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There are 13991 results for: content related to: Empirical Tests for Stochastic Dominance Efficiency

  1. Changes in the Financial Market: Welfare and Price Effects and the Basic Theorems of Value Conservation

    The Journal of Finance

    Volume 37, Issue 4, September 1982, Pages: 977–1004, NILS H. HAKANSSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03592.x

  2. PORTFOLIO ANALYSIS, STOCK VALUATION AND CAPITAL BUDGETING DECISION RULES FOR RISKY PROJECTS

    The Journal of Finance

    Volume 26, Issue 1, March 1971, Pages: 95–117, Richard C. Stapleton

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb00592.x

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    Closed-End Fund Shares' Abnormal Returns and the Information Content of Discounts and Premiums

    The Journal of Finance

    Volume 43, Issue 1, March 1988, Pages: 113–127, GREGGORY A. BRAUER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02592.x

  4. A Utility-Based Model of Common Stock Price Movements

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 67–92, ROBERT H. LITZENBERGER and EHUD I. RONN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04492.x

  5. Investment–Cash Flow Sensitivities: Constrained versus Unconstrained Firms

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2061–2092, NATHALIE MOYEN

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00692.x

  6. A Lintner Model of Payout and Managerial Rents

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1761–1810, BART M. LAMBRECHT and STEWART C. MYERS

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01772.x

  7. Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1197–1217, HAIM LEVY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02372.x

  8. The Term Structure of Real Rates and Expected Inflation

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 797–849, ANDREW ANG, GEERT BEKAERT and MIN WEI

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01332.x

  9. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.x

  10. ON THE OPTIMALITY OF SATIATION IN MONEY BALANCES

    The Journal of Finance

    Volume 27, Issue 3, June 1972, Pages: 683–698, Jacques Melitz

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00992.x

  11. Optimal Financial Crises

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1245–1284, Franklin Allen and Douglas Gale

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00052

  12. BANK CREDIT AND THE MONEY STOCK: THEIR ROLES IN THE DETERMINATION OF INCOME IN THE POST ACCORD PERIOD

    The Journal of Finance

    Volume 29, Issue 3, June 1974, Pages: 941–954, Lacy H. Hunt II

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb01492.x

  13. Special Repo Rates

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 493–526, DARRELL DUFFIE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02692.x

  14. 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

  15. 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

  16. General Risk Aversion and Attitude Towards Risk

    The Journal of Finance

    Volume 35, Issue 3, June 1980, Pages: 685–691, YAKOV AMIHUD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03492.x

  17. On the Relevance of Debt Maturity Structure

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1423–1437, IVAN E. BRICK and S. ABRAHAM RAVID

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02392.x

  18. An Analysis of Changes in Specialist Inventories and Quotations

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1595–1628, ANANTH MADHAVAN and SEYMOUR SMIDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05122.x

  19. Risk-Neutral Parameter Shifts and Derivatives Pricing in Discrete Time

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2375–2402, MARK SCHRODER

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00702.x

  20. Two-Pass Tests of Asset Pricing Models with Useless Factors

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 203–235, Raymond Kan and Chu Zhang

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00102