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There are 12535 results for: content related to: Rational Expectations and the Measurement of a Stock's Elasticity of Demand

  1. CAPITAL MOVEMENTS AMONG MAJOR OECD COUNTRIES: SOME PRELIMINARY RESULTS

    The Journal of Finance

    Volume 26, Issue 2, May 1971, Pages: 269–286, William H. Branson and Raymond D. Hill Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb00896.x

  2. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03895.x

  3. 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

  4. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00389

  5. Some Results in the Theory of Arbitrage Pricing

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1021–1039, JONATHAN E. INGERSOLL JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03890.x

  6. A Theory of Bank Capital

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2431–2465, Douglas W. Diamond and Raghuram G. Rajan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00296

  7. A Theoretic Framework for the Analysis of Credit Union Decision Making

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1155–1168, DONALD J. SMITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03899.x

  8. 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

  9. 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

  10. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03858.x

  11. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x

  12. Numerical solution of evolutionary integral equations with completely monotonic kernel by Runge–Kutta convolution quadrature

    Numerical Methods for Partial Differential Equations

    Volume 31, Issue 1, January 2015, Pages: 105–142, Da Xu

    Version of Record online : 20 JUN 2014, DOI: 10.1002/num.21896

  13. Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1669–1698, BRUNO BIAIS, FLORIAN HEIDER and MARIE HOEROVA

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12396

  14. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03869.x

  15. How Investors Interpret Past Fund Returns

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2033–2058, Anthony W. Lynch and David K. Musto

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00596

  16. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1685–1730, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00475

  17. Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 639–656, KENNETH D. WEST

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04596.x

  18. Transition Densities for Interest Rate and Other Nonlinear Diffusions

    The Journal of Finance

    Volume 54, Issue 4, August 1999, Pages: 1361–1395, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00149

  19. RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS

    The Journal of Finance

    Volume 23, Issue 1, March 1968, Pages: 29–40, Eugene F. Fama

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb02996.x

  20. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226