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There are 16694 results for: content related to: Asset-pricing Tests under Alternative Distributions

  1. Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 289–338, Hong Liu

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00634.x

  2. Organization Capital and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1365–1406, ANDREA L. EISFELDT and DIMITRIS PAPANIKOLAOU

    Version of Record online : 16 JUL 2013, DOI: 10.1111/jofi.12034

  3. The Price Impact and Survival of Irrational Traders

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 195–229, LEONID KOGAN, STEPHEN A. ROSS, JIANG WANG and MARK M. WESTERFIELD

    Version of Record online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00834.x

  4. Stock Returns and Real Activity: A Century of Evidence

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1237–1257, G. WILLIAM SCHWERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02434.x

  5. Simple Forecasts and Paradigm Shifts

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1207–1242, HARRISON HONG, JEREMY C. STEIN and JIALIN YU

    Version of Record online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01234.x

  6. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 579–629, BERNARD DUMAS, ALEXANDER KURSHEV and RAMAN UPPAL

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01444.x

  7. Parameter-based Decision Making under Estimation Risk: An Application to Futures Trading

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 345–357, SERGIO H. LENCE and DERMOT J. HAYES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04434.x

  8. Predictive Systems: Living with Imperfect Predictors

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1583–1628, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01474.x

  9. Episodic Liquidity Crises: Cooperative and Predatory Trading

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2235–2274, BRUCE IAN CARLIN, MIGUEL SOUSA LOBO and S. VISWANATHAN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01274.x

  10. The Impact of Large Portfolio Insurers on Asset Prices

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1943–1955, R. GLEN DONALDSON and HARALD UHLIG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05135.x

  11. Information Effects on the Bid-Ask Spread

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1457–1469, THOMAS E. COPELAND and DAN GALAI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03834.x

  12. Performance Measurement under Asymmetric Information and Investment Constraints

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1655–1661, MICHEL GENDRON and CHRISTIAN GENEST

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03734.x

  13. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04934.x

  14. Jump Diffusion Option Valuation in Discrete Time

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1833–1863, KAUSHIK I. AMIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05130.x

  15. THE RELATION OF THE STRUCTURE OF COMMON STOCK PRICES TO HISTORICAL, EXPECTATIONAL AND INDUSTRIAL VARIABLES

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 187–197, Frederick W. Bell

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb00034.x

  16. Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 421–449, IVO WELCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05064.x

  17. Estimating the Strategic Value of Long-Term Forward Purchase Contracts Using Auction Models

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 981–1010, JOHN E. PARSONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02634.x

  18. Arbitraging Arbitrageurs

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2471–2511, MUKARRAM ATTARI, ANTONIO S. MELLO and MARTIN E. RUCKES

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.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. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x