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There are 16945 results for: content related to: Improved Methods for Tests of Long-Run Abnormal Stock Returns

  1. On The Robustness of Size and Book-to-Market in Cross-Sectional Regressions

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1355–1382, PETER J. KNEZ and MARK J. READY

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01113.x

  2. The Cross-Section of Credit Risk Premia and Equity Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2419–2469, NILS FRIEWALD, CHRISTIAN WAGNER and JOSEF ZECHNER

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12143

  3. The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2279–2337, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12181

  4. Supply and Demand Shifts in the Shorting Market

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2061–2096, LAUREN COHEN, KARL B. DIETHER and CHRISTOPHER J. MALLOY

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01269.x

  5. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  6. Financial Intermediaries and the Cross-Section of Asset Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2557–2596, TOBIAS ADRIAN, ERKKO ETULA and TYLER MUIR

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12189

  7. Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Result from Aggregation Problems?

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 123–163, Kris Jacobs

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00100

  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. You have free access to this content
    Asset Pricing without Garbage

    The Journal of Finance

    Volume 72, Issue 1, February 2017, Pages: 47–98, TIM A. KROENCKE

    Version of Record online : 12 JAN 2017, DOI: 10.1111/jofi.12438

  10. 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

  11. Optimal Investment, Growth Options, and Security Returns

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1553–1607, Jonathan B. Berk, Richard C. Green and Vasant Naik

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00161

  12. Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1743–1775, Andrew Metrick

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00165

  13. Capital Investment, Innovative Capacity, and Stock Returns

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2059–2094, PRAVEEN KUMAR and DONGMEI LI

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12419

  14. When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 101–137, ANDREA BURASCHI, FABIO TROJANI and ANDREA VEDOLIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12095

  15. Consumption Volatility Risk

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2589–2615, OLIVER BOGUTH and LARS-ALEXANDER KUEHN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12058

  16. Pricing Options under Generalized GARCH and Stochastic Volatility Processes

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 377–402, Peter Ritchken and Rob Trevor

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00109

  17. The Determinants of the Treasury Security Yield Curve

    The Journal of Finance

    Volume 36, Issue 5, December 1981, Pages: 1103–1126, V. VANCE ROLEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb01079.x

  18. You have free access to this content
    Asset Pricing with Countercyclical Household Consumption Risk

    The Journal of Finance

    Volume 72, Issue 1, February 2017, Pages: 415–460, GEORGE M. CONSTANTINIDES and ANISHA GHOSH

    Version of Record online : 12 JAN 2017, DOI: 10.1111/jofi.12471

  19. Earnings Announcements and Systematic Risk

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 83–138, PAVEL SAVOR and MUNGO WILSON

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12361

  20. Wall Street Occupations

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1949–1996, ULF AXELSON and PHILIP BOND

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12244