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There are 124575 results for: content related to: The Reversal of Large Stock-Price Decreases

  1. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  2. Reputation and Performance Among Security Analysts

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1811–1836, SCOTT E. STICKEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04684.x

  3. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  4. 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

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  5. Risk Premia and Variance Bounds

    The Journal of Finance

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

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  6. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  7. The Effect of Options on Stock Prices: 1973 to 1995

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 487–514, Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00214

  8. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02714.x

  9. 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

  10. 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

  11. A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2143–2184, Harrison Hong and Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00184

  12. Investment Policy, Optimality, and the Mean-Variance Model

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 207–232, DAVID P. BARON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02081.x

  13. On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt?

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 549–573, Eric Ghysels

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.224803

  14. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.235793

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    News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  16. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02570.x

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    Stock Market Volatility and Learning

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 33–82, KLAUS ADAM, ALBERT MARCET and JUAN PABLO NICOLINI

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12364

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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

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02749.x

  19. The Interrelation of Stock and Options Market Trading-Volume Data

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 949–964, JOSEPH H. ANTHONY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02614.x

  20. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228