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There are 13898 results for: content related to: Inflation, Uncertainty, and Investment

  1. Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 217–255, RAVI JAGANNATHAN, ALEXEY MALAKHOV and DMITRY NOVIKOV

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01528.x

  2. Term Structure Movements and Pricing Interest Rate Contingent Claims

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1011–1029, THOMAS S. Y. HO and SANG-BIN LEE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02528.x

  3. Tax Sharing in Insurance Markets: A Useful Parameterization

    Journal of Risk and Insurance

    Volume 81, Issue 4, December 2014, Pages: 907–942, Christelle Viauroux

    Version of Record online : 1 JUL 2013, DOI: 10.1111/j.1539-6975.2013.01528.x

  4. Polar decomposition based corotational framework for triangular shell elements with distributed loads

    International Journal for Numerical Methods in Engineering

    Volume 95, Issue 6, 10 August 2013, Pages: 499–528, Federica Caselli and Paolo Bisegna

    Version of Record online : 27 JUN 2013, DOI: 10.1002/nme.4528

  5. SHORT RUN DETERMINANTS OF COMMERCIAL BANK INVESTMENT PORTFOLIOS: AN EMPIRICAL ANALYSIS

    The Journal of Finance

    Volume 25, Issue 3, June 1970, Pages: 639–649, Arie Melnik

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00528.x

  6. Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 179–230, ANTONIOS SANGVINATSOS and JESSICA A. WACHTER

    Version of Record online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00728.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. You have full text access to this OnlineOpen article
    Theory and calculation for the electronic coupling in excitation energy transfer

    International Journal of Quantum Chemistry

    Volume 114, Issue 2, 15 January 2014, Pages: 102–115, Zhi-Qiang You and Chao-Ping Hsu

    Version of Record online : 7 AUG 2013, DOI: 10.1002/qua.24528

  9. 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

  10. Tests of the CAPM with Time-Varying Covariances: A Multivariate GARCH Approach

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1507–1521, LILIAN NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04628.x

  11. 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

  12. 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

  13. 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

  14. 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

  15. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  16. 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

  17. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  18. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  19. 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

  20. Biased games on random boards

    Random Structures & Algorithms

    Volume 46, Issue 4, July 2015, Pages: 651–676, Asaf Ferber, Roman Glebov, Michael Krivelevich and Alon Naor

    Version of Record online : 24 FEB 2014, DOI: 10.1002/rsa.20528