Search Results

There are 4948 results for: content related to: Measuring the Information Content of Stock Trades

  1. 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

  2. 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

  3. 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

  4. Arbitrage Asset Pricing under Exchange Risk

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 447–455, SHINSUKE IKEDA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03761.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

  6. 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

  7. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03702.x

  8. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03693.x

  9. 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

  10. Payout Policy and Tax Deferral

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 357–368, HARRY DeANGELO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03754.x

  11. After-Hours Stock Prices and Post-Crash Hangovers

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 159–178, DAVID NEUMARK, P. A. TINSLEY and SUZANNE TOSINI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03748.x

  12. 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

  13. 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

  14. Taxes and the Capital Structure of Partnerships, REIT's, and Related Entities

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 401–407, JEFFREY F. JAFFE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03757.x

  15. 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

  16. Ownership Structure, Deregulation, and Bank Risk Taking

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 643–654, ANTHONY SAUNDERS, ELIZABETH STROCK and NICKOLAOS G. TRAVLOS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03709.x

  17. 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

  18. Volatility increases Subsequent to NYSE and AMEX Stock Splits

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 421–431, DAVID A. DUBOFSKY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03759.x

  19. 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

  20. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x