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There are 21061 results for: content related to: Equity Issues and Stock Price Dynamics

  1. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 369–403, Robert F. Dittmar

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00425

  2. TEMPORARY TRADING SUSPENSIONS IN INDIVIDUAL NYSE SECURITIES

    The Journal of Finance

    Volume 33, Issue 5, December 1978, Pages: 1355–1373, Michael H. Hopewell and Arthur L. Schwartz Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03425.x

  3. On the Costs of a Bank-Centered Financial System: Evidence from the Changing Main Bank Relations in Japan

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 635–672, David E. Weinstein and Yishay Yafeh

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.254893

  4. 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

  5. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  6. LDC Debt: Forgiveness, Indexation, and Investment Incentives

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1335–1350, KENNETH A. FROOT, DAVID S. SCHARFSTEIN and JEREMY C. STEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02656.x

  7. Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 745–772, Ronald Balvers, Yangru Wu and Erik Gilliland

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00225

  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. Predicting Stock Returns in an Efficient Market

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1109–1128, RONALD J. BALVERS, THOMAS F. COSIMANO and BILL MCDONALD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02429.x

  10. 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

  11. Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1571–1595, EARL L. GRINOLS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04925.x

  12. Stock Returns, Expected Returns, and Real Activity

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1089–1108, EUGENE F. FAMA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02428.x

  13. 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

  14. Signaling and Takeover Deterrence with Stock Repurchases: Dutch Auctions versus Fixed Price Tender Offers

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1373–1402, JOHN C. PERSONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02458.x

  15. Shareholder Preferences and Dividend Policy

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 993–1018, MICHAEL J. BRENNAN and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02424.x

  16. Uncertainty about Government Policy and Stock Prices

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1219–1264, L̆UBOS̆ PÁSTOR and PIETRO VERONESI

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01746.x

  17. The Behavior of Eurocurrency Returns Across Different Holding Periods and Monetary Regimes

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1211–1236, KAREN K. LEWIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02433.x

  18. Market Segmentation and Stock Prices: Evidence from an Emerging Market

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 1059–1085, IAN DOMOWITZ, JACK GLEN and ANANTH MADHAVAN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02725.x

  19. Affine Term Structure Models and the Forward Premium Anomaly

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 279–304, David K. Backus, Silverio Foresi and Chris I. Telmer

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00325

  20. Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1069–1087, STEVEN A. SHARPE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02427.x