Search Results

There are 16283 results for: content related to: Short Selling and Efficient Sets

  1. Crowding Out and the Informativeness of Security Prices

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1475–1496, JONATHAN M. PAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04763.x

  2. 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

  3. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  4. An Incentive Approach to Banking Regulation

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1523–1542, RONALD M. GIAMMARINO, TRACY R. LEWIS and DAVID E. M. SAPPINGTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04766.x

  5. Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1571–1595, EARL L. GRINOLS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04925.x

  6. Imperfect Information and Cross-Autocorrelation among Stock Prices

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1211–1230, KALOK CHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04752.x

  7. Brokerage Commission Schedules

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1379–1402, MICHAEL J. BRENNAN and TARUN CHORDIA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04758.x

  8. Security Design

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1349–1378, ARNOUD W. A. BOOT and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04757.x

  9. Conditions for Myopic Valuation and Serial Independence of the Market Excess Return in Discrete Time Models

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 425–442, GUNTER FRANKE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02318.x

  10. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  11. The Term Structure of Real Rates and Expected Inflation

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 797–849, ANDREW ANG, GEERT BEKAERT and MIN WEI

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01332.x

  12. THE COST OF CAPITAL AND OPTIMAL FINANCING OF CORPORATE GROWTH

    The Journal of Finance

    Volume 18, Issue 2, May 1963, Pages: 292–310, John Lintner

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1963.tb00725.x

  13. 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

  14. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  15. PREDICTING VELOCITY: IMPLICATIONS FOR THEORY AND POLICY

    The Journal of Finance

    Volume 18, Issue 2, May 1963, Pages: 319–354, Karl Brunner and Allan H. Meltzer

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1963.tb00727.x

  16. Initial Shareholdings and Overbidding in Takeover Contests

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1491–1515, MIKE BURKART

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05186.x

  17. An Empirical Investigation of the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 35, Issue 5, December 1980, Pages: 1073–1103, RICHARD ROLL and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02197.x

  18. The Effect of Money Shocks on Interest Rates in the Presence of Conditional Heteroskedasticity

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1445–1455, KEVIN B. GRIER and MARK J. PERRY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04761.x

  19. Trading Patterns and Prices in the Interbank Foreign Exchange Market

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1421–1443, TIM BOLLERSLEV and IAN DOMOWITZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04760.x

  20. MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY

    The Journal of Finance

    Volume 30, Issue 5, December 1975, Pages: 1213–1227, Alan Kraus and Robert H. Litzenberger

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01050.x