Search Results

There are 16545 results for: content related to: An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk

  1. International Stock Return Predictability: What Is the Role of the United States?

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1633–1662, DAVID E. RAPACH, JACK K. STRAUSS and GUOFU ZHOU

    Version of Record online : 16 JUL 2013, DOI: 10.1111/jofi.12041

  2. Implications of the Discreteness of Observed Stock Prices

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 135–153, GARY GOTTLIEB and AVNER KALAY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04941.x

  3. A Generalized Econometric Model and Tests of a Signalling Hypothesis with Two Discrete Signals

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 413–429, SANKARSHAN ACHARYA*

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03947.x

  4. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  5. The Predictive Power of the Term Structure during Recent Monetary Regimes

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 339–356, GIKAS A. HARDOUVELIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03943.x

  6. THE EFFECT OF MODEL MISSPECIFICATION ON TESTS OF THE EFFICIENT MARKET HYPOTHESIS

    The Journal of Finance

    Volume 32, Issue 1, March 1977, Pages: 57–66, Menachem Brenner

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03241.x

  7. The Use of Volatility Measures in Assessing Market Efficiency

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 291–304, ROBERT J. SHILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00441.x

  8. 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

  9. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  10. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.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. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  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. 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. Collective Risk Management in a Flight to Quality Episode

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2195–2230, RICARDO J. CABALLERO and ARVIND KRISHNAMURTHY

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01394.x

  17. 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

  18. On the Good News in Equity Carve-Outs

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1717–1737, VIKRAM NANDA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04641.x

  19. Long-Lived Private Information and Imperfect Competition

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 247–270, CRAIG W. HOLDEN and AVANIDHAR SUBRAHMANYAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03985.x

  20. Volume, Volatility, Price, and Profit When All Traders Are Above Average

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1887–1934, Terrance Odean

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00078