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There are 6817 results for: content related to: Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974–1988

  1. Chaos and Nonlinear Dynamics: Application to Financial Markets

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1839–1877, DAVID A. HSIEH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04646.x

  2. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 43–61, N. BULENT GULTEKIN and RICHARD J. ROGALSKI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04936.x

  3. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  4. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  5. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  6. The Market Reaction to Stock Splits

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1347–1370, CHRISTOPHER G. LAMOUREUX and PERCY POON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04370.x

  7. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  8. On the Feasibility of Automated Market Making by a Programmed Specialist

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 1–20, NILS H. HAKANSSON, AVRAHAM BEJA and JIVENDRA KALE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04934.x

  9. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  10. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  11. The Quality of ECN and Nasdaq Market Maker Quotes

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1285–1319, Roger D. Huang

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00461

  12. Dynamic Stock Markets with Multiple Assets: An Experimental Analysis

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1811–1838, JOHN O'BRIEN and SANJAY SRIVASTAVA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04645.x

  13. The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1693–1715, JAYANT R. KALE, THOMAS H. NOE and GABRIEL G. RAMÌREZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04640.x

  14. Empirical Testing of Real Option-Pricing Models

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 621–640, LAURA QUIGG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04730.x

  15. An Analysis of the Determinants and Shareholder Wealth Effects of Mutual Fund Mergers

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1521–1551, Narayanan Jayaraman, Ajay Khorana and Edward Nelling

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00468

  16. Takeover Defenses of IPO Firms

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1857–1889, Laura Casares Field and Jonathan M. Karpoff

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00482

  17. The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 553–575, RAVINDER K. BHARDWAJ and LEROY D. BROOKS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04401.x

  18. An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 753–764, THOMAS H. MCINISH and ROBERT A. WOOD

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04408.x

  19. Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 467–509, GEERT BEKAERT and ROBERT J. HODRICK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04399.x

  20. Rational Expectations Model of Term Premia with Some Implications for Empirical Asset Demand Equations

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 63–83, CARL E. WALSH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04937.x