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There are 20885 results for: content related to: An Empirical Investigation of Continuous-Time Equity Return Models

  1. Level Playing Fields in International Financial Regulation

    The Journal of Finance

    Volume 64, Issue 3, June 2009, Pages: 1099–1142, ALAN D. MORRISON and LUCY WHITE

    Version of Record online : 20 MAY 2009, DOI: 10.1111/j.1540-6261.2009.01460.x

  2. DETERMINANTS OF THE UNITED STATES CURRENCY-DEMAND DEPOSIT RATIO

    The Journal of Finance

    Volume 30, Issue 1, March 1975, Pages: 57–74, William E. Becker Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb03160.x

  3. Inflation and Asset Returns in a Monetary Economy

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1315–1342, DAVID A. MARSHALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04660.x

  4. Ratings, Commercial Paper, and Equity Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1431–1449, NANDKUMAR NAYAR and MICHAEL S. ROZEFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02460.x

  5. Market Expectations in the Cross-Section of Present Values

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1721–1756, BRYAN KELLY and SETH PRUITT

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12060

  6. INTEREST RATES, THE BUSINESS DEMAND FOR FUNDS, AND THE RESIDENTIAL MORTGAGE MARKET: A SECTORAL ECONOMETRIC STUDY

    The Journal of Finance

    Volume 28, Issue 5, December 1973, Pages: 1313–1326, Terrence M. Clauretie

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01460.x

  7. 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

  8. Asset Pricing at the Millennium

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1515–1567, John Y. Campbell

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00260

  9. A Search-Based Theory of the On-the-Run Phenomenon

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1361–1398, DIMITRI VAYANOS and PIERRE-OLIVIER WEILL

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01360.x

  10. THE COST OF CAPITAL AS A WEIGHTED AVERAGE

    The Journal of Finance

    Volume 30, Issue 5, December 1975, Pages: 1343–1355, Timothy J. Nantell and C. Robert Carlson

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01060.x

  11. 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

  12. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  13. ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES

    The Journal of Finance

    Volume 31, Issue 4, September 1976, Pages: 1067–1083, Willard T. Carleton and Ian A. Cooper

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01960.x

  14. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  15. 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

  16. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  17. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323

  18. Optimal Investment, Growth Options, and Security Returns

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1553–1607, Jonathan B. Berk, Richard C. Green and Vasant Naik

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00161

  19. Banking Panics, Information, and Rational Expectations Equilibrium

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 749–761, V. V. CHARI and RAVI JAGANNATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04606.x

  20. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x