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There are 19525 results for: content related to: Testing the CAPM with Time-Varying Risks and Returns

  1. Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 65–105, Art Durnev, Randall Morck and Bernard Yeung

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00627.x

  2. Leverage, Moral Hazard, and Liquidity

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 99–138, VIRAL V. ACHARYA and S. VISWANATHAN

    Version of Record online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01627.x

  3. Economic Evaluation of Voting Power of Common Stock

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 79–93, HAIM LEVY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03627.x

  4. 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

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    Measuring and Testing the Impact of News on Volatility

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1749–1778, ROBERT F. ENGLE and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05127.x

  6. Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 849–869, MUSTAFA N. GULTEKIN, N. BULENT GULTEKIN and ALESSANDRO PENATI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02627.x

  7. PREDICTING VELOCITY: IMPLICATIONS FOR THEORY AND POLICY

    The Journal of Finance

    Volume 18, Issue 2, May 1963, Pages: 319–354, Karl Brunner and Allan H. Meltzer

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1963.tb00727.x

  8. High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 1–36, STAVROS PANAGEAS and MARK M. WESTERFIELD

    Version of Record online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01427.x

  9. 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

  10. How Does Information Quality Affect Stock Returns?

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 807–837, Pietro Veronesi

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00227

  11. Circuit Breakers and Market Volatility: A Theoretical Perspective

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 237–254, AVANIDHAR SUBRAHMANYAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04427.x

  12. 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

  13. Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1541–1564, RAVI SHUKLA and CHARLES TRZCINKA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03727.x

  14. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  15. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  16. A Model of Intertemporal Discount Rates in the Presence of Real and Inflationary Autocorrelations

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 1049–1070, DONALD I. BOSSHARDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03927.x

  17. Sentiment during Recessions

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1267–1300, DIEGO GARCÍA

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12027

  18. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  19. Price Limit Performance: Evidence from the Tokyo Stock Exchange

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 885–901, KENNETH A. KIM and S. GHON RHEE

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04827.x

  20. A General Diversification Theorem: A Note

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 541–550, RICHARD D. MacMINN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02327.x