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There are 8776 results for: content related to: The Equity Share in New Issues and Aggregate Stock Returns

  1. 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

  2. Heteroskedasticity in Stock Returns

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1129–1155, G. WILLIAM SCHWERT and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02430.x

  3. 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

  4. 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

  5. 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

  6. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  7. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  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. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  10. 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

  11. 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

  12. Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1197–1217, HAIM LEVY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02372.x

    Corrected by:

    Erratum: Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach—Erratum

    Vol. 41, Issue 5, 1181, Version of Record online: 30 APR 2012

  13. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  14. LDC Debt: Forgiveness, Indexation, and Investment Incentives

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1335–1350, KENNETH A. FROOT, DAVID S. SCHARFSTEIN and JEREMY C. STEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02656.x

  15. Commercial Bank Portfolio Behavior and Endogenous Uncertainty

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1103–1114, BRYAN STANHOUSE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02533.x

  16. Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 937–958, Prem C. Jain and Joanna Shuang Wu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00232

  17. 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

  18. Term Structure Multiplicity and Clientele in Markets with Transactions Costs and Taxes

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 893–911, JAIME CUEVAS DERMODY and ELIEZER ZEEV PRISMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02611.x

  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