Search Results

There are 30059 results for: content related to: Evaluating the Performance of International Mutual Funds

  1. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  2. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  3. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  4. The Market Reaction to Stock Splits

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1347–1370, CHRISTOPHER G. LAMOUREUX and PERCY POON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04370.x

  5. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  6. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  7. 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

  8. Chaos and Nonlinear Dynamics: Application to Financial Markets

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1839–1877, DAVID A. HSIEH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04646.x

  9. Cross-Asset Speculation in Stock Markets

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2385–2427, DAN BERNHARDT and BART TAUB

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01400.x

  10. Expected Returns, Time-varying Risk, and Risk Premia

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 655–679, MARTIN D. D. EVANS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05156.x

  11. Valuing Flexibility as a Complex Option

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 549–565, ALEXANDER J. TRIANTIS and JAMES E. HODDER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03702.x

  12. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  13. Capital Structure and the Informational Role of Debt

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 321–349, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03693.x

  14. Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Result from Aggregation Problems?

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 123–163, Kris Jacobs

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00100

  15. 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

  16. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  17. Debt and Input Misallocation

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 795–816, MOSHE KIM and VOJISLAV MAKSIMOVIC

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05106.x

  18. Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 397–429, WAYNE E. FERSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x

  19. Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 479–513, MERTON H. MILLER, JAYARAM MUTHUSWAMY and ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05149.x

  20. Mental Accounting, Loss Aversion, and Individual Stock Returns

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1247–1292, Nicholas Barberis and Ming Huang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00367