Search Results

There are 14432 results for: content related to: How Investors Interpret Past Fund Returns

  1. Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 639–656, KENNETH D. WEST

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04596.x

  2. A Multivariate Linear Regression Test for the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 37, Issue 4, September 1982, Pages: 1037–1042, J. D. JOBSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03596.x

  3. The Real Determinants of Asset Sales

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2231–2262, LIU YANG

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01396.x

  4. A Theory of Bank Capital

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2431–2465, Douglas W. Diamond and Raghuram G. Rajan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00296

  5. The Optimal Concentration of Creditors

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2193–2212, ARTURO BRIS and IVO WELCH

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00796.x

  6. Asset Price Dynamics and Infrequent Feedback Trades

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1747–1766, PIERLUIGI BALDUZZI, GIUSEPPE BERTOLA and SILVERIO FORESI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05196.x

  7. Reformulating Tax Shield Valuation: A Note

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1485–1492, JAMES A. MILES and JOHN R. EZZELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02396.x

  8. Additional Evidence on Integration in the Canadian Stock Market

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 2035–2054, USHA R. MITTOO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04696.x

  9. RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS

    The Journal of Finance

    Volume 23, Issue 1, March 1968, Pages: 29–40, Eugene F. Fama

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb02996.x

  10. CAPITAL MOVEMENTS AMONG MAJOR OECD COUNTRIES: SOME PRELIMINARY RESULTS

    The Journal of Finance

    Volume 26, Issue 2, May 1971, Pages: 269–286, William H. Branson and Raymond D. Hill Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb00896.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. Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 397–429, WAYNE E. FERSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x

  13. An Anatomy of Commodity Futures Risk Premia

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 453–482, MARTA SZYMANOWSKA, FRANS DE ROON, THEO NIJMAN and ROB VAN DEN GOORBERGH

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12096

  14. CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 169–176, Stanley Fischer

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03396.x

  15. Dynamic Competition, Valuation, and Merger Activity

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 125–172, MATTHEW SPIEGEL and HEATHER TOOKES

    Version of Record online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01796.x

  16. GROWTH, DIVIDEND POLICY AND CAPITAL COSTS IN THE ELECTRIC UTILITY INDUSTRY

    The Journal of Finance

    Volume 29, Issue 4, September 1974, Pages: 1189–1201, Robert C. Higgins

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03096.x

  17. SENSITIVITY ANALYSIS OF RATES OF RETURN

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 63–69, William D. Whisler

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03196.x

  18. Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 573–608, RONI MICHAELY, RICHARD H. THALER and KENT L. WOMACK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04796.x

  19. 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

  20. 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