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There are 22021 results for: content related to: Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

  1. REVEALED PREFERENCE METHODS AND THE PURE THEORY OF THE COST OF CAPITAL

    The Journal of Finance

    Volume 28, Issue 1, March 1973, Pages: 35–48, Irwin Tepper

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01343.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. Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1765–1789, YAKOV AMIHUD and HAIM MENDELSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04643.x

  4. The Predictive Power of the Term Structure during Recent Monetary Regimes

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 339–356, GIKAS A. HARDOUVELIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03943.x

  5. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  6. Investment, Idiosyncratic Risk, and Ownership

    The Journal of Finance

    Volume 67, Issue 3, June 2012, Pages: 1113–1148, VASIA PANOUSI and DIMITRIS PAPANIKOLAOU

    Version of Record online : 21 MAY 2012, DOI: 10.1111/j.1540-6261.2012.01743.x

  7. Trade Generation, Reputation, and Sell-Side Analysts

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 673–717, ANDREW R. JACKSON

    Version of Record online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00743.x

  8. Multiple versus Single Banking Relationships: Theory and Evidence

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1133–1161, Enrica Detragiache, Paolo Garella and Luigi Guiso

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00243

  9. The Efficiency of the Treasury Bill Futures Market

    The Journal of Finance

    Volume 34, Issue 4, September 1979, Pages: 895–914, RICHARD J. RENDLEMAN JR. and CHRISTOPHER E. CARABINI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb03443.x

  10. SELECTION OF BANK LOANS FOR EVALUATION: AN ANALYTICAL APPROACH

    The Journal of Finance

    Volume 24, Issue 1, March 1969, Pages: 75–80, Yair E. Orgler

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1969.tb00343.x

  11. OPTIMIZING THE PORTFOLIO SELECTION FOR MUTUAL FUNDS

    The Journal of Finance

    Volume 28, Issue 5, December 1973, Pages: 1087–1101, Sang M. Lee and A. J. Lerro

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01443.x

  12. An Investigation of Commodity Futures Prices Using the Consumption-Based Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 175–191, RAVI JAGANNATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04943.x

  13. An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1285–1309, Ravi Jagannathan and Zhenyu Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00053

  14. A Multivariate Model of the Term Structure

    The Journal of Finance

    Volume 35, Issue 1, March 1980, Pages: 71–97, TERENCE C. LANGETIEG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03472.x

  15. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  16. Asset Pricing in a Production Economy with Incomplete Information

    The Journal of Finance

    Volume 41, Issue 2, June 1986, Pages: 383–391, JÉRÔME B. DETEMPLE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb05043.x

  17. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  18. Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 721–733, EDWIN BURMEISTER and MARJORIE B. McELROY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04603.x

  19. Signalling and the Pricing of New Issues

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 393–420, MARK GRINBLATT and CHUAN YANG HWANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05063.x

  20. Portfolio Inefficiency and the Cross-section of Expected Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 157–184, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05170.x