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There are 7881720 results for: content related to: Forward and Futures Prices: Evidence from the Foreign Exchange Markets

  1. 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

  2. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  3. Taxes and the Pricing of Stock Index Futures

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 675–694, BRADFORD CORNELL and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02496.x

  4. 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

  5. The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 923–973, EDUARDO S. SCHWARTZ

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02721.x

  6. The October 1987 S&P 500 Stock-Futures Basis

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 77–99, LAWRENCE HARRIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02405.x

  7. Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 361–375, HENDRIK BESSEMBINDER, JAY F. COUGHENOUR, PAUL J. SEGUIN and MARGARET MONROE SMOLLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05178.x

  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. 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

  10. Forward and Futures Prices: Evidence from the Foreign Exchange Markets

    The Journal of Finance

    Volume 36, Issue 5, December 1981, Pages: 1035–1045, BRADFORD CORNELL and MARC R. REINGANUM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb01074.x

  11. 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

  12. Optimal Hedging under Intertemporally Dependent Preferences

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1315–1324, ERIC BRIYS, MICHEL CROUHY and HARRIS SCHLESINGER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02440.x

  13. 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

  14. 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

  15. 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

  16. A Test of the Relative Pricing Effects of Dividends and Earnings: Evidence from Simultaneous Announcements in Japan

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1199–1227, Robert M. Conroy, Kenneth M. Eades and Robert S. Harris

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00245

  17. 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

  18. 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

  19. The Hedging Performance of the New Futures Markets

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 157–170, LOUIS H. EDERINGTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02077.x

  20. 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