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There are 16222 results for: content related to: FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY

  1. The Predictive Power of the Term Structure during Recent Monetary Regimes

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 339–356, GIKAS A. HARDOUVELIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03943.x

  2. The Cross-Section of Credit Risk Premia and Equity Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2419–2469, NILS FRIEWALD, CHRISTIAN WAGNER and JOSEF ZECHNER

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12143

  3. Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1765–1789, YAKOV AMIHUD and HAIM MENDELSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04643.x

  4. Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 721–742, Frans A. De Roon, Theo E. Nijman and Bas J. M. Werker

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00343

  5. An Investigation of Commodity Futures Prices Using the Consumption-Based Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 175–191, RAVI JAGANNATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04943.x

  6. Multiple versus Single Banking Relationships: Theory and Evidence

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1133–1161, Enrica Detragiache, Paolo Garella and Luigi Guiso

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00243

  7. REVEALED PREFERENCE METHODS AND THE PURE THEORY OF THE COST OF CAPITAL

    The Journal of Finance

    Volume 28, Issue 1, March 1973, Pages: 35–48, Irwin Tepper

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01343.x

  8. Asset Pricing in a Production Economy with Incomplete Information

    The Journal of Finance

    Volume 41, Issue 2, June 1986, Pages: 383–391, JÉRÔME B. DETEMPLE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb05043.x

  9. 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

  10. 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

  11. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  12. OPTIMIZING THE PORTFOLIO SELECTION FOR MUTUAL FUNDS

    The Journal of Finance

    Volume 28, Issue 5, December 1973, Pages: 1087–1101, Sang M. Lee and A. J. Lerro

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01443.x

  13. 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

  14. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  15. Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2641–2692, Per Strömberg

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00302

  16. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  17. 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

  18. 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

  19. 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

  20. 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