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There are 9454 results for: content related to: Using Generalized Method of Moments to Test Mean-Variance Efficiency

  1. TEST OF A STOCK VALUATION MODEL

    The Journal of Finance

    Volume 25, Issue 2, May 1970, Pages: 483–492, Dorothy H. Bower and Richard S. Bower

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00672.x

  2. Information, Asset Prices, and the Volume of Trade

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1575–1590, GREGORY W. HUFFMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04672.x

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    Information and the Cost of Capital

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1553–1583, David Easley and Maureen O'hara

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00672.x

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    Investor Psychology and Security Market Under- and Overreactions

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1839–1885, Kent Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00077

  5. Why Are CEOs Rarely Fired? Evidence from Structural Estimation

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2051–2087, LUCIAN A. TAYLOR

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01610.x

  6. Participation Costs and the Sensitivity of Fund Flows to Past Performance

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1273–1311, JENNIFER HUANG, KELSEY D. WEI and HONG YAN

    Version of Record online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01236.x

  7. The Dog That Did Not Bark: Insider Trading and Crashes

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2429–2476, JOSE M. MARIN and JACQUES P. OLIVIER

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01401.x

  8. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2345–2384, JUN PAN and KENNETH J. SINGLETON

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01399.x

  9. A Rational Expectations Equilibrium with Informative Trading Volume

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2783–2805, JAN SCHNEIDER

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01517.x

  10. SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION

    The Journal of Finance

    Volume 31, Issue 5, December 1976, Pages: 1341–1357, Edwin J. Elton, Martin J. Gruber and Manfred W. Padberg

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03217.x

  11. Fixed Versus Variable Rate Loans

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1363–1380, ANTHONY M. SANTOMERO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03829.x

  12. Reformulation and decomposition approaches for traffic routing in optical networks

    Networks

    Volume 67, Issue 4, July 2016, Pages: 277–298, Benoit Vignac, François Vanderbeck and Brigitte Jaumard

    Version of Record online : 4 APR 2016, DOI: 10.1002/net.21672

  13. Valuation and Control in Venture Finance

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 565–587, Andrei A. Kirilenko

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00337

  14. Using a birth-and-death process to estimate the steady-state distribution of a periodic queue

    Naval Research Logistics (NRL)

    Volume 62, Issue 8, December 2015, Pages: 664–685, James Dong and Ward Whitt

    Version of Record online : 30 DEC 2015, DOI: 10.1002/nav.21672

  15. Imperfect Information and Cross-Autocorrelation among Stock Prices

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1211–1230, KALOK CHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04752.x

  16. Uniform multicommodity flows in the hypercube with random edge-capacities

    Random Structures & Algorithms

    Volume 50, Issue 3, May 2017, Pages: 437–463, Colin McDiarmid, Alex Scott and Paul Withers

    Version of Record online : 7 NOV 2016, DOI: 10.1002/rsa.20672

  17. An Approach to the Option Market Model Based on End-User Net Demand

    Journal of Futures Markets

    Volume 35, Issue 5, May 2015, Pages: 476–503, Hiroshi Sasaki

    Version of Record online : 24 MAR 2014, DOI: 10.1002/fut.21672

  18. Short Selling and Efficient Sets

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1497–1506, GORDON J. ALEXANDER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04764.x

  19. SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION: TRACING OUT THE EFFICIENT FRONTIER

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 296–302, Edwin J. Elton, Martin J. Gruber and Manfred W. Padberg

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03407.x

  20. International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 2001–2027, Ian Domowitz, Jack Glen and Ananth Madhavan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00081