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There are 1895 results for: content related to: Corporate Dividends and Seasoned Equity Issues: An Empirical Investigation

  1. 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

  2. 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

  3. 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

  4. Publish or Perish: What the Competition is Really Doing

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 295–329, TERRY L. ZIVNEY and WILLIAM J. BERTIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03987.x

  5. 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

  6. Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 23–45, THOMAS S. Y. HO and RICHARD G. MACRIS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03858.x

  7. The Success of Acquisitions: Evidence from Divestitures

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 107–138, STEVEN N. KAPLAN and MICHAEL S. WEISBACH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03980.x

  8. Empirical Estimates of Beta When Investors Face Estimation Risk

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 431–453, PETER M. CLARKSON and REX THOMPSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03697.x

  9. Corporate Takeover Bids, Methods of Payment, and Bidding Firms' Stock Returns

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 943–963, NICKOLAOS G. TRAVLOS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03921.x

  10. Explaining the Rate Spread on Corporate Bonds

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 247–277, Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00324

  11. Mental Accounting, Loss Aversion, and Individual Stock Returns

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1247–1292, Nicholas Barberis and Ming Huang

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00367

  12. The High-Volume Return Premium

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 877–919, Simon Gervais, Ron Kaniel and Dan H. Mingelgrin

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00349

  13. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 1–43, John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00318

  14. The Ex-Dividend Day Behavior of Stock Returns: Further Evidence on Tax Effects

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 445–456, PATRICK J. HESS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03566.x

  15. Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1445–1485, Kumar Venkataraman

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00375

  16. Optimal Hedging in Futures Markets with Multiple Delivery Specifications

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 1007–1021, AVRAHAM KAMARA and ANDREW F. SIEGEL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03924.x

  17. The Structure of Spot Rates and Immunization

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 629–642, EDWIN J. ELTON, MARTIN J. GRUBER and RONI MICHAELY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03708.x

  18. Relative Price Variability, Real Shocks, and the Stock Market

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 479–496, GAUTAM KAUL and H. NEJAT SEYHUN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03699.x

  19. Mean-Variance Versus Direct Utility Maximization

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 47–61, YORAM KROLL, HAIM LEVY and HARRY M. MARKOWITZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03859.x

  20. International Corporate Diversification, Market Valuation, and Size–Adjusted Evidence

    The Journal of Finance

    Volume 39, Issue 3, July 1984, Pages: 727–743, VIHANG R. ERRUNZA and LEMMA W. SENBET

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03663.x