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There are 25584 results for: content related to: Stock Returns, Expected Returns, and Real Activity

  1. PERCEIVED RISK AND CAPITAL ASSET PRICING

    The Journal of Finance

    Volume 33, Issue 5, December 1978, Pages: 1401–1424, Arthur E. Gooding

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03428.x

  2. The Cadbury Committee, Corporate Performance, and Top Management Turnover

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 461–483, Jay Dahya, John J. McConnell and Nickolaos G. Travlos

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00428

  3. THE COST OF CAPITAL AND VALUATION OF A TWO-COUNTRY FIRM

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 119–132, Michael Adler

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb00028.x

  4. Temporal Aggregation and the Continuous-Time Capital Asset Pricing Model

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 871–887, FRANCIS A. LONGSTAFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02628.x

  5. Limit Order Trading

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1835–1861, PUNEET HANDA and ROBERT A. SCHWARTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05228.x

  6. Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 179–230, ANTONIOS SANGVINATSOS and JESSICA A. WACHTER

    Version of Record online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00728.x

  7. Option Prices, Implied Price Processes, and Stochastic Volatility

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 839–866, Mark Britten-Jones and Anthony Neuberger

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00228

  8. THE REFUNDING DECISION IN NEAR PERFECT MARKETS

    The Journal of Finance

    Volume 29, Issue 5, December 1974, Pages: 1467–1477, Richard Kolodny

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03128.x

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    On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1779–1801, LAWRENCE R. GLOSTEN, RAVI JAGANNATHAN and DAVID E. RUNKLE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05128.x

  10. Term Structure Movements and Pricing Interest Rate Contingent Claims

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1011–1029, THOMAS S. Y. HO and SANG-BIN LEE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02528.x

  11. The Quality Delivery Option in Treasury Bond Futures Contracts

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1565–1586, MICHAEL L. HEMLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03728.x

  12. Options on Leveraged Equity: Theory and Empirical Tests

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 1151–1180, KLAUS BJERRE TOFT and BRIAN PRUCYK

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02728.x

  13. A Test of the OPEC Cartel Hypothesis: 1974–1983

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 991–1006, CLAUDIO LODERER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb05028.x

  14. THE SUPPLY OF MONEY, INNOVATIONS, AND THE BUSINESS CYCLE IN JAPAN

    The Journal of Finance

    Volume 23, Issue 5, December 1968, Pages: 875–886, Takashi Negishi

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb00328.x

  15. Inflation, Uncertainty, and Investment

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 657–668, CARLISS Y. BALDWIN and RICHARD S. RUBACK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04528.x

  16. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  17. Tests of the CAPM with Time-Varying Covariances: A Multivariate GARCH Approach

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1507–1521, LILIAN NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04628.x

  18. The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 717–732, Raman Kumar, Atulya Sarin and Kuldeep Shastri

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.285595

  19. RESERVE MEASURES AS OPERATING VARIABLES OF MONETARY POLICY: AN EMPIRICAL ANALYSIS

    The Journal of Finance

    Volume 31, Issue 3, June 1976, Pages: 853–864, Daniel E. Laufenberg

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01928.x

  20. 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