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There are 5963 results for: content related to: Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes

  1. International Interest Rates, Exchange Rates, and the Stochastic Structure of Supply

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 655–671, GLENN W. BOYLE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03710.x

  2. Expectations Hypotheses Tests

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1357–1394, Geert Bekaert and Robert J. Hodrick

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00371

  3. On Viable Diffusion Price Processes of the Market Portfolio

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 673–689, AVI BICK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03711.x

  4. Are Stock Returns Predictable? A Test Using Markov Chains

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 239–263, GRANT MCQUEEN and STEVEN THORLEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03751.x

  5. Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 209–237, JOHN H. COCHRANE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03750.x

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    The Theory of Capital Structure

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 297–355, MILTON HARRIS and ARTUR RAVIV

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03753.x

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    Erratum: Errata

    Vol. 47, Issue 4, 1659, Article first published online: 30 APR 2012

  7. The Crash of ʼ87: Was It Expected? The Evidence from Options Markets

    The Journal of Finance

    Volume 46, Issue 3, July 1991, Pages: 1009–1044, DAVID S. BATES

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03775.x

  8. The World Price of Covariance Risk

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 111–157, CAMPBELL R. HARVEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03747.x

  9. Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1445–1485, Kumar Venkataraman

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00375

  10. Partial Revelation of Information in Experimental Asset Markets

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 265–295, THOMAS E. COPELAND and DANIEL FRIEDMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03752.x

  11. Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1541–1564, RAVI SHUKLA and CHARLES TRZCINKA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03727.x

  12. Corporate Risk Management and the Incentive Effects of Debt

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1673–1686, TIM S. CAMPBELL and WILLIAM A. KRACAW

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03736.x

  13. International Investment Restrictions and Closed-End Country Fund Prices

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 523–547, CATHERINE BONSER-NEAL, GREGGORY BRAUER, ROBERT NEAL and SIMON WHEATLEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03701.x

  14. Measuring the Information Content of Stock Trades

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 179–207, JOEL HASBROUCK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03749.x

  15. Diagnosing Asset Pricing Models Using the Distribution of Asset Returns

    The Journal of Finance

    Volume 46, Issue 3, July 1991, Pages: 955–983, KARL N. SNOW

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03773.x

  16. Evaluating the Performance of International Mutual Funds

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 497–521, ROBERT E. CUMBY and JACK D. GLEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03700.x

  17. Option Prices and the Underlying Asset's Return Distribution

    The Journal of Finance

    Volume 46, Issue 3, July 1991, Pages: 1045–1069, BRUCE D. GRUNDY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03776.x

  18. Contagion as a Wealth Effect

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1401–1440, Albert S. Kyle and Wei Xiong

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00373

  19. The Bright Side of Internal Capital Markets

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1489–1528, Naveen Khanna and Sheri Tice

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00377

  20. High Stock Returns before Holidays: Existence and Evidence on Possible Causes

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1611–1626, ROBERT A. ARIEL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03731.x