Search Results

There are 25136 results for: content related to: Does the Stock Market Rationally Reflect Fundamental Values?

  1. Why Do Managers Diversify Their Firms? Agency Reconsidered

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 71–118, Rajesh K. Aggarwal and Andrew A. Samwick

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00519

  2. The Downside of Asset Screening for Market Liquidity

    The Journal of Finance

    Volume 72, Issue 5, October 2017, Pages: 1937–1982, VICTORIA VANASCO

    Version of Record online : 10 JUL 2017, DOI: 10.1111/jofi.12519

  3. Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 45–85, Klaas P. Baks, Andrew Metrick and Jessica Wachter

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00319

  4. Can Costs of Consumption Adjustment Explain Asset Pricing Puzzles?

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 623–654, David A. Marshall and Nayan G. Parekh

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00119

  5. The Cyclical Behavior of Interest Rates

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1519–1542, ANTONIO ROMA and WALTER TOROUS

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01119.x

  6. Managerial Legacies, Entrenchment, and Strategic Inertia

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2403–2436, CATHERINE CASAMATTA and ALEXANDER GUEMBEL

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01619.x

  7. VALUATION, OPTIMUM INVESTMENT AND FINANCING FOR THE FIRM SUBJECT TO REGULATION

    The Journal of Finance

    Volume 30, Issue 2, May 1975, Pages: 401–425, Franco Modigliani, Edwin J. Elton, Martin J. Gruber and Zvi Lieber

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01819.x

  8. The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1605–1634, DONGCHEOL KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05190.x

  9. An Exploration of Competitive Signalling Equilibria with “Third Party” Information Production: The Case of Debt Insurance

    The Journal of Finance

    Volume 37, Issue 3, June 1982, Pages: 717–739, ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb02219.x

  10. Stochastic Choice in Insurance and Risk Sharing: A Comment

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 1033–1035, YORAM KROLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02519.x

  11. Do Hostile Takeovers Stifle Innovation? Evidence from Antitakeover Legislation and Corporate Patenting

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1097–1131, JULIAN ATANASSOV

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12019

  12. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  13. 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

  14. 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

  15. Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 431–465, David Easley, Maureen O'Hara and P.S. Srinivas

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.194060

  16. Asset Price Dynamics and Infrequent Feedback Trades

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1747–1766, PIERLUIGI BALDUZZI, GIUSEPPE BERTOLA and SILVERIO FORESI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05196.x

  17. 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

  18. 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

  19. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  20. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323