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There are 17815 results for: content related to: Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

  1. Portfolio Choice in the Presence of Personal Illiquid Projects

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 303–328, Miquel Faig and Pauline Shum

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00423

  2. Option Valuation with Systematic Stochastic Volatility

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 881–910, KAUSHIK I. AMIN and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04023.x

  3. Market Statistics and Technical Analysis: The Role of Volume

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 153–181, LAWRENCE BLUME, DAVID EASLEY and MAUREEN O'HARA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04424.x

  4. Investment Bank Reputation, Information Production, and Financial Intermediation

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 57–79, THOMAS J. CHEMMANUR and PAOLO FULGHIERI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04420.x

  5. A NOTE ON ADJUSTING R2

    The Journal of Finance

    Volume 28, Issue 4, September 1973, Pages: 1009–1013, David B. Montgomery and Donald G. Morrison

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01423.x

  6. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  7. On the Cross-sectional Relation between Expected Returns and Betas

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 101–121, RICHARD ROLL and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04422.x

  8. PRICING OF WARRANTS AND THE VALUE OF THE FIRM

    The Journal of Finance

    Volume 33, Issue 5, December 1978, Pages: 1333–1342, Dan Galai and Meir I. Schneller

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03423.x

  9. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  10. Circuit Breakers and Market Volatility: A Theoretical Perspective

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 237–254, AVANIDHAR SUBRAHMANYAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04427.x

  11. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  12. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  13. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  14. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323

  15. The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske—Johnson Technique

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 827–840, T. S. HO, RICHARD C. STAPLETON and MARTI G. SUBRAHMANYAM

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04823.x

  16. Insider Trading in Financial Signaling Models

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1905–1934, MARK BAGNOLI and NAVEEN KHANNA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04688.x

  17. 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

  18. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1685–1730, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00475

  19. Equilibrium Analysis of Portfolio Insurance

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1379–1403, SANFORD J. GROSSMAN and ZHONGQUAN ZHOU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04073.x

  20. Disclosure, Liquidity, and the Cost of Capital

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1325–1359, DOUGLAS W. DIAMOND and ROBERT E. VERRECCHIA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04620.x