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There are 31222 results for: content related to: Volatility in Wheat Spot and Futures Markets, 1950–1993: Government Farm Programs, Seasonality, and Causality

  1. 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

  2. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

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

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05210.x

  4. 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

  5. Does Money Explain Asset Returns? Theory and Empirical Analysis

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 345–361, K. C. CHAN, SILVERIO FORESI and LARRY H. P. LANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05212.x

  6. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05206.x

  7. Recovering Probability Distributions from Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1611–1631, JENS CARSTEN JACKWERTH and MARK RUBINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05219.x

  8. 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

  9. On Viable Diffusion Price Processes of the Market Portfolio

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 673–689, AVI BICK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03711.x

  10. 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

  11. Term Structure Multiplicity and Clientele in Markets with Transactions Costs and Taxes

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 893–911, JAIME CUEVAS DERMODY and ELIEZER ZEEV PRISMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02611.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. 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

  14. 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

  15. International Portfolio Choice and Corporation Finance: A Synthesis

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 925–984, MICHAEL ADLER and BERNARD DUMAS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02511.x

  16. An Econometric Model of the Term Structure of Interest-Rate Swap Yields

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1287–1321, DARRELL DUFFIE and KENNETH J. SINGLETON

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01111.x

  17. Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 889–919, GRANT MCQUEEN, MICHAEL PINEGAR and STEVEN THORLEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02711.x

  18. Limit Order Trading

    The Journal of Finance

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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05228.x

  19. Predictive Ability and Descriptive Validity of Earnings Forecasting Models

    The Journal of Finance

    Volume 35, Issue 4, September 1980, Pages: 933–949, BENOÎT DESCHAMPS and DILEEP R. MEHTA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03511.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

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