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There are 14899 results for: content related to: Stock Returns, Real Activity, and the Trust Question

  1. Free Cash Flow, Issuance Costs, and Stock Prices

    The Journal of Finance

    Volume 66, Issue 5, October 2011, Pages: 1501–1544, JEAN-PAUL DÉCAMPS, THOMAS MARIOTTI, JEAN-CHARLES ROCHET and STÉPHANE VILLENEUVE

    Version of Record online : 21 SEP 2011, DOI: 10.1111/j.1540-6261.2011.01680.x

  2. Insider Trading in Financial Signaling Models

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1905–1934, MARK BAGNOLI and NAVEEN KHANNA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04688.x

  3. Reputation and Performance Among Security Analysts

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1811–1836, SCOTT E. STICKEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04684.x

  4. When Will Mean-Variance Efficient Portfolios Be Well Diversified?

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1785–1809, RICHARD C. GREEN and BURTON HOLLIFIELD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04683.x

  5. On the Existence of an Optimal Capital Structure: Theory and Evidence

    The Journal of Finance

    Volume 39, Issue 3, July 1984, Pages: 857–878, MICHAEL BRADLEY, GREGG A. JARRELL and E. HAN KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03680.x

  6. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1731–1764, WILLIAM BROCK, JOSEF LAKONISHOK and BLAKE LeBARON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04681.x

  7. Measuring the Agency Cost of Debt

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1887–1904, ANTONIO S. MELLO and JOHN E. PARSONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04687.x

  8. Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1765–1784, MASON S. GERETY and J. HAROLD MULHERIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04682.x

  9. Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 2013–2059, ARNOUD W. A. BOOT, RADHAKRISHNAN GOPALAN and ANJAN V. THAKOR

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01380.x

  10. 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

  11. Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 591–610, ROBERT R. BLISS JR. and EHUD I. RONN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04380.x

  12. 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

  13. Arbitrage Chains

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 819–849, JAMES DOW and GARY GORTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00080.x

  14. 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

  15. 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

  16. Relationship-Specific Assets and the Pricing of Underwriter Services

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1865–1885, CHRISTOPHER JAMES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04686.x

  17. 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

  18. 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

  19. 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

  20. 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