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There are 17478 results for: content related to: Does Money Explain Asset Returns? Theory and Empirical Analysis

  1. 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

  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. 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

  4. Swap Rates and Credit Quality

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 921–949, DARRELL DUFFIE and MING HUANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02712.x

  5. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.x

  6. A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 323–346, PHOEBUS J. DHRYMES, IRWIN FRIEND and N. BULENT GULTEKIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02312.x

  7. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05211.x

  8. 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

  9. AN EMPIRICAL ANALYSIS OF DIFFERENTIAL CAPITAL MARKET REACTIONS TO EXTRAORDINARY ACCOUNTING ITEMS

    The Journal of Finance

    Volume 31, Issue 2, May 1976, Pages: 651–674, Robert K. Eskew and William F. Wright

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01912.x

  10. 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

  11. 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

  12. Overconfidence, CEO Selection, and Corporate Governance

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 2737–2784, ANAND M. GOEL and ANJAN V. THAKOR

    Version of Record online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01412.x

  13. Model Misspecification and Underdiversification

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2465–2486, Raman Uppal and Tan Wang

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00612.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

  15. 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

  16. Competition for Order Flow and Smart Order Routing Systems

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 119–158, THIERRY FOUCAULT and ALBERT J. MENKVELD

    Version of Record online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01312.x

  17. The Net Benefits to Leverage

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2137–2170, ARTHUR KORTEWEG

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01612.x

  18. Optimal Capital Structure and Industry Dynamics

    The Journal of Finance

    Volume 60, Issue 6, December 2005, Pages: 2621–2659, JIANJUN MIAO

    Version of Record online : 10 NOV 2005, DOI: 10.1111/j.1540-6261.2005.00812.x

  19. Risky Debt, Investment Incentives, and Reputation in a Sequential Equilibrium

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 863–878, KOSE JOHN and DAVID C. NACHMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb05012.x

  20. 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