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There are 16272 results for: content related to: Fundamentals and Stock Returns in Japan

  1. Corporate Governance, Product Market Competition, and Equity Prices

    The Journal of Finance

    Volume 66, Issue 2, April 2011, Pages: 563–600, XAVIER GIROUD and HOLGER M. MUELLER

    Version of Record online : 21 MAR 2011, DOI: 10.1111/j.1540-6261.2010.01642.x

  2. On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 155–173, CLIFFORD A. BALL and WALTER N. TOROUS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04942.x

  3. Initial Public Offering Underpricing: The Issuer's View—A Comment

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 1099–1103, CHRISTOPHER B. BARRY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02642.x

  4. The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1693–1715, JAYANT R. KALE, THOMAS H. NOE and GABRIEL G. RAMÌREZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04640.x

  5. Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1765–1789, YAKOV AMIHUD and HAIM MENDELSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04643.x

  6. Chaos and Nonlinear Dynamics: Application to Financial Markets

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1839–1877, DAVID A. HSIEH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04646.x

  7. 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

  8. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  9. Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1665–1698, DAVID HIRSHLEIFER, AVANIDHAR SUBRAHMANYAM and SHERIDAN TITMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04777.x

  10. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  11. On the Good News in Equity Carve-Outs

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1717–1737, VIKRAM NANDA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04641.x

  12. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  13. Path Dependent Options: The Case of Lookback Options

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1893–1907, ANTOINE CONZE and VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04648.x

  14. Strategic Trading When Agents Forecast the Forecasts of Others

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1437–1478, F. DOUGLAS FOSTER and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  15. 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

  16. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  17. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  18. 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

  19. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  20. 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