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There are 19724 results for: content related to: A Complete Analysis of Full Pareto Efficiency in Financial Markets for Arbitrary Preferences

  1. Predictive Systems: Living with Imperfect Predictors

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1583–1628, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01474.x

  2. Reserves Announcements and Interest Rates: Does Monetary Policy Matter?

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 407–422, GIKAS A. HARDOUVELIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02574.x

  3. Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 575–603, John T. Scruggs

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.235793

  4. Episodic Liquidity Crises: Cooperative and Predatory Trading

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2235–2274, BRUCE IAN CARLIN, MIGUEL SOUSA LOBO and S. VISWANATHAN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01274.x

  5. Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1197–1217, HAIM LEVY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02372.x

  6. A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 323–346, PHOEBUS J. DHRYMES, IRWIN FRIEND and N. BULENT GULTEKIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02312.x

  7. Presidential Address: Investment Noise and Trends

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1415–1453, ROBERT F. STAMBAUGH

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12174

  8. Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 439–449, GEORGE M. CONSTANTINIDES and MYRON S. SCHOLES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02174.x

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    Dividend Policy under Asymmetric Information

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1031–1051, MERTON H. MILLER and KEVIN ROCK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02362.x

  10. Conditions for Myopic Valuation and Serial Independence of the Market Excess Return in Discrete Time Models

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 425–442, GUNTER FRANKE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02318.x

  11. Intertemporal Commodity Futures Hedging and the Production Decision

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 351–376, THOMAS S. Y. HO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02314.x

  12. Optimal Release of Information By Firms

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1071–1094, DOUGLAS W. DIAMOND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02364.x

  13. A Sequential Signalling Model of Convertible Debt Call Policy

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1263–1281, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02382.x

  14. Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1403–1422, MARCIA H. MILLON and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02391.x

  15. A Model of Returns and Trading in Futures Markets

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 959–988, Harrison Hong

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00233

  16. The Impact of Inflation on the Aggregate Debt-Asset Ratio

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1115–1125, SHALOM HOCHMAN and ODED PALMON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02366.x

  17. The Rule 415 Experiment: Equity Markets

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1385–1401, SANJAI BHAGAT, M. WAYNE MARR and G. RODNEY THOMPSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02390.x

  18. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  19. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  20. On the Inverse of the Covariance Matrix in Portfolio Analysis

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1821–1827, Guy V. G. Stevens

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00074