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There are 8265604 results for: content related to: DISCUSSION

  1. 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

  2. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  3. Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1665–1698, DAVID HIRSHLEIFER, AVANIDHAR SUBRAHMANYAM and SHERIDAN TITMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04777.x

  4. Adjustment Costs and Capital Asset Pricing

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 691–705, GREGORY W. HUFFMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04992.x

  5. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  6. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04704.x

  7. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  8. Covenants and Collateral as Incentives to Monitor

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1113–1146, RAGHURAM RAJAN and ANDREW WINTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04052.x

  9. SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME

    The Journal of Finance

    Volume 27, Issue 3, June 1972, Pages: 663–681, Ray Ball and Ross Watts

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00991.x

  10. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  11. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  12. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  13. Exchange Rates and Monetary Policy Uncertainty

    The Journal of Finance

    Volume 72, Issue 3, June 2017, Pages: 1213–1252, PHILIPPE MUELLER, ALIREZA TAHBAZ-SALEHI and ANDREA VEDOLIN

    Version of Record online : 13 APR 2017, DOI: 10.1111/jofi.12499

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    A Simple Model of Capital Market Equilibrium with Incomplete Information

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 483–510, ROBERT C. MERTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04565.x

  15. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00487

  16. ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 553–574, Haim Levy and Yoram Kroll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04867.x

  17. An Empirical Investigation of Continuous-Time Equity Return Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1239–1284, Torben G. Andersen, Luca Benzoni and Jesper Lund

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00460

  18. Assessing Specification Errors in Stochastic Discount Factor Models

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 557–590, LARS PETER HANSEN and RAVI JAGANNATHAN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04813.x

  19. 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

  20. 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