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There are 16320 results for: content related to: Spurious Regressions in Financial Economics?

  1. Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 601–619, BRUCE N. LEHMANN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04571.x

  2. Generalized Disappointment Aversion and Asset Prices

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1303–1332, BRYAN R. ROUTLEDGE and STANLEY E. ZIN

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01571.x

  3. Collateral and Competitive Equilibria with Moral Hazard and Private Information

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 345–363, YUK-SHEE CHAN and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02571.x

  4. Expectations Hypotheses Tests

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1357–1394, Geert Bekaert and Robert J. Hodrick

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00371

  5. Financial Expertise as an Arms Race

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1723–1759, VINCENT GLODE, RICHARD C. GREEN and RICHARD LOWERY

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01771.x

  6. THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS

    The Journal of Finance

    Volume 27, Issue 2, May 1972, Pages: 435–452, Robert S. Hamada

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00971.x

  7. Capital Asset Prices with and without Negative Holdings

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 489–509, WILLIAM F. SHARPE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02671.x

  8. Portfolio Choice over the Life-Cycle when the Stock and Labor Markets Are Cointegrated

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2123–2167, LUCA BENZONI, PIERRE COLLIN-DUFRESNE and ROBERT S. GOLDSTEIN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01271.x

  9. 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

  10. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  11. 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

  12. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  13. Estimating the Divisional Cost of Capital: An Analysis of the Pure-Play Technique

    The Journal of Finance

    Volume 36, Issue 5, December 1981, Pages: 997–1009, RUSSELL J. FULLER and HALBERT S. KERR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb01071.x

  14. THE PRICING OF OPTIONS WITH STOCHASTIC DIVIDEND YIELD

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 617–625, Robert Geske

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04871.x

  15. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  16. 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

  17. 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

  18. Covenants and Collateral as Incentives to Monitor

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1113–1146, RAGHURAM RAJAN and ANDREW WINTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04052.x

  19. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  20. 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