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There are 40841 results for: content related to: The October 1979 Change in the U.S. Monetary Regime: Its Impact on the Forecastability of Canadian Interest Rates

  1. Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1705–1765, Andrew W. Lo, Harry Mamaysky and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00265

  2. Liquidity Changes Following Stock Splits

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 115–141, THOMAS E. COPELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02075.x

  3. On the Costs of a Bank-Centered Financial System: Evidence from the Changing Main Bank Relations in Japan

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 635–672, David E. Weinstein and Yishay Yafeh

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.254893

  4. Executive Compensation, Strategic Competition, and Relative Performance Evaluation: Theory and Evidence

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 1999–2043, Rajesh K. Aggarwal and Andrew A. Samwick

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00180

  5. Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 811–833, DAVID EASLEY, NICHOLAS M. KIEFER and MAUREEN O'HARA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02708.x

  6. Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 397–429, WAYNE E. FERSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x

  7. 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

  8. An Analysis of Changes in Specialist Inventories and Quotations

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1595–1628, ANANTH MADHAVAN and SEYMOUR SMIDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05122.x

  9. Diversification, Integration and Emerging Market Closed-End Funds

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 835–869, GEERT BEKAERT and MICHAEL S. URIAS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02709.x

  10. Brokerage Commission Schedules

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1379–1402, MICHAEL J. BRENNAN and TARUN CHORDIA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04758.x

  11. Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 987–1019, HAYNE E. LELAND and KLAUS BJERRE TOFT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02714.x

  12. PREDICTION OF BANK FAILURES

    The Journal of Finance

    Volume 25, Issue 4, September 1970, Pages: 853–868, Paul A. Meyer and Howard W. Pifer

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00558.x

  13. The Stochastic Volatility of Short-Term Interest Rates: Some International Evidence

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2339–2359, Clifford A. Ball and Walter N. Torous

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00191

  14. 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

  15. Hedging and Coordinated Risk Management: Evidence from Thrift Conversions

    The Journal of Finance

    Volume 53, Issue 3, June 1998, Pages: 979–1013, Catherine Schrand and Haluk Unal

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00041

  16. Backwardation in Oil Futures Markets: Theory and Empirical Evidence

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1517–1545, ROBERT H. LITZENBERGER and NIR RABINOWITZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05187.x

  17. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 123–152, STEPHEN G. CECCHETTI, POK-SANG LAM and NELSON C. MARK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04423.x

  18. Option Valuation with Systematic Stochastic Volatility

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 881–910, KAUSHIK I. AMIN and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04023.x

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    Closed-End Fund Shares' Abnormal Returns and the Information Content of Discounts and Premiums

    The Journal of Finance

    Volume 43, Issue 1, March 1988, Pages: 113–127, GREGGORY A. BRAUER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02592.x

  20. 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