSOCIATION MEETINGS

Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 24 KB
english, 1987
18

Reserves Announcements and Interest Rates: Does Monetary Policy Matter?

Gikas A. Hardouvelis
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 590 KB
english, 1987
20

The American Business Cycle: Continuity and Changeby Robert J. Gordon

Review by: Douglas H. Joines
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 201 KB
english, 1987
21

The Pricing of Options with Default Risk

Herb Johnson and René Stulz
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 431 KB
english, 1987
22

Taxable vs. Tax-Exempt Bonds: A Note on the Effect of Uncertain Taxable Income

Christopher D. Piros
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 241 KB
english, 1987
23

Can Tax-Loss Selling Explain the January Effect? A Note

Charles P. Jones, Douglas K. Pearce and Jack W. Wilson
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 409 KB
english, 1987
24

A Note on the Convergence of Binomial-Pricing and Compound-Option Models

Edward Omberg
Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 270 KB
english, 1987
25

Back Matter

Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 315 KB
english, 1987
26

Miscellanea

Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 141 KB
english, 1987
27

Back Matter

Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 529 KB
english, 1987
28

Front Matter

Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 402 KB
english, 1987
29

Front Matter

Journal:
The Journal of Finance
Year:
1987
Language:
english
File:
PDF, 257 KB
english, 1987