Search Results

There are 17882 results for: content related to: On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

  1. Stock Returns, Expected Returns, and Real Activity

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1089–1108, EUGENE F. FAMA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02428.x

  2. The Quality Delivery Option in Treasury Bond Futures Contracts

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1565–1586, MICHAEL L. HEMLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03728.x

  3. THE COST OF CAPITAL AND VALUATION OF A TWO-COUNTRY FIRM

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 119–132, Michael Adler

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb00028.x

  4. Limit Order Trading

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1835–1861, PUNEET HANDA and ROBERT A. SCHWARTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05228.x

  5. You have free access to this content
    Measuring and Testing the Impact of News on Volatility

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1749–1778, ROBERT F. ENGLE and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05127.x

  6. Temporal Aggregation and the Continuous-Time Capital Asset Pricing Model

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 871–887, FRANCIS A. LONGSTAFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02628.x

  7. Option Prices, Implied Price Processes, and Stochastic Volatility

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 839–866, Mark Britten-Jones and Anthony Neuberger

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00228

  8. THE REFUNDING DECISION IN NEAR PERFECT MARKETS

    The Journal of Finance

    Volume 29, Issue 5, December 1974, Pages: 1467–1477, Richard Kolodny

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03128.x

  9. An Analysis of Changes in Specialist Inventories and Quotations

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1595–1628, ANANTH MADHAVAN and SEYMOUR SMIDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05122.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. Tests of the CAPM with Time-Varying Covariances: A Multivariate GARCH Approach

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1507–1521, LILIAN NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04628.x

  12. GROWTH STOCKS AND CORPORATE CAPITAL STRUCTURE THEORY

    The Journal of Finance

    Volume 30, Issue 2, May 1975, Pages: 533–547, Prem Kumar

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01828.x

  13. A Test of the OPEC Cartel Hypothesis: 1974–1983

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 991–1006, CLAUDIO LODERER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb05028.x

  14. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  15. Corporate Governance, Idiosyncratic Risk, and Information Flow

    The Journal of Finance

    Volume 62, Issue 2, April 2007, Pages: 951–989, MIGUEL A. FERREIRA and PAUL A. LAUX

    Version of Record online : 20 MAR 2007, DOI: 10.1111/j.1540-6261.2007.01228.x

  16. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  17. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  18. THE SUPPLY OF MONEY, INNOVATIONS, AND THE BUSINESS CYCLE IN JAPAN

    The Journal of Finance

    Volume 23, Issue 5, December 1968, Pages: 875–886, Takashi Negishi

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb00328.x

  19. Inflation, Uncertainty, and Investment

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 657–668, CARLISS Y. BALDWIN and RICHARD S. RUBACK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04528.x

  20. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x