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There are 59804 results for: content related to: The Determinants of Conditional Autocorrelation in Stock Returns

  1. Option Pricing Bounds: Synthesis And Extension

    Journal of Financial Research

    Volume 26, Issue 2, June 2003, Pages: 149–164, Ricardo J. Rodriguez

    Article first published online : 14 MAY 2003, DOI: 10.1111/1475-6803.00051

  2. THE EFFECTS OF BANK CONSOLIDATION ON RISK CAPITAL ALLOCATION AND MARKET LIQUIDITY

    Journal of Financial Research

    Volume 29, Issue 2, Summer 2006, Pages: 271–291, Chris D'Souza and Alexandra Lai

    Article first published online : 27 APR 2006, DOI: 10.1111/j.1475-6803.2006.00178.x

  3. TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION

    Journal of Financial Research

    Volume 35, Issue 4, Winter 2012, Pages: 471–495, Ronald J. Balvers, Ou Hu and Dayong Huang

    Article first published online : 13 DEC 2012, DOI: 10.1111/j.1475-6803.2012.01325.x

  4. A Duration Model For Defaultable Bonds

    Journal of Financial Research

    Volume 26, Issue 1, March 2003, Pages: 129–146, Gady Jacoby

    Article first published online : 31 JAN 2003, DOI: 10.1111/1475-6803.00049

  5. OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR

    Journal of Financial Research

    Volume 34, Issue 1, Spring 2011, Pages: 27–60, J. Ginger Meng, Gang Hu and Jushan Bai

    Article first published online : 18 MAR 2011, DOI: 10.1111/j.1475-6803.2010.01284.x

  6. The Effect of Time-Series and Cross-Sectional Heterogeneity on Panel Unit Root Test Power

    Journal of Financial Research

    Volume 25, Issue 3, September 2002, Pages: 321–335, John M. Geppert, Timothy E. Jares and Angeline M. Lavin

    Article first published online : 29 AUG 2002, DOI: 10.1111/1475-6803.00021

  7. THE TIME-VARYING EQUITY PREMIUM AND THE S&P 500 IN THE TWENTIETH CENTURY

    Journal of Financial Research

    Volume 34, Issue 2, Summer 2011, Pages: 179–215, Mark C. Freeman

    Article first published online : 16 JUN 2011, DOI: 10.1111/j.1475-6803.2011.01288.x

  8. THE ECONOMIC SIGNIFICANCE OF CONDITIONING INFORMATION ON PORTFOLIO EFFICIENCY IN THE PRESENCE OF COSTLY SHORT-SELLING

    Journal of Financial Research

    Volume 35, Issue 1, Spring 2012, Pages: 115–135, Nicholas Taylor

    Article first published online : 5 MAR 2012, DOI: 10.1111/j.1475-6803.2011.01311.x

  9. COSTS OF FINANCIAL DISTRESS AND INTEREST COVERAGE RATIOS

    Journal of Financial Research

    Volume 29, Issue 2, Summer 2006, Pages: 147–162, Michael Dothan

    Article first published online : 27 APR 2006, DOI: 10.1111/j.1475-6803.2006.00171.x

  10. On the Statistical Significance of Event Effects on Unsystematic Volatility

    Journal of Financial Research

    Volume 25, Issue 4, December 2002, Pages: 447–462, Jimmy E. Hilliard and Robert Savickas

    Article first published online : 7 NOV 2002, DOI: 10.1111/1475-6803.00030

  11. MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS

    Journal of Financial Research

    Volume 28, Issue 2, June 2005, Pages: 235–259, Robert Connolly and Chris Stivers

    Article first published online : 25 APR 2005, DOI: 10.1111/j.1475-6803.2005.00123.x

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    THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS

    Journal of Financial Research

    Volume 33, Issue 1, Spring 2010, Pages: 1–26, Ilias Tsiakas

    Article first published online : 18 MAR 2010, DOI: 10.1111/j.1475-6803.2009.01260.x

  13. FINANCIAL CONTRACTING BETWEEN MANAGERS AND VENTURE CAPITALISTS: THE ROLE OF VALUE-ADDED SERVICES, REPUTATION SEEKING, AND BARGAINING POWER

    Journal of Financial Research

    Volume 27, Issue 4, December 2004, Pages: 481–495, Richard Fairchild

    Article first published online : 19 OCT 2004, DOI: 10.1111/j.1475-6803.2004.00104.x

  14. WARRANT PRICING USING OBSERVABLE VARIABLES

    Journal of Financial Research

    Volume 27, Issue 3, September 2004, Pages: 329–339, Andrey D. Ukhov

    Article first published online : 21 JUL 2004, DOI: 10.1111/j.1475-6803.2004.00100.x

  15. MUTUAL FUND DAILY CONDITIONAL PERFORMANCE

    Journal of Financial Research

    Volume 32, Issue 2, Summer 2009, Pages: 95–122, Frank Coggins, Marie-Claude Beaulieu and Michel Gendron

    Article first published online : 12 JUN 2009, DOI: 10.1111/j.1475-6803.2009.01244.x

  16. A Game-Theoretical Interpretation of Guaranteed Renewability in Health Insurance

    Risk Management and Insurance Review

    Volume 13, Issue 2, Fall 2010, Pages: 195–206, Salam Abdus

    Article first published online : 1 SEP 2010, DOI: 10.1111/j.1540-6296.2010.01182.x

  17. EX-DIVIDEND DAY PRICE BEHAVIOR OF EXCHANGE-TRADED FUNDS

    Journal of Financial Research

    Volume 35, Issue 1, Spring 2012, Pages: 29–53, Jun (Tony) Ruan and Tongshu Ma

    Article first published online : 5 MAR 2012, DOI: 10.1111/j.1475-6803.2011.01308.x

  18. Estimating the Probability of Informed Trading

    Journal of Financial Research

    Volume 25, Issue 4, December 2002, Pages: 485–505, Ken Nyholm

    Article first published online : 7 NOV 2002, DOI: 10.1111/1475-6803.00033

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    OPTIMAL PORTFOLIO SELECTION WITH A SHORTFALL PROBABILITY CONSTRAINT: EVIDENCE FROM ALTERNATIVE DISTRIBUTION FUNCTIONS

    Journal of Financial Research

    Volume 33, Issue 1, Spring 2010, Pages: 77–102, Yalcin Akcay and Atakan Yalcin

    Article first published online : 18 MAR 2010, DOI: 10.1111/j.1475-6803.2009.01263.x

  20. Will Any q Do?

    Journal of Financial Research

    Volume 26, Issue 4, December 2003, Pages: 535–551, Peter J. DaDalt, Jeffrey R. Donaldson and Jacqueline L. Garner

    Article first published online : 24 OCT 2003, DOI: 10.1111/1475-6803.00073