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There are 23043 results for: content related to: Heteroskedasticity in Stock Returns

  1. Share Repurchases and Pay-Performance Sensitivity of Employee Compensation Contracts

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 117–150, ILONA BABENKO

    Version of Record online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01430.x

  2. A NOTE ON TAXATION AND INVESTMENT

    The Journal of Finance

    Volume 33, Issue 5, December 1978, Pages: 1439–1445, Jeffrey F. Jaffe

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03430.x

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    SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION

    The Journal of Finance

    Volume 20, Issue 4, December 1965, Pages: 587–615, John Lintner

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1965.tb02930.x

  4. Positively Weighted Portfolios on the Minimum-Variance Frontier

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1051–1068, RICHARD C. GREEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02530.x

  5. Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1891–1908, JIA HE, RAYMOND KAN, LILIAN NG and CHU ZHANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05230.x

  6. NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL

    The Journal of Finance

    Volume 33, Issue 3, June 1978, Pages: 903–917, Irwin Friend, Randolph Westerfield and Michael Granito

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02030.x

  7. Market Imperfections, Investment Flexibility, and Default Spreads

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 165–205, Sheridan Titman, Stathis Tompaidis and Sergey Tsyplakov

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00630.x

  8. Jump Diffusion Option Valuation in Discrete Time

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1833–1863, KAUSHIK I. AMIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05130.x

  9. Efficiency and the Bear: Short Sales and Markets Around the World

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1029–1079, ARTURO BRIS, WILLIAM N. GOETZMANN and NING ZHU

    Version of Record online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01230.x

  10. 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

  11. A Dynamic Theory of the Banking Firm

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 127–140, MAUREEN O'HARA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03630.x

  12. Reverse Survivorship Bias

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 789–813, JUHANI T. LINNAINMAA

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12030

  13. Stock Returns and Real Activity: A Century of Evidence

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1237–1257, G. WILLIAM SCHWERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02434.x

  14. An Empirical Analysis of the Pricing of Collateralized Debt Obligations

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 529–563, FRANCIS A. LONGSTAFF and ARVIND RAJAN

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01330.x

  15. SOME PORTFOLIO ADJUSTMENT THEOREMS FOR THE CASE OF NON-NEGATIVITY CONSTRAINTS ON SECURITY HOLDINGS

    The Journal of Finance

    Volume 26, Issue 3, June 1971, Pages: 763–775, M. W. Jones-Lee

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb01730.x

  16. Testing multiple hypotheses with skewed alternatives

    Biometrics

    Volume 72, Issue 2, June 2016, Pages: 494–502, Naveen K. Bansal, Gholamhossein G. Hamedani and Mehdi Maadooliat

    Version of Record online : 4 NOV 2015, DOI: 10.1111/biom.12430

  17. On the Distributional Conditions for a Consumption-oriented Three Moment CAPM

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1381–1391, ALAN KRAUS and ROBERT LITZENBERGER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03830.x

  18. 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

  19. Capital Gains, Dividend Yields, and Expected Inflation

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 447–466, Eugene A. Pilotte

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00530

  20. Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 203–240, DION BONGAERTS, FRANK DE JONG and JOOST DRIESSEN

    Version of Record online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01630.x