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There are 20185 results for: content related to: Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

  1. The Interrelation of Stock and Options Market Trading-Volume Data

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 949–964, JOSEPH H. ANTHONY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02614.x

  2. Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 987–1019, HAYNE E. LELAND and KLAUS BJERRE TOFT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02714.x

  3. MEASURING ALLOCATIVE EFFICIENCY WITH TECHNOLOGICAL UNCERTAINTY

    The Journal of Finance

    Volume 31, Issue 2, May 1976, Pages: 685–700, Stewart Myers and Clement G. Krouse

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01914.x

  4. Around and Around: The Expectations Hypothesis

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 365–383, Mark Fisher and Christian Gilles

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.145490

  5. Tests of Two Models for Valuing Call Options on Stocks with Dividends

    The Journal of Finance

    Volume 37, Issue 5, December 1982, Pages: 1229–1237, WILLIAM STERK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03614.x

  6. Market Timing and Capital Structure

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 1–32, Malcolm Baker and Jeffrey Wurgler

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00414

  7. The Effect of Options on Stock Prices: 1973 to 1995

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 487–514, Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00214

  8. News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  9. Stock Market Volatility and Learning

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 33–82, KLAUS ADAM, ALBERT MARCET and JUAN PABLO NICOLINI

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12364

  10. An Information-Based Theory of Time-Varying Liquidity

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 809–870, BRENDAN DALEY and BRETT GREEN

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12272

  11. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  12. DIFFERENTIAL EFFECTS OF TIGHT MONEY: AN ECONOMIC RATIONALE

    The Journal of Finance

    Volume 27, Issue 4, September 1972, Pages: 825–838, Manak C. Gupta

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb01314.x

  13. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  14. Costs of Equity Capital and Model Mispricing

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 67–121, Ľuboš Pástor and Robert F. Stambaugh

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00099

  15. Misspecified Recovery

    The Journal of Finance

    Volume 71, Issue 6, December 2016, Pages: 2493–2544, JAROSLAV BOROVIČKA, LARS PETER HANSEN and JOSÉ A. SCHEINKMAN

    Version of Record online : 10 NOV 2016, DOI: 10.1111/jofi.12404

  16. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  17. Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R2

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 591–607, F. DOUGLAS FOSTER, TOM SMITH and ROBERT E. WHALEY

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04814.x

  18. Intertemporal Commodity Futures Hedging and the Production Decision

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 351–376, THOMAS S. Y. HO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02314.x

  19. Linear-Rational Term Structure Models

    The Journal of Finance

    Volume 72, Issue 2, April 2017, Pages: 655–704, DAMIR FILIPOVIĆ, MARTIN LARSSON and ANDERS B. TROLLE

    Version of Record online : 21 MAR 2017, DOI: 10.1111/jofi.12488

  20. Information Acquisition in Rumor-Based Bank Runs

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1113–1158, ZHIGUO HE and ASAF MANELA

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12202