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There are 6966 results for: content related to: International Portfolio Investment Flows

  1. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

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    Empirical Performance of Alternative Option Pricing Models

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2003–2049, Gurdip Bakshi, Charles Cao and Zhiwu Chen

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02749.x

  3. A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1973–2002, RICHARD STANTON

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02748.x

  4. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 975–1005, TORBEN G. ANDERSEN and TIM BOLLERSLEV

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02722.x

  5. Swap Rates and Credit Quality

    The Journal of Finance

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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02712.x

  6. An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2145–2170, BURTON HOLLIFIELD and RAMAN UPPAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02756.x

  7. Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 987–1019, HAYNE E. LELAND and KLAUS BJERRE TOFT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02714.x

  8. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  9. International Asset Pricing and Portfolio Diversification with Time-Varying Risk

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1881–1912, GIORGIO DE SANTIS and BRUNO GERARD

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02745.x

  10. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 951–986, G. ANDREW KAROLYI and RENÉ M. STULZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02713.x

  11. Diversification, Integration and Emerging Market Closed-End Funds

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 835–869, GEERT BEKAERT and MICHAEL S. URIAS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02709.x

  12. Options on Leveraged Equity: Theory and Empirical Tests

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 1151–1180, KLAUS BJERRE TOFT and BRIAN PRUCYK

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02728.x

  13. Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2073–2090, ALBERT S. KYLE and F. ALBERT WANG

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02751.x

  14. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  15. Endogenous Borrowing Constraints With Incomplete Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2187–2209, HAROLD H. ZHANG

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02758.x

  16. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  17. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  18. Stock Market Efficiency and Economic Efficiency: Is There a Connection?

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 1087–1129, JAMES DOW and GARY GORTON

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02726.x

  19. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  20. Stock Return Predictability and The Role of Monetary Policy

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1951–1972, ALEX D. PATELIS

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02747.x