Search Results

There are 21152 results for: content related to: Differences of Opinion and the Cross Section of Stock Returns

  1. Informational Efficiency and Information Subsets

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 39–52, MARK LATHAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04490.x

  2. The Constant Elasticity of Variance Model and Its Implications For Option Pricing

    The Journal of Finance

    Volume 35, Issue 3, June 1980, Pages: 661–673, STAN BECKERS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03490.x

  3. An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1257–1292, ELROY DIMSON and PAUL MARSH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04907.x

  4. Precautionary Savings with Risky Assets: When Cash Is Not Cash

    The Journal of Finance

    Volume 72, Issue 2, April 2017, Pages: 793–852, RAN DUCHIN, THOMAS GILBERT, JARRAD HARFORD and CHRISTOPHER HRDLICKA

    Version of Record online : 21 MAR 2017, DOI: 10.1111/jofi.12490

  5. Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  6. True Spreads and Equilibrium Prices

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1801–1835, Clifford A. Ball and Tarun Chordia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00390

  7. Time-Varying World Market Integration

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 403–444, GEERT BEKAERT and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04790.x

  8. Momentum, Business Cycle, and Time-varying Expected Returns

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 985–1019, Tarun Chordia and Lakshmanan Shivakumar

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00449

  9. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  10. Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior

    The Journal of Finance

    Volume 47, Issue 3, July 1992, Pages: 1181–1207, JEFFERY S. ABARBANELL and VICTOR L. BERNARD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04010.x

  11. Stock Returns, Inflation, and Economic Activity: The Survey Evidence

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1293–1310, JOEL HASBROUCK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04908.x

  12. 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

  13. A Test of the Errors-in-Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2143–2165, John A. Doukas, Chansog (Francis) Kim and Christos Pantzalis

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00491

  14. Momentum and Reversals in Equity-Index Returns During Periods of Abnormal Turnover and Return Dispersion

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1521–1556, Robert Connolly and Chris Stivers

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00576

  15. A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates

    The Journal of Finance

    Volume 36, Issue 4, September 1981, Pages: 769–799, JOHN C. COX, JONATHAN E. INGERSOLL JR. and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb04884.x

  16. Valuation of the Debt Tax Shield

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2045–2073, Deen Kemsley and Doron Nissim

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00488

  17. 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

  18. Some Results in the Theory of Arbitrage Pricing

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1021–1039, JONATHAN E. INGERSOLL JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03890.x

  19. Term Structure of Interest Rates with Regime Shifts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1997–2043, Ravi Bansal and Hao Zhou

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00487

  20. 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