Search Results

There are 23653 results for: content related to: Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

  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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  2. 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

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00520

  3. Information and Control in Ventures and Alliances

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2513–2549, WOUTER DESSEIN

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00806.x

  4. Strategic Asset Allocation in Money Management

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 179–217, SULEYMAN BASAK and DMITRY MAKAROV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12106

  5. You have free access to this content
    A Theory of Friendly Boards

    The Journal of Finance

    Volume 62, Issue 1, February 2007, Pages: 217–250, RENÉE B. ADAMS and DANIEL FERREIRA

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2007.01206.x

  6. Model Uncertainty and Option Markets with Heterogeneous Beliefs

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2841–2897, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01006.x

  7. 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

  8. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05207.x

  9. THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS

    The Journal of Finance

    Volume 31, Issue 2, May 1976, Pages: 551–571, Robert Litzenberger and Mark Rubinstein

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01906.x

  10. You have free access to this content
    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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05202.x

  11. Debt and Input Misallocation

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 795–816, MOSHE KIM and VOJISLAV MAKSIMOVIC

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05106.x

  12. 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

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  13. Do Brokerage Analysts' Recommendations Have Investment Value?

    The Journal of Finance

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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05205.x

  14. Banking Panics, Information, and Rational Expectations Equilibrium

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 749–761, V. V. CHARI and RAVI JAGANNATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04606.x

  15. Expectations and the Cross-Section of Stock Returns

    The Journal of Finance

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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05223.x

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

    The Journal of Finance

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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05226.x

  17. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05221.x

  18. 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

  19. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05230.x

  20. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05224.x