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Volume 7 - March 1972

Contents

Page 5 of 5

Research Article

  • Abstract: An Exploratory Analysis of the Simultaneity of Stock Price Movements

  • Charles P. Jones, Michael A. Simkowitz
  • Published online by Cambridge University Press:
    19 October 2009, pp. 1669-1672

  • In the last decade the theories of Investor behavior and capital markets have broadened to recognize the importance of the portfolio decision of investors and the simultaneity of price determination of equity values. Tobin, Sharpe, Lintner, and Lerner and Carleton have all made contributions to the theory that equity markets are essentially a system in which many investors simultaneously seek to maximize their wealth by allocating their available liquidity among various equities.

Discussant

  • Comment: A Model of Capital Asset Risk

  • Michael H. Hopewell
  • Published online by Cambridge University Press:
    19 October 2009, pp. 1673-1677

  • Before I comment in detail on the paper presented by Professors Pettit and Westerfield, I will attempt to place their effort in perspective. Although I will not review the literature comprehensively, I will highlight some recent developments in the capital asset pricing literature.

Announcements

  • Western Finance Association Executive Committee Meeting Minutes

  • Published online by Cambridge University Press:
    19 October 2009, p. 1679
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  • Western Finance Association Business Meeting Minutes

  • Published online by Cambridge University Press:
    19 October 2009, pp. 1680-1682
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  • Managing Editor's Report to the Publications Committee

  • Published online by Cambridge University Press:
    19 October 2009, pp. 1683-1686
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Front matter

  • JFQ volume 7 issue 2 Cover and Front matter

  • Published online by Cambridge University Press:
    19 October 2009, pp. f1-f5
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Page 5 of 5