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There are 36596 results for: content related to: A Further Investigation of the Weekend Effect in Stock Returns

  1. Treasury Bill Factors and Common Stock Returns

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 337–350, GEORGE S. OLDFIELD JR. and RICHARD J. ROGALSKI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00446.x

  2. The World Price of Covariance Risk

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 111–157, CAMPBELL R. HARVEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03747.x

  3. Momentum and Reversals in Equity-Index Returns During Periods of Abnormal Turnover and Return Dispersion

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1521–1556, Robert Connolly and Chris Stivers

    Article first published online : 15 JUL 2003, DOI: 10.1111/1540-6261.00576

  4. 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

  5. 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

  6. Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1869–1886, Stephen J. Brown, William N. Goetzmann and James Park

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00392

  7. Term Structure of Interest Rates with Regime Shifts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1997–2043, Ravi Bansal and Hao Zhou

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00487

  8. The Fiscal and Monetary Linkage between Stock Returns and Inflation

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 1–33, ROBERT GESKE and RICHARD ROLL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03623.x

  9. The Crash of ʼ87: Was It Expected? The Evidence from Options Markets

    The Journal of Finance

    Volume 46, Issue 3, July 1991, Pages: 1009–1044, DAVID S. BATES

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03775.x

  10. The Market for Corporate Assets: Who Engages in Mergers and Asset Sales and Are There Efficiency Gains?

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2019–2065, Vojislav Maksimovic and Gordon Phillips

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00398

  11. The Structure of Spot Rates and Immunization

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 629–642, EDWIN J. ELTON, MARTIN J. GRUBER and RONI MICHAELY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03708.x

  12. The Price Elasticity of Demand for Common Stock

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 621–651, CLAUDIO LODERER, JOHN W. COONEY and LEONARD D. VAN DRUNEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02677.x

  13. Cash Flow, Consumption Risk, and the Cross-section of Stock Returns

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 923–956, ZHI DA

    Article first published online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01453.x

  14. Prepayment and the Valuation of Mortgage-Backed Securities

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 375–392, EDUARDO S. SCHWARTZ and WALTER N. TOROUS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05062.x

  15. TECHNOLOGY, COMMUNICATION AND THE PERFORMANCE OF FINANCIAL MARKETS: 1840–1975

    The Journal of Finance

    Volume 33, Issue 3, June 1978, Pages: 819–832, Robert A. Kavesh, Kenneth D. Garbade and William L. Silber

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02023.x

  16. A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 851–889, JAMES M. HUTCHINSON, ANDREW W. LO and TOMASO POGGIO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00081.x

  17. Was the Tax-Exempt Bond Market Inefficient or Were Future Expected Tax Rates Negative?

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 913–931, LEVIS A. KOCHIN and RICHARD W. PARKS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02612.x

  18. AVERAGE INTEREST CHARGES, THE LOAN MIX, AND MEASURES OF COMPETITION: SIXTH FEDERAL RESERVE DISTRICT EXPERIENCE

    The Journal of Finance

    Volume 23, Issue 5, December 1968, Pages: 793–804, Charles T. Taylor

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb00317.x

  19. Anatomy of Initial Public Offerings of Common Stock

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 789–822, SEHA M. TINIÇ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02606.x

  20. Displacement, strain and stress fields due to shear and tensile dislocations in a viscoelastic half-space

    Geophysical Journal International

    Volume 170, Issue 3, September 2007, Pages: 1399–1417, A. Piombo, A. Tallarico and M. Dragoni

    Article first published online : 3 AUG 2007, DOI: 10.1111/j.1365-246X.2007.03283.x