Research Article
Assessing Credit Risk in a Financial Institution's Off-Balance Sheet Commitments
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- 06 April 2009, pp. 489-501
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Market-Making in Initial Public Offerings of Common Stocks:An Empirical Analysis
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- 06 April 2009, pp. 75-90
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International Transmission of Stock Market Movements
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- 06 April 2009, pp. 241-256
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Bond Price Data and Bond Market Liquidity
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- 06 April 2009, pp. 367-378
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The Incidence of Secured Debt: Evidence from the Small Business Community
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- 06 April 2009, pp. 379-394
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On the Call Provision in Corporate Zero-Coupon Bonds
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- 06 April 2009, pp. 91-103
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Signalling and the Valuation of Unseasoned New Issues Revisited
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- 06 April 2009, pp. 257-266
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Security Analyst Monitoring Activity: Agency Costs and Information Demands
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- 06 April 2009, pp. 503-512
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Seasonality in NASDAQ Dealer Spreads
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- 06 April 2009, pp. 395-407
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Front matter
JFQ volume 24 issue 2 Cover and Front matter
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- 06 April 2009, pp. f1-f4
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Errors in Recorded Security Prices and the Turn-ofthe-Year Effect
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- 06 April 2009, pp. 513-526
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The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses
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- 06 April 2009, pp. 105-116
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Back matter
JFQ volume 24 issue 2 Cover and Back matter
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- 06 April 2009, pp. b1-b4
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Front matter
JFQ volume 24 issue 3 Cover and Front matter
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- 06 April 2009, pp. f1-f4
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Research Article
Black-Scholes Approximations of Call Option Prices with Stochastic Volatilities: A Note
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- 06 April 2009, pp. 527-532
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An Equilibrium Model of Asset Pricing with Progressive Personal Taxes
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- 06 April 2009, pp. 117-127
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Back matter
JFQ volume 24 issue 3 Cover and Back matter
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- 06 April 2009, pp. b1-b7
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The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Comment
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- 06 April 2009, pp. 129-130
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A New Linear Programming Approach to Bond Portfolio Management: A Comment
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- 06 April 2009, pp. 533-537
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The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Reply
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- 06 April 2009, p. 131
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