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There are 15521 results for: content related to: Good News, Bad News, Volatility, and Betas

  1. Backwardation in Oil Futures Markets: Theory and Empirical Evidence

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1517–1545, ROBERT H. LITZENBERGER and NIR RABINOWITZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05187.x

  2. Initial Shareholdings and Overbidding in Takeover Contests

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1491–1515, MIKE BURKART

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05186.x

  3. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  4. 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

  5. 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

  6. 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

  7. Why Do Managers Diversify Their Firms? Agency Reconsidered

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 71–118, Rajesh K. Aggarwal and Andrew A. Samwick

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00519

  8. 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

  9. You have free access to this content
    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

  10. Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 37–70, Allen M. Poteshman and Vitaly Serbin

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00518

  11. 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

  12. Counterparty Risk and the Pricing of Defaultable Securities

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1765–1799, Robert A. Jarrow and Fan Yu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00389

  13. An Analysis of Changes in Specialist Inventories and Quotations

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1595–1628, ANANTH MADHAVAN and SEYMOUR SMIDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05122.x

  14. 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

  15. The American Put Option and Its Critical Stock Price

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2333–2356, David S. Bunch and Herb Johnson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00289

  16. COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS

    The Journal of Finance

    Volume 16, Issue 1, March 1961, Pages: 8–37, William Vickrey

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1961.tb02789.x

  17. 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

  18. THE VALUATION AND COST OF CAPITAL OF THE LEVERED FIRM WITH GROWTH OPPORTUNITIES

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 65–73, Fred D. Arditti and John M. Pinkerton

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03389.x

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    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

  20. Asymmetric Information and Risky Debt Maturity Choice

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 19–37, MARK J. FLANNERY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04489.x