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There are 18703 results for: content related to: Positive Prices in CAPM

  1. An Analysis of Intertemporal Pricing for Forward Foreign Exchange Contracts

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 183–194, ROGER D. HUANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02411.x

  2. THE COST OF CAPITAL AND THE STRUCTURE OF THE FIRM

    The Journal of Finance

    Volume 25, Issue 1, March 1970, Pages: 35–46, Douglas Vickers

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00411.x

  3. The Stock Market Valuation of Research and Development Expenditures

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2431–2456, Louis K. C. Chan, Josef Lakonishok and Theodore Sougiannis

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00411

  4. THE EURO-DOLLAR MULTIPLIER

    The Journal of Finance

    Volume 28, Issue 4, September 1973, Pages: 867–874, Boyden E. Lee

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01411.x

  5. The Use of Volatility Measures in Assessing Market Efficiency

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 291–304, ROBERT J. SHILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00441.x

  6. On Viable Diffusion Price Processes of the Market Portfolio

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 673–689, AVI BICK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03711.x

  7. Term Structure Multiplicity and Clientele in Markets with Transactions Costs and Taxes

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 893–911, JAIME CUEVAS DERMODY and ELIEZER ZEEV PRISMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02611.x

  8. “A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS” AND THE ROLE OF SUBORDINATION: A COMMENT

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 325–335, Robert A. Eisenbeis

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03411.x

  9. An Econometric Model of the Term Structure of Interest-Rate Swap Yields

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1287–1321, DARRELL DUFFIE and KENNETH J. SINGLETON

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01111.x

  10. The Cost of Debt

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2089–2136, JULES H. Van BINSBERGEN, JOHN R. GRAHAM and JIE YANG

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01611.x

  11. Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1345–1357, FREDERIC S. MISHKIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04911.x

  12. A Rational Expectations Model of Financial Contagion

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 769–799, Laura E. Kodres and Matthew Pritsker

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00441

  13. Difference Systems in Financial Futures Markets

    The Journal of Finance

    Volume 37, Issue 5, December 1982, Pages: 1183–1197, THOMAS ERIC KILCOLLIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03611.x

  14. Volatility in Wheat Spot and Futures Markets, 1950–1993: Government Farm Programs, Seasonality, and Causality

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 325–343, SUSAN J. CRAIN and JAE HA LEE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05211.x

  15. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  16. Optimal Investment, Growth Options, and Security Returns

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1553–1607, Jonathan B. Berk, Richard C. Green and Vasant Naik

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00161

  17. 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

  18. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  19. Financially Constrained Stock Returns

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1827–1862, DMITRY LIVDAN, HORACIO SAPRIZA and LU ZHANG

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01481.x

  20. International Portfolio Choice and Corporation Finance: A Synthesis

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 925–984, MICHAEL ADLER and BERNARD DUMAS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02511.x