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There are 16373 results for: content related to: Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect

  1. A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks

    The Journal of Finance

    Volume 65, Issue 5, October 2010, Pages: 1949–1986, STEVEN R. GRENADIER and ANDREY MALENKO

    Version of Record online : 21 SEP 2010, DOI: 10.1111/j.1540-6261.2010.01599.x

  2. Anticompetitive Financial Contracting: The Design of Financial Claims

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2109–2141, Giacinta Cestone and Lucy White

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00599

  3. Dividends and Capital Asset Prices

    The Journal of Finance

    Volume 37, Issue 4, September 1982, Pages: 1071–1086, I. G. MORGAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03599.x

  4. Momentum, Business Cycle, and Time-varying Expected Returns

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 985–1019, Tarun Chordia and Lakshmanan Shivakumar

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00449

  5. 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

  6. A Note on Simple Criteria for Optimal Portfolio Selection

    The Journal of Finance

    Volume 43, Issue 1, March 1988, Pages: 241–245, C. SHERMAN CHEUNG and CLARENCE C. Y. KWAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02599.x

  7. Return, Risk, and Yield: Evidence from Ex Ante Data

    The Journal of Finance

    Volume 40, Issue 2, June 1985, Pages: 537–548, JAMES S. ANG and DAVID R. PETERSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04971.x

  8. Price Momentum and Trading Volume

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2017–2069, Charles M.C. Lee and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00280

  9. Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 575–603, John T. Scruggs

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.235793

  10. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04598.x

  11. 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

  12. Institutional Trade Persistence and Long-Term Equity Returns

    The Journal of Finance

    Volume 66, Issue 2, April 2011, Pages: 635–653, AMIL DASGUPTA, ANDREA PRAT and MICHELA VERARDO

    Version of Record online : 21 MAR 2011, DOI: 10.1111/j.1540-6261.2010.01644.x

  13. 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

  14. Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market

    The Journal of Finance

    Volume 71, Issue 6, December 2016, Pages: 2637–2686, BRENT W. AMBROSE, JAMES CONKLIN and JIRO YOSHIDA

    Version of Record online : 10 NOV 2016, DOI: 10.1111/jofi.12426

  15. Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 591–610, ROBERT R. BLISS JR. and EHUD I. RONN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04380.x

  16. Heteroskedasticity in Stock Returns

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1129–1155, G. WILLIAM SCHWERT and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02430.x

  17. Asymmetric Learning from Financial Information

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2029–2062, CAMELIA M. KUHNEN

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12223

  18. Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 639–656, KENNETH D. WEST

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04596.x

  19. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04567.x

  20. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1347–1382, Hendrik Bessembinder and Michael L. Lemmon

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00463