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There are 10579 results for: content related to: AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

  1. The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 763–797, THOMAS E. COPELAND and DANIEL FRIEDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04585.x

  2. “MARKET TIMING AND PORTFOLIO MANAGEMENT”

    The Journal of Finance

    Volume 33, Issue 4, September 1978, Pages: 1119–1131, Dwight Grant

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02052.x

  3. A FINANCIAL SECTOR ANALYSIS OF THE EURODOLLAR MARKET

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 103–117, Jay H. Levin

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb00027.x

  4. Optimal Leverage and Aggregate Investment

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1291–1323, Bruno Biais and Catherine Casamatta

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00147

  5. The Choice of Issuance Procedure and the Cost of Competitive and Negotiated Underwriting: an Examination of the Impact of Rule 50

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 703–720, RICHARD L. SMITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04580.x

  6. A Sequential Signalling Model of Convertible Debt Call Policy

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1263–1281, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02382.x

  7. Consumption, Aggregate Wealth, and Expected Stock Returns

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 815–849, Martin Lettau and Sydney Ludvigson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00347

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    Why Does Stock Market Volatility Change Over Time?

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1115–1153, G. WILLIAM SCHWERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02647.x

  9. THE DEMAND FOR ASSETS UNDER CONDITIONS OF RISK

    The Journal of Finance

    Volume 28, Issue 1, March 1973, Pages: 79–96, Haim Levy

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01347.x

  10. 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

  11. A Generalized Econometric Model and Tests of a Signalling Hypothesis with Two Discrete Signals

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 413–429, SANKARSHAN ACHARYA*

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03947.x

  12. 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

  13. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  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. AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES

    The Journal of Finance

    Volume 32, Issue 2, May 1977, Pages: 463–478, Jonathan Ingersoll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03285.x

  16. INTEGRATING THE REAL AND FINANCIAL VIA THE LINKAGE OF FINANCIAL FLOW

    The Journal of Finance

    Volume 23, Issue 1, March 1968, Pages: 1–27, Jacob Cohen

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb02995.x

  17. 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

  18. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  19. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  20. Investor Inattention and Friday Earnings Announcements

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 709–749, STEFANO DELLAVIGNA and JOSHUA M. POLLET

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01447.x