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There are 11770 results for: content related to: Financial Investment Opportunities and the Macroeconomy

  1. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  2. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  3. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  4. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  5. Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 575–603, John T. Scruggs

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.235793

  6. Efficient Signalling with Dividends and Investments

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 321–343, RAMASASTRY AMBARISH, KOSE JOHN and JOSEPH WILLIAMS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02570.x

  7. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  8. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  9. Investing for the Long Run when Returns Are Predictable

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 225–264, Nicholas Barberis

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00205

  10. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 975–1005, TORBEN G. ANDERSEN and TIM BOLLERSLEV

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02722.x

  11. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  12. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02458.x

  13. Measuring Fund Strategy and Performance in Changing Economic Conditions

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 425–461, WAYNE E. FERSON and RUDI W. SCHADT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02690.x

  14. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  15. Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 987–1019, HAYNE E. LELAND and KLAUS BJERRE TOFT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02714.x

  16. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02410.x

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    Empirical Performance of Alternative Option Pricing Models

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2003–2049, Gurdip Bakshi, Charles Cao and Zhiwu Chen

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02749.x

  18. Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2073–2090, ALBERT S. KYLE and F. ALBERT WANG

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02751.x

  19. International Asset Pricing and Portfolio Diversification with Time-Varying Risk

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1881–1912, GIORGIO DE SANTIS and BRUNO GERARD

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02745.x

  20. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 951–986, G. ANDREW KAROLYI and RENÉ M. STULZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02713.x