Search Results

There are 20160 results for: content related to: A Defense of Traditional Hypotheses about the Term Structure of Interest Rates

  1. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  2. Business Networks, Corporate Governance, and Contracting in the Mutual Fund Industry

    The Journal of Finance

    Volume 64, Issue 5, October 2009, Pages: 2185–2220, CAMELIA M. KUHNEN

    Version of Record online : 28 SEP 2009, DOI: 10.1111/j.1540-6261.2009.01498.x

  3. Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2337–2367, Ravi Jagannathan and Zhenyu Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00498

  4. The Flash Crash: High-Frequency Trading in an Electronic Market

    The Journal of Finance

    Volume 72, Issue 3, June 2017, Pages: 967–998, ANDREI KIRILENKO, ALBERT S. KYLE, MEHRDAD SAMADI and TUGKAN TUZUN

    Version of Record online : 21 APR 2017, DOI: 10.1111/jofi.12498

  5. Debt Financing under Asymmetric Information

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 633–659, GAUTAM GOSWAMI, THOMAS NOE and MICHAEL REBELLO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04798.x

  6. A Theory of Dividends Based on Tax Clienteles

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2499–2536, Franklin Allen, Antonio E. Bernardo and Ivo Welch

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00298

  7. Stock Prices, Earnings, and Expected Dividends

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 661–676, JOHN Y. CAMPBELL and ROBERT J. SHILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04598.x

  8. You have free access to this content
    The Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  9. INTEGRAL CONSTRAINTS AND AGGREGATION IN AN INVENTORY MODEL OF MONEY DEMAND

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 77–88, Robert J. Barro

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03198.x

  10. Payments for Order Flow on Nasdaq

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 35–66, Eugene Kandel and Leslie M. Marx

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00098

  11. Marketwide Private Information in Stocks: Forecasting Currency Returns

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2297–2343, RUI ALBUQUERQUE, EVA DE FRANCISCO and LUIS B. MARQUES

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01398.x

  12. 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

  13. Work Ethic, Employment Contracts, and Firm Value

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 785–821, BRUCE IAN CARLIN and SIMON GERVAIS

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01449.x

  14. 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

  15. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  16. Debt and Taxes and Uncertainty

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 637–657, STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04986.x

  17. Strategic Trading When Agents Forecast the Forecasts of Others

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1437–1478, F. DOUGLAS FOSTER and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  18. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  19. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  20. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228