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There are 14962 results for: content related to: Is Information Risk a Determinant of Asset Returns?

  1. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 43–61, N. BULENT GULTEKIN and RICHARD J. ROGALSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04936.x

  2. Stock Price Movements in Response to Stock Issues under Asymmetric Information

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 93–105, WILLIAM S. KRASKER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04493.x

  3. Correlated Default and Financial Intermediation

    The Journal of Finance

    GREGORY PHELAN

    Version of Record online : 13 APR 2017, DOI: 10.1111/jofi.12493

  4. On the Feasibility of Automated Market Making by a Programmed Specialist

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 1–20, NILS H. HAKANSSON, AVRAHAM BEJA and JIVENDRA KALE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04934.x

  5. Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 63–83, CARL E. WALSH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04937.x

  6. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  7. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  8. Chaos and Nonlinear Dynamics: Application to Financial Markets

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1839–1877, DAVID A. HSIEH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04646.x

  9. THE UPWARD SLOPING IS CURVE AND THE CONTROL OF INCOME AND THE BALANCE OF PAYMENTS

    The Journal of Finance

    Volume 29, Issue 3, June 1974, Pages: 955–961, Paul Burrows

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb01493.x

  10. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  11. Capital Structure and the Informational Role of Debt

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 321–349, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03693.x

  12. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  13. The Market Reaction to Stock Splits

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1347–1370, CHRISTOPHER G. LAMOUREUX and PERCY POON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04370.x

  14. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  15. On the Effects of Barriers to International Investment

    The Journal of Finance

    Volume 36, Issue 4, September 1981, Pages: 923–934, RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb04893.x

  16. International Asset Pricing under Mild Segmentation: Theory and Test

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 105–124, VIHANG ERRUNZA and ETIENNE LOSQ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04939.x

  17. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  18. No Contagion, Only Interdependence: Measuring Stock Market Comovements

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2223–2261, Kristin J. Forbes and Roberto Rigobon

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00494

  19. The Trading Decision and Market Clearing under Transaction Price Uncertainty

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 21–42, THOMAS S. Y. HO, ROBERT A. SCHWARTZ and DAVID K. WHITCOMB

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04935.x

  20. Capital Asset Pricing Compatible with Observed Market Value Weights

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 85–103, MICHAEL J. BEST and ROBERT R. GRAUER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04938.x