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There are 13893 results for: content related to: A Theory of the Dynamics of Security Returns around Market Closures

  1. Rate-of-Return Regulation and Utility Capital Structure Decisions

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 383–393, ROBERT A. TAGGART JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00451.x

  2. ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION

    The Journal of Finance

    Volume 28, Issue 5, December 1973, Pages: 1203–1232, Edwin J. Elton and Martin J. Gruber

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01451.x

  3. Agency Costs, Risk Management, and Capital Structure

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1213–1243, Hayne E. Leland

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00051

  4. 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

  5. Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2073–2090, ALBERT S. KYLE and F. ALBERT WANG

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02751.x

  6. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  7. Optimal Investment, Growth Options, and Security Returns

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1553–1607, Jonathan B. Berk, Richard C. Green and Vasant Naik

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00161

  8. Interest Rates, Uncertainty and the Livingston Data

    The Journal of Finance

    Volume 36, Issue 3, June 1981, Pages: 661–675, WILLIAM A. BOMBERGER and WILLIAM J. FRAZER JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00651.x

  9. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  10. Financially Constrained Stock Returns

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1827–1862, DMITRY LIVDAN, HORACIO SAPRIZA and LU ZHANG

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01481.x

  11. The Efficient Use of Conditioning Information in Portfolios

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 967–982, Wayne E. Ferson and Andrew F. Siegel

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00351

  12. Value of Latent Information: Alternative Event Study Methods

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 363–385, SANKARSHAN ACHARYA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04715.x

  13. AN EMPIRICAL ANALYSIS OF DIFFERENTIAL CAPITAL MARKET REACTIONS TO EXTRAORDINARY ACCOUNTING ITEMS

    The Journal of Finance

    Volume 31, Issue 2, May 1976, Pages: 651–674, Robert K. Eskew and William F. Wright

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01912.x

  14. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1197–1233, SCOTT JOSLIN, MARCEL PRIEBSCH and KENNETH J. SINGLETON

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12131

  15. Growth versus Margins: Destabilizing Consequences of Giving the Stock Market What It Wants

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1025–1058, PHILIPPE AGHION and JEREMY C. STEIN

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01351.x

  16. SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS

    The Journal of Finance

    Volume 31, Issue 4, September 1976, Pages: 1085–1100, Alan Kraus and Robert H. Litzenberger

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01961.x

  17. Investment–Cash Flow Sensitivities: Constrained versus Unconstrained Firms

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2061–2092, NATHALIE MOYEN

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00692.x

  18. Fundamentals or Noise? Evidence from the Professional Basketball Betting Market

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1193–1209, WILLIAM O. BROWN and RAYMOND D. SAUER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04751.x

  19. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  20. 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