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There are 19445 results for: content related to: Portfolio Inefficiency and the Cross-section of Expected Returns

  1. Efficient Signalling with Dividends and Investments

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 321–343, RAMASASTRY AMBARISH, KOSE JOHN and JOSEPH WILLIAMS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02570.x

  2. Financial Flexibility, Bank Capital Flows, and Asset Prices

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1685–1722, CHRISTINE A. PARLOUR, RICHARD STANTON and JOHAN WALDEN

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01770.x

  3. Information Quality, Performance Measurement, and Security Demand in Rational Expectations Economies

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 341–359, THOMAS H. NOE and BUDDHAVARAPU SAILESH RAMAMURTIE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05177.x

  4. 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

  5. MARKET RISK ADJUSTMENT IN PROJECT VALUATION

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 603–616, George M. Constantinides

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04870.x

  6. The Pricing of Contingent Claims in Discrete Time Models

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 53–68, M. J. BRENNAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02070.x

  7. On Intraday Risk Premia

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 319–339, MATTHEW SPIEGEL and AVANIDHAR SUBRAHMANYAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05176.x

  8. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1481–1509, Ravi Bansal and Amir Yaron

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00670.x

  9. WEALTH, WELFARE, AND THE PRICE OF RISK

    The Journal of Finance

    Volume 27, Issue 2, May 1972, Pages: 419–433, John Long

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00970.x

  10. 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

  11. 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

  12. 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

  13. Disagreement and Learning: Dynamic Patterns of Trade

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1269–1302, SNEHAL BANERJEE and ILAN KREMER

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01570.x

  14. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  15. 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

  16. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  17. Covenants and Collateral as Incentives to Monitor

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1113–1146, RAGHURAM RAJAN and ANDREW WINTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04052.x

  18. 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

  19. Implementing Option Pricing Models When Asset Returns Are Predictable

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 87–129, ANDREW W. LO and JIANG WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05168.x

  20. The Market Reaction to Stock Splits

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1347–1370, CHRISTOPHER G. LAMOUREUX and PERCY POON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04370.x