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There are 17540 results for: content related to: S&P 500 Cash Stock Price Volatilities

  1. 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

  2. The October 1987 S&P 500 Stock-Futures Basis

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 77–99, LAWRENCE HARRIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02405.x

  3. One Market? Stocks, Futures, and Options During October 1987

    The Journal of Finance

    Volume 47, Issue 3, July 1992, Pages: 851–877, ALLAN W. KLEIDON and ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03997.x

  4. Path Dependent Options: The Case of Lookback Options

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1893–1907, ANTOINE CONZE and VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04648.x

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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

  6. 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

  7. Order Imbalances and Stock Price Movements on October 19 and 20, 1987

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 827–848, MARSHALL E. BLUME, A. CRAIG MACKINLAY and BRUCE TERKER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02626.x

  8. The Effects of Mission-Oriented Public R & D Spending on Private Industry

    The Journal of Finance

    Volume 36, Issue 3, June 1981, Pages: 617–627, JEFFREY CARMICHAEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00648.x

  9. Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 661–693, Mark M. Carhart, Ron Kaniel, David K. Musto and Adam V. Reed

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00438

  10. Another Look at the Cross-section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 185–224, S. P. KOTHARI, JAY SHANKEN and RICHARD G. SLOAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05171.x

  11. On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt?

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 549–573, Eric Ghysels

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.224803

  12. The Cost of Capital for Alternative Investments

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2185–2226, JAKUB W. JUREK and ERIK STAFFORD

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12269

  13. Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 479–513, MERTON H. MILLER, JAYARAM MUTHUSWAMY and ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05149.x

  14. Intraday Price Formation in U.S. Equity Index Markets

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2375–2400, Joel Hasbrouck

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00609.x

  15. Another Puzzle: The Growth in Actively Managed Mutual Funds

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 783–810, MARTIN J. GRUBER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02707.x

  16. The Cross-Section of Credit Risk Premia and Equity Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2419–2469, NILS FRIEWALD, CHRISTIAN WAGNER and JOSEF ZECHNER

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12143

  17. 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

  18. What is the Intrinsic Value of the Dow?

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1693–1741, Charles M. C. Lee, James Myers and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00164

  19. Implied Volatility Functions: Empirical Tests

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 2059–2106, Bernard Dumas, Jeff Fleming and Robert E. Whaley

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00083

  20. An Empirical Investigation of Continuous-Time Equity Return Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1239–1284, Torben G. Andersen, Luca Benzoni and Jesper Lund

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00460