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There are 11375 results for: content related to: CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK *

  1. AN EXTENSION OF THE MARKOWITZ PORTFOLIO SELECTION MODEL TO INCLUDE VARIABLE TRANSACTIONS' COSTS, SHORT SALES, LEVERAGE POLICIES AND TAXES

    The Journal of Finance

    Volume 25, Issue 5, December 1970, Pages: 1005–1027, G. A. Pogue

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00865.x

  2. Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance

    The Journal of Finance

    Volume 61, Issue 3, June 2006, Pages: 1009–1034, MURRAY CARLSON, ADLAI FISHER and RON GIAMMARINO

    Version of Record online : 16 MAY 2006, DOI: 10.1111/j.1540-6261.2006.00865.x

  3. Models of Stock Returns—A Comparison

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 147–165, STANLEY J. KON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03865.x

  4. 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

  5. PORTFOLIO THEORY AND THE PROBLEM OF FOREIGN EXCHANGE RISK

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 517–534, John H. Makin

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04865.x

  6. 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

  7. 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

  8. Investment Management and Risk Sharing with Multiple Managers

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 477–491, CHRISTOPHER B. BARRY and LAURA T. STARKS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02321.x

  9. 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

  10. Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 987–1019, HAYNE E. LELAND and KLAUS BJERRE TOFT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02714.x

  11. Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1705–1765, Andrew W. Lo, Harry Mamaysky and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00265

  12. Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 575–603, John T. Scruggs

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.235793

  13. Efficient Signalling with Dividends and Investments

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 321–343, RAMASASTRY AMBARISH, KOSE JOHN and JOSEPH WILLIAMS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02570.x

  14. 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

  15. The Structure and Incentive Effects of Corporate Tax Liabilities

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1095–1114, RICHARD C. GREEN and ELI TALMOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02365.x

  16. Imperfect Competition among Informed Traders

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2117–2155, Kerry Back, C. Henry Cao and Gregory A. Willard

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282

  17. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  18. Inference in Long-Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1979–2016, Alon Brav

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00279

  19. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  20. CAPITAL INVESTMENT BY THE FIRM IN PLANT AND EQUIPMENT

    The Journal of Finance

    Volume 21, Issue 2, May 1966, Pages: 178–201, William W. Alberts

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1966.tb00220.x