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There are 9823 results for: content related to: Comovements in Stock Prices and Comovements in Dividends

  1. Term Structure of Interest Rates with Regime Shifts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1997–2043, Ravi Bansal and Hao Zhou

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00487

  2. Does the Bond Market Predict Bankruptcy Settlements?

    The Journal of Finance

    Volume 47, Issue 3, July 1992, Pages: 943–980, ALLAN C. EBERHART and RICHARD J. SWEENEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04001.x

  3. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  4. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 43–61, N. BULENT GULTEKIN and RICHARD J. ROGALSKI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04936.x

  5. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  6. Stock Price Dynamics and Firm Size: An Empirical investigation

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1985–1997, YIN-WONG CHEUNG and LILIAN K. NG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04693.x

  7. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  8. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  9. Covenants and Collateral as Incentives to Monitor

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1113–1146, RAGHURAM RAJAN and ANDREW WINTON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04052.x

  10. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  11. Debt Financing under Asymmetric Information

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 633–659, GAUTAM GOSWAMI, THOMAS NOE and MICHAEL REBELLO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04798.x

  12. Value of Latent Information: Alternative Event Study Methods

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 363–385, SANKARSHAN ACHARYA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04715.x

  13. Chaos and Nonlinear Dynamics: Application to Financial Markets

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1839–1877, DAVID A. HSIEH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04646.x

  14. Equilibrium Analysis of Portfolio Insurance

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1379–1403, SANFORD J. GROSSMAN and ZHONGQUAN ZHOU

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04073.x

  15. Measuring the Agency Cost of Debt

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1887–1904, ANTONIO S. MELLO and JOHN E. PARSONS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04687.x

  16. Testing the CAPM with Time-Varying Risks and Returns

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1485–1505, JAMES N. BODURTHA JR. and NELSON C. MARK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04627.x

  17. Learning, Asset-Pricing Tests, and Market Efficiency

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1113–1145, Jonathan Lewellen and Jay Shanken

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00456

  18. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.x

  19. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00449

  20. Capital Requirements for Securities Firms

    The Journal of Finance

    Volume 50, Issue 3, July 1995, Pages: 821–851, ELROY DIMSON and PAUL MARSH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04038.x