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There are 21693 results for: content related to: Nonnormalities and Tests of Asset Pricing Theories

  1. The Impact of Capital Structure Change on Firm Value: Some Estimates

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 107–126, RONALD W. MASULIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03629.x

  2. An Investigation of Market Microstructure Impacts on Event Study Returns

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1523–1536, RONALD C. LEASE, RONALD W. MASULIS and JOHN R. PAGE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04629.x

  3. 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

  4. 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

  5. The Effect of Options on Stock Prices: 1973 to 1995

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 487–514, Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00214

  6. 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

  7. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  8. 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

  9. Seasonality Estimation in Thin Markets

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 377–392, MICHAEL THEOBALD and VERA PRICE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02315.x

  10. 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

  11. Stock Market Volatility and Learning

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 33–82, KLAUS ADAM, ALBERT MARCET and JUAN PABLO NICOLINI

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12364

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    Empirical Performance of Alternative Option Pricing Models

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2003–2049, Gurdip Bakshi, Charles Cao and Zhiwu Chen

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02749.x

  13. 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

  14. 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

  15. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  16. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 951–986, G. ANDREW KAROLYI and RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02713.x

  17. Costs of Equity Capital and Model Mispricing

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 67–121, Ľuboš Pástor and Robert F. Stambaugh

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00099

  18. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  19. 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

  20. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278