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There are 17470 results for: content related to: Expected Returns, Time-varying Risk, and Risk Premia

  1. On Stock Market Returns and Returns on Investment

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 543–556, FERNANDO RESTOY and G. MICHAEL ROCKINGER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05151.x

  2. The Strategic Role of Debt in Takeover Contests

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 731–745, BHAGWAN CHOWDHRY and VIKRAM NANDA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04736.x

  3. 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

  4. You have free access to this content
    Do Tests of Capital Structure Theory Mean What They Say?

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1747–1787, ILYA A. STREBULAEV

    Version of Record online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01256.x

  5. Inflation and Asset Returns in a Monetary Economy

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1315–1342, DAVID A. MARSHALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04660.x

  6. Entrenchment and Severance Pay in Optimal Governance Structures

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 519–547, Andres Almazan and Javier Suarez

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00536

  7. Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 479–513, MERTON H. MILLER, JAYARAM MUTHUSWAMY and ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05149.x

  8. Aggregate Risk and the Choice between Cash and Lines of Credit

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2059–2116, VIRAL V. ACHARYA, HEITOR ALMEIDA and MURILLO CAMPELLO

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12056

  9. Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 515–541, ROBERT F. WHITELAW

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05150.x

  10. Are Momentum Profits Robust to Trading Costs?

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1039–1082, Robert A. Korajczyk and Ronnie Sadka

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00656.x

  11. 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

  12. Learning, Asset-Pricing Tests, and Market Efficiency

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1113–1145, Jonathan Lewellen and Jay Shanken

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00456

  13. LDC Debt: Forgiveness, Indexation, and Investment Incentives

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1335–1350, KENNETH A. FROOT, DAVID S. SCHARFSTEIN and JEREMY C. STEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02656.x

  14. A MEAN-VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY

    The Journal of Finance

    Volume 28, Issue 1, March 1973, Pages: 167–181, Mark E. Rubinstein

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01356.x

  15. FUTURE INVESTMENT OPPORTUNITIES AND THE VALUE OF THE CALL PROVISION ON A BOND

    The Journal of Finance

    Volume 33, Issue 4, September 1978, Pages: 1187–1200, Zvi Bodie and Robert A. Taggart Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02056.x

  16. Stock Returns in Mergers and Acquisitions

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1213–1252, DIRK HACKBARTH and ERWAN MORELLEC

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01356.x

  17. Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2703–2737, JUAN-PEDRO GÓMEZ, RICHARD PRIESTLEY and FERNANDO ZAPATERO

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01515.x

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    Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1367–1400, RAGHURAM G. RAJAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04662.x

  19. Empirical Tests of the Consumption-Oriented CAPM

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 231–262, DOUGLAS T. BREEDEN, MICHAEL R. GIBBONS and ROBERT H. LITZENBERGER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05056.x

  20. An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2145–2170, BURTON HOLLIFIELD and RAMAN UPPAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02756.x