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There are 13516 results for: content related to: Specification Analysis of Affine Term Structure Models

  1. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  2. Imperfect Information and Cross-Autocorrelation among Stock Prices

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1211–1230, KALOK CHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04752.x

  3. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  4. The Term Structure of Real Rates and Expected Inflation

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 797–849, ANDREW ANG, GEERT BEKAERT and MIN WEI

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01332.x

  5. Short Selling and Efficient Sets

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1497–1506, GORDON J. ALEXANDER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04764.x

  6. Brokerage Commission Schedules

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1379–1402, MICHAEL J. BRENNAN and TARUN CHORDIA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04758.x

  7. Crowding Out and the Informativeness of Security Prices

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1475–1496, JONATHAN M. PAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04763.x

  8. Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1571–1595, EARL L. GRINOLS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04925.x

  9. Stock Market Declines and Liquidity

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 257–293, ALLAUDEEN HAMEED, WENJIN KANG and S. VISWANATHAN

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01529.x

  10. Security Design

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1349–1378, ARNOUD W. A. BOOT and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04757.x

  11. Initial Shareholdings and Overbidding in Takeover Contests

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1491–1515, MIKE BURKART

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05186.x

  12. THE COST OF CAPITAL AND OPTIMAL FINANCING OF CORPORATE GROWTH

    The Journal of Finance

    Volume 18, Issue 2, May 1963, Pages: 292–310, John Lintner

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1963.tb00725.x

  13. Conditions for Myopic Valuation and Serial Independence of the Market Excess Return in Discrete Time Models

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 425–442, GUNTER FRANKE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02318.x

  14. Stock Returns in Mergers and Acquisitions

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1213–1252, DIRK HACKBARTH and ERWAN MORELLEC

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01356.x

  15. The Reverse LBO Decision and Firm Performance: Theory and Evidence

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1323–1348, FRANÇOIS DEGEORGE and RICHARD ZECKHAUSER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04756.x

  16. An Exploration of Competitive Signalling Equilibria with “Third Party” Information Production: The Case of Debt Insurance

    The Journal of Finance

    Volume 37, Issue 3, June 1982, Pages: 717–739, ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb02219.x

  17. Circuit Breakers and Market Volatility: A Theoretical Perspective

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 237–254, AVANIDHAR SUBRAHMANYAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04427.x

  18. 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

  19. An Incentive Approach to Banking Regulation

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1523–1542, RONALD M. GIAMMARINO, TRACY R. LEWIS and DAVID E. M. SAPPINGTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04766.x

  20. PREDICTING VELOCITY: IMPLICATIONS FOR THEORY AND POLICY

    The Journal of Finance

    Volume 18, Issue 2, May 1963, Pages: 319–354, Karl Brunner and Allan H. Meltzer

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1963.tb00727.x