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There are 22979 results for: content related to: Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

  1. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2345–2384, JUN PAN and KENNETH J. SINGLETON

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01399.x

  2. Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2283–2331, JAIME CASASSUS and PIERRE COLLIN-DUFRESNE

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00799.x

  3. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x

  4. Costs of Equity Capital and Model Mispricing

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 67–121, Ľuboš Pástor and Robert F. Stambaugh

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00099

  5. A Mean-Variance Benchmark for Intertemporal Portfolio Theory

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 1–49, JOHN H. COCHRANE

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12099

  6. Anticompetitive Financial Contracting: The Design of Financial Claims

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2109–2141, Giacinta Cestone and Lucy White

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00599

  7. A Theory of Corporate Scope and Financial Structure

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 691–709, DAVID D. LI and SHAN LI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02699.x

  8. Dividends and Capital Asset Prices

    The Journal of Finance

    Volume 37, Issue 4, September 1982, Pages: 1071–1086, I. G. MORGAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03599.x

  9. The Dark Side of Internal Capital Markets: Divisional Rent-Seeking and Inefficient Investment

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2537–2564, David S. Scharfstein and Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00299

  10. LEVERAGE, DIVIDEND POLICY, AND THE COST OF CAPITAL

    The Journal of Finance

    Volume 23, Issue 1, March 1968, Pages: 85–103, Eugene F. Brigham and Myron J. Gordon

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb02999.x

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    The Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  12. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03699.x

  13. The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2067–2109, Francis A. Longstaff, Pedro Santa-Clara and Eduardo S. Schwartz

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00399

  14. Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 677–697, STEPHEN P. FERRIS, ROBERT A. HAUGEN and ANIL K. MAKHIJA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04599.x

  15. The Term Structure of Interest Rates in a Partially Observable Economy

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 789–812, DAVID FELDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04391.x

  16. A Theoretic Framework for the Analysis of Credit Union Decision Making

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1155–1168, DONALD J. SMITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03899.x

  17. 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

  18. MONETARY POLICY AND BANKING PROFITS

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 89–101, Stuart I. Greenbaum, M. Ali Mukhtar and Randall C. Merris

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03199.x

  19. The Investment Banking Contract For New Issues Under Asymmetric Information: Delegation And The Incentive Problem

    The Journal of Finance

    Volume 35, Issue 5, December 1980, Pages: 1115–1138, DAVID P. BARON and BENGT HOLMSTRÖM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02199.x

  20. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529