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There are 3008226 results for: content related to: Consumption Betas and Backwardation in Commodity Markets

  1. On the CAPM Approach to the Estimation of A Public Utility's Cost of Equity Capital

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 369–383, ROBERT LITZENBERGER, KRISHNA RAMASWAMY and HOWARD SOSIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02166.x

  2. An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 309–325, K. C. CHAN and NAI-FU CHEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03941.x

  3. An adjustment procedure for predicting systematic risk

    Journal of Applied Econometrics

    Volume 1, Issue 4, October 1986, Pages: 317–332, Anil K. Bera and Srinivasan Kannan

    Article first published online : 7 NOV 2006, DOI: 10.1002/jae.3950010403

  4. An Adjustment Procedure for Predicting Betas When Thin Trading is Present: Canadian Evidence

    Journal of Business Finance & Accounting

    Volume 23, Issue 9-10, December 1996, Pages: 1333–1356, Francis Boabang

    Article first published online : 28 JUN 2008, DOI: 10.1111/1468-5957.00083

  5. A Cross-Sectional Empirical Test of a Dual-State Multi-Factor Pricing Model

    Financial Review

    Volume 34, Issue 3, August 1999, Pages: 47–63, Shelly W. Howton and David R. Peterson

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1999.tb00462.x

  6. Estimating the Divisional Cost of Capital: An Analysis of the Pure-Play Technique

    The Journal of Finance

    Volume 36, Issue 5, December 1981, Pages: 997–1009, RUSSELL J. FULLER and HALBERT S. KERR

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb01071.x

  7. Shareholder Benefits from Corporate International Diversification

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1325–1344, ALI M. FATEMI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04910.x

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    Presidential Address: Discount Rates

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1047–1108, JOHN H. COCHRANE

    Article first published online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01671.x

  9. The Relative Relationship Between Systematic Risk and Value Added Variables

    Journal of International Financial Management & Accounting

    Volume 1, Issue 3, September 1989, Pages: 259–276, Philip Karpik and Ahmed Belkaoui

    Article first published online : 3 APR 2007, DOI: 10.1111/j.1467-646X.1989.tb00014.x

  10. How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings

    Oxford Bulletin of Economics and Statistics

    Volume 76, Issue 2, April 2014, Pages: 257–278, Carmine Trecroci

    Article first published online : 21 JAN 2013, DOI: 10.1111/obes.12018

  11. General Tests of Latent Variable Models and Mean-Variance Spanning

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 131–156, WAYNE E. FERSON, STEPHEN R. FOERSTER and DONALD B. KEIM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04704.x

  12. Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 397–429, WAYNE E. FERSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x

  13. Expected Option Returns

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 983–1009, Joshua D. Coval and Tyler Shumway

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00352

  14. The systematic risk of futures contracts

    Journal of Futures Markets

    Volume 16, Issue 6, September 1996, Pages: 631–654, Robert W. Kolb

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199609)16:6<631::AID-FUT2>3.0.CO;2-G

  15. Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 201–220, WAYNE E. FERSON, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02564.x

  16. A Model of Intertemporal Discount Rates in the Presence of Real and Inflationary Autocorrelations

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 1049–1070, DONALD I. BOSSHARDT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03927.x

  17. A Direct Test of Roll's Conjecture on the Firm Size Effect

    The Journal of Finance

    Volume 37, Issue 1, March 1982, Pages: 27–35, MARC R. REINGANUM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb01093.x

  18. Changes in Factor Betas and Risk Premiums Over Varying Market Conditions

    Financial Review

    Volume 33, Issue 3, August 1998, Pages: 149–168, Parvez Ahmed and Larry J. Lockwood

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1998.tb01388.x

  19. Consumption Risk in Futures Markets

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 503–520, DOUGLAS T. BREEDEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02182.x

  20. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x