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There are 8879 results for: content related to: Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings

  1. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  2. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  3. Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 279–324, ANJAN V. THAKOR

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05210.x

  4. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 169–204, TORBEN G. ANDERSEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05206.x

  5. Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1891–1908, JIA HE, RAYMOND KAN, LILIAN NG and CHU ZHANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05230.x

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    Multifactor Explanations of Asset Pricing Anomalies

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 55–84, EUGENE F. FAMA and KENNETH R. FRENCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05202.x

  7. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  8. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  9. Expectations and the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1715–1742, RAFAEL LA PORTA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05223.x

  10. The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1653–1679, STEVEN R. GRENADIER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05221.x

  11. Limit Order Trading

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1835–1861, PUNEET HANDA and ROBERT A. SCHWARTZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05228.x

  12. Measuring International Economic Linkages with Stock Market Data

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1743–1763, JOHN AMMER and JIANPING MEI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05224.x

  13. Is There a Window of Opportunity for Seasoned Equity Issuance?

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 253–278, MARK BAYLESS and SUSAN CHAPLINSKY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05209.x

  14. Quotes, Prices, and Estimates in a Laboratory Market

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1791–1808, ROBERT BLOOMFIELD

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05226.x

  15. Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 205–225, SHMUEL KANDEL, AHARON R. OFER and ODED SARIG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05207.x

  16. Delegated Portfolio Management and Rational Prolonged Mispricing

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 283–311, Eitan Goldman and Steve L. Slezak

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00525

  17. Volatility in Wheat Spot and Futures Markets, 1950–1993: Government Farm Programs, Seasonality, and Causality

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 325–343, SUSAN J. CRAIN and JAE HA LEE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05211.x

  18. A Simple Nonparametric Approach to Derivative Security Valuation

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1633–1652, MICHAEL STUTZER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05220.x

  19. Do Brokerage Analysts' Recommendations Have Investment Value?

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 137–167, KENT L. WOMACK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05205.x

  20. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 119–159, Darrell Duffie, Lasse Heje Pedersen and Kenneth J. Singleton

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00520