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There are 7740 results for: content related to: Predicting Stock Returns in an Efficient Market

  1. 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

  2. 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

  3. 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

  4. Tax-Induced Intertemporal Restrictions on Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1347–1371, PETER BOSSAERTS and ROBERT M. DAMMON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02457.x

  5. 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

  6. Interactions of Corporate Financing and Investment Decisions: A Dynamic Framework

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1253–1277, DAVID C. MAUER and ALEXANDER J. TRIANTIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02453.x

  7. Common Stochastic Trends in a System of Exchange Rates

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 167–181, RICHARD T. BAILLIE and TIM BOLLERSLEV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02410.x

  8. 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

  9. Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 115–134, HANS R. STOLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02407.x

  10. Volume and Autocovariances in Short-Horizon Individual Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1305–1329, JENNIFER S. CONRAD, ALLAUDEEN HAMEED and CATHY NIDEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02455.x

  11. Preemptive Bidding and the Role of the Medium of Exchange in Acquisitions

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 41–57, MICHAEL J. FISHMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02403.x

  12. 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

  13. Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1279–1304, NEIL D. PEARSON and TONG-SHENG SUN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02454.x

  14. Dynamic Capital Structure Choice: Theory and Tests

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 19–40, EDWIN O. FISCHER, ROBERT HEINKEL and JOSEF ZECHNER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02402.x

  15. Liquidity of the CBOE Equity Options

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1157–1179, ANAND M. VIJH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02431.x

  16. Equity Issues and Stock Price Dynamics

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1019–1043, DEBORAH J. LUCAS and ROBERT L. McDONALD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02425.x

  17. 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

  18. The Quality Option and Timing Option in Futures Contracts

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 101–113, PHELIM P. BOYLE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02406.x

  19. Trading Volume and Transaction Costs in Specialist Markets

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1489–1505, THOMAS J. GEORGE, GAUTAM KAUL and M. NIMALENDRAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02463.x

  20. Is the Electronic Open Limit Order Book Inevitable?

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1127–1161, LAWRENCE R. GLOSTEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02450.x