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There are 22961 results for: content related to: Some Empirical Tests of the Theory of Arbitrage Pricing

  1. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1197–1233, SCOTT JOSLIN, MARCEL PRIEBSCH and KENNETH J. SINGLETON

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12131

  2. Liquidity of the CBOE Equity Options

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1157–1179, ANAND M. VIJH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02431.x

  3. A Theory of Trading Volume

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1069–1087, JONATHAN M. KARPOFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02531.x

  4. Trading Volume and Cross-Autocorrelations in Stock Returns

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 913–935, Tarun Chordia and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00231

  5. Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability

    The Journal of Finance

    Volume 54, Issue 3, June 1999, Pages: 901–933, Lu Zheng

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00131

  6. High Stock Returns before Holidays: Existence and Evidence on Possible Causes

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1611–1626, ROBERT A. ARIEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03731.x

  7. Testing for a Flat Spectrum on Efficient Market Price Data

    The Journal of Finance

    Volume 34, Issue 3, June 1979, Pages: 645–658, PETER D. PRAETZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02131.x

  8. The Adjustment of Stock Prices to Information About Inflation

    The Journal of Finance

    Volume 36, Issue 1, March 1981, Pages: 15–29, G. WILLIAM SCHWERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb03531.x

  9. A Model of Shadow Banking

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1331–1363, NICOLA GENNAIOLI, ANDREI SHLEIFER and ROBERT W. VISHNY

    Version of Record online : 16 JUL 2013, DOI: 10.1111/jofi.12031

  10. Bond Systematic Risk and the Option Pricing Model

    The Journal of Finance

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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03832.x

  11. Does the Bond Market Predict Bankruptcy Settlements?

    The Journal of Finance

    Volume 47, Issue 3, July 1992, Pages: 943–980, ALLAN C. EBERHART and RICHARD J. SWEENEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04001.x

  12. Taxation of Interest Income, Deregulation and the Banking Industry

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1529–1542, CARL E. WALSH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03839.x

  13. Investment Policy, Optimality, and the Mean-Variance Model

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 207–232, DAVID P. BARON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02081.x

  14. VALUATION AND THE COST OF CAPITAL FOR REGULATED UTILITIES: COMMENT

    The Journal of Finance

    Volume 27, Issue 5, December 1972, Pages: 1141–1146, Myron J. Gordon and John S. McCallum

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb03031.x

  15. Is the International Convergence of Capital Adequacy Regulation Desirable?

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2745–2782, Viral V. Acharya

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00621.x

  16. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  17. Identification of Maximal Affine Term Structure Models

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 743–795, PIERRE COLLIN-DUFRESNE, ROBERT S. GOLDSTEIN and CHRISTOPHER S. JONES

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01331.x

  18. 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

  19. Optimal Investment, Growth Options, and Security Returns

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1553–1607, Jonathan B. Berk, Richard C. Green and Vasant Naik

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00161

  20. Option Pricing and Replication with Transactions Costs

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1283–1301, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02383.x