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There are 21170 results for: content related to: Explorations Into Factors Explaining Money Market Returns

  1. The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity

    The Journal of Finance

    Volume 73, Issue 1, February 2018, Pages: 229–274, JAMES DOW and JUNGSUK HAN

    Version of Record online : 16 NOV 2017, DOI: 10.1111/jofi.12584

  2. Debt-for-Equity Swaps under a Rational Expectations Equilibrium

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 663–680, VIHANG R. ERRUNZA and ARTHUR F. MOREAU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04384.x

  3. A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2143–2184, Harrison Hong and Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00184

  4. A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates

    The Journal of Finance

    Volume 36, Issue 4, September 1981, Pages: 769–799, JOHN C. COX, JONATHAN E. INGERSOLL JR. and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb04884.x

  5. How Target Shareholders Benefit from Value-Reducing Defensive Strategies in Takeovers

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 137–156, ELAZAR BERKOVITCH and NAVEEN KHANNA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05084.x

  6. Reputation and Performance Among Security Analysts

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1811–1836, SCOTT E. STICKEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04684.x

  7. THE DEMAND FOR MONEY AND PRICE EXPECTATIONS IN AUSTRALIA

    The Journal of Finance

    Volume 32, Issue 3, June 1977, Pages: 735–748, T. J. Valentine

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb01984.x

  8. Do Insiders Learn from Outsiders? Evidence from Mergers and Acquisitions

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1951–1982, YUANZHI LUO

    Version of Record online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00784.x

  9. Stochastic Portfolio Theory and Stock Market Equilibrium

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 615–624, ROBERT FERNHOLZ and BRIAN SHAY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03584.x

  10. Is Fairly Priced Deposit Insurance Possible?

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 227–245, YUK-SHEE CHAN, STUART I. GREENBAUM and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03984.x

  11. THE VALUATION OF AMERICAN PUT OPTIONS

    The Journal of Finance

    Volume 32, Issue 2, May 1977, Pages: 449–462, Robert C. Merton, Michael J. Brennan and Eduardo S. Schwartz

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03284.x

  12. Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1629–1666, James Claus and Jacob Thomas

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00384

  13. A new stability number of the Bresse-Cattaneo system

    Mathematical Methods in the Applied Sciences

    Leila Djouamai and Belkacem Said-Houari

    Version of Record online : 12 FEB 2018, DOI: 10.1002/mma.4784

  14. COMPONENTS OF INVESTMENT PERFORMANCE

    The Journal of Finance

    Volume 27, Issue 3, June 1972, Pages: 551–567, Eugene F. Fama

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00984.x

  15. The Corporate Propensity to Save

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1729–1766, LEIGH A. RIDDICK and TONI M. WHITED

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01478.x

  16. 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

  17. Estimation Risk and Simple Rules for Optimal Portfolio Selection

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1087–1093, SON-NAN CHEN and STEPHEN J. BROWN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02284.x

  18. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  19. 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

  20. 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