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There are 15104 results for: content related to: Additional Evidence on Integration in the Canadian Stock Market

  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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x

  2. Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 639–656, KENNETH D. WEST

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04596.x

  3. Call and Continuous Trading Mechanisms Under Asymmetric Information: An Experimental Investigation

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 613–636, CHARLES R. SCHNITZLEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02696.x

  4. More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 2055–2070, RAMESH CHANDRA and BALA V. BALACHANDRAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04697.x

  5. THE USELESSNESS OF TRANSACTIONS DEMAND MODELS

    The Journal of Finance

    Volume 24, Issue 5, December 1969, Pages: 835–847, Case M. Sprenkle

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1969.tb01696.x

  6. Minimal disconnected cuts in planar graphs

    Networks

    Volume 68, Issue 4, December 2016, Pages: 250–259, Marcin Kamiński, Daniël Paulusma, Anthony Stewart and Dimitrios M. Thilikos

    Version of Record online : 8 AUG 2016, DOI: 10.1002/net.21696

  7. Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 573–608, RONI MICHAELY, RICHARD H. THALER and KENT L. WOMACK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04796.x

  8. Braess's paradox for the spectral gap in random graphs and delocalization of eigenvectors

    Random Structures & Algorithms

    Ronen Eldan, Miklós Z. Rácz and Tselil Schramm

    Version of Record online : 21 NOV 2016, DOI: 10.1002/rsa.20696

  9. 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

  10. Validity of Lagrange (Bézier) and rational Bézier quads of degree 2

    International Journal for Numerical Methods in Engineering

    Volume 99, Issue 8, 24 August 2014, Pages: 611–632, P.L. George and H. Borouchaki

    Version of Record online : 27 MAY 2014, DOI: 10.1002/nme.4696

  11. Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1669–1698, BRUNO BIAIS, FLORIAN HEIDER and MARIE HOEROVA

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12396

  12. The Real Determinants of Asset Sales

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2231–2262, LIU YANG

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01396.x

  13. A Theory of Bank Capital

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2431–2465, Douglas W. Diamond and Raghuram G. Rajan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00296

  14. Stock Price Dynamics and Firm Size: An Empirical investigation

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1985–1997, YIN-WONG CHEUNG and LILIAN K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04693.x

  15. How Investors Interpret Past Fund Returns

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2033–2058, Anthony W. Lynch and David K. Musto

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00596

  16. RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS

    The Journal of Finance

    Volume 23, Issue 1, March 1968, Pages: 29–40, Eugene F. Fama

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb02996.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. CAPITAL MOVEMENTS AMONG MAJOR OECD COUNTRIES: SOME PRELIMINARY RESULTS

    The Journal of Finance

    Volume 26, Issue 2, May 1971, Pages: 269–286, William H. Branson and Raymond D. Hill Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb00896.x

  19. 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

  20. 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