Search results for Management

The Pricing of Stock Index Options in a General Equilibrium Model
Warren Bailey, René M. Stulz
Journal:

Journal of Financial and Quantitative Analysis / Volume 24 / Issue 1 / March 1989

Published online by Cambridge University Press:

06 April 2009, pp. 1-12

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March 1989
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This paper analyzes the pricing of stock index options in a simple general equilibrium model. In this model, the volatility of the stock index and the spot rate of interest are functions of a stochastic variable. The paper investigates the biases that arise when using the Black-Scholes model with the assumed volatility and interest rate dynamics. It is shown that the model can, in principle, explain the biases observed in empirical work on stock index options.

An Equilibrium Model of Asset Pricing with Progressive Personal Taxes
Tsong-Yue Lai
Journal:

Journal of Financial and Quantitative Analysis / Volume 24 / Issue 1 / March 1989

Published online by Cambridge University Press:

06 April 2009, pp. 117-127

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March 1989
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This paper examines how the progressive personal tax rate affects the equilibrium asset pricing model. In a continuous-time framework with progressive taxation, it can be shown that the expected excess rate of return on a risky asset is an increasing function of (i) the covariance of asset return with aggregate consumption rate changes, and (ii) the covariance of asset return with the aggregation of individual wealth change, weighted by the investor's tax scheme progressivity index. The capital asset pricing model derived in the absence of tax is shown to understate the expected excess rate of return and to have a misspecification error under the progressive tax scheme. Furthermore, the expected excess rate of return can be decomposed as the consumption risk premium and tax premium. The tax premium depends on the tax structure prevailing in the economy.

First the Seed: The Political Economy of Plant Biotechnology, 1492–2000. By Jack Balph KloppenburgJr. · New York: Cambridge University Press, 1988. xviii + 349 pp. Illustrations, charts, tables, notes, references, and index. $37.50.
Diane B. Paul
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 959-961

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Winter 1989
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Blue Magic: The People, Power and Politics behind the IBM Personal Computer. By James Chposky and Ted Leonsis · New York: Facts on File Publications, 1988. xi + 228 pp. Appendix and index. $19.95.
Michael S. Mahoney
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 965-967

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Winter 1989
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A Concise Economic History of the World: From Paleolithic Times to the Present. By Rondo Cameron · New York: Oxford University Press, 1989. xiv + 436 pp. Charts, maps, illustrations, tables, annotated bibliography, and index. $39.95.
James S. Foreman-Peck
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 975-977

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Winter 1989
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Studies in the Business History of Bristol. Edited by Charles E. Harvey and Jon Press. Bristol: Bristol Academic Press, 1988. xvi + 278 pp. Illustrations, charts, tables, notes, and index. £9.95.
Martin J. Daunton
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 983-986

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Winter 1989
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Barbarians at the Gate: The Fall of RJR Nabisco. By Bryan Burrough and John Helyar · New York: Harper & Row, 1990. xvi + 528 pp. Illustrations, notes, and index. $22.95.
Anthony Patrick O'Brien
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 969-970

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Winter 1989
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Homework: Historical and Contemporary Perspectives on Paid Labor at Home. Edited by Eileen Boris and Cynthia R. Daniels · Chicago: University of Illinois Press, 1989. x + 299 pp. Illustrations, tables, notes, and index. Cloth, $32.50; paper, $12.95.
Ruth Milkman
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 954-956

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Winter 1989
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The Process of Technological Change: New Technology and Social Choice in the Workplace. By Jon Clark , · New York: Cambridge University Press, 1988. xiv + 250 pp. Illustrations, charts, tables, bibliography, and index. Paper, $16.95.
Milton Mueller
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 988-990

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Winter 1989
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Index to Volume 63
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 1000-1005

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Winter 1989
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The Guardian Life Insurance Company, 1860–1920: A History of a German-American Enterprise. By Anita Bapone · New York: New York University Press, 1987. xiv + 209 pp. Illustrations, appendix, notes, bibliography, and index. $35.00.
Philip L. Merkel
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 958-959

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Winter 1989
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The Irony of Regulatory Reform: The Deregulation of American Telecommunications. By Robert Britt Horwitz · New York: Oxford University Press, 1989. viii + 414 pp. Tables, notes, bibliography, and index. $39.95.
Richard H. K. Vietor
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 971-972

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Winter 1989
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A Mighty Empire: The Origins of the American Revolution. By Marc Egnal · Ithaca, N.Y.: Cornell University Press, 1988. xv + 381 pp. Maps, charts, tables, appendix, notes, and index. $36.95.
Herbert Sloan
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 942-943

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Winter 1989
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The Prados of São Paulo, Brazil: An Elite Family and Social Change, 1840–1930. By Darrell E. Levi · Athens: University of Georgia Press, 1987. xiii + 284 pp. Maps, illustrations, charts, tables, appendixes, notes, bibliography, and index. $32.00.
John E. Kicza
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 992-994

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Winter 1989
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Corporate Takeovers: Causes and Consequences. Edited by Alan J. Auerbach · Chicago, Ill.: University or Chicago Press, 1988. ix + 343 pp. Charts, tables, notes, references, and indexes. $45.00.
David B. Audretsch
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 967-969

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Winter 1989
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Institutional Rigidities and Britain's Industrial Decline - The Decline of the British Economy. Edited by Bernard Elbaum and William Lazonick · New York: Clarendon Press of Oxford University Press, 1987. vii + 310 pp. Tables, notes, bibliographies, and index. Cloth, $49.95; paper, $17.95. - Modernization Frustrated: The Politics of Industrial Decline in Britain since 1900. By Scott Newton and Dilwyn Porter · Winchester, Mass.: Unwin Wyman Inc., 1988. xv + 224 pp. Tables, notes, selected bibliography, and index. Cloth, $39.95; paper, $14.95. - Enterprise, Management and Innovation in British Business, 1914–80. Edited by R. P. T. Davenport-Hines and Geoffrey Jones · London: Frank Cass, 1988. x + 118 pp. Tables, appendixes, notes, and index. $25.00.
Maurice W. Kirby
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 930-936

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Winter 1989
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A History of the American Rice Industry, 1685–1985. By Henry C. Dethloff · College Station: Texas A & M University Press, 1988. xii + 215 pp. Maps, illustrations, tables, bibliography, and index. $29.50
A. J. H. Latham
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 949-950

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Winter 1989
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Business Associationalism, the Legitimation of Enterprise, and the Emergence of a Business Elite in Nineteenth-Century Brazil
Eugene W. Ridings
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 757-796

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Winter 1989
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Operating in an economy that was still primarily export-import based and in a cultural environment suspicious of all business interests, members of Brazil's nineteenth-century business elite laced many obstacles to legitimizing their activities. Ironically, erforts to win acceptance tended to fragment business groups and eventually opened the way for a new industrial bourgeoisie at the expense of the overseas traders.

Worktime and Industrialization: An International History. Edited by Gary Cross · Philadelphia, Pa.: Temple University Press, 1989. vii + 251 pp. Notes and index. $34.95.
Donald M. Reid
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 979-981

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Winter 1989
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“Old Homes, in a City of Perpetual Change”: Women's Magazines, 1890–1916
Mary Ellen Waller-Zuckerman
Journal:

Business History Review / Volume 63 / Issue 4 / Winter 1989

Published online by Cambridge University Press:

13 December 2011, pp. 715-756

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Winter 1989
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Although the growth of inexpensive, widely distributed magazines that began in the United States in the 1890s has been noted, the role played by magazines directed specifically toward female readers has received little scholarly attention. The following article examines contents, personnel, and readership and advertising, pricing, production, and distribution techniques to demonstrate that the women's magazines were pioneers in many of these areas.

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The Pricing of Stock Index Options in a General Equilibrium Model

An Equilibrium Model of Asset Pricing with Progressive Personal Taxes

First the Seed: The Political Economy of Plant Biotechnology, 1492–2000. By Jack Balph KloppenburgJr. · New York: Cambridge University Press, 1988. xviii + 349 pp. Illustrations, charts, tables, notes, references, and index. $37.50.

Blue Magic: The People, Power and Politics behind the IBM Personal Computer. By James Chposky and Ted Leonsis · New York: Facts on File Publications, 1988. xi + 228 pp. Appendix and index. $19.95.

A Concise Economic History of the World: From Paleolithic Times to the Present. By Rondo Cameron · New York: Oxford University Press, 1989. xiv + 436 pp. Charts, maps, illustrations, tables, annotated bibliography, and index. $39.95.

Studies in the Business History of Bristol. Edited by Charles E. Harvey and Jon Press. Bristol: Bristol Academic Press, 1988. xvi + 278 pp. Illustrations, charts, tables, notes, and index. £9.95.

Barbarians at the Gate: The Fall of RJR Nabisco. By Bryan Burrough and John Helyar · New York: Harper & Row, 1990. xvi + 528 pp. Illustrations, notes, and index. $22.95.

Homework: Historical and Contemporary Perspectives on Paid Labor at Home. Edited by Eileen Boris and Cynthia R. Daniels · Chicago: University of Illinois Press, 1989. x + 299 pp. Illustrations, tables, notes, and index. Cloth, $32.50; paper, $12.95.

The Process of Technological Change: New Technology and Social Choice in the Workplace. By Jon Clark , · New York: Cambridge University Press, 1988. xiv + 250 pp. Illustrations, charts, tables, bibliography, and index. Paper, $16.95.

Index to Volume 63

The Guardian Life Insurance Company, 1860–1920: A History of a German-American Enterprise. By Anita Bapone · New York: New York University Press, 1987. xiv + 209 pp. Illustrations, appendix, notes, bibliography, and index. $35.00.

The Irony of Regulatory Reform: The Deregulation of American Telecommunications. By Robert Britt Horwitz · New York: Oxford University Press, 1989. viii + 414 pp. Tables, notes, bibliography, and index. $39.95.

A Mighty Empire: The Origins of the American Revolution. By Marc Egnal · Ithaca, N.Y.: Cornell University Press, 1988. xv + 381 pp. Maps, charts, tables, appendix, notes, and index. $36.95.

The Prados of São Paulo, Brazil: An Elite Family and Social Change, 1840–1930. By Darrell E. Levi · Athens: University of Georgia Press, 1987. xiii + 284 pp. Maps, illustrations, charts, tables, appendixes, notes, bibliography, and index. $32.00.

Corporate Takeovers: Causes and Consequences. Edited by Alan J. Auerbach · Chicago, Ill.: University or Chicago Press, 1988. ix + 343 pp. Charts, tables, notes, references, and indexes. $45.00.

A History of the American Rice Industry, 1685–1985. By Henry C. Dethloff · College Station: Texas A & M University Press, 1988. xii + 215 pp. Maps, illustrations, tables, bibliography, and index. $29.50

Business Associationalism, the Legitimation of Enterprise, and the Emergence of a Business Elite in Nineteenth-Century Brazil

Worktime and Industrialization: An International History. Edited by Gary Cross · Philadelphia, Pa.: Temple University Press, 1989. vii + 251 pp. Notes and index. $34.95.

“Old Homes, in a City of Perpetual Change”: Women's Magazines, 1890–1916

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