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There are 6789 results for: content related to: On the Distributional Conditions for a Consumption-oriented Three Moment CAPM

  1. Some Empirical Tests of the Theory of Arbitrage Pricing

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1393–1414, NAI-FU CHEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03831.x

  2. On the Positive Role of Financial Intermediation in Allocation of Venture Capital in a Market with Imperfect Information

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1543–1568, YUK-SHEE CHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03840.x

  3. Marketable Incentive Contracts and Capital Structure Relevance

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 353–378, GERALD T. GARVEY

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03820.x

  4. Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 409–430, KRISTIAN R. MILTERSEN, KLAUS SANDMANN and DIETER SONDERMANN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03823.x

  5. Fixed Versus Variable Rate Loans

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1363–1380, ANTHONY M. SANTOMERO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03829.x

  6. Taxes, Inflation and Corporate Financial Policy

    The Journal of Finance

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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03863.x

  7. Counterparty Risk and the Pricing of Defaultable Securities

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1765–1799, Robert A. Jarrow and Fan Yu

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00389

  8. Market Orders and Market Efficiency

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 277–308, DAVID P. BROWN and ZHI MING ZHANG

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03816.x

  9. Spot and Futures Prices and the Law of One Price

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1431–1455, ARIS PROTOPAPADAKIS and HANS R. STOLL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03833.x

  10. Competition and Collusion in Dealer Markets

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 245–276, PRAJIT K. DUTTA and ANANTH MADHAVAN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03815.x

  11. Bond Systematic Risk and the Option Pricing Model

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1415–1429, MARK I. WEINSTEIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03832.x

  12. Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 23–45, THOMAS S. Y. HO and RICHARD G. MACRIS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03858.x

  13. The Effects of Inflation and Taxes on Growth Investments and Replacement Policies

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1519–1528, MENACHEM BRENNER and ITZHAK VENEZIA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03838.x

  14. Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1629–1666, James Claus and Jacob Thomas

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00384

  15. The Valuation of Multivariate Contingent Claims in Discrete Time Models

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 207–228, R. C. STAPLETON and M. G. SUBRAHMANYAM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03869.x

  16. Agency, Delayed Compensation, and the Structure of Executive Remuneration

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1489–1505, JONATHAN EATON and HARVEY S. ROSEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03836.x

  17. The Diversification Discount: Cash Flows Versus Returns

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1693–1721, Owen A. Lamont and Christopher Polk

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00386

  18. Continuous Maturity Diversification of Default-Free Bond Portfolios and a Generalization of Efficient Diversification

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1101–1117, W. JOHN HEANEY and PAO L. CHENG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03895.x

  19. On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 63–75, SHMUEL KANDEL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03860.x

  20. Deviations from Purchasing Power Parity in the Long Run

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1471–1487, MICHAEL ADLER and BRUCE LEHMANN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03835.x