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There are 16499 results for: content related to: Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies

  1. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  2. Sequential Sales, Learning, and Cascades

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 695–732, IVO WELCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04406.x

  3. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  4. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 169–204, TORBEN G. ANDERSEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05206.x

  5. Investment Policy, Optimality, and the Mean-Variance Model

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 207–232, DAVID P. BARON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02081.x

  6. Crossing Networks and Dealer Markets: Competition and Performance

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2071–2115, Terrence Hendershott and Haim Mendelson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00281

  7. Investing for the Long Run when Returns Are Predictable

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 225–264, Nicholas Barberis

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00205

  8. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  9. The Conditional Performance of Insider Trades

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 467–498, B. Espen Eckbo and David C. Smith

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.205263

  10. Strategic Asset Allocation in Money Management

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 179–217, SULEYMAN BASAK and DMITRY MAKAROV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12106

  11. Is the Short Rate Drift Actually Nonlinear?

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 355–388, David A. Chapman and Neil D. Pearson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00208

  12. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  13. The Price of Political Uncertainty: Theory and Evidence from the Option Market

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2417–2480, BRYAN KELLY, ĽUBOŠ PÁSTOR and PIETRO VERONESI

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12406

  14. THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS

    The Journal of Finance

    Volume 33, Issue 4, September 1978, Pages: 1133–1151, Hans R. Stoll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02053.x

  15. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  16. The Exploitation of Relationships in Financial Distress: The Case of Trade Credit

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 153–178, Benjamin S. Wilner

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00203

  17. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  18. 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

  19. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  20. Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2285–2309, Anthony W. Lynch and Pierluigi Balduzzi

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00287