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There are 10061 results for: content related to: NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL

  1. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  2. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00279

  3. International Portfolio Choice and Corporation Finance: A Synthesis

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 925–984, MICHAEL ADLER and BERNARD DUMAS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02511.x

  4. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  5. Heteroskedasticity in Stock Returns

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1129–1155, G. WILLIAM SCHWERT and PAUL J. SEGUIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02430.x

  6. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb00021.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

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  8. Monitoring and Structure of Debt Contracts

    The Journal of Finance

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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  9. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02714.x

  10. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  11. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

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    SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION

    The Journal of Finance

    Volume 20, Issue 4, December 1965, Pages: 587–615, John Lintner

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1965.tb02930.x

  13. Crossing Networks and Dealer Markets: Competition and Performance

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2071–2115, Terrence Hendershott and Haim Mendelson

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00281

  14. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  15. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 975–1005, TORBEN G. ANDERSEN and TIM BOLLERSLEV

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02722.x

  16. The Dynamics of Dealer Markets Under Competition

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1053–1074, THOMAS S. Y. HO and HANS R. STOLL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02282.x

  17. A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 365–394, AHARON R. OFER and ANJAN V. THAKOR

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02572.x

  18. The Behavior of Eurocurrency Returns Across Different Holding Periods and Monetary Regimes

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1211–1236, KAREN K. LEWIS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02433.x

  19. A Multiproduct Cost Study of Savings and Loans

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 423–445, LORETTA J. MESTER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02575.x

  20. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204