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There are 11586 results for: content related to: Performance Hypothesis Testing with the Sharpe and Treynor Measures

  1. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  2. 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

  3. Information Control, Career Concerns, and Corporate Governance

    The Journal of Finance

    Volume 61, Issue 4, August 2006, Pages: 1845–1896, FENGHUA SONG and ANJAN V. THAKOR

    Version of Record online : 3 AUG 2006, DOI: 10.1111/j.1540-6261.2006.00891.x

  4. LAPM: A Liquidity-Based Asset Pricing Model

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1837–1867, Bengt Holmström and Jean Tirole

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00391

  5. 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

  6. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  7. The Term Structure of Interest Rates in a Partially Observable Economy

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 789–812, DAVID FELDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04391.x

  8. 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

  9. CAPITAL MARKET EQUILIBRIUM FOR A CLASS OF HETEROGENEOUS EXPECTATIONS IN A TWO-PARAMETER WORLD

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 1–15, Nicholas J. Gonedes

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03191.x

  10. Taxes, Inflation and Corporate Financial Policy

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 105–126, LAWRENCE D. SCHALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03863.x

  11. On the Effects of Barriers to International Investment

    The Journal of Finance

    Volume 36, Issue 4, September 1981, Pages: 923–934, RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb04893.x

  12. 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

  13. 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

  14. Oil and the Stock Markets

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 463–491, CHARLES M. JONES and GAUTAM KAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02691.x

  15. Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1571–1595, EARL L. GRINOLS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04925.x

  16. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00281

  17. How Does Information Quality Affect Stock Returns?

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 807–837, Pietro Veronesi

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00227

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    VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

    The Journal of Finance

    Volume 31, Issue 2, May 1976, Pages: 351–367, Fischer Black and John C. Cox

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01891.x

  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. FX Trading and Exchange Rate Dynamics

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2405–2447, Martin D. D. Evans

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00501