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There are 17922 results for: content related to: Liquidity, Maturity, and the Yields on U.S. Treasury Securities

  1. The Fiscal and Monetary Linkage between Stock Returns and Inflation

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 1–33, ROBERT GESKE and RICHARD ROLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03623.x

  2. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 123–152, STEPHEN G. CECCHETTI, POK-SANG LAM and NELSON C. MARK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04423.x

  3. Option Valuation with Systematic Stochastic Volatility

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 881–910, KAUSHIK I. AMIN and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04023.x

  4. Insider Trading around Dividend Announcements: Theory and Evidence

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1361–1389, KOSE JOHN and LARRY H. P. LANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04621.x

  5. Disclosure, Liquidity, and the Cost of Capital

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1325–1359, DOUGLAS W. DIAMOND and ROBERT E. VERRECCHIA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04620.x

  6. Potential Biases from Using Only Trade Prices of Related Securities on Different Exchanges: A Comment

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 1049–1055, ANAND M. VIJH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02623.x

  7. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  8. Stock Markets, Growth, and Tax Policy

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1445–1465, ROSS LEVINE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04625.x

  9. Tests of the CAPM with Time-Varying Covariances: A Multivariate GARCH Approach

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1507–1521, LILIAN NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04628.x

  10. Testing the CAPM with Time-Varying Risks and Returns

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1485–1505, JAMES N. BODURTHA JR. and NELSON C. MARK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04627.x

  11. Portfolio Choice in the Presence of Personal Illiquid Projects

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 303–328, Miquel Faig and Pauline Shum

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00423

  12. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  13. A NOTE ON INVESTMENT POLICY WITH IMPERFECT CAPITAL MARKETS

    The Journal of Finance

    Volume 27, Issue 1, March 1972, Pages: 93–95, Charles W. Haley and Lawrence D. Schall

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00623.x

  14. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  15. Covenants and Collateral as Incentives to Monitor

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1113–1146, RAGHURAM RAJAN and ANDREW WINTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04052.x

  16. Capital Structure and the Market for Corporate Control: The Defensive Role of Debt Financing

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1391–1409, RONEN ISRAEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04622.x

  17. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323

  18. The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske—Johnson Technique

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 827–840, T. S. HO, RICHARD C. STAPLETON and MARTI G. SUBRAHMANYAM

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04823.x

  19. The Impact of the GNMA Pass-through Program on FHA Mortgage Costs

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 457–469, DEBORAH G. BLACK, KENNETH D. GARBADE and WILLIAM L. SILBER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00462.x

  20. Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K.

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1427–1444, NARASIMHAN JEGADEESH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04624.x