Search Results

There are 2627 results for: content related to: Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation

  1. Dynamic Asset Allocation under Inflation

    The Journal of Finance

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

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  2. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  3. You have free access to this content
    A Simple Model of Capital Market Equilibrium with Incomplete Information

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 483–510, ROBERT C. MERTON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04565.x

  4. Risk-Shifting Incentives and Signalling Through Corporate Capital Structure

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 623–641, KOSE JOHN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04573.x

  5. Learning, Asset-Pricing Tests, and Market Efficiency

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1113–1145, Jonathan Lewellen and Jay Shanken

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00456

  6. Optimal Portfolio Choice Under Incomplete Information

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 733–746, GERARD GENNOTTE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04538.x

  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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04598.x

  8. Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 601–619, BRUCE N. LEHMANN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04571.x

  9. Asset Price Volatility, Bubbles, and Process Switching

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 831–842, ROBERT P. FLOOD and ROBERT J. HODRICK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04551.x

  10. On Timing and Selectivity

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 715–730, ANAT R. ADMATI, SUDIPTO BHATTACHARYA, PAUL PFLEIDERER and STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04536.x

  11. Inflation, Uncertainty, and Investment

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 657–668, CARLISS Y. BALDWIN and RICHARD S. RUBACK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04528.x

  12. A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 897–914, CHEOL S. EUN and S. JANAKIRAMANAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04555.x

  13. Valuation of Risky Assets in Arbitrage Free Economies with Frictions

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 545–557, ELIEZER Z. PRISMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04514.x

  14. Callable Bonds: A Risk-Reducing Signalling Mechanism

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 935–949, EDWARD HENRY ROBBINS and JOHN D. SCHATZBERG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04558.x

  15. Trading Mechanisms and Stock Returns: An Empirical Investigation

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 533–553, YAKOV AMIHUD and HAIM MENDELSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04567.x

  16. Asset Pricing and Expected Inflation

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 209–223, RENÉ M. STULZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04500.x

  17. The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 763–797, THOMAS E. COPELAND and DANIEL FRIEDMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04585.x

  18. Futures Options and the Volatility of Futures Prices

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 857–870, CLIFFORD A. BALL and WALTER N. TOROUS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04553.x

  19. The Relationship between Arbitrage and First Order Stochastic Dominance

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 915–921, ROBERT JARROW

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04556.x

  20. Does the Stock Market Rationally Reflect Fundamental Values?

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 591–601, LAWRENCE H. SUMMERS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04519.x