Search Results

There are 20527 results for: content related to: The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets

  1. Path Dependent Options: “Buy at the Low, Sell at the High”

    The Journal of Finance

    Volume 34, Issue 5, December 1979, Pages: 1111–1127, M. BARRY GOLDMAN, HOWARD B. SOSIN and MARY ANN GATTO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb00059.x

  2. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  3. AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES

    The Journal of Finance

    Volume 31, Issue 4, September 1976, Pages: 1035–1065, Steven W. Dobson, Richard C. Sutch and David E. Vanderford

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01959.x

  4. New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 283–305, KENNETH A. FROOT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05058.x

  5. You have free access to this content
    Forward Markets, Stock Markets, and the Theory of the Firm

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1167–1185, RICHARD D. MacMINN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04359.x

  6. The Effect of Bankruptcy Protection on Investment: Chapter 11 as a Screening Device

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1403–1430, ROBERT M. MOORADIAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02459.x

  7. Empirical Tests of the Consumption-Oriented CAPM

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 231–262, DOUGLAS T. BREEDEN, MICHAEL R. GIBBONS and ROBERT H. LITZENBERGER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05056.x

  8. FX Trading and Exchange Rate Dynamics

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2405–2447, Martin D. D. Evans

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00501

  9. Optimal CEO Compensation with Search: Theory and Empirical Evidence

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2001–2058, MELANIE CAO and RONG WANG

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12069

  10. Reference Variables, Factor Structure, and the Approximate Multibeta Representation

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1303–1314, HAIM REISMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04659.x

  11. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  12. Benchmark Portfolio Inefficiency and Deviations from the Security Market Line

    The Journal of Finance

    Volume 41, Issue 2, June 1986, Pages: 295–312, RICHARD C. GREEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb05037.x

  13. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  14. The Purchasing Power of Money and Nominal Interest Rates: A Re-Examination

    The Journal of Finance

    Volume 43, Issue 5, December 1988, Pages: 1113–1125, DILIP K. SHOME, STEPHEN D. SMITH and JOHN M. PINKERTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03959.x

  15. The Arbitrage Pricing Theory and Supershares

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 263–282, MARK LATHAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05057.x

  16. Aspects of Monetary and Banking Theory and Moral Hazard

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 371–384, SUDIPTO BHATTACHARYA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03559.x

  17. Margin Regulation and Stock Market Volatility

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 3–29, DAVID A. HSIEH and MERTON H. MILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05078.x

  18. Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2337–2367, Ravi Jagannathan and Zhenyu Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00498

  19. Insider Trading, Investment, and Liquidity: A Welfare Analysis

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 1141–1156, Sudipto Bhattacharya and Giovanna Nicodano

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00359

  20. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x