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There are 37601 results for: content related to: Earnings Yields, Market Values, and Stock Returns

  1. A Model of Financialization of Commodities

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1511–1556, SULEYMAN BASAK and ANNA PAVLOVA

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12408

  2. Income Insurance and the Equilibrium Term Structure of Equity

    The Journal of Finance

    Volume 72, Issue 5, October 2017, Pages: 2073–2130, ROBERTO MARFÈ

    Version of Record online : 5 JUN 2017, DOI: 10.1111/jofi.12508

  3. Estimation Bias Induced by Discrete Security Prices

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 841–865, CLIFFORD A. BALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02608.x

  4. The Wall Street Walk when Blockholders Compete for Flows

    The Journal of Finance

    Volume 70, Issue 6, December 2015, Pages: 2853–2896, AMIL DASGUPTA and GIORGIA PIACENTINO

    Version of Record online : 12 NOV 2015, DOI: 10.1111/jofi.12308

  5. Is the Short Rate Drift Actually Nonlinear?

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 355–388, David A. Chapman and Neil D. Pearson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00208

  6. BREAK-EVEN ANALYSIS FOR LOCKHEED'S TRI STAR: AN APPLICATION OF FINANCIAL THEORY

    The Journal of Finance

    Volume 28, Issue 4, September 1973, Pages: 821–838, U. E. Reinhardt

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01408.x

  7. Specification Tests for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 451–465, STANLEY J. KON and W. PATRICK LAU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02108.x

  8. Managerial Turnover and Leverage under a Takeover Threat

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2619–2650, Walter Novaes

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00508

  9. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  10. The People in Your Neighborhood: Social Interactions and Mutual Fund Portfolios

    The Journal of Finance

    Volume 70, Issue 6, December 2015, Pages: 2679–2732, VERONIKA K. POOL, NOAH STOFFMAN and SCOTT E. YONKER

    Version of Record online : 12 NOV 2015, DOI: 10.1111/jofi.12208

  11. 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

  12. 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

  13. 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

  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. 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

  16. Common Stochastic Trends in a System of Exchange Rates

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 167–181, RICHARD T. BAILLIE and TIM BOLLERSLEV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02410.x

  17. Efficient Signalling with Dividends and Investments

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 321–343, RAMASASTRY AMBARISH, KOSE JOHN and JOSEPH WILLIAMS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02570.x

  18. The Interrelation of Stock and Options Market Trading-Volume Data

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 949–964, JOSEPH H. ANTHONY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02614.x

  19. 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

  20. Imperfect Competition among Informed Traders

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2117–2155, Kerry Back, C. Henry Cao and Gregory A. Willard

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282