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There are 1541 results for: content related to: Another Look at the Cross-section of Expected Stock Returns

  1. You have free access to this content
    Size and Book-to-Market Factors in Earnings and Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 131–155, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05169.x

  2. The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1605–1634, DONGCHEOL KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05190.x

  3. Tunneling or Value Added? Evidence from Mergers by Korean Business Groups

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2695–2740, Kee-Hong Bae, Jun-Koo Kang and Jin-Mo Kim

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00510

  4. 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

  5. Good News, Bad News, Volatility, and Betas

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1575–1603, PHILLIP A. BRAUN, DANIEL B. NELSON and ALAIN M. SUNIER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05189.x

  6. Expected Returns, Time-varying Risk, and Risk Premia

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 655–679, MARTIN D. D. EVANS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05156.x

  7. Corporate Control, Portfolio Choice, and the Decline of Banking

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1377–1420, GARY GORTON and RICHARD ROSEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05183.x

  8. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  9. Asset-pricing Puzzles and Incomplete Markets

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1803–1832, CHRIS I. TELMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05129.x

  10. Pricing Derivatives on Financial Securities Subject to Credit Risk

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 53–85, ROBERT A. JARROW and STUART M. TURNBULL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05167.x

  11. Information Content of Insider Trading Around Corporate Announcements: The Case of Capital Expenditures

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 835–855, KOSE JOHN and BANIKANTA MISHRA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05108.x

  12. Evidence of Predictable Behavior of Security Returns

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 881–898, NARASIMHAN JEGADEESH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05110.x

  13. Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 225–253, MARTIN D. D. EVANS and KAREN K. LEWIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05172.x

  14. Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1969–1984, VASANTTILAK NAIK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05137.x

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    The New Issues Puzzle

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 23–51, TIM LOUGHRAN and JAY R. RITTER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05166.x

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    What Do We Know about Capital Structure? Some Evidence from International Data

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1421–1460, RAGHURAM G. RAJAN and LUIGI ZINGALES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05184.x

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    Measuring and Testing the Impact of News on Volatility

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1749–1778, ROBERT F. ENGLE and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05127.x

  18. Robust Financial Contracting and the Role of Venture Capitalists

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 371–402, ANAT R. ADMATI and PAUL PFLEIDERER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05146.x

  19. Postbankruptcy Performance and Management Turnover

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 3–21, EDITH SHWALB HOTCHKISS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05165.x

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    Risk Management: Coordinating Corporate Investment and Financing Policies

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1629–1658, KENNETH A. FROOT, DAVID S. SCHARFSTEIN and JEREMY C. STEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05123.x