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There are 2703 results for: content related to: Corrections for Trading Frictions in Multivariate Returns

  1. Economic Significance of Predictable Variations in Stock Index Returns

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1177–1189, WILLIAM BREEN, LAWRENCE R. GLOSTEN and RAVI JAGANNATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02649.x

  2. Changes in Expected Security Returns, Risk, and the Level of Interest Rates

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1191–1217, WAYNE E. FERSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02650.x

  3. Primes and Scores: An Essay on Market Imperfections

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1263–1287, ROBERT A. JARROW and MAUREEN O'HARA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02653.x

  4. You have free access to this content
    Why Does Stock Market Volatility Change Over Time?

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1115–1153, G. WILLIAM SCHWERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02647.x

  5. Testing Rationality in the Point Spread Betting Market

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 995–1008, JOHN GANDAR, RICHARD ZUBER, THOMAS O'BRIEN and BEN RUSSO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02617.x

  6. Stock Returns and Real Activity: A Century of Evidence

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1237–1257, G. WILLIAM SCHWERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02434.x

  7. Options Arbitrage in Imperfect Markets

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1289–1311, STEPHEN FIGLEWSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02654.x

  8. An Examination of Ex-Dividend Day Stock Price Movements: The Case of Nontaxable Master Limited Partnership Distributions

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 755–771, WAYNE H. SHAW

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02685.x

  9. The Mode of Acquisition in Takeovers: Taxes and Asymmetric Information

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 653–669, DAVID T. BROWN and MICHAEL D. RYNGAERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02678.x

  10. 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

  11. The Behavior of the Common Stock of Bankrupt Firms

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 489–504, TRUMAN A. CLARK and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02257.x

  12. A Re-Examination of Shareholder Wealth Effects of Calls of Convertible Preferred Stock

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1401–1410, ERIC L. MAIS, WILLIAM T. MOORE and RONALD C. ROGERS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02661.x

  13. The Price Elasticity of Demand for Common Stock

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 621–651, CLAUDIO LODERER, JOHN W. COONEY and LEONARD D. VAN DRUNEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02677.x

  14. A Variance-Ratio Test of Random Walks in Foreign Exchange Rates

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 773–785, CHRISTINA Y. LIU and JIA HE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02686.x

  15. Stock Splits, Volatility Increases, and Implied Volatilities

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1361–1372, AAMIR M. SHEIKH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02658.x

  16. International Corporate Diversification, Market Valuation, and Size–Adjusted Evidence

    The Journal of Finance

    Volume 39, Issue 3, July 1984, Pages: 727–743, VIHANG R. ERRUNZA and LEMMA W. SENBET

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03663.x

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    Errata

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1659–1661,

    Version of Record online : 10 FEB 2016, DOI: 10.1111/j.1540-6261.1992.tb00918.x

    This article corrects:

    Publish or Perish: What the Competition is Really Doing

    Vol. 47, Issue 1, 295–329, Version of Record online: 30 APR 2012

  18. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  19. Beta Changes around Stock Splits: A Note

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 1009–1013, M. J. BRENNAN and T. E. COPELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02618.x

  20. Debt and Input Misallocation

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 795–816, MOSHE KIM and VOJISLAV MAKSIMOVIC

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05106.x